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 | 123 | 2014 |
On the usefulness of cross-validation for directional forecast evaluation C Bergmeir, M Costantini, JM Benítez Computational Statistics & Data Analysis 76, 132-143, 2014 | 106 | 2014 |
Stochastic convergence among European economies M Costantini, C Lupi Economics Bulletin 3 (38), 1-17, 2005 | 100 | 2005 |
A hierarchical procedure for the combination of forecasts M Costantini, C Pappalardo International journal of forecasting 26 (4), 725-743, 2010 | 82 | 2010 |
A simple panel‐CADF test for unit roots M Costantini, C Lupi Oxford Bulletin of Economics and Statistics 75 (2), 276-296, 2013 | 79 | 2013 |
Do inequality, unemployment and deterrence affect crime over the long run? M Costantini, I Meco, A Paradiso Regional Studies 52 (4), 558-571, 2018 | 69 | 2018 |
Cointegration analysis for cross-sectionally dependent panels: The case of regional production functions M Costantini, S Destefanis Economic Modelling 26 (2), 320-327, 2009 | 55 | 2009 |
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 | 49 | 2015 |
A panel cointegration approach to estimating substitution elasticities in consumption M Auteri, M Costantini Economic Modelling 27 (3), 782-787, 2010 | 46 | 2010 |
Forecast Combinations in a DSGE‐VAR Lab M Costantini, U Gunter, R M. Kunst Journal of Forecasting 36 (3), 305-324, 2017 | 42 | 2017 |
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 | 40 | 2016 |
Comovements and correlations in international stock markets RL D’Ecclesia, M Costantini The European Journal of Finance 12 (6-7), 567-582, 2006 | 38 | 2006 |
Panel cointegration and the neutrality of money J Westerlund, M Costantini Empirical Economics 36, 1-26, 2009 | 34 | 2009 |
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 | 33 | 2022 |
Fiscal policy and economic growth: the case of the Italian regions M Auteri, M Costantini Review of Regional Studies 34 (1), 72-94, 2004 | 33 | 2004 |
Combining forecasts based on multiple encompassing tests in a macroeconomic core system M Costantini, RM Kunst Journal of Forecasting 30 (6), 579-596, 2011 | 32 | 2011 |
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 | 31 | 2007 |
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 | 27 | 2016 |
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 | 25 | 2011 |
Capital mobility and global factor shocks M Costantini, L Gutierrez Economics Letters 120 (3), 513-515, 2013 | 24 | 2013 |