Content
2024
- 2024_09 On Spatio-Temporal Stochastic Frontier Models
by Elisa Fusco & Giuseppe Arbia & Francesco Vidoli & Vincenzo Nardelli - 2024_09 On Spatio-Temporal Stochastic Frontier Models
by Elisa Fusco & Giuseppe Arbia & Francesco Vidoli & Vincenzo Nardelli - 2024_08 When things do not change: non-intact families and adolescents'risks of substance use across 30 European countries and two decades
by Raffaele Guetto & Maria Francesca Morabito & Elisa Benedetti & Sonia Cerrai & Daniele Vignoli - 2024_07 Partners’ Health and Silver Splits in Europe: A Gendered Pattern?
by Daniele Vignoli & Giammarco Alderotti & Cecilia Tomassini - 2024_06 Housing Conditions, Neighbourhood Area and Life Satisfaction in Old Age
by Elena Pirani & Maria Veronica Dorgali & Valentina Tocchioni & Alessandra Petrucci - 2024_05 An Elephant in the Classroom: Teacher Bias by Student SES or Ability Measurement Bias?
by Carlos J. Gil-Hernández & Mar C. Espadafor - 2024_04 No socio-economic differences in ART treatment success: Evidence from Careggi Hospital, Italy
by Marco Cozzani & Maria Elisabetta Coccia & Emilia Giusti & Sara Landini & Francesca Piazzini & Valentina Tocchioni & Daniele Vignoli - 2024_02 Kinlessness at older ages: Prevalence and heterogeneity in 27 countries
by Marta Pittavino & Bruno Arpino & Elena Pirani - 2024_01 Health in early adulthood and fertility: a study based on the 1958 British cohort
by Eleonora Trappolini & Giammarco Alderotti & Alyce Raybould
2023
- 2023_11 Analisi della qualità dei dati sulla mortalità dei vaccinati contro il Covid-19 rilasciati dal Ministero della Salute a seguito della sentenza n. 12013/2023 del TAR del Lazio
by Michela Baccini & Bruno Cheli & Eugenio Florean & Rachele Foschi & Lorenzo Melacarne & Giovanni Trambusti - 2023_10 Intergenerational Transmission of Home-Leaving Patterns
by Elia Moracci & Raffaele Guetto & Daniele Vignoli - 2023_09 Men and women’s employment status and union (in)stability: does contextual gender equality matter?
by Elena Bastianelli & Cristina Solera & Daniele Vignoli - 2023_08 Can Policy Reforms Enhance Fertility? An Ex-Ante Evaluation through Factorial Survey Experiments
by Raffaele Guetto & Giammarco Alderotti & Daniele Vignoli - 2023_07 The impact of parental separation on the pattern of transition to adulthood in Italy
by Marcantonio Caltabiano & Silvia Meggiolaro & Valentina Tocchioni - 2023_06 The Causal Impact of Temporary Employment on First Births in Italy: An Update
by Raffaele Guetto & Valentina Tocchioni & Daniele Vignoli - 2023_04 The last bastion is falling: Survey evidence of the new demographic reality in Italy
by Arnstein Aassve & Letizia Mencarini & Elena Pirani & Daniele Vignoli - 2023_03 The changing socioeconomic gradient in the dissolution of marriage and cohabitation: Evidence from a latecomer of the Second Demographic Transition
by Elena Bastianelli & Raffaele Guetto & Daniele Vignoli
2022
- 2022_08 First union formation in Italy: The role of micro- and macro-level economic conditions
by Silvia Meggiolaro & Fausta Ongaro & Elena Pirani - 2022_07 Employment uncertainty and non-coresidential partnership in very-low fertility countries: Italy and Japan
by Ryohei Mogi & Ryota Mugiyama & Giammarco Alderotti - 2022_06 Sleeping with the enemy. Partners’ political attitudes and risk of separation
by Bruno Arpino & Alessandro Di Nallo - 2022_04 The impact of labour market deregulation reforms on fertility in Europe
by Elena Bastianelli & Raffaele Guetto & Daniele Vignoli - 2022_03 Unstable Employment Careers and Completed Fertility before and after Labour Market Deregulation in Italy
by Giammarco Alderotti & Raffaele Guetto & Paolo Barbieri & Stefani Scherer & Daniele Vignoli - 2022_02 Close kin influence COVID-19 precautionary behaviors and vaccine acceptance of older individuals
by Bruno Arpino & Valeria Bordone & Giorgio Di Gessa - 2022_01 Covid-19 as an Engine of Family Reshuffling. Gender Equality and Relationship Quality during the Pandemic
