Francesca Di Iorio

Istituto Nazionale di Statistica

ISTAT

Via C. Balbo 16

I-00184 Roma

Italy

SCHOLARLY PAPERS

7

DOWNLOADS

294

SSRN CITATIONS

1

CROSSREF CITATIONS

9

Scholarly Papers (7)

1.

A Panel Cointegration Study of the Long-Run Relationship between Savings and Investments in the OECD Economies, 1970-2007

Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 3
Number of pages: 31 Posted: 28 Feb 2011
Francesca Di Iorio and Stefano Fachin
Istituto Nazionale di Statistica and University of Rome I
Downloads 111 (343,076)

Abstract:

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Savings, Investments, Feldstein-Horioka puzzle, OECD, Panel

2.

Forecasting Energy Price Volatilities and Correlations: New Evidence From Fractionally Integrated Multivariate Garch Models

Energy Economics, Forthcoming
Number of pages: 22 Posted: 20 Mar 2020
Cass Business School, City, University of london, Bayes Business School (formerly Cass), City, University of London, City University London - The Business School and Istituto Nazionale di Statistica
Downloads 58 (498,445)

Abstract:

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Multivariate GARCH, Long Memory, Superior Predictive Ability Test, Model

Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 1, 2007-14
Number of pages: 24 Posted: 18 Dec 2010
Francesca Di Iorio and Stefano Fachin
Istituto Nazionale di Statistica and University of Rome I
Downloads 42 (583,022)

Abstract:

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cointegration, stationary bootstrap, parameter stability tests, FM-OLS

Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle

Economics Discussion Paper No. 2007-39
Number of pages: 29 Posted: 29 Nov 2010
Francesca Di Iorio and Stefano Fachin
Istituto Nazionale di Statistica and University of Rome I
Downloads 9 (846,199)
Citation 1

Abstract:

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Panel cointegration, stationary bootstrap, parameter stability tests, FM-OLS

4.

Regional Income Dynamics in Bangladesh: The Road to a Balanced Development is in the Middle

Number of pages: 35 Posted: 04 Oct 2021
Syed Abul Basher, Francesca Di Iorio and Stefano Fachin
East West University, Istituto Nazionale di Statistica and University of Rome I - Sapienza University of Rome, Department of Earth Sciences and Forecasting Research Center, Prevention and Control of Geological Risks
Downloads 39 (586,747)

Abstract:

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Bangladesh, Convergence, Regional income disparity, Middle class

5.

A Note on the Estimation of Long-Run Relationships in Panel Equations with Cross-Section Linkages

Economics Discussion Paper No. 2012-1
Number of pages: 13 Posted: 18 Jan 2012
Francesca Di Iorio and Stefano Fachin
Istituto Nazionale di Statistica and University of Rome I
Downloads 35 (609,168)
Citation 2

Abstract:

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Panel cointegration, FM-OLS, FM-SUR, DOLS, DSUR

6.

Forecasting Structural Changes in Short and Long-Run Correlations: A Mixed Regime DCC-MIDAS Model

Posted: 27 Apr 2022
Cass Business School, City, University of london, Bayes Business School (formerly Cass), City, University of London, City University London - The Business School and Istituto Nazionale di Statistica

Abstract:

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Component models, structural breaks, correlation forecasting

7.

Control Variates for Variance Reduction in Indirect Inference: Interest Rate Models in Continuous Time

Posted: 08 Apr 1999
Giacomo Calzolari, Francesca Di Iorio and Gabriele Fiorentini
European University Institute - Economics Department (ECO), Istituto Nazionale di Statistica and Universita di Firenze - Dipartimento di Statistica

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