← All authors Paolo Paruolo University of California San Diego (from arXiv:1712.07522, 2017) · ORCID · OpenAlex
56 papers in scope · 55 published · 1 on the econ.EM arXiv · 1,220 citations · h-index 13 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Brendan K. Beare Won-Ki Seo Dakyung Seong Vadim Gorin Massimo Franchi Mario Faliva Maria Grazia Zoia Anna Bykhovskaya Kyungsik Nam Li Yu-ning Morten Ørregaard Nielsen Degui Li Peter C.B. Phillips James A. Duffy Iliyan Georgiev Sam Wycherley Sophocles Mavroeidis Ron Smith Isaac Meza Nazarii Salish Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 56)
published 2026 · Journal of the American Statistical Association
Inference on the Attractor Space via Functional Approximation
published 2026 · Oxford Bulletin of Economics and Statistics · 1 citations · first circulated 2025
with Massimo Franchi
Estimating the number of common trends in large T and N factor models via canonical correlations analysis
published 2023 · Econometrics and Statistics · 1 citations
Does labour protection influence mental-health responses to employment shocks? Evidence on older workers in Europe
published 2023 · Economic Modelling · 6 citations
with Cinzia Di Novi, Stefano Verzillo
GARCH density and functional forecasts
published 2022 · Journal of Econometrics · 4 citations · first circulated 2018
Celebrated Econometricians: Katarina Juselius and Søren Johansen
published 2022 · Econometrics · 1 citations
with Rocco Mosconi
A Conversation with Søren Johansen
published 2022 · Econometrics · 3 citations
with Rocco Mosconi
A Conversation with Katarina Juselius
published 2022 · Econometrics · 4 citations
with Rocco Mosconi
Cointegration, Root Functions and Minimal Bases
published 2021 · Econometrics · 4 citations
Variable Selection in Regression Models Using Global Sensitivity Analysis
published 2021 · Journal of Time Series Econometrics · 12 citations
with William E. Becker, Andrea Saltelli
A bivariate prediction approach for adapting the health care system response to the spread of COVID-19
published 2020 · PLoS ONE · 14 citations
with Paolo Berta, Stefano Verzillo, Pietro Giorgio Lovaglio
Too Much Stick for the Carrot? Job Search Requirements and Search Behaviour of Unemployment Benefit Claimants
published 2019 · The B E Journal of Economic Analysis & Policy
with Andrea Morescalchi
A general inversion theorem for cointegration
published 2018 · Econometric Reviews · 15 citations · first circulated 2017
working paper 2017 · arXiv
Do Voters Support Local Commitments for Climate Change Mitigation in Italy?
published 2017 · Ecological Economics · 12 citations
with Simone Martelli, Greet Janssens-Maenhout, Thierry Bréchet, Eric Strobl, Diego Guizzardi, Alessandro Kim Cerutti, Iancu Andreea
Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models
published 2017 · Econometrics
with Jurgen A. Doornik, Rocco Mosconi
Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems
published 2017 · Econometrics · 5 citations
Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order
published 2017 · Journal of Econometrics · 8 citations · first circulated 2014
with Rocco Mosconi
of Caporin and Paruolo (2015
published 2016 · Econometric Reviews
with Massimiliano Caporin
Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation
published 2014 · Computational Economics · 24 citations
Do emissions and income have a common trend? A country-specific, time-series, global analysis, 1970–2008
published 2014 · Stochastic Environmental Research and Risk Assessment · 11 citations · first circulated 2011
with Benjamin N. Murphy, Greet Janssens-Maenhout
Wages and prices in Europe before and after the onset of the Monetary Union
published 2013 · Economic Modelling · 4 citations · first circulated 2010
with Riccardo Girardi
Proximity-Structured Multivariate Volatility Models
published 2013 · Econometric Reviews · 26 citations · first circulated 2008
with Massimiliano Caporin
Ratings and Rankings: Voodoo or Science?