by Daniele Vignoli & Raffaele Guetto & Daniela Bellani
2021
- 2021_19 I genitori single in Italia e gli effetti della pandemia di Covid-19 sul loro benessere e sulle relazioni familiari
by Elena Pirani & Raffaele Guetto - 2021_18 Tests for random coefficient variation in vector autoregressive models
by Dante Amengual & Gabriele Fiorentini & Enrique Sentana - 2021_17 Split-plot designs and multi-response process optimization: a comparison between two approaches
by Rossella Berni & Lorenzo Piattoli & Christine Michaela Anderson-Cook & Lu Lu - 2021_16 Deviations From Standard Family Histories and Subjective Wellbeing at Older Ages
by Bruno Arpino & Jordi Gumà & Albert Julià - 2021_15 Childbearing Across Partnerships in Italy: Prevalence, Demographic Correlates, Social Gradient
by Elena Pirani & Daniele Vignoli - 2021_14 Adding up risks: Sexual debut and substance use among Italian university students
by Fausta Ongaro & Valentina Tocchioni - 2021_13 Work histories and provision of grandparental childcare among Italian older women
by Francesca Zanasi & Bruno Arpino & Elena Pirani & Valeria Bordone - 2021_12 Media Coverage of the Economy and Fertility
by Raffaele Guetto & Maria Francesca Morabito & Daniele Vignoli & Matthias Vollbracht - 2021_11 Diverse pathways in young Italians’ entrance into sexual life: The association with gender and birth cohort
by Valentina Tocchioni & Marcantonio Caltabiano & Silvia Meggiolaro - 2021_07 Multivariate Hermite polynomials and information matrix tests
by Dante Amengual & Gabriele Fiorentini & Enrique Sentana - 2021_06 Sexual debut and dating of university students in low fertility societies: Italy and Japan
by Ryohei Mogi & Daniele Vignoli - 2021_05 Economic Uncertainty and Fertility Intentions: The Causal Effect of Narratives of the Future
by Daniele Vignoli & Alessandra Minello & Giacomo Bazzani & Camilla Matera & Chiara Rapallini - 2021_04 Instability of Employment Careers and Union Dissolution. A Complex Micro-level Relation
by Elena Bastianelli & Daniele Vignoli - 2021_03 Aggregate Output Measurements: a Common Trend Approach
by Martín Almuzara & Gabriele Fiorentini & Enrique Sentana - 2021_02 Risk aversion and fertility. Evidence from a lottery question in Italy
by Daniela Bellani & Bruno Arpino - 2021_01 Life-course trajectories of childless women: Country-specific or universal?
by Valentina Tocchioni & Anna Rybińska & Monika Mynarska & Anna Matysiak & Daniele Vignoli
2020
- 2020_11 Narratives of the future shape fertility in uncertain times. Evidence from the COVID-19 pandemic
by Raffaele Guetto & Giacomo Bazzani & Daniele Vignoli - 2020_10 Italian PhD students at the borders: The relationship between family background and international mobility
by Valentina Tocchioni & Alessandra Petrucci - 2020_09 Testing fixed and random effects in linear mixed models
by Marco Barnabani - 2020_08 Antecedents of 'Grey Divorces' in Europe: The Role of Children and Grandchildren
by Giammarco Alderotti & Cecilia Tomassini & Daniele Vignoli - 2020_07 First Union Formation in Australia: Actual Constraints or Perceived Uncertainty?
by Danilo Bolano & Daniele Vignoli - 2020_06 A Dynamic Conditional Approach to Portfolio Weights Forecasting
by Fabrizio Cipollini & Giampiero Gallo & Alessandro Palandri - 2020_04 Higher Parental Socioeconomic Status Accelerates Sexual Debut in Italy
by Raffaele Guetto & Daniele Vignoli & Alessio Lachi - 2020_03 Economic Complexity and Fertility. Insights from a Low Fertility Country
by Niccolò Innocenti & Daniele Vignoli & Luciana Lazzeretti - 2020_02 In medio stat filius. The relationship between time preferences and fertility
by Daniela Bellani & Bruno Arpino & Daniele Vignoli - 2020_01 Economic Uncertainty and Fertility in Europe: Narratives of the Future
by Daniele Vignoli & Raffaele Guetto & Giacomo Bazzani & Elena Pirani & Alessandra Minello
2019
- 2019_12 Employment Uncertainty and Fertility Intentions: Stability or Resilience?
