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PhD Publications

Year 2024

  • Costa H., Demmou L., Franco G., Lamp S., The role of financing constraints and environmental policy on green investment, Economics Letters, Volume 239, June 2024, 111741, https://doi.org/10.1016/j.econlet.2024.111741
     
  • Lupi E., The impact of a winner takes all tournament on managers’ strategies and asset mispricing, Decisions in Economics and Finance, Volume 47, pages 121–136, https://doi.org/10.1007/s10203-023-00426-w

  • Cubadda G., Mazzali M., The Vector Error Correction Index Model: Representation, Estimation and Identification, The Econometrics Journal, Volume 27, Issue 1, January 2024, Pages 126–150, https://doi.org/10.1093/ectj/utad023 

  • Kermarrec G., Maddanu F., Klos A., Proietti T., The fractional Sinusoidal wavefront Model (fSwp) for time series displaying persistent stationary cycles, EGU24 General Assembly 2024, https://doi.org/10.5194/egusphere-egu24-24

  • Kermarrec G., Maddanu F., Klos A., Proietti T., Bogusz J., Modeling trends and periodic components in geodetic time series: a unified approach, Journal of Geodesy, 3, https://doi.org/10.1007/s00190-024-01826-5

  • Becchetti L., Mancini S., Solferino N., Relational Skills and Corporate Productivity in a Comparative Size Class Perspective, Italian Economic Journal, May, https://doi.org/10.1007/s40797-024-00274-6  

  • Hasan I., Krause T., Manfredonia S., Noth F., Credit Markets and Racial Mortality Inequality, Electronic Journal, DOI:10.2139/ssrn.4738982

  • Hasan I.,  Manfredonia S., Sau Leung W., Compensation Consultants and CEO Pay Peer Groups, preprint, DOI:10.2139/ssrn.4815645

  • Cuntz A., Muscarnera A., Oguguo P., Sahli M., Million Dollar Baby - A primer on film finance practices in the U.S. movie industry, Industruy and Innovation, DOI:10.1080/13662716.2024.2328004

  • Cuntz A., Muscarnera A., Mueller-Langer F., Scheufen M., Access to Science and Innovation in the Developing World, Electronic Journal, DOI:10.2139/ssrn.4792584

  • Fattouh B., Pisicoli B.,  Scaramozzino P., Debt and Financial Fragility: Italian Non-Financial Companies after the Pandemic, Economic Modelling, 131, Volume 131, February, 106628, https://doi.org/10.1016/j.econmod.2023.106628

  • Malerba D., Roscioli F., Gaentsch A., Ward H., Changing carbon footprints and the consequent impacts of carbon taxes and cash transfers on poverty and inequality across years: A Peruvian case study, Energy Policy, Volume 192, September 2024, 114246, https://doi.org/10.1016/j.enpol.2024.114246

  • Farcomeni A., Geraci M., Russo A., Mid-quantile regression for discrete panel data, Journal of Statistical Computation and Simulation, published online: 15 May, DOI: 10.1080/00949655.2024.2352527

  • Farcomeni A., Russo A., A copula formulation for multivariate latent Markov models, Test, DOI: 10.1007/s11749-024-00919-9

  • Silgado-Gomez E., Sovereign Uncertainty, International Economic Review, June, DOI:10.1111/iere.12718

  • Afsar A., Gallegos J.-E., Jaimes R., Silgado-Gomez E., A behavioral hybrid New Keynesian model: Quantifying the importance of belief formation frictions, Economic Modelling, 132(2):106626, DOI:10.1016/j.econmod.2023.106626
     

 

 

Year 2023

  • Acar B., Becchetti L., Pisani F., Eudaimonic wellbeing and life expectancy, Kyklos, 76(4), DOI:10.1111/kykl.12324

  • Andreini P., Hasenzagl T., Reichlin L., Senftleben-König C., Strohsal T., Nowcasting German GDP: Foreign factors, financial markets, and model averaging, International Journal of Forecasting, vol. 39(1), pages 298-313. DOI: 10.1016/j.ijforecast.2021.11.009  

