2019

Selected publications

Amendola N., Ferraris L. and Mattesini F., "Liquidity Externalities and the Wallace Conjecture", Macroeconomic Dynamics, forthcoming.

Amendola N., Carbonari L. and Ferraris L., “Collateral and Development”, The BE Journal of Macroeconomics - Advances, forthcoming.

Amendola N. and Ferraris L., "Money and Limited Enforcement in Multilateral Exchange", Macroeconomic Dynamics, forthcoming.

Attar A., Campioni E. and G. Piaser, "Private Communication in Competing Mechanism Games", Journal of Economic Theory, 183, 258-283.

Attar A.,  Casamatta C., Chassagnon A. and Decamps J.P., "Multiple Lenders, Strategic Default and  Debt Covenants", American Economic Journal: Microeconomics, 11, 98-130.

Attar A.,  Mariotti T. and F. Salanie (2019): On Competitive Nonlinear Pricing, Theoretical Economics 14(1): 297-343.

Attar A.,  Casamatta C., Chassagnon A. and  Decamps J.P., "Contracting Sequentially with Multiple Lenders: the Role of Menus", Journal of  Money, Credit and Banking, 51, 977-990.

Attar A., Mariotti T. and Salanie F., "On a Class of Smooth Preferences", Economic Theory (Bulletin), 7, 37-57.

Annicchiarico B. and Diluiso F., "International Transmission of the Business Cycle and Environmental Policy", Resource & Energy Economics, forthcoming.

Annicchiarico B.  and Marvasi E., "Protection for Sale under Monopolistic Competition: Beyond the CES", European Journal of Political Economy, forthcoming.

Annicchiarico B. and Pelloni A., "Innovation, Growth, and Monetary Policy", Macroeconomic Dynamics, forthcoming.

Annicchiarico B., Surricchio S. and Waldmann R.J., "A Behavioral Model of the Credit Cycle", Journal of Economic Behavior & Organization, 166, 53-83.

Atella V., Belotti F., Bojke C., Castelli A., Grasic K., Kopinska J., Piano Mortari A. and Street A., "How Health Policy Shapes Healthcare Sector Productivity? Evidence from Italy and UK", Health Policy, 123, 27-36.

Becchetti L., Ciciretti R. and Dalò A., “Fishing the Corporate Socially Responsible Risk Factor”, Journal of Financial Stability, 37, 25-48.

Casini A. and Perron P., "Structural Breaks in Time Series", in Oxford Research Encyclopedia of Economics and Finance, Oxford University Press, forthcoming.

Ciccarelli C., De Fraja G. and Tiezzi S., "How Hard Is It to Maximise Profit? Evidence from a 19th Century Italian State Monopoly, Oxford Economic Papers, forthcoming.

Ciccarelli C. and Weisdorf J., "Pioneering Into the Past: Regional Literacy Developments in Italy Before Italy", European Review of Economic History, 23, 329-364.

Ciccarelli C., Giuntini A. and Groote P., "The History of Rail Transport", in R. W. Vickerman (ed.), International Encyclopedia of Transportation, Elsevier, forthcoming.

Ciciretti R., Iori M. and Trenta U., Eventi e News nei Mercati Finanziari, Giappichelli Torino.

Cubadda G. and Guardabascio B., "Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model", International Journal of Forecasting, 35, 67-79.

Cubadda G., Hecq A. and Riccardo A., "Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector", in Financial Mathematics, Volatility and Covariance Modelling. Vol. 2, Part 3: Financial Volatility and Covariance Modelling, Chevallier J., Goutte S., Guerreiro D., Saglio S., and Sanhaji B. (eds.), Routledge UK.

Cubadda G., Hecq A. and Telg S., "Detecting Co-Movements in Noncausal Time Series", Oxford Bulletin of Economics and Statistics, 81, 697-715.

De Fraja G., Facchini G. and Gathergood J., "Professional Salaries and Research Performance in UK Universities", Economic Policy, forthcoming.

D’Amato A., Giaccherini M. and Zoli M., “The Role of Information Sources and Providers in Shaping Green Behaviors. Evidence from Europe”, Ecological Economics, 164, 106-292.

Anderson G., Farcomeni A., Pittau M. G. and Zelli R., "Rectangular Latent Markov Models for Time-specific Clustering, with an Analysis of the Well Being of Nations", Journal of the Royal Statistical Society (Series C), 68, 603-621.

Anderson G., Farcomeni A., Pittau M. G. and Zelli R., "Multidimensional Nation Wellbeing, More Equal Yet More Polarized: an Analysis of the Progress of Human Development Since 1990", Journal of Economic Development, 44, 1-22.

Bartolucci F. and Farcomeni A., "A Shared-parameter Continuous-time Hidden Markov and Survival Model for Longitudinal Data with Informative Drop-out", Statistics in Medicine, 38, 1056-1073.

Cerioli A., Farcomeni A. and Riani M. "Wild Adaptive Trimming for Robust Estimation and Cluster Analysis", Scandinavian Journal of Statistics, 46, 235-256.

Dotto F., Farcomeni A., Pittau M. G. and Zelli, R., "A Dynamic Inhomogeneous Latent State Model for Measuring Material Deprivation", Journal of the Royal Statistical Society (Series A), 182, 495-516.

