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Stefano Fachin

(deceased)

Personal Details

This person is deceased (Date: 2023)
First Name:Stefano
Middle Name:
Last Name:Fachin
Suffix:
RePEc Short-ID:pfa11
Dip. di Scienze Statistiche Università di Roma "La Sapienza" - P.le A. Moro 5 - 00185 Roma Italy
+39-06-49910834

Research output

as
Jump to: Working papers Articles Editorship

Working papers

  1. Francesca Di Iorio & Stefano Fachin, 2020. "Forecasting mortality rates and life expectancy in the year of Covid-19," DSS Empirical Economics and Econometrics Working Papers Series 2020/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  2. Syed Basher & Francesca Di Iorio & Stefano Fachin, 2020. "Regional Income Dynamics in Bangladesh: The Road to a Balanced Development is in the Middle," DSS Empirical Economics and Econometrics Working Papers Series 2021/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  3. Francesca Di Iorio & Stefano Fachin, 2019. "Fiscal reaction functions for the advanced economies revisited," DSS Empirical Economics and Econometrics Working Papers Series 2019/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  4. Francesca Di Iorio & Stefano Fachin, 2018. "The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration," DSS Empirical Economics and Econometrics Working Papers Series 2018/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  5. Francesca Di Iorio & Stefano Fachin, 2017. "Evaluating Restricted Common Factor models for non-stationary data," DSS Empirical Economics and Econometrics Working Papers Series 2017/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  6. Carlo Ciccarelli & Stefano Fachin, 2017. "Common Factors, spatial dependence, and regional growth in the Italian manufacturing industry," DSS Empirical Economics and Econometrics Working Papers Series 2017/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  7. Carlo Ciccarelli & Stefano Fachin, 2016. "Regional Growth with Spatial Dependence: a Case Study on Early Italian Industrialization," Quaderni di storia economica (Economic History Working Papers) 35, Bank of Italy, Economic Research and International Relations Area.
  8. Hassan, Ghassan & Stefano, Fachin, 2014. "Time Series Analysis of Financial stability of banks: Evidence from Saudi Arabia," MPRA Paper 71930, University Library of Munich, Germany, revised 05 Feb 2016.
  9. Francesca Di Iorio & Stefano Fachin, 2014. "Dealing with unobservable common trends in small samples: a panel cointegration approach," DSS Empirical Economics and Econometrics Working Papers Series 2014/5, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  10. Francesca DI IORIO & Stefano FACHIN & Riccardo LUCCHETTI, 2013. "Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs," Working Papers 395, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  11. Hassan Ghassan & Stefano Fachin & Abdelkarim Guendouz, 2013. "Financial Stability of Islamic and Conventional Banks in Saudi Arabia: a Time Series Analysis," DSS Empirical Economics and Econometrics Working Papers Series 2013/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  12. Syed Basher & Stefano Fachin, 2012. "Investigating Long-Run Demand for Broad Money in the Gulf Arab Countries," DSS Empirical Economics and Econometrics Working Papers Series 2012/6, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  13. Francesca Di Iorio & Stefano Fachin, 2012. "Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test," DSS Empirical Economics and Econometrics Working Papers Series 2012/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  14. Di Iorio, Francesca & Fachin, Stefano, 2012. "A note on the estimation of long-run relationships in panel equations with cross-section linkages," Economics Discussion Papers 2012-1, Kiel Institute for the World Economy (IfW Kiel).
  15. Francesca Di Iorio & Stefano Fachin, 2011. "A sieve bootstrap range test for poolability in dependent cointegrated panels," DSS Empirical Economics and Econometrics Working Papers Series 2011/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  16. Basher, Syed Abul & Fachin, Stefano, 2011. "The long-run relationship between savings and investment in oil-exporting developing countries: A case study of the Gulf Arab States," MPRA Paper 29077, University Library of Munich, Germany.
  17. Di Iorio, Francesca & Fachin, Stefano, 2010. "A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007," MPRA Paper 25873, University Library of Munich, Germany.
  18. Brücker, Herbert & Fachin, Stefano & Venturini, Alessandra, 2009. "Do Foreigners Replace Native Immigrants? Evidence from a Panel Cointegration Analysis," IZA Discussion Papers 4438, Institute of Labor Economics (IZA).
  19. Di Iorio, Francesca & Fachin, Stefano, 2008. "A note on the estimation of long-run relationships in dependent cointegrated panels," MPRA Paper 12053, University Library of Munich, Germany.
  20. Basher, Syed A. & Fachin, Stefano, 2008. "The long-term decline of internal migration in Canada – Ontario as a case study," MPRA Paper 6685, University Library of Munich, Germany.
  21. Fachin, Stefano & Gavosto, Andrea, 2007. "The decline in Italian productivity: a study in estimation of long-Run trends in Total Factor Productivity with panel cointegration methods," MPRA Paper 3112, University Library of Munich, Germany.
  22. Di Iorio, Francesca & Fachin, Stefano, 2007. "Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle," Economics Discussion Papers 2007-39, Kiel Institute for the World Economy (IfW Kiel).
  23. Di Iorio, Francesca & Fachin, Stefano, 2007. "Cointegration testing in dependent panels with breaks," MPRA Paper 3139, University Library of Munich, Germany.
  24. Di Iorio, Francesca & Fachin, Stefano, 2006. "Testing for breaks in cointegrated panels," MPRA Paper 3280, University Library of Munich, Germany.
  25. Stefano Fachin, 2005. "Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units," Econometrics 0507002, University Library of Munich, Germany.
  26. Omtzigt Pieter & Fachin Stefano, 2002. "Bootstrapping and Bartlett corrections in the cointegrated VAR model," Economics and Quantitative Methods qf0212, Department of Economics, University of Insubria.

