Paolo Paruolo
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European Commission
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Research profile
author of:
- Cointegration in functional autoregressive processes (RePEc:arx:papers:1712.07522)
by Massimo Franchi & Paolo Paruolo - Ratings and rankings: voodoo or science? (RePEc:bla:jorssa:v:176:y:2013:i:3:p:609-634)
by Paolo Paruolo & Michaela Saisana & Andrea Saltelli - A Reduced Rank Regression Approach to Tests of Asset Pricing (RePEc:bla:obuest:v:59:y:1997:i:1:p:163-81)
by Costa, Michele & Gardini, Attilio & Paruolo, Paolo - The Power of Lambda Max (RePEc:bla:obuest:v:63:y:2001:i:3:p:395-403)
by Paolo Paruolo - The Likelihood Ratio Test for the Rank of a Cointegration Submatrix (RePEc:bla:obuest:v:68:y:2006:i:s1:p:921-948)
by Paolo Paruolo - Alla ricerca di fatti stilizzati dell'economia italiana: un sistema Var strutturale (RePEc:bol:bodewp:115)
by P. Onofri & P. Paruolo & B. Salituro - Sulle fonti delle fluttuazioni dell'economia italiana: una analisi con sistemi VAR strutturali (RePEc:bol:bodewp:139)
by P. Onofri & P. Paruolo & B. Salituro - Analisi di multicointegrazione in sistemi VAR: alcune prospettive (RePEc:bot:quadip:wpaper:40)
by Paolo Paruolo - A reduced rank regression approach to tests of asset pricing (RePEc:bot:quadip:wpaper:48)
by Michele Costa & Attilio Gardini & Paolo Paruolo - Nota sulla distribuzione di una base di norma unitaria del complemento ortogonale di un vettore gaussiano: il caso bidimensionale (RePEc:bot:quadip:wpaper:82)
by Paolo Paruolo & Alessandra Luati - Too Much Stick for the Carrot? Job Search Requirements and Search Behaviour of Unemployment Benefit Claimants (RePEc:bpj:bejeap:v:20:y:2020:i:1:p:21:n:8)
by Morescalchi Andrea & Paruolo Paolo - Variable Selection in Regression Models Using Global Sensitivity Analysis (RePEc:bpj:jtsmet:v:13:y:2021:i:2:p:187-233:n:5)
by Becker William & Paruolo Paolo & Saltelli Andrea - Do voters support locala commitments for climate change mitigation in Italy? (RePEc:cor:louvrp:2929)
by Simone Martelli & Greet Janssens-Maenhout & Paolo Paruolo & Thierry Bréchet & Eric Strobl & e.a. - Errata (RePEc:cup:etheor:v:11:y:1995:i:02:p:402-402_00)
by Paruolo, Paolo - Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems (RePEc:cup:etheor:v:13:y:1997:i:01:p:79-118_00)
by Paruolo, Paolo - Asymptotic Efficiency Of The Two Stage Estimator In I (2) Systems (RePEc:cup:etheor:v:16:y:2000:i:04:p:524-550_16)
by Paruolo, Paolo - Asymptotic Inference On The Moving Average Impact Matrix In Cointegrated I (2) Var Systems (RePEc:cup:etheor:v:18:y:2002:i:03:p:673-690_18)
by Paruolo, Paolo - 04.3.1 An I(2) Model for VAR(1) Processes (RePEc:cup:etheor:v:20:y:2004:i:03:p:639-640_20)
by Paruolo, Paolo - Automated Inference And The Future Of Econometrics: A Comment (RePEc:cup:etheor:v:21:y:2005:i:01:p:78-84_05)
by Paruolo, Paolo - Solution to Problem Posed in Volume 20(3): 04.3.1. An I(2) Model for VAR(1) Processes—Solution (RePEc:cup:etheor:v:21:y:2005:i:03:p:665-666_05)
by Paruolo, Paolo - Cointegration In Functional Autoregressive Processes (RePEc:cup:etheor:v:36:y:2020:i:5:p:803-839_2)
by Franchi, Massimo & Paruolo, Paolo - Two Mixed Normal Densities from Cointegration Analysis (RePEc:ecm:emetrp:v:65:y:1997:i:3:p:671-680)
by Karim M. Abadir & Paolo Paruolo - Simple Robust Testing of Regression Hypotheses: A Comment (RePEc:ecm:emetrp:v:70:y:2002:i:5:p:2097-2099)
by Karim M. Abadir & Paolo Paruolo - On Monte Carlo estimation of relative power (RePEc:ect:emjrnl:v:5:y:2002:i:1:p:65-75)
