1.
A Horse Race in High Dimensional Space
CEIS Working Paper No. 452
Number of pages: 31
Posted: 15 Feb 2019
Working Paper Series
University of Rome, Tor Vergata and University of Rome, Tor Vergata
Downloads
3
2.
Robust Tests for Convergence Clubs
CEIS Working Paper No. 451 (2019)
Number of pages: 44
Posted: 14 Feb 2019
Working Paper Series
University of Rome Tor Vergata Department of Economics and Finance, University of Guelph - Department of Economics, University of Cambridge - Faculty of Economics and Politics and Istanbul Bilgi University
Downloads
3
3.
Forecasting Volatility with Time-Varying Leverage and Volatility of Volatility Effects
CEIS Working Paper No. 450
Number of pages: 29
Posted: 07 Feb 2019
Working Paper Series
Aarhus University - School of Business and Social Sciences and University of Rome II - Department of Economics and Finance
There are 2 versions of this paper
Forecasting Volatility with Time-Varying Leverage and Volatility of Volatility Effects
Number of pages: 26
Posted: 19 Dec 2018
Downloads
60
Forecasting Volatility with Time-Varying Leverage and Volatility of Volatility Effects
CEIS Working Paper No. 450
Number of pages: 29
Posted: 07 Feb 2019
Downloads
28
Downloads
28
4.
The Financial Decisions of Immigrant and Native Households: Evidence from Italy
CEIS Working Paper No. 449
Number of pages: 37
Posted: 01 Feb 2019
Working Paper Series
Università di Modena; Centre for Economic Policy Research (CEPR), Dept. Economics and Finance, University of Rome Tor Vergata and University of Modena and Reggio Emilia
There are 3 versions of this paper
The Financial Decisions of Immigrant and Native Households: Evidence from Italy
CEIS Working Paper No. 449
Number of pages: 37
Posted: 01 Feb 2019
Downloads
13
The Financial Decisions of Immigrant and Native Households: Evidence from Italy
IZA Discussion Paper No. 11979
Number of pages: 36
Posted: 17 Dec 2018
Downloads
3
The Financial Decisions of Immigrant and Native Households: Evidence from Italy
CEPR Discussion Paper No. DP13339
Number of pages: 37
Posted: 26 Nov 2018
Downloads
13
5.
How to Set Budget Caps for Competitive Grants
CEIS Working Paper No. 448
Number of pages: 13
Posted: 31 Jan 2019
Working Paper Series
Central European University (CEU) - Department of Economics and University of Rome Tor Vergata
Downloads
7
6.
Assessing the Effects of Fiscal Policy News Under Imperfect Information: Evidence from Aggregate and Individual Data
CEIS Working Paper No. 447
Number of pages: 25
Posted: 08 Nov 2018
Working Paper Series
University of Rome Tor Vergata Department of Economics and Finance and University of Rome 'Tor Vergata'
Downloads
12
7.
A Behavioral Model of the Credit Cycle
CEIS Working Paper No. 446
Number of pages: 46
Posted: 07 Nov 2018
Working Paper Series
University of Rome, Tor Vergata - Department of Economics and Finance, University of Rome, Tor Vergata - Department of Economics and Finance and Universita di Roma Tor Vergata
Downloads
20
8.
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of the US Banking Sector
CEIS Working Paper No. 445
Number of pages: 27
Posted: 06 Nov 2018
Working Paper Series
University of Rome II - Department of Economics and Finance, Maastricht University - Department of Quantitative Economics and ICE Data Services Italy
Downloads
24
9.
Wavelet Analysis for Temporal Disaggregation
CEIS Working Paper No. 444
Number of pages: 31
Posted: 29 Oct 2018
Working Paper Series
University of Rome, Tor Vergata
Downloads
25
10.
Ambiguous Economic News and Heterogeneity: What Explains Asymmetric Consumption Responses?
