Paolo Paruolo
Personal Details
First Name: | Paolo |
Middle Name: | |
Last Name: | Paruolo |
Suffix: | |
RePEc Short-ID: | ppa332 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/paoloparuolo/ | |
Terminal Degree: | Økonomisk Institut; Københavns Universitet (from RePEc Genealogy) |
Affiliation
Joint Research Centre
European Commission
Ispra, Italyhttps://ec.europa.eu/jrc/en/about/jrc-site/ispra
RePEc:edi:eejrcit (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Di Novi, Cinzia & Paruolo, Paolo & Verzillo, Stefano, 2022. "The Role of Employment Protection Legislation Regimes in Shaping the Impact of Job Disruption on Older Workers' Mental Health in Times of COVID-19," Working Papers 2022-02, Joint Research Centre, European Commission.
- Di Novi, C. & Paruolo, P. & Verzillo, S., 2022. "The Role of Employment Protection Legislation Regimes in Shaping the Impact of Job Disruption on Older Workers’ Mental Health in Times of COVID-19," Health, Econometrics and Data Group (HEDG) Working Papers 22/03, HEDG, c/o Department of Economics, University of York.
- Berta, Paolo & Lovaglio, Pietro Giorgio & Paruolo, Paolo & Verzillo, Stefano, 2020.
"Real Time Forecasting of Covid-19 Intensive Care Units demand,"
Working Papers
2020-08, Joint Research Centre, European Commission.
- Berta, P. & Lovaglio, P.G. & Paruolo, P. & Verzillo, S., 2020. "Real Time Forecasting of Covid-19 Intensive Care Units demand," Health, Econometrics and Data Group (HEDG) Working Papers 20/16, HEDG, c/o Department of Economics, University of York.
- Massimo Franchi & Paolo Paruolo, 2019.
"Cointegration, root functions and minimal bases,"
DSS Empirical Economics and Econometrics Working Papers Series
2019/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Massimo Franchi & Paolo Paruolo, 2021. "Cointegration, Root Functions and Minimal Bases," Econometrics, MDPI, vol. 9(3), pages 1-27, August.
- Massimo Franchi & Paolo Paruolo, 2017.
"Cointegration in functional autoregressive processes,"
Papers
1712.07522, arXiv.org, revised Oct 2018.
- Franchi, Massimo & Paruolo, Paolo, 2020. "Cointegration In Functional Autoregressive Processes," Econometric Theory, Cambridge University Press, vol. 36(5), pages 803-839, October.
- Massimo Franchi & Paolo Paruolo, 2017. "Cointegration in functional autoregressive processes," DSS Empirical Economics and Econometrics Working Papers Series 2017/5, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Simone Martelli & Greet Janssens-Maenhout & Paolo Paruolo & Thierry Bréchet & Eric Strobl & e.a., 2017.
"Do voters support locala commitments for climate change mitigation in Italy?,"
LIDAM Reprints CORE
2929, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Martelli, Simone & Janssens-Maenhout, Greet & Paruolo, Paolo & Bréchet, Thierry & Strobl, Eric & Guizzardi, Diego & Cerutti, Alessandro K. & Iancu, Andreea, 2018. "Do Voters Support Local Commitments for Climate Change Mitigation in Italy?," Ecological Economics, Elsevier, vol. 144(C), pages 27-35.
- Massimo Franchi & Paolo Paruolo, 2017.
"A general inversion theorem for cointegration,"
DSS Empirical Economics and Econometrics Working Papers Series
2017/3, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Massimo Franchi & Paolo Paruolo, 2019. "A general inversion theorem for cointegration," Econometric Reviews, Taylor & Francis Journals, vol. 38(10), pages 1176-1201, November.
- Massimo Franchi & Paolo Paruolo, 2014. "Inverting a matrix function around a singularity via local rank factorization," DSS Empirical Economics and Econometrics Working Papers Series 2014/6, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Mosconi, Rocco & Paruolo, Paolo, 2014. "Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two," MPRA Paper 53589, University Library of Munich, Germany.
- Massimo Franchi & Paolo Paruolo, 2012.
"On ABCs (and Ds) of VAR representations of DSGE models,"
Working Paper series
56_12, Rimini Centre for Economic Analysis, revised Aug 2012.
