Ricerca

Working Papers


  1. "COVID-19 Pandemic and Stock Market Contagion: A Wavelet-Copula GARCH Approach", WP 12/20, Department of Economics and Statistics "Cognetti De Martiis", University of Turin (with A. Canepa and H. Alqaralleh);

  2. "Dynamic Asymmetry and Fiscal Policy", MPRA Working Paper no. 98499, University Library of Munich.

  3. "Strategic judgment: its game-theoretic foundations, its econometric elicitation",WP 190, Department of Economics and Law, Sapienza University Rome (previous version published with title: "Forecasters' Utility and Forecasts Coherence" as DEM Working paper no. 145, University of Pavia).


Permanent Papers

  1. "150 Years of Italian CO2 Emissions and Economic Growth" (with B. Annicchiarico and A.R. Bennato), CREATES Working Paper no. 2013-02, School of Economics and Management, University of Aarhus, January 2014 (also published as CEIS Research Paper 320, Tor Vergata University).

  2. "Does the purchasing power parity hypothesis hold after 1998 ?" MPRA Paper 27225, University Library of Munich, Germany (Revised version: Updating the PPP puzzle: should we use nonlinear models?, MPRA Paper 37418, University Library of Munich, Germany)

Work-in-progress

  1. Dynamic Scoring Structures.

  2. Unobserved Dynamic Asymmetry (tentative title, with D. Massacci and L. Trapani).

  3. Deformed Inference for Nonlinear Models.