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Mauro Costantini
Mauro Costantini
Professor of Statistics, Sapienza University of Rome
Verified email at uniroma1.it
Title
Cited by
Cited by
Year
Determinants of sovereign bond yield spreads in the EMU: An optimal currency area perspective
M Costantini, M Fragetta, G Melina
European Economic Review 70, 337-349, 2014
1232014
On the usefulness of cross-validation for directional forecast evaluation
C Bergmeir, M Costantini, JM Benítez
Computational Statistics & Data Analysis 76, 132-143, 2014
1062014
Stochastic convergence among European economies
M Costantini, C Lupi
Economics Bulletin 3 (38), 1-17, 2005
1002005
A hierarchical procedure for the combination of forecasts
M Costantini, C Pappalardo
International journal of forecasting 26 (4), 725-743, 2010
822010
A simple panel‐CADF test for unit roots
M Costantini, C Lupi
Oxford Bulletin of Economics and Statistics 75 (2), 276-296, 2013
792013
Do inequality, unemployment and deterrence affect crime over the long run?
M Costantini, I Meco, A Paradiso
Regional Studies 52 (4), 558-571, 2018
692018
Cointegration analysis for cross-sectionally dependent panels: The case of regional production functions
M Costantini, S Destefanis
Economic Modelling 26 (2), 320-327, 2009
552009
Housing wealth, financial wealth, and consumption: New evidence for Italy and the UK
R Barrell, M Costantini, I Meco
International Review of Financial Analysis 42, 316-323, 2015
492015
A panel cointegration approach to estimating substitution elasticities in consumption
M Auteri, M Costantini
Economic Modelling 27 (3), 782-787, 2010
462010
Forecast Combinations in a DSGE‐VAR Lab
M Costantini, U Gunter, R M. Kunst
Journal of Forecasting 36 (3), 305-324, 2017
422017
How accurate are professional forecasts in Asia? Evidence from ten countries
Q Chen, M Costantini, B Deschamps
International Journal of Forecasting 32 (1), 154-167, 2016
402016
Comovements and correlations in international stock markets
RL D’Ecclesia, M Costantini
The European Journal of Finance 12 (6-7), 567-582, 2006
382006
Panel cointegration and the neutrality of money
J Westerlund, M Costantini
Empirical Economics 36, 1-26, 2009
342009
What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality
M Costantini, RM Sousa
Journal of International Money and Finance 122, 102574, 2022
332022
Fiscal policy and economic growth: the case of the Italian regions
M Auteri, M Costantini
Review of Regional Studies 34 (1), 72-94, 2004
332004
Combining forecasts based on multiple encompassing tests in a macroeconomic core system
M Costantini, RM Kunst
Journal of Forecasting 30 (6), 579-596, 2011
322011
An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks
M Costantini, C Lupi
Economics Letters 95 (3), 408-414, 2007
312007
Forecasting errors, directional accuracy and profitability of currency trading: The case of EUR/USD exchange rate
M Costantini, JC Cuaresma, J Hlouskova
Journal of Forecasting 35 (7), 652-668, 2016
272016
Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels
R Cerqueti, M Costantini
Journal of Banking & Finance 35 (10), 2598-2605, 2011
252011
Capital mobility and global factor shocks
M Costantini, L Gutierrez
Economics Letters 120 (3), 513-515, 2013
242013
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