Dotto F. and Farcomeni A., "Robust Inference for Parsimonious Model-based Clustering", Journal of Statistical Computation and Simulation, 89, 414-442.

Farcomeni A. and Geraci M., "Multi-state Quantile Regression Models", Statistics in Medicine, forthcoming.

Farcomeni A. and Punzo A.,  "Robust Model-based Clustering with Mild and Gross Outliers", TEST, forthcoming.

Geraci M., Boghossian N. S., Farcomeni A. and Horbar J. D., "Quantile Contours and Allometric Modelling for Risk Classification of Abnormal Ratios with an Application to Asymmetric Growth-restriction in Preterm Infants", Statistical Methods in Medical Research, forthcoming.

Pastori D., Farcomeni A., Pignatelli P., Violi F. and Lip G. Y. H., "Application of the ABC (Atrial fibrillation Better Care) Pathway is Associated with Lower Health-related Costs for the Management of Patients with Atrial Fibrillation. A Report from the ATHERO-AF Study", American Journal of Medicine, 132, 856-861.

Proietti M., Farcomeni A., Goethals P., Scavee C., Vijgen J., Blankoff I., Vandekerckhove Y., Lip G.Y.H. and Mairesse G. H., "Cost-effectiveness and Screening Performance of ECG Handheld Machine in a Population Screening Programme: The Belgian Heart Rhythm Week Screening Programme", European Journal of Preventive Cardiology, 26, 964-972.

Gagliarducci S., Onorato M., Sobbrio F. and Tabellini G., "War of the Waves: Radio and Resistance During World War II", American Economic Journal: Applied Economics, forthcoming.

Gagliarducci S. and Manacorda M. "Politics in the Family: Nepotism and the Hiring Decisions of Italian Firms", American Economic Journal: Applied Economics, forthcoming.

Herzel S. and Nicolosi M, "Optimal Strategies with Option Compensation under Mean Reverting Returns or Volatilities", Computational Management Science, 16, 47-69.

Fedele A. and Panaccione L., “Moral Hazard and Compensation Packages: Does Reshuffling Matter?”, Economic Theory, forthcoming.

Pelloni A., Stengos T. and Valenti F., "The Non-linearity in the Relationship between Human Capital and Growth" in The Role of Human Capital and Demographics on Economic Growth: Health, Education and Prosperity, Bucci A., Prskawetz A. and Prettner K. (eds.), Palgrave-MacMillan, forthcoming.

De Luca G, Magnus J. and Peracchi F., "Posterior Moments and Quantiles for the Normal Location Model with Laplace Prior”. Communications in Statistics - Theory and Methods, forthcoming.

De Luca G, Magnus J. and Peracchi F., “Comments on ‘Unobservable Selection and Coefficient Stability: Theory and Evidence’ and ‘Poorly Measured Confounders are More Useful on the Left Than on the Right’”, Journal of Business and Economic Statistics, 37, 217-222.

Bandi F., Kolokolov A., Pirino D. and Renò R., "Zeros", Management Science, forthcoming.

Buccheri G., Livieri G., Pirino D. and Pollastri A., "A Closed-Formula Characterization of the Epps Effect", Quantitative Finance, forthcoming.

Cattivelli L. and Pirino D.,"A SHARP Model of Bid–ask Spread Forecasts", International Journal of Forecasting, 35, 1211-1225.

Proietti T. and Luati A., “Generalised Linear Cepstral Models for the Spectrum of a Time Series”, Statistica Sinica, 29, 1561-1583.

Proietti T., “Editorial”, Statistical Methods and Applications,  28, 385-387.

Hillebrand E., Pretis F. and Proietti T., “Econometric Models of Climate Change: Introduction by the Guest Editors”, Journal of Econometrics, forthcoming.

Proietti T., Discussion of "The Class of CUB Models: Statistical Foundations, Inferential Issues and Empirical Evidence”, Statistical Methods and Applications, 18, 451-456.

Proietti T., Marczak M. and Mazzi G., “A Class of Periodic Trend Models for Seasonal Time Series”, Journal of Forecasting, 38, 106-121.

Proietti T. and Giovannelli A., "A Durbin–Levinson Regularized Estimator of High-dimensional Autocovariance Matrices”, Biometrika, 105, 783-795.

Dissanayake G.S., Peiris M.S. and Proietti T., "Fractionally Differenced Gegenbauer Processes with Long Memory: A Review”, Statistical Science, 33, 413-426.

Proietti T., Discussion of "Deciding Between Alternative Approaches in Macroeconomics”, International Journal of Forecasting, 34, 136-138.

Antonelli F., Ramponi A., Scarlatti S., "CVA and Vulnerable Options Pricing by Correlation Expansions", Annals of Operation Research, forthcoming.

Gavazza A., Nardotto M. and Valletti T., "Internet and Politics: Evidence from UK Local Elections and Local Government Policies", Review of Economic Studies, 86, 2092-2135.

Montes R., Sand-Zantman W. and Valletti T., "The Value of Personal Information in Online Markets with Endogenous Privacy", Management Science, 65, 1342-1362.

Valletti, T. and Wu J. “Consumer Profiling with Data Requirements: Structure and Policy Implications", Production and Operations Management, forthcoming.

De Blasio G. and Vuri D., "Effects of the Joint Custody Law in Italy", Journal of Empirical Legal Studies, forthcoming.