F. Venditti

Economics and Econometrics · 2010–2016

A researcher in the Science corpus: 3 papers; trusts 11 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 163 citations into it; #18,032 of 23,481 by trust here, #19,308 by citations
• Finance — 89 citations into it
• Accounting — 32 citations into it
• Management Science and Operations Research — 9 citations into it

Whom F. Venditti trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Marta Bańbura
2. Todd E. Clark
3. Michael P. Clements

Who trusts F. Venditti overall

1. Thomas Drechsel
2. Ivan Petrella
3. Juan Antolín-Díaz

Papers from F. Venditti's perspective

Ordered by how strongly the researchers F. Venditti trusts endorse each paper. Same corpus, a different order for every researcher.

1. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
2. Testing for the Constancy of Parameters over Time
3. Unit root tests in panel data: asymptotic and finite-sample properties
4. Size and Power of Tests for Stationarity in Highly Autocorrelated Time Series
5. Euro Area Inflation Differentials (Social Science Research Network)
6. Convergence of Prices and Rates of Inflation
7. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence
8. Maximum Likelihood Estimation of Factor Models on Data Sets with Arbitrary Pattern of Missing Data (Social Science Research Network)
9. Macroeconomic Forecasting With Mixed-Frequency Data
10. Systemic Risk Contributions (Journal of financial services research)

Their papers

• Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility (2016) — 166 citations
• Inflation Convergence and Divergence within the European Monetary Union (2012) — 151 citations
• Questioni di Economia e Finanza (2010) — 187 citations