Riccardo (Jack) Lucchetti
Names
| first: |
Riccardo (Jack) |
| last: |
Lucchetti |
Identifer
Contact
Affiliations
-
Università Politecnica delle Marche
/ Facoltà di Economia "Giorgio Fuà"
/ Dipartimento di Scienze Economiche e Sociali (weight: 75%)
-
Money and Finance Research group (Mo.Fi.R.) (weight: 25%)
Research profile
author of:
- Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices (RePEc:ags:feemwp:312367)
by Casoli, Chiara & Lucchetti, Riccardo (Jack) - DPB: Dynamic Panel Binary data models in Gretl (RePEc:anc:wgretl:1)
by Riccardo Lucchetti & Claudia Pigini - Measures of variance for smoothed disturbances in linear state-space models: a clarification (RePEc:anc:wgretl:3)
by Allin Cottrell & Riccardo (Jack) Lucchetti & Matteo Pelagatti - The SVAR addon for gretl (RePEc:anc:wgretl:5)
by Riccardo Lucchetti & Sven Schreiber - Dynamic Factor Models in gretl. The DFM package (RePEc:anc:wgretl:7)
by Riccardo (Jack) Lucchetti & Ioannis A. Venetis - State dependence and unobserved heterogeneity in a double hurdle model for remittances: evidence from immigrants to Germany (RePEc:anc:wmofir:127)
by Giulia Bettin & Riccardo Lucchetti & Claudia Pigini - Monetization, wars, and the Italian fiscal multiplier (RePEc:anc:wmofir:176)
by Michele Fratianni & Federico Giri & Riccardo Lucchetti & Francesco Valentini - Income, consumption and remittances: evidence from immigrants to Australia (RePEc:anc:wmofir:34)
by Giulia Bettin & Riccardo Lucchetti & Alberto Zazzaro - Financial development and remittances: micro-econometric evidence (RePEc:anc:wmofir:56)
by Giulia Bettin & Riccardo Lucchetti & Alberto Zazzaro - Intertemporal remittance behaviour by immigrants in Germany (RePEc:anc:wmofir:75)
by Giulia Bettin & Riccardo Lucchetti - Steady streams and sudden bursts: persistence patterns in remittance decisions (RePEc:anc:wmofir:97)
by Giulia Bettin & Riccardo Lucchetti - Analytic Score for Multivariate GARCH Models (RePEc:anc:wpaper:119)
by Riccardo LUCCHETTI - Efficienza del sistema bancario e crescita economica nelle regioni italiane (RePEc:anc:wpaper:121)
by Riccardo LUCCHETTI & Luca PAPI & Alberto ZAZZARO - Inconsistency Of Naive GMM Estimation For QR Models With Endogenous Regressors (RePEc:anc:wpaper:140)
by Riccardo LUCCHETTI - Factors Affecting the Adoption of ICTs Among SMEs: Evidence From an Italian Survey (RePEc:anc:wpaper:155)
by Riccardo LUCCHETTI & Alessandro STERLACCHINI - Computer, Wages and Working Hours in Italy (RePEc:anc:wpaper:182)
by Riccardo LUCCHETTI & Stefano STAFFOLANI & Alessandro STERLACCHINI - Identification of Covariance Structures (RePEc:anc:wpaper:214)
by Riccardo LUCCHETTI - Forecasting US bond yields at weekly frequency (RePEc:anc:wpaper:261)
by Riccardo LUCCHETTI & Giulio PALOMBA - Interval Regression Models with;Endogenous Explanatory Variables (RePEc:anc:wpaper:339)
by Giulia BETTIN & Riccardo LUCCHETTI - Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study (RePEc:anc:wpaper:357)
by Riccardo LUCCHETTI & Claudia PIGINI - Endogeneity and sample selection in a model for remittances (RePEc:anc:wpaper:361)
by Giulia BETTIN & Riccardo LUCCHETTI & Alberto ZAZZARO - Intertemporal remittance behaviour by immigrants in Germany (RePEc:anc:wpaper:385)
by Giulia BETTIN & Riccardo LUCCHETTI - Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs (RePEc:anc:wpaper:395)
by Francesca DI IORIO & Stefano FACHIN & Riccardo LUCCHETTI - A simple and effective misspecification test for the double-hurdle model (RePEc:anc:wpaper:397)
by Riccardo LUCCHETTI & Claudia PIGINI - Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy (RePEc:anc:wpaper:42)
by Carlo A. FAVERO & Riccardo LUCCHETTI - Winning Competitive Grants For Regional Development in Albania: The Role of Local Leaders (RePEc:anc:wpaper:422)
by Elvina Merkaj & Riccardo Lucchetti & Fabio Fiorillo - Dynamic panel probit: finite-sample performance of alternative random-effects estimators (RePEc:anc:wpaper:426)
by Riccardo Lucchetti & Claudia Pigini - Modelli in differenze con errori di misura (RePEc:anc:wpaper:43)