CEIS Working Paper No. 443
Number of pages: 28
Posted: 06 Sep 2018
Working Paper Series
University of Rome Tor Vergata Department of Economics and Finance, Universita di Roma Tor Vergata and Korea Labor Institute
Downloads
13
11.
New Technologies and Costs
CEIS Working Paper No. 442
Number of pages: 42
Posted: 29 Aug 2018
Working Paper Series
University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS) and University of Rome, Tor Vergata - Faculty of Economics
Downloads
25
12.
On Competing Mechanisms Under Exclusive Competition
CEIS Working Paper No. 441
Number of pages: 36
Posted: 28 Aug 2018
Working Paper Series
University of Roma Tor Vergata, University of Rome Tor Vergata - Dept. of Economics and Finance and IPAG Business School
Downloads
14
13.
About Local Projection Impulse Response Function Reliability
CEIS Working Paper No. 440
Number of pages: 38
Posted: 27 Aug 2018
Working Paper Series
Central Bank of Malta Research Department
Downloads
15
14.
Estimating Models with Dynamic Network Interactions and Unobserved Heterogeneity
CEIS Working Paper No. 439
Number of pages: 50
Posted: 27 Aug 2018
Last Revised: 07 Nov 2018
Working Paper Series
University of Rome Tor Vergata Department of Economics and Finance and University of Rome, Tor Vergata - Department of Economics and Finance
Downloads
24
15.
Political Turnover and the Performance of Local Public Enterprises
CEIS Working Paper No. 438
Number of pages: 81
Posted: 09 Aug 2018
Working Paper Series
University of Rome 'Tor Vergata' and University of Rome, Tor Vergata - Department of Economics and Finance
Downloads
35
16.
Home Sweet Home: The Effect of Sugar Protectionism on Emigration in Italy, 1876-1913
CEIS Working Paper No. 437
Number of pages: 49
Posted: 29 Jun 2018
Working Paper Series
University of Rome, Tor Vergata - Faculty of Economics, University of Siena - Department of Economics and University of Rome Tor Vergata
Downloads
25
17.
Fiscal Compact and Debt Consolidation Dynamics
CEIS Working Paper No. 436
Number of pages: 40
Posted: 13 Jun 2018
Last Revised: 07 Nov 2018
Working Paper Series
Central Bank of Malta Research Department and University of Rome Tor Vergata Department of Economics and Finance
Downloads
30
18.
Protection for Sale with Price Interactions and Incomplete Pass-Through
CEIS Working Paper No. 435
Number of pages: 30
Posted: 08 Jun 2018
Working Paper Series
University of Rome, Tor Vergata - Department of Economics and Finance and Polytechnic University of Milan - Department of Management, Economics and Industrial Engineering
Downloads
7
19.
How Hard is it to Maximise Profit? Evidence From a 19-th Century Italian State Monopoly
CEIS Working Paper No. 434
Number of pages: 34
Posted: 10 May 2018
Last Revised: 17 May 2018
Working Paper Series
University of Rome, Tor Vergata - Faculty of Economics, University of Nottingham and University of Siena - Department of Economics and Statistics
There are 2 versions of this paper
How Hard is it to Maximise Profit? Evidence From a 19-th Century Italian State Monopoly
CEIS Working Paper No. 434
Number of pages: 34
Posted: 10 May 2018
Last Revised: 17 May 2018
Downloads
44
How Hard is it to Maximise Profit? Evidence from a 19-th Century Italian State Monopoly
CEPR Discussion Paper No. DP12907
Number of pages: 35
Posted: 24 May 2018
Downloads
44
20.
Consumption Dynamics, Housing Collateral and Stabilisation Policies: A Way Forward for Policy Co-Ordination?
CEIS Working Paper No. 433
Number of pages: 52
Posted: 08 May 2018
Last Revised: 20 May 2018
Working Paper Series
University of St. Andrews - School of Management, University of Rome, Tor Vergata - Department of Management and Law and University of Rome Tor Vergata Department of Economics and Finance
Downloads
14
21.
