Search Results

Registered author: Riccardo (Jack) Lucchetti

Aspetti economici della depurazione delle acque reflue,
Riccardo (Jack) Lucchetti and Lorenzo Robotti, in ECONOMIA PUBBLICA (2000)

Artificial regression testing in the GARCH-in-mean model,
Riccardo (Jack) Lucchetti and Eduardo Rossi, in Econometrics Journal (2005)

Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices,
Chiara Casoli and Riccardo (Jack) Lucchetti, from Fondazione Eni Enrico Mattei (2021)
Keywords: Cointegration, Dynamic Factor Models, P-T decomposition, Commodity prices co-movement

Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices,
Chiara Casoli and Riccardo (Jack) Lucchetti, in The Econometrics Journal (2022)
Keywords: Cointegration, dynamic factor models, P-T decomposition, commodity prices co-movement

Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity,
Riccardo (Jack) Lucchetti and Giulio Palomba, in Economic Modelling (2009)
Keywords: Interest rates Cointegration Nonlinear adjustment Conditional heteroskedasticity

Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity,
Riccardo (Jack) Lucchetti and Giulio Palomba, from University Library of Munich, Germany (2008)
Keywords: interest rates, cointegration, nonlinear adjustment, conditional heteroskedasticity

A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012),
Riccardo (Jack) Lucchetti and Ioannis Venetis, from Kiel Institute for the World Economy (IfW Kiel) (2020)
Keywords: dynamic factor models, EM algorithm, Kalman filter, principal components

A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012),
Riccardo (Jack) Lucchetti and Ioannis Venetis, in Economics - The Open-Access, Open-Assessment E-Journal (2007-2020) (2020)
Keywords: Dynamic factor models, EM algorithm, Kalman filter, Principal components

DPB: Dynamic Panel Binary data models in Gretl,
Riccardo (Jack) Lucchetti and Claudia Pigini, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2015)
Keywords: Gretl function package, Random-Effects Dynamic Probit model, Quadratic Exponential model, Gauss-Hermite quadrature, simulated Maximum Likelihood, Conditional Maximum Likelihood

Dynamic Factor Models in gretl. The DFM package,
Riccardo (Jack) Lucchetti and Ioannis Venetis, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2019)
Keywords: Dynamic factor models, EM algorithm, Kalman filter, Principal components

Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices,
Chiara Casoli and Riccardo (Jack) Lucchetti, from Fondazione Eni Enrico Mattei (FEEM) (2021)
Keywords: Demand and Price Analysis

Linear models with time-varying parameters: a comparison of different approaches,
Riccardo “Jack” Lucchetti and Francesco Valentini, in Computational Statistics (2024)
Keywords: Time-varying parameters, Linear model, Gretl

The SVAR addon for gretl,
Riccardo (Jack) Lucchetti and Sven Schreiber, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2018)
Keywords: Structural VARs, bootstrap

Kernel-based Time-Varying IV estimation: handle with care,
Riccardo (Jack) Lucchetti and Francesco Valentini, from University Library of Munich, Germany (2021)
Keywords: Instrumental variables, Time-varying parameters, Hausman test, Phillips curve

Kernel-based time-varying IV estimation: handle with care,
Riccardo (Jack) Lucchetti and Francesco Valentini, in Empirical Economics (2023)
Keywords: Instrumental variables, Time-varying parameters, Hausman test, Phillips curve

Instrumental Variable Interval Regression,
Giulia Bettin and Riccardo (Jack) Lucchetti, from Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales

Interval regression models with endogenous explanatory variables,
Giulia Bettin and Riccardo (Jack) Lucchetti, in Empirical Economics (2012)
Keywords: Interval models, Instrumental variables, Migration, Remittances, C24, C25, F24, F22,

Steady streams and sudden bursts: persistence patterns in remittance decisions,
Giulia Bettin and Riccardo (Jack) Lucchetti, in Journal of Population Economics (2016)
Keywords: Migration, Remittances, Persistence, State dependence, Discrete panel data models, F22, F24, C23, C25,

Steady streams and sudden bursts: persistence patterns in remittance decisions,
Giulia Bettin and Riccardo (Jack) Lucchetti, in Journal of Population Economics (2016)
Keywords: Migration, Remittances, Persistence, State dependence, Discrete panel data models

The GNU|Linux platform and freedom respecting software for economists,
A. Talha Yalta and Riccardo (Jack) Lucchetti, in Journal of Applied Econometrics (2008)

The GNU/Linux Platform and Freedom Respecting Software for Economists,
A. Talha Yalta and Riccardo (Jack) Lucchetti, from TOBB University of Economics and Technology, Department of Economics (2010)

