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Valentina Corradi

Personal Details

First Name:Valentina
Middle Name:
Last Name:Corradi
Suffix:
RePEc Short-ID:pco129
[This author has chosen not to make the email address public]
http://www.surrey.ac.uk/economics/people/valentina_corradi/
University of Surrey School of Economics Guildford, GU2 7XH UK
44 1493 386914

Affiliation

School of Economics
University of Surrey

Guildford, United Kingdom
http://www.surrey.ac.uk/school-economics
RePEc:edi:desuruk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Federico M Bandi & Valentina Corradi & Daniel Wilhelm, 2016. "Possibly Nonstationary Cross-Validation," CeMMAP working papers CWP11/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  2. Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro, 2013. "Testing for optimal monetary policy via moment inequalities," Discussion Papers 13/07, Department of Economics, University of York.
  3. Valentina Corradi & Walter Distaso & Antonio Mele, 2012. "Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums," Swiss Finance Institute Research Paper Series 12-18, Swiss Finance Institute.
  4. Norman R. Swanson & Valentina Corradi & Andres Fernandez, 2011. "Information in the Revision Process of Real-Time Datasets," Departmental Working Papers 201107, Rutgers University, Department of Economics.
  5. Corradi, Corrado & Corradi, Valentina, 2010. "Strategic manipulations and collusions in Knaster procedure: a comment," MPRA Paper 28678, University Library of Munich, Germany.
  6. Valentina Corradi & Norman R. Swanson, 2009. "Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models," Working Papers 09-29, Federal Reserve Bank of Philadelphia.
  7. Valentina Corradi & Antonio Mele & Walter Distaso, 2008. "Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia," FMG Discussion Papers dp616, Financial Markets Group.
  8. Valentina Corradi & Norman Swanson & Walter Distaso, 2006. "Predictive Inference for Integrated Volatility," Departmental Working Papers 200616, Rutgers University, Department of Economics.
  9. Valentina Corradi & Norman Swanson, 2006. "Predictive Density Evaluation. Revised," Departmental Working Papers 200621, Rutgers University, Department of Economics.
  10. Norman Swanson & Valentina Corradi, 2006. "Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes," Departmental Working Papers 200618, Rutgers University, Department of Economics.
  11. Valentina Corradi & Norman Swanson & Walter Distaso, 2006. "Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures," Departmental Working Papers 200620, Rutgers University, Department of Economics.
  12. Valentina Corradi & Norman Swanson, 2004. "Predictive Density Evaluation," Departmental Working Papers 200419, Rutgers University, Department of Economics.
  13. Valentina Corradi & Norman Swanson, 2004. "Predective Density and Conditional Confidence Interval Accuracy Tests," Departmental Working Papers 200423, Rutgers University, Department of Economics.
  14. Valentina Corradi & Norman R. Swanson, 2003. "Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data," Departmental Working Papers 200320, Rutgers University, Department of Economics.
  15. Valentina Corradi & Norman R. Swanson, 2003. "The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test," Departmental Working Papers 200322, Rutgers University, Department of Economics.
  16. Valentina Corradi & Norman R. Swanson, 2003. "Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification," Departmental Working Papers 200311, Rutgers University, Department of Economics.
  17. Valentina Corradi & Norman Swanson, 2003. "Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives," Departmental Working Papers 200316, Rutgers University, Department of Economics.
  18. Valentina Corradi & Norman R. Swanson, 2003. "Bootstrap Specification Tests for Diffusion Processes," Departmental Working Papers 200321, Rutgers University, Department of Economics.
  19. Valentina Corradi & Norman R. Swanson, 2003. "A Test for Comparing Multiple Misspecified Conditional Distributions," Departmental Working Papers 200314, Rutgers University, Department of Economics.
  20. Valentina Corradi & Norman Swanson, 2003. "The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation," Departmental Working Papers 200313, Rutgers University, Department of Economics.
  21. Filippo Altissimo & Valentina Corradi, 2000. "Strong Rules for Detecting the Number of Breaks in a Time Series," Econometric Society World Congress 2000 Contributed Papers 0574, Econometric Society.
  22. Corradi, V. & Swanson, N. & White, H., 1996. "Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes," Papers 4-96-6, Pennsylvania State - Department of Economics.
  23. Valentina Corradi & Antonella Ianni, "undated". ""Consensus and Co-Existence in an Interactive Process of Opinion Formation''," CARESS Working Papres 98-09, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
  24. Valentina Corradi & Rajiv Sarin, "undated". "Continuous Approximations of Stochastic Evolutionary Game Dynamics," ELSE working papers 002, ESRC Centre on Economics Learning and Social Evolution.
  25. Valentina Corradi & Antonella Ianni, "undated". "Ergodicity and Clustering in Opinion Formation," Penn CARESS Working Papers 4e07391e101139fde2f8e70d4, Penn Economics Department.