Equilibrium Effort in Games with Homogeneous Production Functions and Homogeneous Valuation
CEIS Working Paper No. 432
Number of pages: 26
Posted: 07 May 2018
Working Paper Series
University of Rome, Tor Vergata - Department of Economics, Law and Institutions
Downloads
16
22.
Leniency, Asymmetric Punishment and Corruption: Evidence from China
CEIS Working Paper No. 431
Number of pages: 30
Posted: 07 May 2018
Working Paper Series
SITE, The University of Hong Kong and Stockholm School of Economics (SITE)
There are 3 versions of this paper
Leniency, Asymmetric Punishment and Corruption: Evidence from China
Number of pages: 27
Posted: 20 Jan 2016
Last Revised: 18 Jan 2018
Downloads
255
Leniency, Asymmetric Punishment and Corruption: Evidence from China
CEIS Working Paper No. 431
Number of pages: 30
Posted: 07 May 2018
Downloads
25
Leniency, Asymmetric Punishment and Corruption: Evidence from China
CEPR Discussion Paper No. DP12634
Number of pages: 30
Posted: 29 Jan 2018
Downloads
25
23.
Detecting Co-Movements in Noncausal Time Series
CEIS Working Paper No. 430
Number of pages: 37
Posted: 03 May 2018
Working Paper Series
University of Rome II - Department of Economics and Finance, Maastricht University - Department of Quantitative Economics and Maastricht University - Department of Quantitative Economics
Downloads
29
24.
We Can Be Heroes Trust and Resilience in Corrupted Economic Environments
CEIS Working Paper No. 429
Number of pages: 53
Posted: 19 Apr 2018
Working Paper Series
University of Rome, Tor Vergata - Faculty of Economics, Ca Foscari University of Venice - Dipartimento di Economia and Universita di Cagliari - Department of Economics
Downloads
25
25.
Variety, Competition, and Population in Economic Growth: Theory and Empirics
CEIS Working Paper No. 428
Number of pages: 40
Posted: 17 Apr 2018
Working Paper Series
University of Milan - Department of Business Policy and Economics, Università di Roma "Tor Vergata" and University of Rome, Tor Vergata - Faculty of Economics
Downloads
26
26.
Financial Bubbles in Interbank Lending
CEIS Working Paper No. 427
Number of pages: 34
Posted: 09 Apr 2018
Working Paper Series
University of Rome Tor Vergata Department of Economics and Finance and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Downloads
35
27.
Nudging and Environmental Corporate Responsibility: A Natural Experiment
CEIS Working Paper No. 426
Number of pages: 22
Posted: 03 Apr 2018
Working Paper Series
University of Rome, Tor Vergata - Faculty of Economics, Health Economics Research Centre, University of Oxford and University of Rome II - Faculty of Economics
Downloads
39
28.
Economic Crisis, Mortality and Health Status. A New Perspective
CEIS Woorking Paper No. 425
Number of pages: 36
Posted: 23 Mar 2018
Working Paper Series
University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS), University of Rome, Tor Vergata - Department of Economics and Finance, University of Rome, Tor Vergata - Faculty of Economics, University of Rome Tor Vergata - Centre for International Studies on Economic Growth (CEIS) and CEIS Tor Vergata
Downloads
39
29.
Collateral and Development
CEIS Working Paper No. 424
Number of pages: 41
Posted: 22 Mar 2018
Working Paper Series
University of Rome, Tor Vergata - Department of Economics and Finance, Università di Roma "Tor Vergata" and Universidad Carlos III de Madrid
Downloads
19
30.
International Transmission of the Business Cycle and Environmental Policy
CEIS Working Paper No. 423
Number of pages: 46
Posted: 19 Dec 2017
Working Paper Series
University of Rome, Tor Vergata - Department of Economics and Finance and University of Rome, Tor Vergata - Department of Economics and Finance
Downloads
33
31.