  • Beccari G, Pisicoli B., Vocalelli G., Barbarians at the Gate? FDI and Target Firms’ Management Quality, Electronic Journal, May, DOI:10.2139/ssrn.4430033

  • Erazo Loaiza F., Muscarnera A., The Right of Self-Defense: Who is a Threat?, Electronic Journal, DOI:10.2139/ssrn.4342111 

  • Fazio A., Florio E., Immigration and Perceived Social Position. Insights from an Unintended Survey Experiment, The B.E. Journal of Economic Analysis & Policy, DOI:10.1515/bejeap-2022-0337

  • Giorgi F., Herzel S., and Pigato P., A reinforcement learning algorithm for trading commodities, Applied Stochastic Models in Business and Industry, https://onlinelibrary.wiley.com/doi/full/10.1002/asmb.2825

  • Maddanu F., Proietti T., Trends in atmospheric ethane, Climatic Change, 176 (5), 53


  • Maddanu F., Forecasting highly persistent time series with bounded spectrum processes, Statistical Papers, 64 (1), 285-319

  • Cheng M., Hasan I.,  Manfredonia S., Corporate Gender Quotas Under the Lens: Evidence from California Senate Bill No. 826, Electronic Journal, DOI:10.2139/ssrn.4430318

  • Hasan I., Krause T., Manfredonia S., Noth F., Banking Market Deregulation and Mortality Inequality, Electronic Journal, DOI:10.2139/ssrn.4349845

  • Hasan I., Liu Y., Manfredonia S., Corporate Moral Values, Electronic Journal, DOI:10.2139/ssrn.4574580 

  • Chatterjee S., Hasan I., Manfredonia S., Partisan Health, Electronic Journal, DOI:10.2139/ssrn.4395936

  • Carbonari L., Maurici F., Firm Heterogeneity, Financial Frictions and Ambiguity, Jpournal of Economic Dymanics and Control, January 2023, http://dx.doi.org/10.2139/ssrn.4325518

  • Cuntz A., Muscarnera A., Oguguo P., Sahli M., IP Assets and Film Finance – A Primer on Standard Practices in the U.S., Electronic Journal, DOI:10.2139/ssrn.4471458

  • Corrado L., Grassi S., Paolillo A., Silgado-Gomez E., The macroeconomic spillovers from space activity, PNAS, published on October 16, 2023,120 (43) e2221342120, https://doi.org/10.1073/pnas.2221342120 


  • Pisicoli B., Financial development, diversity, and economic stability: Micro and systemic evidence, International Economics, 175 (2), 187-200, https://doi.org/10.1016/j.inteco.2023.08.002


  • Miroshnychenko I.,  Vocalelli G., De Massis A., Grassi S., Ravazzolo F., The Covid-19 Pandemic and Family Business Performance, Small Business Economics, published on April 2023, DOI:10.1007/s11187-023-00766-2 


  • Buccheri G., Grassi S., Vocalelli G., Estimating Risk in Illiquid Markets: A Model of Market Friction with Stochastic Volatility, Journal of Financial Econometrics, published in March 2023, DOI:10.1093/jjfinec/nbad006.

  • Vespignani J. L., Grassi S., Ravazzolo F., Vocalelli G., Global Money Supply and Energy and Non-Energy Commodity Prices: A MS-TV-VAR Approach, SSRN Electronic Journal, published on January 2023, DOI:10.2139/ssrn.4366597.

  • Buccheri G., Renò R., Vocalelli G., Taking Advantage of Biased Proxies for Forecast Evaluation, Electronic Journal, January, DOI:10.2139/ssrn.4628161

Year 2022

  • Acar B., Dastan S.A., Selcuk O., System integration costs of wind and hydropower generations in Turkey, Renewable and Sustainable Energy Reviews, 156(3–4):111982, DOI:10.1016/j.rser.2021.111982

  • Brignone D., Mazzali M., Evidence on the Confounding Nature of the Business Cycle's Main Driver, Electronic Journal, January, DOI:10.2139/ssrn.4104745

  • Demmou L., Calligaris S., Dlugosch D., Franco G.,  Liquidity shortfalls during the Covid-19 outbreak: assessment and policy responses, Economie et Statistique / Economics and Statistics, 532-33 - 2022, 47-61, doi:10.24187/ecostat.2022.532.2070 