by Paolo Paruolo - Does labour protection influence mental-health responses to employment shocks? Evidence on older workers in Europe (RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002183)
by Di Novi, Cinzia & Paruolo, Paolo & Verzillo, Stefano - Wages and prices in Europe before and after the onset of the Monetary Union (RePEc:eee:ecmode:v:35:y:2013:i:c:p:643-653)
by Girardi, Riccardo & Paruolo, Paolo - Do Voters Support Local Commitments for Climate Change Mitigation in Italy? (RePEc:eee:ecolec:v:144:y:2018:i:c:p:27-35)
by Martelli, Simone & Janssens-Maenhout, Greet & Paruolo, Paolo & Bréchet, Thierry & Strobl, Eric & Guizzardi, Diego & Cerutti, Alessandro K. & Iancu, Andreea - Impact factors (RePEc:eee:econom:v:128:y:2005:i:1:p:31-68)
by Omtzigt, Pieter & Paruolo, Paolo - Common trends and cycles in I(2) VAR systems (RePEc:eee:econom:v:132:y:2006:i:1:p:143-168)
by Paruolo, Paolo - Speed of adjustment in cointegrated systems (RePEc:eee:econom:v:158:y:2010:i:1:p:130-141)
by Fanelli, Luca & Paruolo, Paolo - A characterization of vector autoregressive processes with common cyclical features (RePEc:eee:econom:v:163:y:2011:i:1:p:105-117)
by Franchi, Massimo & Paruolo, Paolo - Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order (RePEc:eee:econom:v:198:y:2017:i:2:p:271-276)
by Mosconi, Rocco & Paruolo, Paolo - GARCH density and functional forecasts (RePEc:eee:econom:v:235:y:2023:i:2:p:470-483)
by Abadir, Karim M. & Luati, Alessandra & Paruolo, Paolo - On the determination of integration indices in I(2) systems (RePEc:eee:econom:v:72:y:1996:i:1-2:p:313-356)
by Paruolo, Paolo - Weak exogeneity in I(2) VAR systems (RePEc:eee:econom:v:93:y:1999:i:2:p:281-308)
by Paruolo, Paolo & Rahbek, Anders - Do fiscal variables affect fiscal expectations? Experiments with real world and lab data (RePEc:eee:jeborg:v:70:y:2009:i:1-2:p:253-265)
by Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo - Positive Externalities of EU Actions on Sustainability of Health Systems (RePEc:eme:ceazzz:s0573-855520210000295006)
by Sophie Guthmuller & Paolo Paruolo & Stefano Verzillo - The Marginal Density of Bivariate Cointegration Estimators (RePEc:exe:wpaper:9405)
by Abadir, Karim & Paruolo, P. - A Conversation with Katarina Juselius (RePEc:gam:jecnmx:v:10:y:2022:i:2:p:20-:d:793014)
by Rocco Mosconi & Paolo Paruolo - A Conversation with Søren Johansen (RePEc:gam:jecnmx:v:10:y:2022:i:2:p:21-:d:793005)
by Rocco Mosconi & Paolo Paruolo - Celebrated Econometricians: Katarina Juselius and Søren Johansen (RePEc:gam:jecnmx:v:10:y:2022:i:2:p:24-:d:816394)
by Rocco Mosconi & Paolo Paruolo - Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems (RePEc:gam:jecnmx:v:5:y:2017:i:3:p:28-:d:103006)
by H. Peter Boswijk & Paolo Paruolo - Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models (RePEc:gam:jecnmx:v:5:y:2017:i:4:p:49-:d:119536)
by Jurgen A. Doornik & Rocco Mosconi & Paolo Paruolo - Cointegration, Root Functions and Minimal Bases (RePEc:gam:jecnmx:v:9:y:2021:i:3:p:31-:d:615763)
by Massimo Franchi & Paolo Paruolo - Do fiscal variables affect fiscal expectations? Experiments with real world and lab data (RePEc:hal:journl:hal-00688186)
by Michele Bernasconi & Oliver Kirchkamp & Paolo Paruolo - The power of lambda max (RePEc:ins:quaeco:qf0004)
by Paruolo Paolo - Asymptotic standard errors for common trends linear combinations in I(2) VAR systems (RePEc:ins:quaeco:qf0007)
by Paruolo Paolo - LR cointegration tests when some cointegrating relations are known (RePEc:ins:quaeco:qf0106)