- Massimo Franchi & Paolo Paruolo, 2012. "On ABCs (and Ds) of VAR representations of DSGE models," DSS Empirical Economics and Econometrics Working Papers Series 2012/4, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Massimo Franchi & Paolo Paruolo, 2011. "Normal forms of regular matrix polynomials via local rank factorization," DSS Empirical Economics and Econometrics Working Papers Series 2011/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Paolo Paruolo & Ben Murphy & Greet Janssens-Maenhout, 2011.
"Do emissions and income have a common trend? A country-specific, time-series, global analysis, 1970-2008,"
Economics and Quantitative Methods
qf1113, Department of Economics, University of Insubria.
- Paolo Paruolo & Ben Murphy & Greet Janssen-Maenhout, 2012. "Do Emissions and Income Have a Common Trend? A Country-Specific, Time-Series, Global Analysis, 1970-2008," Working Paper series 32_12, Rimini Centre for Economic Analysis.
- Paolo Paruolo & Rocco Mosconi, 2010. "Identification of cointegrating relations in I(2) vector autoregressive models," Economics and Quantitative Methods qf1007, Department of Economics, University of Insubria.
- Paolo Paruolo & Riccardo Girardi, 2010.
"Wages and prices in Europe before and after the onset of the Monetary Union,"
Economics and Quantitative Methods
qf1009, Department of Economics, University of Insubria.
- Girardi, Riccardo & Paruolo, Paolo, 2013. "Wages and prices in Europe before and after the onset of the Monetary Union," Economic Modelling, Elsevier, vol. 35(C), pages 643-653.
- Massimiliano Caporin & Paolo Paruolo, 2009. "Structured Multivariate Volatility Models," "Marco Fanno" Working Papers 0091, Dipartimento di Scienze Economiche "Marco Fanno".
- Michele Bernasconi & Oliver Kirchkamp & Paolo Paruolo, 2009.
"Do fiscal variables affect fiscal expectations? Experiments with real world and lab data,"
Post-Print
hal-00688186, HAL.
- Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2009. "Do fiscal variables affect fiscal expectations? Experiments with real world and lab data," Journal of Economic Behavior & Organization, Elsevier, vol. 70(1-2), pages 253-265, May.
- Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2004. "Do fiscal variables affect fiscal expectations? : Experiments with real world and lab data," Papers 04-27, Sonderforschungsbreich 504.
- Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2004. "Do fiscal variables affect fiscal expectations? Experiments with real world and lab data," Sonderforschungsbereich 504 Publications 04-27, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Abadir Karim M. & Paruolo Paolo, 2008.
"On efficient simulation in dynamic models,"
Economics and Quantitative Methods
qf0709, Department of Economics, University of Insubria.
- Abadir, Karim, 1995. "On Efficient Simulations in Dynamic Models," Discussion Papers 9521, University of Exeter, Department of Economics.
- Fanelli, Luca & Paruolo, Paolo, 2007.
"Speed of Adjustment in Cointegrated Systems,"
MPRA Paper
9174, University Library of Munich, Germany.
- Fanelli, Luca & Paruolo, Paolo, 2010. "Speed of adjustment in cointegrated systems," Journal of Econometrics, Elsevier, vol. 158(1), pages 130-141, September.
- Luciano Fratocchi & Alberto Onetti & Alessia Pisoni & Marco Talaia, 2007. "Location of value added activities in hi-tech industries. The case of pharma-biotech firms in Italy," Economics and Quantitative Methods qf0708, Department of Economics, University of Insubria.
- Fanelli Luca & Paruolo Paolo, 2006. "Exchange rates, prices and their speed of adjustment," Economics and Quantitative Methods qf0607, Department of Economics, University of Insubria.
- Paruolo Paolo, 2006. "Finite sample comparison of alternative tests on the rank of a cointegration submatrix," Economics and Quantitative Methods qf0606, Department of Economics, University of Insubria.
- Caporin Massimiliano & Paruolo Paolo, 2005. "Multivariate ARCH with spatial effects for stock sector and size," Economics and Quantitative Methods qf0509, Department of Economics, University of Insubria.
- Caporin Massimiliano & Paruolo Paolo, 2005. "Spatial effects in multivariate ARCH," Economics and Quantitative Methods qf0501, Department of Economics, University of Insubria.
