Mauro Costantini

Institution: "Sapienza" Università di Roma

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.ec.univaq.it/index.php?id=contestabile00

First Publication: 2004

Most Recent: 2024

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	1.35	2.02	0.34	3.70	74%
Last 10 Years	1.35	2.69	1.35	5.38	74%
All Time	1.35	6.39	5.47	13.20	91%

Publication Statistics

Raw Publications 20

Coauthorship-Adjusted Count 18.01

Publications (20)

Year	Article	Journal	Tier	Authors
2024	Bayesian Nonparametric Panel Markov-Switching GARCH Models	Journal of Business & Economic Statistics	A	3
2022	What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality	Journal of International Money and Finance	B	2
2021	On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting	Economic Modeling	C	3
2021	On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation	International Journal of Forecasting	B	2
2018	What do panel data say on inequality and GDP? New evidence at US state-level	Economics Letters	C	2
2016	Identifying stationary series in panels: A Monte Carlo evaluation of sequential panel selection methods	Economics Letters	C	2
2016	How accurate are professional forecasts in Asia? Evidence from ten countries	International Journal of Forecasting	B	3
2014	Determinants of sovereign bond yield spreads in the EMU: An optimal currency area perspective	European Economic Review	B	3
2013	Financial Restraints and Private Investment: Evidence from a Nonstationary Panel	Economic Inquiry	C	4
2013	The Role of Monitoring of Corruption in a Simple Endogenous Growth Model	Economic Inquiry	C	3
2013	A Simple Panel-CADF Test for Unit Roots	Oxford Bulletin of Economics and Statistics	B	2
2013	Capital mobility and global factor shocks	Economics Letters	C	2
2012	Bootstrap innovational outlier unit root tests in dependent panels	Economics Letters	C	2
2011	Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels	Journal of Banking & Finance	B	2
2010	A panel cointegration approach to estimating substitution elasticities in consumption	Economic Modeling	C	2
2010	A hierarchical procedure for the combination of forecasts	International Journal of Forecasting	B	2
2009	Cointegration analysis for cross-sectionally dependent panels: The case of regional production functions	Economic Modeling	C	2
2007	An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks	Economics Letters	C	2
2007	Simple panel unit root tests to detect changes in persistence	Economics Letters	C	2
2004	Is social protection a necessity or a luxury good? New multivariate cointegration panel data results	Applied Economics	C	2