by Arianna Gatta & Francesco Mattioli & Letizia Mencarini & Daniele Vignoli - 2019_11 Legal Status and Immigrants’ Labour Market Outcomes: Comparative Evidence from a Quasi-Experiment in Western and Southern Europe
by Ivana Fellini & Raffaele Guetto - 2019_10 Italian students in 2000 and in 2017 between sexual risk behaviors and family communication
by Silvana Salvini - 2019_09 An F -type multiple testing approach for assessing randomness of linear mixed models
by Marco Barnabani - 2019_08 Spread-ing uncertainty, shrinking birth rates
by Chiara L. Comolli & Daniele Vignoli - 2019_07 Housing uncertainty and the transition to parenthood among Britain’s "Generation Rent"
by Valentina Tocchioni & Ann Berrington & Daniele Vignoli & Agnese Vitali - 2019_06 Employment Uncertainty and Fertility: A Network Meta-Analysis of European Research Findings
by Giammarco Alderotti & Daniele Vignoli & Michela Baccini & Anna Matysiak - 2019_05 Realized variance modeling: decoupling forecasting from estimation
by Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri - 2019_04 Realized Volatility Forecasting: Robustness to Measurement Errors
by Fabrizio Cipollini & Giampiero M. Gallo & Edoardo Otranto - 2019_03 "Comparison is the thief of joy". Does social comparison affect migrants’ subjective well-being?
by Manuela Stranges & Daniele Vignoli & Alessandra Venturini - 2019_02 Catching up! The sexual opinions and behaviour of Italian students (2000-2017)
by Gianpiero Dalla Zuanna & Marcantonio Caltabiano & Alessandra Minello & Daniele Vignoli - 2019_01 New testing approaches for mean-variance predictability
by Gabriele Fiorentini & Enrique Sentana - 2018_07 Dynamic specification tests for dynamic factor models
by Gabriele Fiorentini & Enrique Sentana
2018
- 2018_05 Specification tests for non-Gaussian maximum likelihood estimators
by Gabriele Fiorentini & Enrique Sentana - 2018_04 Is the Impact of Employment Uncertainty on Fertility Intentions Channeled by Subjective Well-Being?
by Daniele Vignoli & Letizia Mencarini & Giammarco Alderotti - 2018_03 Algorithms for exact and approximate linear abstractions of polynomial continuous systems
by Michele Boreale - 2018_02 First-Birth Gains and Losses from the First Job in Italy: The Role of Employment Uncertainty
by Daniele Vignoli & Valentina Tocchioni & Alessandra Mattei - 2018_01 Consistent non-Gaussian pseudo maximum likelihood estimators
by Gabriele Fiorentini & Enrique Sentana
2017
- 2017_06 Opinioni degli studenti universitari sulla didattica ed i servizi erogati dagli Atenei italiani: un nuovo modello di valutazione
by Bruno Bertaccini & Antonio Giusti & Alessandra Petrucci - 2017_05 Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach
by Giampiero M. Gallo & Edoardo Otranto - 2017_04 The ambiguous effects of public assistance to youth and female start-ups between job creation and entrepreneurship enhancement
by Marco Mariani & Alessandra Mattei & Lorenzo Storchi & Daniele Vignoli - 2017_03 A subregional space-time exploration of family change: Italian municipalities, 1991-2011
by Marcantonio Caltabiano & Emanuela Dreassi & Emilia Rocco & Daniele Vignoli - 2017_02 Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity
by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo
2016
- 2016_09 Exploring the childless universe: profiles and fertility intentions of men and women without children in Italy
by Valentina Tocchioni - 2016_08 Women’s satisfaction during pregnancy and at delivery in Tuscany (Italy)
by Gustavo De Santis & Valentina Tocchioni & Chiara Seghieri & Sabina Nuti - 2016_07 Intergenerational contact across marriage and cohabitation in Italy. Something new?
