COSTANTINI, MAURO

COSTANTINI, MAURO  

Dipartimento di Ingegneria industriale e dell'informazione e di economia  

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Risultati 1 - 20 di 49 (tempo di esecuzione: 0.048 secondi).
Titolo Data di pubblicazione Autore(i) File
Bayesian Nonparametric Panel Markov-Switching GARCH Models 1-gen-2023 Casarin, Roberto; Costantini, Mauro; Osuntuyi, Anthony
A comparative study on p value combination tests for unit roots in multiple time series 1-gen-2023 Costantini, Mauro; Lupi, Claudio
Bitcoin market networks and cyberattacks 1-gen-2023 Costantini, M.; Maaitah, A.; Mishra, T.; Sousa, R. M.
What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality 1-gen-2022 Costantini, Mauro; Sousa, Ricardo M.
Estimating uncertainty spillover effects across euro area using a regime dependent VAR model 1-gen-2022 Angelini, Giovanni; Costantini, Mauro; Easaw, Joshy
On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting 1-gen-2021 Casarin, R.; Costantini, M.; Paradiso, A.
On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation 1-gen-2021 Costantini, Mauro; Kunst, Robert M.
Consumption, asset wealth, equity premium, term spread, and flight to quality 1-gen-2020 Costantini, M.; Sousa, R. M.
Panel stationary tests against changes in persistence 1-gen-2019 Cerqueti, R.; Costantini, M.; Gutierrez, L.; Westerlund, J.
Do inequality, unemployment and deterrence affect crime over the long run? 1-gen-2018 Costantini, Mauro; Meco, Iris; Paradiso, Antonio
What do panel data say on inequality and GDP? New evidence at US state-level 1-gen-2018 Costantini, Mauro; Paradiso, Antonio
Forecast Combinations in a DSGE-VAR Lab 1-gen-2017 Costantini, M; Gunter, U; Kunst, R
Forecasting errors, directional accuracy and profitability of currency trading: The case of EUR/USD exchange rate, 1-gen-2016 Cuaresma, J C; Costantini, M; Hlouskova, J.
Identifying Stationary Series in Panels: A Monte Carlo Evaluation of Sequential Panel Selection Methods 1-gen-2016 Costantini, M; Lupi, C
How accurate are the professional forecasts in Asia. Evidence from ten countries 1-gen-2016 Chen, Q; Costantini, M; Deschamps, B
A simple testing procedure for unit root and model specification 1-gen-2016 Costantini, M; Sen, A
Small-Sample Improved Seasonal Unit Root Tests for Trending and Breaking Series 1-gen-2015 Costantini, M; Narayan, P K; Popp, S; Westerlund, J
Housing wealth, Financial wealth, and consumption: new evidence for Italy and the UK, 1-gen-2015 Barrell, R; Costantini, M; Meco, I
On the usefulness of cross-validation for directional forecast evaluation 1-gen-2014 Bergmeir, C; Costantini, M; Benitez, J M
Determinants of Sovereign Bond Yield Spreads in the EMU. An Optimal Currency Area Perspective 1-gen-2014 Costantini, M; Fragetta, M; Melina, G.