Mauro Costantini
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"Sapienza" Università di Roma
/ Dipartimento di Scienze Sociali ed Economiche
Research profile
author of:
- Financial Restraints And Private Investment: Evidence From A Nonstationary Panel (RePEc:bla:ecinqu:v:51:y:2013:i:1:p:248-259)
by Mauro Costantini & Panicos O. Demetriades & Gregory A. James & Kevin C. Lee - The Role Of Monitoring Of Corruption In A Simple Endogenous Growth Model (RePEc:bla:ecinqu:v:51:y:2013:i:4:p:1972-1985)
by Raffaella Coppier & Mauro Costantini & Gustavo Piga - Consumption, asset wealth, equity premium, term spread, and flight to quality (RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807)
by Mauro Costantini & Ricardo M. Sousa - A Simple Panel-CADF Test for Unit Roots (RePEc:bla:obuest:v:75:y:2013:i:2:p:276-296)
by Mauro Costantini & Claudio Lupi - Uncertainty and spillover effects across the Euro area (RePEc:cdf:wpaper:2018/15)
by Angelini, Giovanni & Costantini, Mauro & Easaw, Joshy - Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal (RePEc:ces:ceswps:_3897)
by Guglielmo Maria Caporale & Mauro Costantini & Antonio Paradiso - Determinants of Sovereign Bond Yield Spreads in the EMU. An Optimal Currency Area Perspective (RePEc:cty:dpaper:13/15)
by Costantini, M. & Fragetta, M. & Melina, G. - Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal (RePEc:diw:diwwpp:dp1232)
by Guglielmo Maria Caporale & Mauro Costantini & Antonio Paradiso - Stochastic convergence among European economies (RePEc:ebl:ecbull:eb-05c30008)
by Mauro Costantini & Claudio Lupi - A simple testing procedure for unit root and model specification (RePEc:eee:csdana:v:102:y:2016:i:c:p:37-54)
by Costantini, Mauro & Sen, Amit - On the usefulness of cross-validation for directional forecast evaluation (RePEc:eee:csdana:v:76:y:2014:i:c:p:132-143)
by Bergmeir, Christoph & Costantini, Mauro & Benítez, José M. - On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting (RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002339)
by Casarin, Roberto & Costantini, Mauro & Paradiso, Antonio - Cointegration analysis for cross-sectionally dependent panels: The case of regional production functions (RePEc:eee:ecmode:v:26:y:2009:i:2:p:320-327)
by Costantini, Mauro & Destefanis, Sergio - A panel cointegration approach to estimating substitution elasticities in consumption (RePEc:eee:ecmode:v:27:y:2010:i:3:p:782-787)
by Auteri, Monica & Costantini, Mauro - Bootstrap innovational outlier unit root tests in dependent panels (RePEc:eee:ecolet:v:117:y:2012:i:3:p:817-819)
by Costantini, Mauro & Gutierrez, Luciano - Capital mobility and global factor shocks (RePEc:eee:ecolet:v:120:y:2013:i:3:p:513-515)
by Costantini, Mauro & Gutierrez, Luciano - Identifying stationary series in panels: A Monte Carlo evaluation of sequential panel selection methods (RePEc:eee:ecolet:v:138:y:2016:i:c:p:9-14)
by Costantini, Mauro & Lupi, Claudio - What do panel data say on inequality and GDP? New evidence at US state-level (RePEc:eee:ecolet:v:168:y:2018:i:c:p:115-117)
by Costantini, Mauro & Paradiso, Antonio - An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks (RePEc:eee:ecolet:v:95:y:2007:i:3:p:408-414)
by Costantini, Mauro & Lupi, Claudio - Simple panel unit root tests to detect changes in persistence (RePEc:eee:ecolet:v:96:y:2007:i:3:p:363-368)
by Costantini, Mauro & Gutierrez, Luciano - Determinants of sovereign bond yield spreads in the EMU: An optimal currency area perspective (RePEc:eee:eecrev:v:70:y:2014:i:c:p:337-349)
by Costantini, Mauro & Fragetta, Matteo & Melina, Giovanni - Housing wealth, financial wealth, and consumption: New evidence for Italy and the UK (RePEc:eee:finana:v:42:y:2015:i:c:p:316-323)
by Barrell, Ray & Costantini, Mauro & Meco, Iris - Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal (RePEc:eee:intfin:v:26:y:2013:i:c:p:215-225)
by Caporale, Guglielmo Maria & Costantini, Mauro & Paradiso, Antonio - A hierarchical procedure for the combination of forecasts (RePEc:eee:intfor:v:26:y::i:4:p:725-743)
by Costantini, Mauro & Pappalardo, Carmine - How accurate are professional forecasts in Asia? Evidence from ten countries (RePEc:eee:intfor:v:32:y:2016:i:1:p:154-167)