by Riccardo LUCCHETTI - Bayesian Model Averaging For Propensity Score Matching In Tax Rebate (RePEc:anc:wpaper:457)
by Riccardo Lucchetti & Luca Pedini & Claudia Pigini - Reconciling TEV and VaR in Active Portfolio Management: A New Frontier (RePEc:anc:wpaper:461)
by Riccardo Lucchetti & Mihaela Nicolau & Giulio Palomba & Luca Riccetti - Depopulation in the Apennines in the 20th century: an empirical investigation (RePEc:anc:wpaper:463)
by Riccardo Lucchetti & Gabriele Morettini - Orario di lavoro e occupazione: un approccio teorico con una applicazione alla grande industria italiana (RePEc:anc:wpaper:52)
by Riccardo LUCCHETTI & Stefano STAFFOLANI - Companion form representation of cointegrating VARs (RePEc:anc:wpaper:53)
by Riccardo LUCCHETTI - Occupazione, Disoccupazione, Intattivita': determinanti della mobilita' tra stati in Italia (RePEc:anc:wpaper:86)
by Laura CHIES & Riccardo LUCCHETTI & Stefano STAFFOLANI - The role of local leaders in regional development funding: Evidence from an elite survey (RePEc:bla:jregsc:v:60:y:2020:i:4:p:712-737)
by Elvina Merkaj & Riccardo Lucchetti & Fabio Fiorillo - Banks’ Inefficiency and Economic Growth: A Micro‐Macro Approach (RePEc:bla:scotjp:v:48:y:2001:i:4:p:400-424)
by Riccardo Lucchetti & Luca Papi & Alberto Zazzaro - Banks' Inefficiency and Economic Growth A Micro-Macro Approach (RePEc:csl:devewp:153)
by Riccardo Lucchetti & Luca Papi & Alberto Zazzaro - Identification Of Covariance Structures (RePEc:cup:etheor:v:22:y:2006:i:02:p:235-257_06)
by Lucchetti, Riccardo - Intertemporal Remittance Behaviour by Immigrants in Germany (RePEc:diw:diwsop:diw_sp505)
by Giulia Bettin & Riccardo Lucchetti - Artificial regression testing in the GARCH-in-mean model (RePEc:ect:emjrnl:v:8:y:2005:i:3:p:306-322)
by Riccardo Lucchetti & Eduardo Rossi - Endogeneity and sample selection in a model for remittances (RePEc:eee:deveco:v:99:y:2012:i:2:p:370-384)
by Bettin, Giulia & Lucchetti, Riccardo & Zazzaro, Alberto - No such thing as the perfect match: Bayesian Model Averaging for treatment evaluation (RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003187)
by Lucchetti, Riccardo & Pedini, Luca & Pigini, Claudia - Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity (RePEc:eee:ecmode:v:26:y:2009:i:3:p:659-667)
by Lucchetti, Riccardo & Palomba, Giulio - A dynamic double hurdle model for remittances: evidence from Germany (RePEc:eee:ecmode:v:73:y:2018:i:c:p:365-377)
by Bettin, Giulia & Lucchetti, Riccardo & Pigini, Claudia - Financial development and remittances: Micro-econometric evidence (RePEc:eee:ecolet:v:115:y:2012:i:2:p:184-186)
by Bettin, Giulia & Lucchetti, Riccardo & Zazzaro, Alberto - A simple and effective misspecification test for the double-hurdle model (RePEc:eee:ecolet:v:123:y:2014:i:1:p:75-78)
by Lucchetti, Riccardo & Pigini, Claudia - Inconsistency of naive GMM estimation for QR models with endogenous regressors (RePEc:eee:ecolet:v:75:y:2002:i:2:p:179-185)
by Lucchetti, Riccardo - Who uses gretl? An Analysis of the SourceForge Download Data (RePEc:ehu:ehucha:01-03)
by Riccardo Lucchetti - Instrumental Variable Interval Regression (RePEc:ehu:ehucha:01-06)
by Giulia Bettin & Riccardo Lucchetti - Aspetti economici della depurazione delle acque reflue (RePEc:fan:epepep:v:html10.3280/ep2000-001002)
by Riccardo Lucchetti & Lorenzo Robotti - Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices (RePEc:fem:femwpa:2021.19)
by Chiara Casoli & Riccardo (Jack) Lucchetti - Analytical Gradients of Dynamic Conditional Correlation Models (RePEc:gam:jjrfmx:v:13:y:2020:i:3:p:49-:d:328491)
by Massimiliano Caporin & Riccardo (Jack) Lucchetti & Giulio Palomba - Computers, Wages and Working Hours in Italy (RePEc:gde:journl:gde_v63_n3-4_p329-353)
by Riccardo Lucchetti & Stefano Staffolani & Alessandro Sterlacchini - The GNU|Linux platform and freedom respecting software for economists (RePEc:jae:japmet:v:23:y:2008:i:2:p:279-286)
by A. Talha Yalta & Riccardo Lucchetti - State Space Methods in gretl (RePEc:jss:jstsof:v:041:i11)
by Lucchetti, Riccardo - DPB: Dynamic Panel Binary Data Models in gretl (RePEc:jss:jstsof:v:079:i08)
