Research

Publications

1. Temporal disaggregation of business dynamics: New evidence for U.S. economy (with L. Rossi), Journal of Macroeconomics, vol. 69, 2021.

2. Challenges in determining causality: an ongoing critique of Bendavid et al’s “Assessing mandatory stay‐at‐home and business closure effects on the spread of COVID‐19.” (with Besançon, L., Meyerowitz‐Katz, G., Fuchs, H. and Flahault, A.), European Journal of Clinical Investigation. Vol. 51, 2021.

3. "Letter to Editor", European Journal of Clinical Investigation, Vol. 51, 2021: e13556. 

4. Global Cities And Local Challenge: Boom and Busts In The London Real Estate Market (with A. Canepa and H. Alqaralleh), Journal of Real Estate Finance and Economics, 2020;

5. Global Cities and Local Housing Market Cycles (with. A. Canepa and H. Alqaralleh), Journal of Real Estate Finance and Economics, 2019.

6. Forecasting dynamic asymmetric fluctuations of the U.S. business cycle, International Journal of Forecasting, vol. 34, October-December 2018, pp. 711-732. (Previously circulating  with title "Generalizing Smooth Transition Autoregressions" and published in several versions, awarded of the "James Ramsey" Prize for best paper in econometrics at the 21th Annual Symposium of Society of Nonlinear Dynamics and Econometrics).

7. Dynamic Asymmetries in House Prices Cycles: A Generalized Smooth Transition Approach (with A. Canepa), Journal of Empirical Finance, vol. 37, June 2016, pp. 91-103.

Working Papers

1.  "Measuring Unobserved Strategic Judgment", WP 6, Department of Economics, University of Bergamo.

2. "Dynamic Asymmetry and Fiscal Policy", MPRA Working Paper no. 98499, University Library of Munich.

3. "Strategic judgment: its game-theoretic foundations, its econometric elicitation", WP 5, Department of Economics, University of Bergamo (previous version published as WP 190, Department of Economics and Law, Sapienza University Rome).

Permanent papers

1. "150 Years of Italian CO2 Emissions and Economic Growth" (with B. Annicchiarico and A.R. Bennato), CREATES Working Paper no. 2013-02, School of Economics and Management, University of Aarhus, January 2014 (also published as CEIS Research Paper 320, Tor Vergata University). 

2. "Does the purchasing power parity hypothesis hold after 1998 ?" MPRA Paper 27225, University Library of Munich, Germany (Revised version: Updating the PPP puzzle: should we use nonlinear models?,  MPRA Paper 37418, University Library of Munich, Germany)

Miscellanea

Vola alto! - Un ricordo di Stefano Fenoaltea.