Articles

  1. Syed Abul Basher & Francesca Di Iorio & Stefano Fachin, 2024. "Regional income dynamics in Bangladesh," Empirical Economics, Springer, vol. 66(3), pages 1125-1159, March.
  2. Francesca Di Iorio & Stefano Fachin, 2022. "Fiscal reaction functions for the advanced economies revisited," Empirical Economics, Springer, vol. 62(6), pages 2865-2891, June.
  3. Di Iorio, Francesca & Fachin, Stefano, 2021. "Evaluating restricted common factor models for non-stationary data," Econometrics and Statistics, Elsevier, vol. 17(C), pages 64-75.
  4. Di Iorio, Francesca & Fachin, Stefano, 2018. "The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration," Economics Letters, Elsevier, vol. 166(C), pages 86-89.
  5. Carlo Ciccarelli & Stefano Fachin, 2017. "Regional growth with spatial dependence: A case study on early Italian industrialization," Papers in Regional Science, Wiley Blackwell, vol. 96(4), pages 675-695, November.
  6. Francesca Di Iorio & Stefano Fachin & Riccardo Lucchetti, 2016. "Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs," Applied Economics, Taylor & Francis Journals, vol. 48(38), pages 3665-3678, August.
  7. Ghassan, Hassan B. & Fachin, Stefano, 2016. "Time series analysis of financial stability of banks: Evidence from Saudi Arabia," Review of Financial Economics, Elsevier, vol. 31(C), pages 3-17.
  8. Francesca Iorio & Stefano Fachin, 2014. "Savings and investments in the OECD: a panel cointegration study with a new bootstrap test," Empirical Economics, Springer, vol. 46(4), pages 1271-1300, June.
  9. Syed Abul Basher & Stefano Fachin, 2014. "Investigating long-run demand for broad money in the Gulf Arab countries," Middle East Development Journal, Taylor & Francis Journals, vol. 6(2), pages 199-214, July.
  10. Iorio, Francesca Di & Fachin, Stefano, 2014. "Savings and investments in the OECD, 1970–2007: A test of panel cointegration with regime changes," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 59-76.
  11. Syed Abul Basher & Stefano Fachin, 2013. "The long-run relationship between savings and investment in oil-exporting developing countries: a case study of the Gulf Arab states," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 37(4), pages 429-446, December.
  12. Di Iorio, Francesca & Fachin, Stefano, 2012. "A note on the estimation of long-run relationships in panel equations with cross-section linkages," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-18.
  13. Di Iorio, Francesca & Fachin, Stefano, 2012. "A simple sieve bootstrap range test for poolability in dependent cointegrated panels," Economics Letters, Elsevier, vol. 116(2), pages 154-156.
  14. Brücker, Herbert & Fachin, Stefano & Venturini, Alessandra, 2011. "Do foreigners replace native immigrants? A panel cointegration analysis of internal migration in Italy," Economic Modelling, Elsevier, vol. 28(3), pages 1078-1089, May.
  15. Stefano Fachin & Andrea Gavosto, 2010. "Trends of labour productivity in Italy: a study with panel co‐integration methods," International Journal of Manpower, Emerald Group Publishing Limited, vol. 31(7), pages 755-769, October.
  16. Francesca Di Iorio & Stefano Fachin, 2009. "A residual-based bootstrap test for panel cointegration," Economics Bulletin, AccessEcon, vol. 29(4), pages 3222-3232.
  17. Syed Basher & S. Fachin, 2008. "The long-term decline of internal migration in Canada: the case of Ontario," Letters in Spatial and Resource Sciences, Springer, vol. 1(2), pages 171-181, December.
  18. Stefano Fachin, 2007. "Long-run trends in internal migrations in italy: a study in panel cointegration with dependent units," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 401-428.
  19. Di Iorio, Francesca & Fachin, Stefano, 2007. "Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-23.
  20. Francesca Di Iorio & Stefano Fachin, 2006. "Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 15(1), pages 129-137, May.
  21. Pieter Omtzigt & Stefano Fachin, 2006. "The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors," Econometric Reviews, Taylor & Francis Journals, vol. 25(1), pages 41-60.
  22. Alberto Brugnoli & Stefano Fachin, 2004. "Convergenza e divergenza della produttività settoriale del lavoro nelle regioni italiane, 1980-1995," Rivista di Politica Economica, SIPI Spa, vol. 94(2), pages 103-128, March-Apr.
  23. Francesca Di Iorio & Stefano Fachin, 2004. "Models of labour demand with fixed costs of adjustment: a generalised tobit approach," Economics Bulletin, AccessEcon, vol. 3(31), pages 1-8.
  24. Stefano Fachin, 2004. "Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment," Economics Bulletin, AccessEcon, vol. 3(13), pages 1-8.
  25. Stefano Fachin & Dennis Shea & Maurizio Vichi, 2002. "Exploring 3D datasets: a factorial matrices analysis of the US industry in the 1980s," Applied Economics, Taylor & Francis Journals, vol. 34(3), pages 295-304.
  26. Stefano Fachin & Alberto Brugnoli, 2001. "Testing economic geography: Italy, 1951-1991," Economics Bulletin, AccessEcon, vol. 18(1), pages 1-7.
  27. Alberto Brugnoli & Stefano Fachin, 2000. "Concentrazione e diffusione: la geografia industriale italiana 1981-1991," ECONOMIA E POLITICA INDUSTRIALE, FrancoAngeli Editore, vol. 2000(107).
  28. Stefano Fachin, 2000. "Bootstrap and Asymptotic Tests of Long‐run Relationships in Cointegrated Systems," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(4), pages 543-551, September.
  29. Daniela De Angelis & Stefano Fachin & G. Alastair Young, 1997. "Bootstrapping unit root tests," Applied Economics, Taylor & Francis Journals, vol. 29(9), pages 1155-1161.
  30. Stefano Fachin, 1995. "The Finnish demand for money revisited: an application of Box-Tiao cointegration analysis and bootstrap tests," Applied Economics Letters, Taylor & Francis Journals, vol. 2(9), pages 308-310.
  31. Fachin, Stefano, 1994. "On the Power of Variable Addition Tests for Parameter Stability," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 56(1), pages 77-85, February.