by Lucchetti, Riccardo & Pigini, Claudia - Analytical Score for Multivariate GARCH Models (RePEc:kap:compec:v:19:y:2002:i:2:p:133-43)
by Lucchetti, Riccardo - The Spherical Parametrisation for Correlation Matrices and its Computational Advantages (RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10467-3)
by Riccardo Lucchetti & Luca Pedini - The Adoption of ICT among SMEs: Evidence from an Italian Survey (RePEc:kap:sbusec:v:23:y:2004:i:2:p:151-168)
by Riccardo Lucchetti & Alessandro Sterlacchini - Grandi e piccole imprese nel Centro-Nord e nel Mezzogiorno: un modello empirico dell'impatto occupazionale nel lungo periodo (RePEc:mil:wpdepa:1998-002)
by Massimo Florio & R. LUCCHETTI & F. QUAGLIA - Grandi e piccole imprese nel Centro-Nord e nel Mezzogiorno: un modello empirico dell'impatto occupazionale nel lungo periodo (RePEc:mil:wpdepa:1998-02)
by Massimo Florio & R. LUCCHETTI & F. QUAGLIA - Banks' inefficiency and economic growth: a micro-macro approach (RePEc:mod:modena:0004)
by Riccardo Lucchetti & Luca Papi & Alberto Zazzaro - Crescita endogena e investimenti esterni: un modello dell'impatto occupazionale di lungo periodo della grande impresa nel Mezzogiorno (RePEc:mul:j0hje1:doi:10.1430/2251:y:1999:i:3:p:591-612)
by Massimo Florio & Riccardo Lucchetti & Floriana Quaglia - Occupazione, disoccupazione, inattività: determinanti della mobilità tra stati in Italia (RePEc:mul:jqat1f:doi:10.1427/3645:y:1998:i:3:p:395-418)
by Laura Chies & Riccardo Lucchetti & Stefano Staffolani - Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices
[Commodity-price comovement and global economic activity] (RePEc:oup:emjrnl:v:25:y:2022:i:2:p:494-514.)
by Chiara Casoli & Riccardo (Jack) Lucchetti - Kernel-based Time-Varying IV estimation: handle with care (RePEc:pra:mprapa:110033)
by Lucchetti, Riccardo & Valentini, Francesco - Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity (RePEc:pra:mprapa:11571)
by Lucchetti, Riccardo & Palomba, Giulio - Testing distributional assumptions in CUB models for the analysis of rating data (RePEc:spr:alstar:v:108:y:2024:i:3:d:10.1007_s10182-024-00498-y)
by Francesca Iorio & Riccardo Lucchetti & Rosaria Simone - Interval regression models with endogenous explanatory variables (RePEc:spr:empeco:v:43:y:2012:i:2:p:475-498)
by Giulia Bettin & Riccardo Lucchetti - Kernel-based time-varying IV estimation: handle with care (RePEc:spr:empeco:v:65:y:2023:i:6:d:10.1007_s00181-023-02450-6)
by Riccardo Lucchetti & Francesco Valentini - Steady streams and sudden bursts: persistence patterns in remittance decisions (RePEc:spr:jopoec:v:29:y:2016:i:1:d:10.1007_s00148-015-0565-9)
by Giulia Bettin & Riccardo Lucchetti - Steady streams and sudden bursts: persistence patterns in remittance decisions (RePEc:spr:jopoec:v:29:y:2016:i:1:p:263-292)
by Giulia Bettin & Riccardo Lucchetti - A test for bivariate normality with applications in microeconometric models (RePEc:spr:stmapp:v:22:y:2013:i:4:p:535-572)
by Riccardo Lucchetti & Claudia Pigini - Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs (RePEc:taf:applec:v:48:y:2016:i:38:p:3665-3678)
by Francesca Di Iorio & Stefano Fachin & Riccardo Lucchetti - The GNU/Linux Platform and Freedom Respecting Software for Economists (RePEc:tob:wpaper:1005)
by A. Talha Yalta & Riccardo Lucchetti - Choice of solutions to the initial-conditions problem in dynamic panel probit models (RePEc:ven:wpaper:2020:27)
by Riccardo (Jack) Lucchetti & Claudia Pigini - ParMA: Parallelised Bayesian Model Averaging for Generalised Linear Models (RePEc:ven:wpaper:2020:28)
by Riccardo (Jack) Lucchetti & Luca Pedini - Income, consumption and remittances: Evidence from immigrants to Australia (RePEc:zbw:hwwirp:3-21)
by Bettin, Giulia & Lucchetti, Riccardo & Zazzaro, Alberto - A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012) (RePEc:zbw:ifwedp:20205)
by Lucchetti, Riccardo & Venetis, Ioannis A. - A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012) (RePEc:zbw:ifweej:202014)
by Lucchetti, Riccardo & Venetis, Ioannis A.