by Chen, Qiwei & Costantini, Mauro & Deschamps, Bruno - On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation (RePEc:eee:intfor:v:37:y:2021:i:2:p:445-460)
by Costantini, Mauro & Kunst, Robert M. - Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels (RePEc:eee:jbfina:v:35:y:2011:i:10:p:2598-2605)
by Cerqueti, Roy & Costantini, Mauro - What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality (RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254)
by Costantini, Mauro & Sousa, Ricardo M. - Bitcoin market networks and cyberattacks (RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123007203)
by Costantini, Mauro & Maaitah, Ahmad & Mishra, Tapas & Sousa, Ricardo M. - On the asymptotic behaviour of random matrices in a multivariate statistical model (RePEc:eee:stapro:v:78:y:2008:i:14:p:2039-2045)
by Cerqueti, Roy & Costantini, Mauro - Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production (RePEc:hhs:gunwpe:0377)
by Westerlund, Joakim & Costantini, Mauro & Narayan, Paresh & Popp, Stephan - Panel Cointegration and the Neutrality of Money (RePEc:hhs:lunewp:2006_018)
by Westerlund, Joakim & Costantini, Mauro - Combination of Forecast Methods Using Encompassing Tests. An Algorithm-Based Procedure ; For the revised version of this paper, see Working Paper 240, Economics Series, June 2009, which includes some (RePEc:ihs:ihsesp:228)
by Costantini, Mauro & Pappalardo, Carmine - Do "Clean Hands" Ensure Healthy Growth? Theory and Practice in the Battle Against Corruption (RePEc:ihs:ihsesp:238)
by Coppier, Raffaella & Costantini, Mauro & Piga, Gustavo - A Hierarchical Procedure for the Combination of Forecasts ; This is a revised version of Working Paper 228, Economics Series, October 2008, which includes some changes. The most important change regar (RePEc:ihs:ihsesp:240)
by Costantini, Mauro & Pappalardo, Carmine - Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System (RePEc:ihs:ihsesp:243)
by Costantini, Mauro & Kunst, Robert M. - Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System (RePEc:ihs:ihsesp:251)
by Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M. - A Simple Panel-CADF Test for Unit Roots (RePEc:ihs:ihsesp:261)
by Costantini, Mauro & Lupi, Claudio - On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models (RePEc:ihs:ihsesp:276)
by Costantini, Mauro & Kunst, Robert M. - Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System (RePEc:ihs:ihsesp:292)
by Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M. - Can Macroeconomists Get Rich Forecasting Exchange Rates? (RePEc:ihs:ihsesp:305)
by Costantini, Mauro & Cuaresma, Jesus Crespo & Hlouskova, Jaroslava - Forecast combinations in a DSGE-VAR lab (RePEc:ihs:ihsesp:309)
by Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M. - On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation (RePEc:ihs:ihsesp:341)
by Costantini, Mauro & Kunst, Robert M. - Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions (RePEc:isa:wpaper:53)
by Roberto Basile & Mauro Costantini & Sergio Destefanis - Non parametric Fractional Cointegration Analysis (RePEc:isa:wpaper:78)
by Mauro Costantini & Roy Cerqueti - Estimates of Structural Changes in the Wage Equation:Some Evidence for Italy (RePEc:isa:wpaper:86)
by Mauro Costantini & Sergio de Nardis - Combining forecasts based on multiple encompassing tests in a macroeconomic core system (RePEc:jof:jforec:v:30:y:2011:i:6:p:579-596)
by Mauro Costantini & Robert M. Kunst - Financial Restraints and Private Investment: Evidence from a Nonstationary Panel (RePEc:lec:leecon:10/06)
by Panicos Demetriades & Mauro Costantini & Gregory James & Kevin Lee - New panel tests to assess inflation persistence (RePEc:mcr:wpdief:wpaper00054)
by Roy Cerqueti & Mauro Costantini & Luciano Gutierrez - Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order (RePEc:mol:ecsdps:esdp05026)
by Cerqueti, Roy & Costantini, Mauro - Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes (RePEc:mol:ecsdps:esdp05027)
by Cerqueti, Roy & Costantini, Mauro - Testing for rational bubbles (RePEc:mol:ecsdps:esdp06030)