  • Maddanu F., Proietti T., Modelling cycles in climate series: the fractional sinusoidal waveform process, Journal of Econometrics, Volume 239, Issue 1,105299, https://doi.org/10.1016/j.jeconom.2022.04.008

  • Maddanu F., Proietti T., Modelling persistent cycles in solar activity, Solar Physics, 297 (1), 13

  • Maddanu F., A harmonically weighted filter for cyclical long memory processes, AStA Advances in Statistical Analysis, Volume 106, 49-78

  • Mancini S., L. Becchetti, N. Solferino, The effects of domestic and EU incentives on ecological transition investment: a propensity score matching analysis, Industrial and Corporate Change, Volume 31, Issue 6, December 2022, Pages 1517−1544.

  • Becchetti L., Manfredonia S., Media, Reputational Risk, and Bank Loan Contracting, Journal of Financial Stability, 60(4):100990, DOI:10.1016/j.jfs.2022.100990
     
  • Becchetti L., Manfredonia S., Pisani F., Social Capital and Loan Cost: The Role of Interpersonal Trust, Sustainability 14(3):1238, DOI:10.3390/su14031238

  • Hasan I., Manfredonia S., Productivity, managers’ social connections and the financial crisis, Journal of Banking & Finance, 141(2):106497, DOI:10.1016/j.jbankfin.2022.106497

  • Pisicoli, B. (2022). Banking diversity, financial complexity and resilience to financial shocks: evidence from Italian provinces. International Review of Applied Economics, 36(3), 338-402.

  • Marchionne, F., Pisicoli, B., Fratianni, M., Regulation, financial crises, and liberalization traps. Journal of Financial Stability, 101060.

  • Bencivelli, L., Pisicoli, B., Foreign investors and target firms’ financial structure. International Economics, 169, 230-251.

  • Marchionne, F., Pisicoli, B., & Fratianni, M., Regulation and crises: A concave story. The North American Journal of Economics and Finance, 62, 101740.

  • Russo, A., Farcomeni, A., Zelli, R., Pittau, M. G., "Covariate-modulated rectangular Latent Markov models with an unknown number of regime profiles", Statistical Modelling.

Year 2021

  • Acar B., Becchetti L., Public Opinion Views on Immigrants’ Contribution to the Local Economy: the Role of TV Exposure, Italian Economic Journal, 7(2), DOI:10.1007/s40797-021-00142-7

  • Acar B., Becchetti L., Manfredonia S., Media coverage, corporate social irresponsibility conduct, and financial analysts' performance, Corporate Social Responsibility and Environmental Management, 28(5):1456-1470, DOI:10.1002/csr.2176

  • Florio E., Contact vs. Information: What shapes attitudes towards immigration? Evidence from an experiment in schools, Journal of Behavioral and Experimental Economics, 96(121/122):101790, DOI:10.1016/j.socec.2021.101790 

  • Becchetti L., Florio E., Mancini S., Internet Exposure and Social Capital, Electronic Journal, DOI:10.2139/ssrn.3923612

  • Doerr S., Erdem M., Franco G., Gambacorta L., Illes A.M., Technological capacity and firms' recovery from Covid-19, Economics Letters, Volume 209, December 2021, 110102, https://doi.org/10.1016/j.econlet.2021.110102

  • Seghieri C., Lupi E., Tzioufas A.G., De Vita S., Baldini C., Patient-reported experience and health-related quality of life in patients with primary Sjögren's syndrome in Europe, Clinical and Experimental Rheumatology, vol 39, Suppl 133(6):123-130, DOI: https://doi.org/10.55563/clinexprheumatol/vsv60z

     

 

Year 2020

  • Bachelet M., Becchetti L., Pisani F., Eudaimonic happiness as a leading health indicator: cross-country European evidence, Applied Economics, 52(43):1-19, DOI:10.1080/00036846.2020.1740161 

  • Catania L., Di Mari R., "Hierarchical Markov-switching models for multivariate integer-valued time-series", Journal of Econometrics, March.

