Browsing by Author Costantini, M

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Showing results 1 to 20 of 20
Issue DateTitleAuthor(s)
2015Aggregate insider trading activity in the UK stock and option marketsWuttidma, Clarisse Pangyat
2012Bootstrap innovational outlier unit root tests in dependent panelsCostantini, M; Gutierrez, L
2013Capital mobility and global factor shocksCostantini, M; Gutierrez, L
2016Credit default and the real estate marketKhaled, Fawaz
2014Determinants of sovereign bond yield spreads in the EMU: An optimal currency area perspective.Costantini, M; Fragetta, M; Melina, G
2017Do inequality, unemployment, and deterrence affect crime over the long run?Costantini, M; Meco, I; Paradiso, A
2016Essays on failure risk of firms using multivariate frailty modelsAtsu, Francis
2016Forecast combinations in a DSGE-VAR labCostantini, M; Gunter, U; Kunst, R
2016Forecasting errors, directional accuracy and profitability of currency trading: The case of EUR/USD exchange rateCostantini, M; Crespo Cuaresma, J; Hlouskova, J
2015Housing wealth, financial wealth, and consumption: new evidence for Italy and the UKCostantini, M; Barrell, R; Meco, I
2015Housing wealth, financial wealth, and consumption: new evidence for Italy and the UKBarrell, R; Costantini, M; Meco, I
2015Housing wealth, financial wealth, and consumption: New evidence for Italy and the UKBarrell, R; Costantini, M; Meco, I
2016How accurate are professional forecasts in Asia? Evidence from ten countriesChen, Q; Costantini, M; Deschamps, B
2016Identifying stationary series in panels: A Monte Carlo evaluation of sequential panel selection methodsCostantini, M; Lupi, C
2014On the usefulness of cross-validation for directional forecast evaluationBergmeir, C; Costantini, M; Benítez, JM
2016Panel stationary tests against changes in persistenceCerqueti, R; Costantini, M; Gutierrez, L; Westerlund, J
2012Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawalCaporale, GM; Costantini, M; Paradiso, A
2013A simple panel-CADF test for unit rootsCostantini, M; Lupi, C
2016A Simple Testing Procedure for Unit Root and Model SpecificationCostantini, M; Sen, A
2011Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panelsCostantini, M