Spikes and Memory in (Nord Pool) Electricity Price Spot Prices
CEIS Working Paper No. 422
Number of pages: 18
Posted: 18 Dec 2017
Working Paper Series
University of Rome II - Department of Economics and Finance, Aarhus University, School of Economics and Management and University of Aarhus
Downloads
14
32.
On Private Communication in Competing Mechanism Games
CEIS Working Paper No. 421
Number of pages: 22
Posted: 16 Dec 2017
Working Paper Series
University of Roma Tor Vergata, University of Rome Tor Vergata - Dept. of Economics and Finance and IPAG Business School
Downloads
10
33.
Are Perceptions of Corruption Matching Reality? Theory and Evidence from Microdata
CEIS Working Paper No. 420
Number of pages: 44
Posted: 14 Dec 2017
Last Revised: 15 Dec 2017
Working Paper Series
University of Rome, Tor Vergata - Department of Management and Law, University of Rome Tor Vergata Department of Economics and Finance, University of Rome, Tor Vergata - Department of Economics and Finance and Health Economics Research Centre, University of Oxford
Downloads
81
34.
Motivating Whistleblowers
CEIS Working Paper No. 419
Number of pages: 38
Posted: 13 Dec 2017
Working Paper Series
Dept. of Economics, University of California, Merced, Southern Methodist University (SMU) - Department of Economics and Stockholm School of Economics (SITE)
Downloads
88
35.
Against All Odds: The Contribution of the Healthcare Sector to Productivity. Evidence from Italy and UK from 2004 to 2011
CEIS Working Paper No. 418
Number of pages: 39
Posted: 12 Dec 2017
Last Revised: 13 Dec 2017
Working Paper Series
University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS), University of Rome, Tor Vergata - Department of Economics and Finance, Tower House, Centre for Health Economics, University of York, University of York - Centre for Health Economics, University of Rome, Tor Vergata - Faculty of Economics, CEIS Tor Vergata and London School of Economics & Political Science (LSE) - London School of Economics
Downloads
24
36.
Modelling Crypto-Currencies Financial Time-Series
CEIS Working Paper No. 417
Number of pages: 39
Posted: 11 Dec 2017
Last Revised: 17 Dec 2017
Working Paper Series
Aarhus University - School of Business and Social Sciences and University of Rome, Tor Vergata, Faculty of Economics, Department of Economics, Law and Institutions
There are 2 versions of this paper
Modelling Crypto-Currencies Financial Time-Series
Number of pages: 38
Posted: 01 Sep 2017
Last Revised: 20 Dec 2017
Downloads
802
Modelling Crypto-Currencies Financial Time-Series
CEIS Working Paper No. 417
Number of pages: 39
Posted: 11 Dec 2017
Last Revised: 17 Dec 2017
Downloads
257
Downloads
257
37.
Can HIV Alter the Quantity-Quality Switch and Delay the Fertility Transition in Sub-Saharan Africa?
CEIS Working Paper No. 416
Number of pages: 20
Posted: 08 Dec 2017
Working Paper Series
University of Geona - Department of Law and Economics - G.L.M. Casaregi, University of Rome, Tor Vergata - Department of Economics and Finance, Universita di Pisa - Dipartimento di Statistica e Matematica Applicata and Dipartimento di Statistica e Matematica Applicata all’Economia, Università di Pisa
Downloads
6
38.
Memory and Markets
CEIS Working Paper No. 415
Number of pages: 48
Posted: 07 Dec 2017
Working Paper Series
Einaudi Institute for Economics and Finance (EIEF) and Stockholm School of Economics (SITE)
There are 2 versions of this paper
Downloads
51
39.
Synchronicity of Real and Financial Cycles and Structural Characteristics in EU Countries
CEIS Working Paper No. 414
Number of pages: 41
Posted: 26 Sep 2017
Last Revised: 26 Sep 2017
Working Paper Series
Bank of Lithuania - Economics Department
Downloads
58
40.