  • Gori L., Lupi E., Manfredi P., Sodini M., A contribution to the theory of economic development and the demographic transition: fertility reversal under the HIV epidemic, Journal of Demographic Economics, Volume 86 , Issue 2 , June 2020 , pp. 125 - 155, DOI: https://doi.org/10.1017/dem.2019.21

  • Pavan G., Pozzi A., Rovigatti G., "Strategic Entry and Potential Competition: Evidence from Compressed Gas Fuel Retail", International Journal of Industrial Organization, 69.

  • Pinna G.M., "Virtually everywhere? Digitalisation and the euro area and EU economies",  European Central Bank, Occasional Paper Series, No 244 - contributor.

  • Anderton, R., Pinna G.M. and Jarvis, V., "Some measurement issues and the digital economy", Box 2 in Virtually everywhere? Digitalisation and the euro area and EU economies, European Central Bank, Occasional Paper Series, No 244.

Year 2019

  • Acar B., Dastan S.A., Selcuk O., The merit order effect of wind and river type hydroelectricity generation on Turkish electricity prices, Energy Policy, 132(September 2019):Pages 1298-1319, DOI:10.1016/j.enpol.2019.07.006
  • Bachelet M., Becchetti L., Manfredonia S., The Green Bonds Premium Puzzle: The Role of Issuer Characteristics and Third-Party Verification,  Sustainability, 11(4):1098, DOI:10.3390/su11041098
  • Bachelet M., Riccardini F., Maggino F., Sustainability of Wellbeing: An Analysis of Resilience and Vulnerability Through Subjective Indicators, chapter in book Brexit und der Finanzmarkt (pp.165-184), DOI:10.1007/978-3-030-06022-0_11
  • Catania L., and Sandholdt M., "Bitcoin at High Frequency", Journal of Risk and Financial Management, 12(1), 36.
  • Catania L., Grassi S., and Ravazzolo F., "Forecasting Cryptocurrencies Under Model and Parameter Instability", International Journal of Forecasting, 35(2), 485-501.
  • Catania L., Ardia D., and Boudt K., "Generalized Autoregressive Score Models in R: The GAS Package", Journal of Statistical Software, 88(6).
  • Bernardi M., and Catania L., "Switching generalized autoregressive score copula models with application to systemic risk", Journal of Applied Econometrics, 34(1), 43-65.
  • Catania L., Di Mari R., Santucci de Magistris P., "Dynamic Discrete Mixtures for High Frequency Prices", SSRN Electronic Journal, January.
  • Di Mari R., Bakk Z., and Punzo A., "A random-covariate approach for distal outcome prediction with latent class analysis", Structural Equation Modeling: A Multidisciplinary Journal, August.
  • Di Mari R., Rocci R., and Gattone S.A., "Scale-constrained approaches for maximum likelihood estimation and model selection of clusterwise linear regression models", Statistical Methods and Applications, June.
  • Flemming J., L’Huillier J.P., and Piguillem F., “Macro-Prudential Taxation in Good Times”, Journal of International Economics, 121,103251.
  • Pezzuto R., “The Age Distribution of the Labour Force as Evidence of Prior Production Movements: The Italian Data for 1911 and the Long Swing in Investment from Unification to the Great War”, Rivista di Storia Economica, 35(3), pp. 249-268.
  • Silgado-Gómez E., "Sovereign Uncertainty", SSRN, November 10, https://ssrn.com/abstract=3485321 or http://dx.doi.org/10.2139/ssrn.3485321.