- Paruolo Paolo, 2005. "Design of vector autoregressive processes for invariant statistics," Economics and Quantitative Methods qf0504, Department of Economics, University of Insubria.
- Paruolo Paolo, 2004.
"The likelihood ratio test for the rank of a cointegration submatrix,"
Economics and Quantitative Methods
qf04024, Department of Economics, University of Insubria.
- Paolo Paruolo, 2006. "The Likelihood Ratio Test for the Rank of a Cointegration Submatrix," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 921-948, December.
- Paruolo Paolo, 2004.
"Automated Inference and the Future of Econometrics: A comment,"
Economics and Quantitative Methods
qf04025, Department of Economics, University of Insubria.
- Paruolo, Paolo, 2005. "Automated Inference And The Future Of Econometrics: A Comment," Econometric Theory, Cambridge University Press, vol. 21(1), pages 78-84, February.
- Paruolo Paolo, 2003.
"Common trends and cycles in I(2) VAR systems,"
Economics and Quantitative Methods
qf0217bis, Department of Economics, University of Insubria.
- Paruolo, Paolo, 2006. "Common trends and cycles in I(2) VAR systems," Journal of Econometrics, Elsevier, vol. 132(1), pages 143-168, May.
- Paruolo Paolo, 2004. "Common trends and cycles in I(2) VAR systems," Economics and Quantitative Methods qf0217tris, Department of Economics, University of Insubria.
- Bernasconi Michele & Kirchkamp Oliver & Paruolo Paolo, 2003.
"Expectations and perceived causality in fiscal policy: an experimental analysis using real world data,"
Economics and Quantitative Methods
qf0224, Department of Economics, University of Insubria.
- Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2003. "Expectations and perceived causality in fiscal policy: an experimental analysis using real world data," Sonderforschungsbereich 504 Publications 03-03, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2003. "Expectations and Perceived Causality in Fiscal Policy : An Experimental Analysis Using Real World Data," Papers 03-03, Sonderforschungsbreich 504.
- Paruolo Paolo, 2003. "Common dynamics in I(1) VAR systems," Economics and Quantitative Methods qf0316, Department of Economics, University of Insubria.
- Omtzigt Pieter & Paruolo Paolo, 2002.
"Impact factors,"
Economics and Quantitative Methods
qf0203, Department of Economics, University of Insubria.
- Omtzigt, Pieter & Paruolo, Paolo, 2005. "Impact factors," Journal of Econometrics, Elsevier, vol. 128(1), pages 31-68, September.
- Bertocco Giancarlo & Fanelli Luca & Paruolo Paolo, 2002. "On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union," Economics and Quantitative Methods qf0223, Department of Economics, University of Insubria.
- Paruolo Paolo, 2002. "Testing for common trends in conditional I(2) VAR models," Economics and Quantitative Methods qf0216, Department of Economics, University of Insubria.
- Paruolo Paolo, 2002. "Common features and common I(2) trends in VAR systems," Economics and Quantitative Methods qf0217, Department of Economics, University of Insubria.
- Cavaliere Giuseppe & Fanelli Luca & Paruolo Paolo, 2001. "Determining the number of cointegrating relations under rank constraints," Economics and Quantitative Methods qf0109, Department of Economics, University of Insubria.
- P. Paruolo & Alessandra Luati, 1997. "Nota sulla distribuzione di una base di norma unitaria del complemento ortogonale di un vettore gaussiano: il caso bidimensionale," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna.
- Paolo Paruolo & Alessandra Luati, 1997. "Nota sulla distribuzione di una base di norma unitaria del complemento ortogonale di un vettore gaussiano: il caso bidimensionale," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
- Abadir, Karim & Paruolo, P., 1994. "The Marginal Density of Bivariate Cointegration Estimators," Discussion Papers 9405, University of Exeter, Department of Economics.
- Paolo Paruolo, 1993. "Analisi di multicointegrazione in sistemi VAR: alcune prospettive," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna.
- Paolo Paruolo, 1993. "Analisi di multicointegrazione in sistemi VAR: alcune prospettive," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
- Michele Costa & Attilio Gardini & Paolo Paruolo, 1992.
