Riccardo Lucchetti

Polytechnic University of Marche

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SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Identifying the Effects of Financial and Housing Shocks on Economic Activity: A Medium-Run SVAR Perspective

Number of pages: 21 Posted: 03 Jan 2024

Michele Andreani, Federico Giri and Riccardo Lucchetti

Central Bank of Malta, Polytechnic University of Marche and Polytechnic University of Marche

Downloads 105 (669,616)

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2.

A rotated Dynamic Factor Model for the Yield Curve: Squeezing out Information when it Matters

FEEM Working Paper No. 03-2026

Number of pages: 32 Posted: 27 Jan 2026

Chiara Casoli and Riccardo Lucchetti

Fondazione Eni Enrico Mattei (FEEM) and Polytechnic University of Marche

Downloads 27 (1,448,301)

Abstract:

3.

An Improved Density Approximation for the Zivot-Andrews Test

Number of pages: 6 Posted: 30 Jul 2025

Riccardo Lucchetti

Polytechnic University of Marche

Downloads 19 (1,470,786)

Abstract:

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