Loading...

← Back to Leaderboard

Paolo Paruolo

Global rank #2240 97%

Institution: European Commission

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/site/paoloparuolo/

First Publication: 1995

Most Recent: 2023

RePEc ID: ppa332 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.67 0.00 0.00 1.68
Last 10 Years 0.00 1.68 1.26 0.00 4.94
All Time 0.00 9.72 18.68 0.00 38.96

Publication Statistics

Raw Publications 23
Coauthorship-Adjusted Count 30.21

Publications (23)

Year Article Journal Tier Authors
2023 Does labour protection influence mental-health responses to employment shocks? Evidence on older workers in Europe Economic Modeling C 3
2023 GARCH density and functional forecasts Journal of Econometrics A 3
2020 COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES Econometric Theory B 2
2018 Do Voters Support Local Commitments for Climate Change Mitigation in Italy? Ecological Economics B 8
2017 Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order Journal of Econometrics A 2
2013 Wages and prices in Europe before and after the onset of the Monetary Union Economic Modeling C 2
2011 A characterization of vector autoregressive processes with common cyclical features Journal of Econometrics A 2
2010 Speed of adjustment in cointegrated systems Journal of Econometrics A 2
2009 Do fiscal variables affect fiscal expectations? Experiments with real world and lab data Journal of Economic Behavior and Organization B 3
2006 The Likelihood Ratio Test for the Rank of a Cointegration Submatrix* Oxford Bulletin of Economics and Statistics B 1
2006 Common trends and cycles in I(2) VAR systems Journal of Econometrics A 1
2005 Impact factors Journal of Econometrics A 2
2005 AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT Econometric Theory B 1
2005 Solution to Problem Posed in Volume 20(3): 04.3.1. An I(2) Model for VAR(1) Processes—Solution Econometric Theory B 1
2004 04.3.1 An I(2) Model for VAR(1) Processes Econometric Theory B 1
2002 ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED I (2) VAR SYSTEMS Econometric Theory B 1
2001 The Power of Lambda Max Oxford Bulletin of Economics and Statistics B 1
2000 ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS Econometric Theory B 1
1999 Weak exogeneity in I(2) VAR systems Journal of Econometrics A 2
1997 A Reduced Rank Regression Approach to Tests of Asset Pricing. Oxford Bulletin of Economics and Statistics B 3
1997 Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems Econometric Theory B 1
1996 On the determination of integration indices in I(2) systems Journal of Econometrics A 1
1995 Errata Econometric Theory B 1