The Price of Taste for Socially Responsible Investment
CEIS Working Paper No. 413
Number of pages: 26
Posted: 31 Jul 2017
Working Paper Series
University of Rome II - Department of Economics and Finance, University of Rome, Tor Vergata - Department of Economics and Finance and University of Groningen - Faculty of Economics and Business
Downloads
247
41.
Hours Worked in Selected OECD Countries: An Empirical Assessment
CEIS Working Paper No. 412
Number of pages: 38
Posted: 27 Jul 2017
Working Paper Series
University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS), Università di Roma "Tor Vergata" and University of Rome, Tor Vergata
Downloads
44
42.
Can the Private Sector Ensure the Public Interest? Evidence from Federal Procurement
CEIS Working Paper No. 411
Number of pages: 60
Posted: 21 Jul 2017
Working Paper Series
Centre for European Economic Research (ZEW) and Bank of Italy
Downloads
63
43.
A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices
CEIS Working Paper No. 410
Number of pages: 26
Posted: 19 Jul 2017
Working Paper Series
University of Rome II - Department of Economics and Finance and University of Rome, Tor Vergata
Downloads
24
44.
On the Role of Menus in Sequential Contracting: A Multiple Lending Example
CEIS Working Paper No. 409
Number of pages: 15
Posted: 13 Jul 2017
Working Paper Series
University of Roma Tor Vergata, TSE-University of Toulouse 1, Paris School of Economics (PSE) and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads
10
45.
“De (Corporate Responsibility) Gustibus Est Misurandum”: Heterogeneity and Consensus Around CR Indicators
CEIS Working Paper No. 407
Number of pages: 79
Posted: 10 Jul 2017
Working Paper Series
University of Rome, Tor Vergata - Faculty of Economics, University Lumsa and affiliation not provided to SSRN
Downloads
15
46.
Long-Run Unemployment and Macroeconomic Volatility
CEIS Working Paper No. 408
Number of pages: 41
Posted: 10 Jul 2017
Working Paper Series
University of Milan Bicocca
Downloads
22
47.
Unconventional Monetary Policy: Interest Rates and Low Inflation. A Review of Literature and Methods
CEIS Working Paper No. 406
Number of pages: 48
Posted: 13 May 2017
Working Paper Series
Bank of Lithuania - Economics Department and Louvain Finance
There are 2 versions of this paper
Unconventional Monetary Policy: Interest Rates and Low Inflation. A Review of Literature and Methods
CEIS Working Paper No. 406
Number of pages: 48
Posted: 13 May 2017
Downloads
67
Unconventional Monetary Policy: Interest Rates and Low Inflation: A Review of Literature and Methods
CAMA Working Paper No. 29/2017
Number of pages: 47
Posted: 13 Apr 2017
Downloads
53
Downloads
67
48.
The Future of Long Term Care in Europe. An Investigation Using a Dynamic Microsimulation Model
CEIS Working Paper No. 405
Number of pages: 65
Posted: 08 May 2017
Working Paper Series
University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS), University of Rome, Tor Vergata - Department of Economics and Finance, King's College London and CEIS Tor Vergata
Downloads
151
49.
Teaching an Old Dog a New Trick: Reserve Price and Unverifiable Quality in Repeated Procurement
CEIS Working Paper No. 404
Number of pages: 35
Posted: 05 May 2017
Working Paper Series
Consip S.p.A. - The National Central Purchasing Body, University of Rome, Tor Vergata - Tor Vergata Economics University Foundation and Universita degli Studi di Roma
Downloads
30
50.
Private Information and Insurance Rejections: A Comment
CEIS Working Paper No. 403
Number of pages: 31
Posted: 03 May 2017
Working Paper Series
University of Roma Tor Vergata, University of Toulouse I and National Institute for Agricultural Research (INRA)
Downloads
23
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