Student authentication

Is it the first time you are entering this system?
Use the following link to activate your id and create your password.
»  Create / Recover Password


Students previously enrolled in this PhD program have a substantial record of publications in top scholarly journals, such as  Applied Economics, the International Journal of Forecasting, the International Journal of Computational Economics and Econometrics, the Journal of Applied Econometrics, the Journal of Empirical Finance, the Journal of International Economics, the Journal of Open Software, the Journal of Statistical Software, the R Journal, the Stata Journal.


List of PhD students and Alumni publications sorted per year

Year 2020

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

  • 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


  • 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


  • 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


  • 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


  • 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.