"A reduced rank regression approach to tests of asset pricing,"
Quaderni di Dipartimento
5, Department of Statistics, University of Bologna.
- Costa, Michele & Gardini, Attilio & Paruolo, Paolo, 1997. "A Reduced Rank Regression Approach to Tests of Asset Pricing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(1), pages 163-181, February.
- P. Onofri & P. Paruolo & B. Salituro, 1992. "Sulle fonti delle fluttuazioni dell'economia italiana: una analisi con sistemi VAR strutturali," Working Papers 139, Dipartimento Scienze Economiche, Universita' di Bologna.
- Michele Costa & Attilio Gardini & Paolo Paruolo, 1992. "A reduced rank regression approach to tests of asset pricing," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna.
- P. Onofri & P. Paruolo & B. Salituro, 1991. "Alla ricerca di fatti stilizzati dell'economia italiana: un sistema Var strutturale," Working Papers 115, Dipartimento Scienze Economiche, Universita' di Bologna.
- Paruolo Paolo, "undated". "Asymptotic standard errors for common trends linear combinations in I(2) VAR systems," Economics and Quantitative Methods qf0007, Department of Economics, University of Insubria.
- Paruolo Paolo, "undated".
"The power of lambda max,"
Economics and Quantitative Methods
qf0004, Department of Economics, University of Insubria.
- Paolo Paruolo, 2001. "The Power of Lambda Max," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 63(3), pages 395-403, July.
repec:san:crieff:0608 is not listed on IDEAS - Paruolo Paolo, "undated".
"LR cointegration tests when some cointegrating relations are known,"
Economics and Quantitative Methods
qf0106, Department of Economics, University of Insubria.
- Paolo Paruolo, 2001. "LR cointegration tests when some cointegrating relations are known," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 10(1), pages 123-137, January.
- Paruolo Paolo, "undated".
"On Monte Carlo Estimation of Relative Power,"
Economics and Quantitative Methods
qf0112, Department of Economics, University of Insubria.
- Paolo Paruolo, 2002. "On Monte Carlo estimation of relative power," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 65-75, June.
Articles
- Di Novi, Cinzia & Paruolo, Paolo & Verzillo, Stefano, 2023. "Does labour protection influence mental-health responses to employment shocks? Evidence on older workers in Europe," Economic Modelling, Elsevier, vol. 126(C).
- Abadir, Karim M. & Luati, Alessandra & Paruolo, Paolo, 2023. "GARCH density and functional forecasts," Journal of Econometrics, Elsevier, vol. 235(2), pages 470-483.
- Rocco Mosconi & Paolo Paruolo, 2022. "A Conversation with Katarina Juselius," Econometrics, MDPI, vol. 10(2), pages 1-21, April.
- Rocco Mosconi & Paolo Paruolo, 2022. "Celebrated Econometricians: Katarina Juselius and Søren Johansen," Econometrics, MDPI, vol. 10(2), pages 1-4, May.
- Rocco Mosconi & Paolo Paruolo, 2022. "A Conversation with Søren Johansen," Econometrics, MDPI, vol. 10(2), pages 1-16, April.
- Massimo Franchi & Paolo Paruolo, 2021.
"Cointegration, Root Functions and Minimal Bases,"
Econometrics, MDPI, vol. 9(3), pages 1-27, August.
- Massimo Franchi & Paolo Paruolo, 2019. "Cointegration, root functions and minimal bases," DSS Empirical Economics and Econometrics Working Papers Series 2019/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Becker William & Paruolo Paolo & Saltelli Andrea, 2021. "Variable Selection in Regression Models Using Global Sensitivity Analysis," Journal of Time Series Econometrics, De Gruyter, vol. 13(2), pages 187-233, July.
- Franchi, Massimo & Paruolo, Paolo, 2020.
"Cointegration In Functional Autoregressive Processes,"
Econometric Theory, Cambridge University Press, vol. 36(5), pages 803-839, October.
- Massimo Franchi & Paolo Paruolo, 2017. "Cointegration in functional autoregressive processes," Papers 1712.07522, arXiv.org, revised Oct 2018.