published 2012 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 329 citations · first circulated 2011
with Michaela Saisana, Andrea Saltelli
A characterization of vector autoregressive processes with common cyclical features
published 2010 · Journal of Econometrics · 19 citations
Speed of adjustment in cointegrated systems
published 2010 · Journal of Econometrics · 17 citations · first circulated 2009
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data
published 2008 · 11 citations · first circulated 2004
Tests for cointegration rank and choice of the alternative
published 2007 · Statistical Methods & Applications
The Likelihood Ratio Test for the Rank of a Cointegration Submatrix*
published 2006 · Oxford Bulletin of Economics and Statistics · 12 citations · first circulated 2004
Exchange rates, prices and their speed of adjustment
published 2006 · Economics and Quantitative Methods
with Luca Fanelli
no link
Solution to Problem Posed in Volume 20(3): 04.3.1. An I(2) Model for VAR(1) Processes—Solution
published 2005 · Econometric Theory · 1 citations
Common trends and cycles in I(2) VAR systems
published 2005 · Journal of Econometrics · 13 citations · first circulated 2003
AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT
published 2005 · Econometric Theory · 4 citations · first circulated 2004
Impact factors
published 2004 · Journal of Econometrics · 9 citations
with Pieter Omtzigt
NOTES AND PROBLEMS: A new format for the PROBLEMS AND SOLUTIONS SERIES
published 2004 · Econometric Theory
04.3.1 An I (2) Model for VAR(1) Processes
published 2004 · Econometric Theory · 1 citations
Simple Robust Testing of Regression Hypotheses: A Comment
published 2002 · Econometrica
with Karim M. Abadir
On Monte Carlo estimation of relative power
published 2002 · Econometrics Journal · 5 citations
Common features and common I(2) trends in VAR systems
published 2002 · Economics and Quantitative Methods · 3 citations
no link
The Power of Lambda Max
published 2001 · Oxford Bulletin of Economics and Statistics · 21 citations
LR cointegration tests when some cointegrating relations are known
published 2001 · Statistical Methods & Applications · 4 citations
Determining the number of cointegrating relations under rank constraints
published 2001 · Economics and Quantitative Methods · 2 citations
no link
ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS
published 2000 · Econometric Theory · 41 citations
Multivariate Reduced Rank Regression, Theory and Applications
published 2000 · Journal of the American Statistical Association · 231 citations
with Gregory C. Reinsel, Raja P. Velu
Weak exogeneity in I(2) VAR systems
published 1999 · Journal of Econometrics · 63 citations
Tests of integration in circular autoregressive models
published 1998 · Statistical Methods & Applications · 1 citations
Two Mixed Normal Densities from Cointegration Analysis
published 1997 · Econometrica · 6 citations
with Karim M. Abadir
Standard Errors for the Long-Run Variance Matrix
published 1997 · Econometric Theory · 10 citations
The role of the drift in I(2) systems
published 1997 · Statistical Methods & Applications
with B. Nielsen
ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED I (2) VAR SYSTEMS
published 1997 · Econometric Theory · 93 citations
A Reduced Rank Regression Approach to Tests of Asset Pricing
published 1997 · Oxford Bulletin of Economics and Statistics · 10 citations · first circulated 1992
with Michele Costa, Attilio Gardini
On the determination of integration indices in I(2) systems
published 1996 · Journal of Econometrics · 152 citations
Errata
published 1995 · Econometric Theory
Deriving Restricted Least Squares Estimator without a Lagrangean
published 1994 · Econometric Theory · 1 citations · first circulated 1993
with Farshid Vahid, Luis J. Alvárez, Juan J. Dolado, John Xu Zheng
The role of the drift in I(2) systems
published 1994 · Statistical Methods & Applications · 6 citations
The Distribution of the Orthogonal Complement of a Regression Coefficient Matrix
published 1993 · Econometric Theory
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