by Cerqueti, Roy & Costantini, Mauro - A Panel-CADF Test for Unit Roots (RePEc:mol:ecsdps:esdp07039)
by Costantini, Mauro & Lupi, Claudio & Popp, Stephan - Change in persistence tests for panels (RePEc:mol:ecsdps:esdp07040)
by Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano - Change in persistence tests for panels: An update and some new results (RePEc:mol:ecsdps:esdp08043)
by Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano - A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case (RePEc:mol:ecsdps:esdp09055)
by Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio - FDR Control in the Presence of an Unknown Correlation Structure (RePEc:mol:ecsdps:esdp11059)
by Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio - A Simple Panel-CADF Test for Unit Roots (RePEc:mol:ecsdps:esdp11062)
by Costantini, Mauro & Lupi, Claudio - A copula-based analysis of false discovery rate control under dependence assumptions (RePEc:mol:ecsdps:esdp12065)
by Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio - Identifying I(0) Series in Macro-panels: Are Sequential Panel Selection Methods Useful? (RePEc:mol:ecsdps:esdp14073)
by Costantini, Mauro & Lupi, Claudio - Unknown item RePEc:rre:publsh:v:34:y:2004:i:1:p:72-94 (article)
- Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions (RePEc:sal:celpdp:94)
by Roberto Basile & Mauro Costantini & Sergio Destefanis - Panel cointegration and the neutrality of money (RePEc:spr:empeco:v:36:y:2009:i:1:p:1-26)
by Joakim Westerlund & Mauro Costantini - A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break (RePEc:spr:stpapr:v:52:y:2011:i:3:p:677-682)
by Mauro Costantini & Stephan Popp - Panel stationary tests against changes in persistence (RePEc:spr:stpapr:v:60:y:2019:i:4:d:10.1007_s00362-016-0864-6)
by Roy Cerqueti & Mauro Costantini & Luciano Gutierrez & Joakim Westerlund - Testing the stochastic convergence of Italian regions using panel data (RePEc:taf:apeclt:v:13:y:2006:i:12:p:775-783)
by Mauro Costantini & Giuseppe Arbia - Divergence and long-run equilibria in Italian regional unemployment (RePEc:taf:apeclt:v:13:y:2006:i:14:p:899-904)
by Mauro Costantini & Claudio Lupi - New evidence on the convergence of international income from a group of 29 countries (RePEc:taf:apeclt:v:19:y:2012:i:5:p:425-429)
by Mauro Costantini & Amit Sen - Is social protection a necessity or a luxury good? New multivariate cointegration panel data results (RePEc:taf:applec:v:36:y:2004:i:17:p:1887-1898)
by Monica Auteri & Mauro Costantini - Comovements and correlations in international stock markets (RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:567-582)
by Rita D'Ecclesia & Mauro Costantini - Forecasting the industrial production using alternative factor models and business survey data (RePEc:taf:japsta:v:40:y:2013:i:10:p:2275-2289)
by Mauro Costantini - Bayesian Nonparametric Panel Markov-Switching GARCH Models (RePEc:taf:jnlbes:v:42:y:2024:i:1:p:135-146)
by Roberto Casarin & Mauro Costantini & Anthony Osuntuyi - Do inequality, unemployment and deterrence affect crime over the long run? (RePEc:taf:regstd:v:52:y:2018:i:4:p:558-571)
by Mauro Costantini & Iris Meco & Antonio Paradiso - Common trends in the US state-level crime.What do panel data say? (RePEc:ven:wpaper:2016:14)
by Mauro Costantini & Iris Meco & Antonio Paradiso - Unit root and cointegration tests for cross-sectionally correlated panels - Estimating regional production functions (RePEc:wiw:wiwrsa:ersa05p171)
by Roberto Basile & Sergio Destefanis & Mauro Costantini - Can Macroeconomists Get Rich Forecasting Exchange Rates? (RePEc:wiw:wiwwuw:wuwp176)
by Jesus Crespo Cuaresma & Mauro Costantini & Jaroslava Hlouskova - Can Macroeconomists Get Rich Forecasting Exchange Rates? (RePEc:wiw:wus005:4181)
by Costantini, Mauro & Crespo Cuaresma, Jesus & Hlouskova, Jaroslava - Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate (RePEc:wly:jforec:v:35:y:2016:i:7:p:652-668)
by Mauro Costantini & Jesus Crespo Cuaresma & Jaroslava Hlouskova - Forecast Combinations in a DSGE‐VAR Lab (RePEc:wly:jforec:v:36:y:2017:i:3:p:305-324)
by Mauro Costantini & Ulrich Gunter & Robert M. Kunst