- Massimo Franchi & Paolo Paruolo, 2017. "Cointegration in functional autoregressive processes," DSS Empirical Economics and Econometrics Working Papers Series 2017/5, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Paolo Berta & Paolo Paruolo & Stefano Verzillo & Pietro Giorgio Lovaglio, 2020. "A bivariate prediction approach for adapting the health care system response to the spread of COVID-19," PLOS ONE, Public Library of Science, vol. 15(10), pages 1-14, October.
- Morescalchi Andrea & Paruolo Paolo, 2020. "Too Much Stick for the Carrot? Job Search Requirements and Search Behaviour of Unemployment Benefit Claimants," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 20(1), pages 1-21, January.
- Massimo Franchi & Paolo Paruolo, 2019.
"A general inversion theorem for cointegration,"
Econometric Reviews, Taylor & Francis Journals, vol. 38(10), pages 1176-1201, November.
- Massimo Franchi & Paolo Paruolo, 2017. "A general inversion theorem for cointegration," DSS Empirical Economics and Econometrics Working Papers Series 2017/3, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Martelli, Simone & Janssens-Maenhout, Greet & Paruolo, Paolo & Bréchet, Thierry & Strobl, Eric & Guizzardi, Diego & Cerutti, Alessandro K. & Iancu, Andreea, 2018.
"Do Voters Support Local Commitments for Climate Change Mitigation in Italy?,"
Ecological Economics, Elsevier, vol. 144(C), pages 27-35.
- Simone Martelli & Greet Janssens-Maenhout & Paolo Paruolo & Thierry Bréchet & Eric Strobl & e.a., 2017. "Do voters support locala commitments for climate change mitigation in Italy?," LIDAM Reprints CORE 2929, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- H. Peter Boswijk & Paolo Paruolo, 2017. "Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems," Econometrics, MDPI, vol. 5(3), pages 1-17, June.
- Massimilano Caporin & Paolo Paruolo, 2017. "Correction of Caporin and Paruolo (2015)," Econometric Reviews, Taylor & Francis Journals, vol. 36(4), pages 493-493, April.
- Jurgen A. Doornik & Rocco Mosconi & Paolo Paruolo, 2017. "Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models," Econometrics, MDPI, vol. 5(4), pages 1-30, November.
- Mosconi, Rocco & Paruolo, Paolo, 2017. "Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order," Journal of Econometrics, Elsevier, vol. 198(2), pages 271-276.
- Massimiliano Caporin & Paolo Paruolo, 2015. "Proximity-Structured Multivariate Volatility Models," Econometric Reviews, Taylor & Francis Journals, vol. 34(5), pages 559-593, May.
- Massimo Franchi & Paolo Paruolo, 2015. "Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation," Computational Economics, Springer;Society for Computational Economics, vol. 46(4), pages 613-626, December.
- Paolo Paruolo & Michaela Saisana & Andrea Saltelli, 2013. "Ratings and rankings: voodoo or science?," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 176(3), pages 609-634, June.
- Girardi, Riccardo & Paruolo, Paolo, 2013.
"Wages and prices in Europe before and after the onset of the Monetary Union,"
Economic Modelling, Elsevier, vol. 35(C), pages 643-653.
- Paolo Paruolo & Riccardo Girardi, 2010. "Wages and prices in Europe before and after the onset of the Monetary Union," Economics and Quantitative Methods qf1009, Department of Economics, University of Insubria.
- Franchi, Massimo & Paruolo, Paolo, 2011. "A characterization of vector autoregressive processes with common cyclical features," Journal of Econometrics, Elsevier, vol. 163(1), pages 105-117, July.
- Fanelli, Luca & Paruolo, Paolo, 2010.
"Speed of adjustment in cointegrated systems,"
Journal of Econometrics, Elsevier, vol. 158(1), pages 130-141, September.
- Fanelli, Luca & Paruolo, Paolo, 2007. "Speed of Adjustment in Cointegrated Systems," MPRA Paper 9174, University Library of Munich, Germany.
- Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2009.
"Do fiscal variables affect fiscal expectations? Experiments with real world and lab data,"
Journal of Economic Behavior & Organization, Elsevier, vol. 70(1-2), pages 253-265, May.
- Michele Bernasconi & Oliver Kirchkamp & Paolo Paruolo, 2009. "Do fiscal variables affect fiscal expectations? Experiments with real world and lab data," Post-Print hal-00688186, HAL.
- Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2004. "Do fiscal variables affect fiscal expectations? : Experiments with real world and lab data," Papers 04-27, Sonderforschungsbreich 504.
- Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2004. "Do fiscal variables affect fiscal expectations? Experiments with real world and lab data," Sonderforschungsbereich 504 Publications 04-27, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Giuseppe Cavaliere & Luca Fanelli & Paolo Paruolo, 2009. "Tests for cointegration rank and choice of the alternative," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 18(2), pages 169-191, July.
- Paruolo, Paolo, 2006.
"Common trends and cycles in I(2) VAR systems,"
Journal of Econometrics, Elsevier, vol. 132(1), pages 143-168, May.
- Paruolo Paolo, 2003. "Common trends and cycles in I(2) VAR systems," Economics and Quantitative Methods qf0217bis, Department of Economics, University of Insubria.
- Paruolo Paolo, 2004. "Common trends and cycles in I(2) VAR systems," Economics and Quantitative Methods qf0217tris, Department of Economics, University of Insubria.
- Paolo Paruolo, 2006.
"The Likelihood Ratio Test for the Rank of a Cointegration Submatrix,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 921-948, December.
- Paruolo Paolo, 2004. "The likelihood ratio test for the rank of a cointegration submatrix," Economics and Quantitative Methods qf04024, Department of Economics, University of Insubria.
- Paruolo, Paolo, 2005.
"Automated Inference And The Future Of Econometrics: A Comment,"
Econometric Theory, Cambridge University Press, vol. 21(1), pages 78-84, February.
- Paruolo Paolo, 2004. "Automated Inference and the Future of Econometrics: A comment," Economics and Quantitative Methods qf04025, Department of Economics, University of Insubria.
- Omtzigt, Pieter & Paruolo, Paolo, 2005.
"Impact factors,"
Journal of Econometrics, Elsevier, vol. 128(1), pages 31-68, September.
- Omtzigt Pieter & Paruolo Paolo, 2002. "Impact factors," Economics and Quantitative Methods qf0203, Department of Economics, University of Insubria.
- Paruolo, Paolo, 2005. "Solution to Problem Posed in Volume 20(3): 04.3.1. An I(2) Model for VAR(1) Processes—Solution," Econometric Theory, Cambridge University Press, vol. 21(3), pages 665-666, June.
- Paruolo, Paolo, 2004. "04.3.1 An I(2) Model for VAR(1) Processes," Econometric Theory, Cambridge University Press, vol. 20(3), pages 639-640, June.
- Paolo Paruolo, 2002.
"On Monte Carlo estimation of relative power,"
Econometrics Journal, Royal Economic Society, vol. 5(1), pages 65-75, June.
- Paruolo Paolo, "undated". "On Monte Carlo Estimation of Relative Power," Economics and Quantitative Methods qf0112, Department of Economics, University of Insubria.
- Karim M. Abadir & Paolo Paruolo, 2002. "Simple Robust Testing of Regression Hypotheses: A Comment," Econometrica, Econometric Society, vol. 70(5), pages 2097-2099, September.
- Paolo Paruolo, 2001.
"LR cointegration tests when some cointegrating relations are known,"
Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 10(1), pages 123-137, January.
- Paruolo Paolo, "undated". "LR cointegration tests when some cointegrating relations are known," Economics and Quantitative Methods qf0106, Department of Economics, University of Insubria.
- Paolo Paruolo, 2001.
"The Power of Lambda Max,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 63(3), pages 395-403, July.
- Paruolo Paolo, "undated". "The power of lambda max," Economics and Quantitative Methods qf0004, Department of Economics, University of Insubria.
- Paruolo, Paolo, 2000. "Asymptotic Efficiency Of The Two Stage Estimator In I (2) Systems," Econometric Theory, Cambridge University Press, vol. 16(4), pages 524-550, August.
- Paruolo, Paolo & Rahbek, Anders, 1999. "Weak exogeneity in I(2) VAR systems," Journal of Econometrics, Elsevier, vol. 93(2), pages 281-308, December.
- Paolo Paruolo, 1998. "Tests of integration in circular autoregressive models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 7(3), pages 297-306, December.
- Paruolo, Paolo, 1997.
"Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems,"
Econometric Theory, Cambridge University Press, vol. 13(1), pages 79-118, February.
