COSTANTINI, MAURO
COSTANTINI, MAURO
Dipartimento di Ingegneria industriale e dell'informazione e di economia
Bitcoin market networks and cyberattacks
2023-01-01 Costantini, M.; Maaitah, A.; Mishra, T.; Sousa, R. M.
Bayesian Nonparametric Panel Markov-Switching GARCH Models
2023-01-01 Casarin, Roberto; Costantini, Mauro; Osuntuyi, Anthony
A comparative study on p value combination tests for unit roots in multiple time series
2023-01-01 Costantini, Mauro; Lupi, Claudio
Estimating uncertainty spillover effects across euro area using a regime dependent VAR model
2022-01-01 Angelini, Giovanni; Costantini, Mauro; Easaw, Joshy
What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality
2022-01-01 Costantini, Mauro; Sousa, Ricardo M.
On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation
2021-01-01 Costantini, Mauro; Kunst, Robert M.
On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting
2021-01-01 Casarin, R.; Costantini, M.; Paradiso, A.
Consumption, asset wealth, equity premium, term spread, and flight to quality
2020-01-01 Costantini, M.; Sousa, R. M.
Panel stationary tests against changes in persistence
2019-01-01 Cerqueti, R.; Costantini, M.; Gutierrez, L.; Westerlund, J.
What do panel data say on inequality and GDP? New evidence at US state-level
2018-01-01 Costantini, Mauro; Paradiso, Antonio
Do inequality, unemployment and deterrence affect crime over the long run?
2018-01-01 Costantini, Mauro; Meco, Iris; Paradiso, Antonio
Forecast Combinations in a DSGE-VAR Lab
2017-01-01 Costantini, M; Gunter, U; Kunst, R
Forecasting errors, directional accuracy and profitability of currency trading: The case of EUR/USD exchange rate,
2016-01-01 Cuaresma, J C; Costantini, M; Hlouskova, J.
A simple testing procedure for unit root and model specification
2016-01-01 Costantini, M; Sen, A
Identifying Stationary Series in Panels: A Monte Carlo Evaluation of Sequential Panel Selection Methods
2016-01-01 Costantini, M; Lupi, C
How accurate are the professional forecasts in Asia. Evidence from ten countries
2016-01-01 Chen, Q; Costantini, M; Deschamps, B
Small-Sample Improved Seasonal Unit Root Tests for Trending and Breaking Series
2015-01-01 Costantini, M; Narayan, P K; Popp, S; Westerlund, J
Housing wealth, Financial wealth, and consumption: new evidence for Italy and the UK,
2015-01-01 Barrell, R; Costantini, M; Meco, I
On the usefulness of cross-validation for directional forecast evaluation
2014-01-01 Bergmeir, C; Costantini, M; Benitez, J M
Determinants of Sovereign Bond Yield Spreads in the EMU. An Optimal Currency Area Perspective
2014-01-01 Costantini, M; Fragetta, M; Melina, G.