On the Identification of Fractionally Cointegrated VAR Models With the Condition F Carlini, P Santucci de Magistris Journal of Business & Economic Statistics 37 (1), 134-146, 2019 | 33 | 2019 |
Don't talk too bad! stock market reactions to bank corporate governance news F Carlini, D Cucinelli, D Previtali, MG Soana Journal of Banking & Finance 121, 105962, 2020 | 31 | 2020 |
Banks, FinTech and stock returns F Carlini, BL Del Gaudio, C Porzio, D Previtali Finance Research Letters 45, 102252, 2022 | 26 | 2022 |
Resuscitating the co-fractional model of Granger (1986) F Carlini, P Santucci de Magistris CREATES Research Paper 2, 2019 | 5 | 2019 |
The impact of supply and demand imbalance on stock prices: an analysis based on fractional cointegration using Borsa Italiana ultra high frequency data F Carlini, M Manzoni, RR Mosconi Proceeding of Fourth Italian Congress of Econometrics and Empirical …, 2011 | 5 | 2011 |
Twice integrated models F Carlini, R Mosconi Manuscript, 2014 | 4 | 2014 |
Climate, wind energy, and CO2 emissions from energy production in Denmark F Carlini, BJ Christensen, ND Gupta, PS de Magistris Energy Economics 125, 106821, 2023 | 1 | 2023 |
INSTRUMENTAL VARIABLES INFERENCE IN A SMALL-DIMENSIONAL VAR MODEL WITH DYNAMIC LATENT FACTORS F Carlini, P Gagliardini Econometric Theory, 1-47, 2022 | 1 | 2022 |
Beyond the co-fractional model of Granger (1986) F Carlini, P Santucci de Magistris Beyond the co-fractional model of Granger (1986): Carlini, Federico …, 2022 | 1 | 2022 |
On the identification of fractionally cointegrated VAR models with the F (d) condition PS de Magistris, F Carlini CREATES Research Papers, 2014 | 1 | 2014 |
ON THE IDENTIFICATION OF FRACTIONALLY COINTEGRATED VAR MODELS F Carlini, PS de Magistris I would like to thank my parents for all their efforts, love and helps they …, 2013 | 1 | 2013 |
Intermittency and the potential of wind energy for CO2 abatement F Carlini, BJ Christensen, N Datta Gupta, P Santucci de Magistris Available at SSRN, 2023 | | 2023 |
COVID-19 in the Wall Street Journal: Stress in the News and Market Performance F Carlini, V Farina, I Gufler, D Previtali Available at SSRN 4121203, 2022 | | 2022 |
Instrumental Variables Inference in a State Space Model F Carlini, P Gagliardini Available at SSRN 3306732, 2019 | | 2019 |
Likelihood based inference for an Identifiable Fractional Vector Error Correction Model F Carlini, K Lasak Tinbergen Institute Discussion Paper 2018-085/III, 2018 | | 2018 |
On the identification of fractionally cointegrated VAR models with the F (d) condition P Santucci de Magistris, F Carlini Department of Economics and Business Economics, Aarhus University, 2014 | | 2014 |
On an Estimation Method for an Alternative Fractionally Cointegrated Model F Carlini, K Lasak Tinbergen Institute Discussion Paper 14-052/III, 2014 | | 2014 |
I would like to thank my parents for all their efforts, love and helps they donated to me in very difficult moments of my life. Finally, thanks Silvia for your love and … F Carlini | | |
Anew ESTIMATION METHOD OF A FRACTIONAL COINTEGRATED MODEL F Carlini, K Łasak I would like to thank my parents for all their efforts, love and helps they …, 0 | | |
Vector Autoregressive Model with Dynamic Factors F Carlini, P Gagliardini | | |