Year 2018

Papers

  • Berlingieri G., Calligaris S., and Criscuolo C.,"The Productivity-Wage Premium: Does Size Still Matter in a Service Economy?", American Economic Association, 108, 328-33.
  • Calligaris S., Del Gatto M., Hassan F., Ottaviano G., and Schivardi F., "The productivity puzzle and misallocation: an Italian perspective publication", Economic Policy, 33 (96), 635–684.
  • Ardia D., Boudt K., and Catania L., "Downside Risk Evaluation with the R Package GAS", The R Journal, 10(2), 410-421.
  • Catania L., and Nonejad N., "Dynamic Model Averaging for Practitioners in Economics and Finance: The eDMA Package", Journal of Statistical Software, 84(11).
  • Ardia D., Bluteau K., Boudt K., and Catania L., "Forecasting Risk with Markov-Switching GARCH Models: A large-scale performance study", International Journal of Forecasting, 34(4), 733-747.
  • Bernardi M., and Catania L., "Portfolio Optimisation Under Flexible Dynamic Dependence Modelling", Journal of Empirical Finance, 48, 1-18.
  • Bernardi M., and Catania L., "The Model Confidence Set package for R", International Journal of Computational Economics and Econometrics, 8(2), 144 - 158.
  • Becchetti L., Ciciretti R. and Dalò A., "Fishing the Corporate Social Responsibility risk factors", Journal of Financial Stability, 37, 25-48.
  • Di Mari R., and Bakk Z., "Mostly harmless direct effects: a comparison of different latent markov modeling approaches", Structural Equation Modeling: A Multidisciplinary Journal, 25(3), 467-483.
  • Rocci R., Gattone S. A., and Di Mari R., "A data driven equivariant approach to constrained Gaussian mixture modeling", Advances in Data Analysis and Classification, 12(2), 235-260.
  • Fasani S., and Rossi L., "Are Uncertainty Shocks Aggregate Demand Shocks?", Economics Letters, Vol. 167, 142 146.
  • Mollisi V., and Rovigatti G., "Theory and Practice of TFP Estimation: The Control Function Approach Using Stata", The Stata Journal, 18 (3), 618-662.

 

Chapter in books

  • Balza L., Espinasa R., and Jimenez R., “Transforming Oil Abundance into Sector Performance: Which Institutions Really Matter?” in Transparent Governance in an Age of Abundance: Experiences from the Extractive Industries in LAC, edited by Masson M. and Vieyra J. IADB.

Year 2017

Papers

  • Di Mari R., Rocci R., and Gattone G. A., "Clusterwise linear regression modeling with soft scale constraints", International Journal of Approximate Reasoning, 91, 160-178.
  • Berlingieri G., Blanchenay P., Calligaris S., and Criscuolo C., "Firm-level Productivity Differences: Insight from the OECD’s MultiProd Project", International Productivity Monitor, 97-115.
  • Berlingieri G., Blanchenay P., Calligaris S., and Criscuolo C., "The MultiProd project: a comprehensive overview
    publication", OECD Science, Technology and Industry Working Paper.
  • Rovigatti G., "Production Function Estimation in R: The prodest Package", Journal of Open Source Software, 2(18), 371.

     

Chapter in Books

  • Di Mari R., Rocci R., and Gattone S.A., "Finite Mixture of Linear Regression Models: An Adaptive Constrained Approach to Maximum Likelihood Estimation", in: "Ferraro M. et al. (Eds.), Soft Methods for Data Science. Advances in Intelligent Systems and Computing", vol. 456. Springer, ISBN 978-3-319-42971-7.

Year 2016

Papers

  • Di Mari R., Oberski D.L, and Vermunt J.K., "Bias-adjusted three-step latent Markov modeling with covariates", Structural Equation Modeling: A Multidisciplinary Journal, 23(5), 649-660.
  • Calligaris S., Del Gatto M., Hassan F., Ottaviano G. and Schivardi F., "Export Participation and Misallocation after The Financial Crisis: Evidence from Italy", Rivista di Politica Economica, 105(79), 223-250.
  • Jimenez R., Serebrisky T., and Mercado J., "What does “better” mean? Perceptions of electricity and water services in Santo Domingo", Utilities Policy, vol. 41(C), 15-21.

Year 2015

Paper

  • Calligaris S., "Misallocation and Total Factor Productivity in Italy: Evidence from Firm-level Data”, Labour, 29(4), 367–393.
  • Becchetti L., Ciciretti R., Dalò A., and Herzel S., "Socially responsible and conventional investment funds: performance comparison and the global financial crisis", Applied Economics, 47, 25, 2541-2562.
  • Faiella I., and Mistretta A., "Spesa energetica e competitività delle imprese italiane", Economia Pubblica, 3, 85-121.