Editorship

  1. DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 23 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 (10) 2003-05-16 2007-05-12 2007-05-26 2007-10-20 2008-12-14 2011-08-09 2012-01-25 2013-12-06 2014-12-13 2017-03-19. Author is listed
  2. NEP-ETS: Econometric Time Series (9) 2003-05-15 2007-05-12 2007-05-26 2007-10-20 2008-12-14 2011-08-09 2012-01-25 2013-12-06 2014-12-13. Author is listed
  3. NEP-ARA: MENA - Middle East and North Africa (4) 2011-03-05 2013-02-08 2013-03-09 2016-06-18
  4. NEP-EFF: Efficiency and Productivity (3) 2007-05-12 2014-12-13 2016-02-29
  5. NEP-GEO: Economic Geography (3) 2016-02-29 2017-03-19 2021-10-11
  6. NEP-HIS: Business, Economic and Financial History (3) 2016-02-29 2017-03-19 2018-01-29
  7. NEP-ORE: Operations Research (3) 2014-12-13 2017-03-19 2020-12-14
  8. NEP-URE: Urban and Real Estate Economics (3) 2009-10-10 2016-02-29 2021-10-11
  9. NEP-MAC: Macroeconomics (2) 2014-12-13 2019-01-21
  10. NEP-MIG: Economics of Human Migration (2) 2008-01-19 2009-10-10
  11. NEP-AGE: Economics of Ageing (1) 2020-12-14
  12. NEP-AGR: Agricultural Economics (1) 2018-01-29
  13. NEP-CMP: Computational Economics (1) 2003-05-15
  14. NEP-CWA: Central and Western Asia (1) 2011-03-05
  15. NEP-EUR: Microeconomic European Issues (1) 2020-12-14
  16. NEP-FOR: Forecasting (1) 2020-12-14
  17. NEP-GRO: Economic Growth (1) 2016-02-29
  18. NEP-LAB: Labour Economics (1) 2009-10-10
  19. NEP-PKE: Post Keynesian Economics (1) 2018-01-29
  20. NEP-RMG: Risk Management (1) 2020-12-14

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