by Elena Pirani - 2016_05 A Rigorous Framework for Specification, Analysis and Enforcement of Access Control Policies
by Andrea Margheri & Massimiliano Masi & Rosario Pugliese & Francesco Tiezzi - 2016_04 Copula--based Specification of vector MEMs
by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo - 2016_03 Sovereign Debt Spreads within the Euro Area: When Fears Become Excess Fears
by Francesco Calvori & Matteo Dentella & Giampiero M. Gallo - 2016_02 Combining Markov Switching and Smooth Transition in Modeling Volatility: A Fuzzy Regime MEM
by Giampiero M. Gallo & Edoardo Otranto - 2016_01 Median Response to Shocks: A Model for VaR Spillovers in East Asia
by Fabrizio Cipollini & Giampiero Gallo & Andrea Ugolini
2015
- 2015_06 Bayesian inference for causal mechanisms with application to a randomized study for postoperative pain control
by Michela Baccini & Alessandra Mattei & Fabrizia Mealli - 2015_05 Searching secrets rationally
by Michele Boreale & Fabio Corradi - 2015_04 A parametric test to discriminate between a linear regression model and a linear latent growth model
by Marco Barnabani - 2015_03 Demographic Trends in Developing Countries: Convergence or Divergence Processes?
by Maria Silvana Salvini & Giuseppe Gabrielli & Anna Paterno & Isabella Corazziari - 2015_02 Uncertain Lives. Insights into the Role of Job Precariousness in Union Formation
by Daniele Vignoli & Valentina Tocchioni & Silvana Salvini - 2015_01 Indirect estimation and econometrics exams: how to live a round life
by Giorgio Calzolari
2014
- 2014_11 Similar incidence, different nature? Characteristics of Living Apart Together relationships in France and Italy
by Arnaud Régnier-Loilier & Daniele Vignoli - 2014_10 Disegno split-plot e superfici di risposta con effetti casuali
by Rossella Berni - 2014_09 Are spouses more satisfied than cohabitors? A survey over the last twenty years in Italy
by Elena Pirani & Daniele Vignoli - 2014_08 Is temporary employment damaging to health? A longitudinal study on Italian workers
by Elena Pirani & Silvana Salvini - 2014_07 Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning
by Anna Gottard & Giorgio Calzolari - 2014_06 Women’s employment makes unions more stable, if the male partners contribute to the unpaid household work
by Letizia Mencarini & Daniele Vignoli - 2014_05 Home Bitter Home? Gender, Living Arrangements, and the Exclusion from Home-Ownership among Older Europeans
by Daniele Vignoli & Maria Letizia Tanturri & Francesco Acciai - 2014_04 Self-Selection and Direct Estimation of Across-Regime Correlation Parameter
by Giorgio Calzolari & Antonino Di Pino - 2014_03 Forecasting Realized Volatility with Changes of Regimes
by Giampiero M. Gallo & Edoardo Otranto - 2014_02 Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures
by Matteo Barigozzi & Christian T. Brownlees & Giampiero M. Gallo & David Veredas - 2014_01 Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares
by Francesco Calvori & Fabrizio Cipollini & Giampiero M. Gallo
2012
- 2012_03 Volatility Swings in the US Financial Markets
by Giampiero M. Gallo & Edoardo Otranto - 2012_02 Realized Volatility and Change of Regimes
by Giampiero M. Gallo & Edoardo Otranto
2011
- 2011_03 Multiplicative Error Models
by Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo
2010
- wp2010_06 Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets
by Matteo Barigozzi & Christian T. Brownlees & Giampiero M. Gallo & David Veredas - wp2010_03 A Time-varying Mixing Multiplicative Error Model for Realized Volatility
by Giovanni De Luca & Giampiero Gallo - wp2010_01 The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values
by Giorgio Calzolari & Laura Neri
2009
- wp2009_03 Semiparametric vector MEM
by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo - wp2009_02 Automated Variable Selection in Vector Multiplicative Error Models
by Fabrizio Cipollini & Giampiero M. Gallo - wp2009_01 Intra-daily Volume Modeling and Prediction for Algorithmic Trading
by Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo
2008
- wp2008_09 A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets
by Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi - wp2008_03 Comparison of Volatility Measures: a Risk Management Perspective