Articles

  1. Zizhong Yan & Wiji Arulampalam & Valentina Corradi & Daniel Gutknecht, 2020. "heap: A command for fitting discrete outcome variable models in the presence of heaping at known points," Stata Journal, StataCorp LP, vol. 20(2), pages 435-467, June.
  2. Bandi, Federico M. & Corradi, Valentina, 2014. "Nonparametric Nonstationarity Tests," Econometric Theory, Cambridge University Press, vol. 30(1), pages 127-149, February.
  3. Corradi, Valentina & Distaso, Walter & Mele, Antonio, 2013. "Macroeconomic determinants of stock volatility and volatility premiums," Journal of Monetary Economics, Elsevier, vol. 60(2), pages 203-220.
  4. Corradi, Valentina & Distaso, Walter & Fernandes, Marcelo, 2012. "International market links and volatility transmission," Journal of Econometrics, Elsevier, vol. 170(1), pages 117-141.
  5. Corradi, Valentina & Fernandez, Andres & Swanson, Norman R., 2009. "Information in the Revision Process of Real-Time Datasets," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 455-467.
  6. Corradi, Valentina & Distaso, Walter & Swanson, Norman R., 2009. "Predictive density estimators for daily volatility based on the use of realized measures," Journal of Econometrics, Elsevier, vol. 150(2), pages 119-138, June.
  7. Valentina Corradi & Norman R. Swanson, 2007. "Nonparametric Bootstrap Procedures For Predictive Inference Based On Recursive Estimation Schemes," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(1), pages 67-109, February.
  8. Corradi, Valentina & Swanson, Norman R., 2006. "Predictive density and conditional confidence interval accuracy tests," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 187-228.
  9. Awartani, Basel M.A. & Corradi, Valentina, 2005. "Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries," International Journal of Forecasting, Elsevier, vol. 21(1), pages 167-183.
  10. Filippo Altissimo & Valentina Corradi, 2002. "Bounds for inference with nuisance parameters present only under the alternative," Econometrics Journal, Royal Economic Society, vol. 5(2), pages 494-519, June.
  11. Corradi, Valentina & Swanson, Norman R. & Olivetti, Claudia, 2001. "Predictive ability with cointegrated variables," Journal of Econometrics, Elsevier, vol. 104(2), pages 315-358, September.
  12. Chao, John & Corradi, Valentina & Swanson, Norman R., 2001. "Out-Of-Sample Tests For Granger Causality," Macroeconomic Dynamics, Cambridge University Press, vol. 5(4), pages 598-620, September.

Chapters

  1. Corradi, Valentina & Swanson, Norman R., 2006. "Predictive Density Evaluation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 5, pages 197-284, Elsevier.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Simple Impact Factor
  2. Number of Citations, Weighted by Recursive Impact Factor
  3. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  4. h-index
  5. Wu-Index
  6. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 19 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (14) 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2004-10-21 2007-03-10 2007-03-10 2007-03-10 2008-11-11 2009-11-14 2016-06-25. Author is listed
  2. NEP-ETS: Econometric Time Series (11) 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2004-10-21 2007-03-10 2007-03-10 2007-03-10 2007-03-10 2009-11-14. Author is listed
  3. NEP-FOR: Forecasting (3) 2007-03-10 2007-03-10 2009-11-14
  4. NEP-RMG: Risk Management (3) 2003-12-07 2003-12-07 2017-02-05
  5. NEP-CBA: Central Banking (2) 2008-11-11 2013-03-16
  6. NEP-MAC: Macroeconomics (2) 2008-06-27 2017-02-05
  7. NEP-MST: Market Microstructure (2) 2007-03-10 2007-03-10
  8. NEP-CMP: Computational Economics (1) 2003-12-07
  9. NEP-DGE: Dynamic General Equilibrium (1) 2003-12-07
  10. NEP-FMK: Financial Markets (1) 2017-02-05
  11. NEP-GTH: Game Theory (1) 2011-02-12
  12. NEP-MON: Monetary Economics (1) 2013-03-16
  13. NEP-NET: Network Economics (1) 2016-06-25
  14. NEP-UPT: Utility Models and Prospect Theory (1) 2008-06-27

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