by Paruolo Paolo - Determining the number of cointegrating relations under rank constraints (RePEc:ins:quaeco:qf0109)
by Cavaliere Giuseppe & Fanelli Luca & Paruolo Paolo - On Monte Carlo Estimation of Relative Power (RePEc:ins:quaeco:qf0112)
by Paruolo Paolo - Impact factors (RePEc:ins:quaeco:qf0203)
by Omtzigt Pieter & Paruolo Paolo - Testing for common trends in conditional I(2) VAR models (RePEc:ins:quaeco:qf0216)
by Paruolo Paolo - Common features and common I(2) trends in VAR systems (RePEc:ins:quaeco:qf0217)
by Paruolo Paolo - Common trends and cycles in I(2) VAR systems (RePEc:ins:quaeco:qf0217bis)
by Paruolo Paolo - Common trends and cycles in I(2) VAR systems (RePEc:ins:quaeco:qf0217tris)
by Paruolo Paolo - On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union (RePEc:ins:quaeco:qf0223)
by Bertocco Giancarlo & Fanelli Luca & Paruolo Paolo - Expectations and perceived causality in fiscal policy: an experimental analysis using real world data (RePEc:ins:quaeco:qf0224)
by Bernasconi Michele & Kirchkamp Oliver & Paruolo Paolo - Common dynamics in I(1) VAR systems (RePEc:ins:quaeco:qf0316)
by Paruolo Paolo - The likelihood ratio test for the rank of a cointegration submatrix (RePEc:ins:quaeco:qf04024)
by Paruolo Paolo - Automated Inference and the Future of Econometrics: A comment (RePEc:ins:quaeco:qf04025)
by Paruolo Paolo - Spatial effects in multivariate ARCH (RePEc:ins:quaeco:qf0501)
by Caporin Massimiliano & Paruolo Paolo - Design of vector autoregressive processes for invariant statistics (RePEc:ins:quaeco:qf0504)
by Paruolo Paolo - Multivariate ARCH with spatial effects for stock sector and size (RePEc:ins:quaeco:qf0509)
by Caporin Massimiliano & Paruolo Paolo - Finite sample comparison of alternative tests on the rank of a cointegration submatrix (RePEc:ins:quaeco:qf0606)
by Paruolo Paolo - Exchange rates, prices and their speed of adjustment (RePEc:ins:quaeco:qf0607)
by Fanelli Luca & Paruolo Paolo - Location of value added activities in hi-tech industries. The case of pharma-biotech firms in Italy (RePEc:ins:quaeco:qf0708)
by Luciano Fratocchi & Alberto Onetti & Alessia Pisoni & Marco Talaia - On efficient simulation in dynamic models (RePEc:ins:quaeco:qf0709)
by Abadir Karim M. & Paruolo Paolo - Identification of cointegrating relations in I(2) vector autoregressive models (RePEc:ins:quaeco:qf1007)
by Paolo Paruolo & Rocco Mosconi - Wages and prices in Europe before and after the onset of the Monetary Union (RePEc:ins:quaeco:qf1009)
by Paolo Paruolo & Riccardo Girardi - Do emissions and income have a common trend? A country-specific, time-series, global analysis, 1970-2008 (RePEc:ins:quaeco:qf1113)
by Paolo Paruolo & Ben Murphy & Greet Janssens-Maenhout - Real Time Forecasting of Covid-19 Intensive Care Units demand (RePEc:jrs:wpaper:202008)
by Berta, Paolo & Lovaglio, Pietro Giorgio & Paruolo, Paolo & Verzillo, Stefano - The Role of Employment Protection Legislation Regimes in Shaping the Impact of Job Disruption on Older Workers' Mental Health in Times of COVID-19 (RePEc:jrs:wpaper:202202)
by Di Novi, Cinzia & Paruolo, Paolo & Verzillo, Stefano - Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation (RePEc:kap:compec:v:46:y:2015:i:4:p:613-626)
by Massimo Franchi & Paolo Paruolo - Do fiscal variables affect fiscal expectations? : Experiments with real world and lab data (RePEc:mnh:spaper:2715)
by Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo - Expectations and Perceived Causality in Fiscal Policy : An Experimental Analysis Using Real World Data (RePEc:mnh:spaper:7018)
by Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo - Structured Multivariate Volatility Models (RePEc:pad:wpaper:0091)
by Massimiliano Caporin & Paolo Paruolo - A bivariate prediction approach for adapting the health care system response to the spread of COVID-19 (RePEc:plo:pone00:0240150)
by Paolo Berta & Paolo Paruolo & Stefano Verzillo & Pietro Giorgio Lovaglio - Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two (RePEc:pra:mprapa:53589)
by Mosconi, Rocco & Paruolo, Paolo - Speed of Adjustment in Cointegrated Systems (RePEc:pra:mprapa:9174)
by Fanelli, Luca & Paruolo, Paolo - Do Emissions and Income Have a Common Trend? A Country-Specific, Time-Series, Global Analysis, 1970-2008 (RePEc:rim:rimwps:32_12)
by Paolo Paruolo & Ben Murphy & Greet Janssen-Maenhout - On ABCs (and Ds) of VAR representations of DSGE models (RePEc:rim:rimwps:56_12)
by Massimo Franchi & Paolo Paruolo - Unknown item RePEc:san:crieff:0608 (paper)
- Normal forms of regular matrix polynomials via local rank factorization (RePEc:sas:wpaper:20111)
by Massimo Franchi & Paolo Paruolo - On ABCs (and Ds) of VAR representations of DSGE models (RePEc:sas:wpaper:20124)
by Massimo Franchi & Paolo Paruolo - Inverting a matrix function around a singularity via local rank factorization (RePEc:sas:wpaper:20146)
by Massimo Franchi & Paolo Paruolo - A general inversion theorem for cointegration (RePEc:sas:wpaper:20173)
by Massimo Franchi & Paolo Paruolo - Cointegration in functional autoregressive processes (RePEc:sas:wpaper:20175)
by Massimo Franchi & Paolo Paruolo - Cointegration, root functions and minimal bases (RePEc:sas:wpaper:20192)
by Massimo Franchi & Paolo Paruolo - LR cointegration tests when some cointegrating relations are known (RePEc:spr:stmapp:v:10:y:2001:i:1:d:10.1007_bf02511644)
by Paolo Paruolo - Tests for cointegration rank and choice of the alternative (RePEc:spr:stmapp:v:18:y:2009:i:2:p:169-191)
by Giuseppe Cavaliere & Luca Fanelli & Paolo Paruolo - The role of the drift in I(2) systems (RePEc:spr:stmapp:v:3:y:1994:i:1:p:93-123)
by Paolo Paruolo - Erratum to: The role of the drift in I(2) systems (RePEc:spr:stmapp:v:6:y:1997:i:1:p:93-95)
by P. Paruolo & B. Nielsen - Tests of integration in circular autoregressive models (RePEc:spr:stmapp:v:7:y:1998:i:3:p:297-306)
by Paolo Paruolo - Proximity-Structured Multivariate Volatility Models (RePEc:taf:emetrv:v:34:y:2015:i:5:p:559-593)
by Massimiliano Caporin & Paolo Paruolo - Correction of Caporin and Paruolo (2015) (RePEc:taf:emetrv:v:36:y:2017:i:4:p:493-493)
by Massimilano Caporin & Paolo Paruolo - A general inversion theorem for cointegration (RePEc:taf:emetrv:v:38:y:2019:i:10:p:1176-1201)
by Massimo Franchi & Paolo Paruolo - Expectations and perceived causality in fiscal policy: an experimental analysis using real world data (RePEc:xrs:sfbmaa:03-03)
by Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo - Do fiscal variables affect fiscal expectations? Experiments with real world and lab data (RePEc:xrs:sfbmaa:04-27)
by Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo - Real Time Forecasting of Covid-19 Intensive Care Units demand (RePEc:yor:hectdg:20/16)
by Berta, P. & Lovaglio, P.G. & Paruolo, P. & Verzillo, S. - The Role of Employment Protection Legislation Regimes in Shaping the Impact of Job Disruption on Older Workers’ Mental Health in Times of COVID-19 (RePEc:yor:hectdg:22/03)
by Di Novi, C. & Paruolo, P. & Verzillo, S.