by Christian T. Brownlees & Giampiero Gallo
2007
- wp2007_16 A Model for Multivariate Non-negative Valued Processes in Financial Econometrics
by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo - wp2007_15 Comparison of Volatility Measures: a Risk Management Perspective
by Christian T. Brownlees & Giampiero M. Gallo - wp2007_11 Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach
by Giampiero Gallo & Edoardo Otranto - wp2007_04 Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria
by Christian T. Brownlees & Giampiero Gallo - wp2007_03 Regime Switching: Italian Financial Markets over a Century
by Margherita Velucchi - wp2007_02 Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria
by Christian T. Brownlees & Giampiero Gallo - wp2007_01 On the Interaction between Ultra–high Frequency Measures of Volatility
by Giampiero Gallo & Margherita Velucchi
2006
- wp2006_17 Exchange Market Pressure: Some Caveats In Empirical Applications
by Simone Bertoli & Giampiero Gallo & Giorgio Ricchiuti - wp2006_15 Vector Multiplicative Error Models: Representation and Inference
by Fabrizio Cipollini & Robert F. Engle & Giampiero Gallo - wp2006_12 Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models
by Giovanni De Luca & Giampiero Gallo - wp2006_07 Indirect estimation of alpha-stable stochastic volatility models
by Marco Lombardi & Giorgio Calzolari - wp2006_04 Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model
by Giampiero Gallo & Edoardo Otranto - wp2006_03 Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns
by Christian T. Brownlees & Giampiero Gallo
2005
- wp2005_15 The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes
by Antonio Matas-Mir & Denise R. Osborn & Marco Lombardi - wp2005_11 Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models
by Giovanni De Luca & Giampiero M. Gallo - wp2005_10 Volatility Transmission in Financial Markets: A New Approach
by Giampiero M. Gallo & Edoardo Otranto
2004
- wp2004_12 A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets
by Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert L. White - wp2004_11 Bayesian inference for alpha-stable distributions: a random walk MCMC approach
by Marco J. Lombardi - wp2004_07 Indirect estimation of alpha-stable distributions and processes
by Marco J. Lombardi & Giorgio Calzolari - wp2004_05 On-line Bayesian estimation of AR signals in symmetric alpha-stable noise
by Marco J. Lombardi & Simon J. Godsill
2003
- wp2003_07 A Multiple Indicators Model For Volatility Using Intra-Daily Data
by Robert F. Engle & Giampiero M. Gallo - wp2003_04 A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)
by Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert L. White
2002
- wp2002_20 Labor-Cost Effects on Relative Prices between Regions of a Monetary Union: Implications for the EMU
by Giovanni Arese-Visconti - wp2002_19 Inflation Differentials before and after the EMU
by Giovanni Arese-Visconti - wp2002_14 Volatility Estimation via Hidden Markov Models
by Alessandro Rossi & Giampiero M. Gallo - wp2002_11 Tassi di Cambio Reale: Teoria ed Evidenza Empirica
by Giovanni Arese-Visconti - wp2002_06 GARCH-based Volatility Forecasts for Market Volatility Indices
by Massimiliano Cecconi & Giampiero M. Gallo & Marco J. Lombardi - wp2002_03 Analytic Hessian Matrices and the Computation of FIGARCH Estimates
by Marco J. Lombardi & Giampiero M. Gallo
2001
- wp2001_04 A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models
by Edoardo Otranto & Giampiero M. Gallo - wp2001_03 Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns
by Giampiero M. Gallo & Yongmiao Hong & Tae-Why Lee - wp2001_02 Modelling the Impact of Overnight Surprises on Intra-daily Volatility
by Giampiero M. Gallo - wp2001_01 Copycats and Common Swings: the Impact of the Use of Forecasts in Information Sets
by Giampiero M. Gallo & Clive W.J. Granger & Yongil Jeon - quaderno48 Alternative Simulation-Based Estimators of Logit Models with Random Effects
by Giorgio Calzolari & F. Mealli & C. Rampichini
1999
- quaderno46 Indirect Estimation of Just-Identified Models with Control Variates
by Giorgio Calzolari & F. Di Iorio & G. Fiorentini