- Paruolo, Paolo, 2002. "Asymptotic Inference On The Moving Average Impact Matrix In Cointegrated I (2) Var Systems," Econometric Theory, Cambridge University Press, vol. 18(3), pages 673-690, June.
- Costa, Michele & Gardini, Attilio & Paruolo, Paolo, 1997.
"A Reduced Rank Regression Approach to Tests of Asset Pricing,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(1), pages 163-181, February.
- Michele Costa & Attilio Gardini & Paolo Paruolo, 1992. "A reduced rank regression approach to tests of asset pricing," Quaderni di Dipartimento 5, Department of Statistics, University of Bologna.
- Karim M. Abadir & Paolo Paruolo, 1997. "Two Mixed Normal Densities from Cointegration Analysis," Econometrica, Econometric Society, vol. 65(3), pages 671-680, May.
- P. Paruolo & B. Nielsen, 1997. "Erratum to: The role of the drift in I(2) systems," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 6(1), pages 93-95, April.
- Paruolo, Paolo, 1996. "On the determination of integration indices in I(2) systems," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 313-356.
- Paruolo, Paolo, 1995. "Errata," Econometric Theory, Cambridge University Press, vol. 11(2), pages 402-402, February.
- Paolo Paruolo, 1994. "The role of the drift in I(2) systems," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 3(1), pages 93-123, February.
Chapters
- Sophie Guthmuller & Paolo Paruolo & Stefano Verzillo, 2021. "Positive Externalities of EU Actions on Sustainability of Health Systems," Contributions to Economic Analysis, in: The Sustainability of Health Care Systems in Europe, volume 127, pages 1-21, Emerald Group Publishing Limited.
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:- Number of Distinct Works, Weighted by Number of Authors
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Number of Authors
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
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 30 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.- NEP-ETS: Econometric Time Series (15) 2003-05-15 2005-02-13 2005-02-13 2005-02-13 2005-02-13 2007-01-13 2007-01-23 2007-01-23 2008-06-21 2014-02-15 2017-06-18 2018-01-01 2018-01-08 2019-12-16 2020-10-12. Author is listed
- NEP-ECM: Econometrics (12) 2003-05-12 2003-05-16 2007-01-13 2007-01-23 2007-01-23 2008-06-21 2009-02-14 2012-07-23 2014-02-15 2017-06-18 2018-01-01 2019-12-16. Author is listed
- NEP-FOR: Forecasting (4) 2007-01-23 2009-02-14 2020-09-14 2020-10-12
- NEP-MAC: Macroeconomics (4) 2003-05-15 2004-07-26 2004-08-02 2006-10-21
- NEP-EXP: Experimental Economics (3) 2003-05-15 2004-07-26 2006-10-21
- NEP-HEA: Health Economics (3) 2020-09-14 2020-10-12 2022-05-30
- NEP-ORE: Operations Research (3) 2019-12-16 2020-09-14 2020-10-12
- NEP-PBE: Public Economics (3) 2003-05-18 2004-08-02 2006-10-21
- NEP-AGE: Economics of Ageing (2) 2022-03-07 2022-05-30
- NEP-DGE: Dynamic General Equilibrium (2) 2012-07-23 2012-07-29
- NEP-ENE: Energy Economics (2) 2011-12-13 2012-06-25
- NEP-ENV: Environmental Economics (2) 2011-12-13 2012-06-25
- NEP-EUR: Microeconomic European Issues (2) 2022-03-07 2022-05-30
- NEP-LAB: Labour Economics (2) 2022-03-07 2022-05-30
- NEP-CBA: Central Banking (1) 2007-01-23
- NEP-CBE: Cognitive and Behavioural Economics (1) 2007-01-23
- NEP-FMK: Financial Markets (1) 2007-01-23
- NEP-GEO: Economic Geography (1) 2007-01-23
- NEP-HPE: History and Philosophy of Economics (1) 2007-01-23
- NEP-IFN: International Finance (1) 2007-01-23
- NEP-SOC: Social Norms and Social Capital (1) 2007-01-23
- NEP-SOG: Sociology of Economics (1) 2014-02-15
- NEP-URE: Urban and Real Estate Economics (1) 2007-01-13
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