Francesca Di Iorio

Istituto Nazionale di Statistica

ISTAT

Via C. Balbo 16

I-00184 Roma

Italy

  • Istituto Nazionale di Statistica

SCHOLARLY PAPERS

7

DOWNLOADS

694

TOTAL CITATIONS

4

Scholarly Papers (7)

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1.

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
Malvina Marchese, Ioannis Kyriakou, Michael Tamvakis and Francesca Di Iorio
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 181 (337,263)

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

2.

Regional Income Dynamics in Bangladesh

Number of pages: 40 Posted: 04 Oct 2021 Last Revised: 16 Jun 2023
Syed Abul Basher, Francesca Di Iorio and Stefano Fachin
East West University, Istituto Nazionale di Statistica and Sapienza University of Rome - Department of Earth Sciences and Forecasting Research Center, Prevention and Control of Geological Risks
Downloads 150 (396,190)
Citation 1

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Bangladesh, Convergence, Regional income disparity

3.

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 Sapienza University of Rome
Downloads 136 (428,279)

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

4.

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 Sapienza University of Rome
Downloads 135 (430,752)
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Panel cointegration, FM-OLS, FM-SUR, DOLS, DSUR

5.

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

Downloads 92 (569,056)
Citation 1

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 Sapienza University of Rome
Downloads 62 (720,259)

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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 Sapienza University of Rome
Downloads 30 (968,241)
Citation 1

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

6.

Structural changes in asset correlations and macroeconomic fundamentals

Posted: 27 Apr 2022 Last Revised: 28 Feb 2023
Malvina Marchese, Ioannis Kyriakou, Michael Tamvakis and Francesca Di Iorio
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

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Mixed frequency data, structural breaks, correlation component models, risk management

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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