A test for bivariate normality with applications in microeconometric models,
Riccardo (Jack) Lucchetti and Claudia Pigini, in Statistical Methods & Applications (2013)
Keywords: Information matrix test, Monte Carlo simulation, Bootstrap, Sample selection model, Bivariate probit model, C12, C15, C24, C35,

A simple and effective misspecification test for the double-hurdle model,
Riccardo (Jack) Lucchetti and Claudia Pigini, in Economics Letters (2014)
Keywords: Information matrix test; Bootstrap; Double-hurdle model;

DPB: Dynamic Panel Binary Data Models in gretl,
Riccardo (Jack) Lucchetti and Claudia Pigini, in Journal of Statistical Software (2017)

The Spherical Parametrisation for Correlation Matrices and its Computational Advantages,
Riccardo (Jack) Lucchetti and Luca Pedini, in Computational Economics (2024)
Keywords: Correlation matrix, Spherical coordinates, Multivariate probit, DCC-GARCH model

Choice of solutions to the initial-conditions problem in dynamic panel probit models,
Riccardo (Jack) Lucchetti and Claudia Pigini, from Department of Economics, University of Venice "Ca' Foscari" (2020)
Keywords: Panel data, dynamic probit, initial conditions

ParMA: Parallelised Bayesian Model Averaging for Generalised Linear Models,
Riccardo (Jack) Lucchetti and Luca Pedini, from Department of Economics, University of Venice "Ca' Foscari" (2020)
Keywords: BMA, GLM, RJMCMC, parallelisation

Intertemporal remittance behaviour by immigrants in Germany,
Giulia Bettin and Riccardo (Jack) Lucchetti, from Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences (2012)
Keywords: German Socio Economic Panel, Migration, Remittances

Steady streams and sudden bursts: persistence patterns in remittance decisions,
Giulia Bettin and Riccardo (Jack) Lucchetti, from Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences (2014)
Keywords: Discrete panel data models, Migration, Persistence, Remittances, State dependence

Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy,
Carlo Favero and Riccardo (Jack) Lucchetti, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (1993)

Orario di lavoro e occupazione: un approccio teorico con una applicazione alla grande industria italiana,
Riccardo (Jack) Lucchetti and Stefano Staffolani, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (1994)

Factors Affecting the Adoption of ICTs Among SMEs: Evidence From an Italian Survey,
Riccardo (Jack) Lucchetti and Alessandro Sterlacchini, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2001)

Forecasting US bond yields at weekly frequency,
Riccardo (Jack) Lucchetti and Giulio Palomba, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2006)
Keywords: conditional heteroskedasticity, forecasting, interest rates, nonlinear cointegration

Interval Regression Models with;Endogenous Explanatory Variables,
Giulia Bettin and Riccardo (Jack) Lucchetti, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2010)
Keywords: Instrumental variables, Interval models, Migration, Remittances

Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study,
Riccardo (Jack) Lucchetti and Claudia Pigini, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2011)
Keywords: Bivariate Probit, Information Matrix test, Monte Carlo simulation, Sample Selection Model

Intertemporal remittance behaviour by immigrants in Germany,
Giulia Bettin and Riccardo (Jack) Lucchetti, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2012)
Keywords: German Socio Economic Panel, Migration, Remittances

A simple and effective misspecification test for the double-hurdle model,
Riccardo (Jack) Lucchetti and Claudia Pigini, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2014)
Keywords: Bootstrap, Double-Hurdle model, Information Matrix Test

Dynamic panel probit: finite-sample performance of alternative random-effects estimators,
Riccardo (Jack) Lucchetti and Claudia Pigini, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2018)
Keywords: Dynamic panel probit; panel data; Monte Carlo study

Depopulation in the Apennines in the 20th century: an empirical investigation,
Riccardo (Jack) Lucchetti and Gabriele Morettini, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2022)

Intertemporal Remittance Behaviour by Immigrants in Germany,
Giulia Bettin and Riccardo (Jack) Lucchetti, from DIW Berlin, The German Socio-Economic Panel (SOEP) (2012)
Keywords: Migration, Remittances, German Socio Economic Panel

The Adoption of ICT among SMEs: Evidence from an Italian Survey,
Riccardo (Jack) Lucchetti and Alessandro Sterlacchini, in Small Business Economics (2004)

Structure-Based SVAR Identification,
Emanuele Bacchiocchi and Riccardo "Jack" Lucchetti, from Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2015)
Keywords: SVAR, Identification, Rado Condition

Occupazione, disoccupazione, inattività: determinanti della mobilità tra stati in Italia,
Laura Chies, Riccardo (Jack) Lucchetti and Stefano Staffolani, in Rivista italiana degli economisti (1998)

Crescita endogena e investimenti esterni: un modello dell'impatto occupazionale di lungo periodo della grande impresa nel Mezzogiorno,
Massimo Florio, Riccardo (Jack) Lucchetti and Floriana Quaglia, in L'industria (1999)

Analytical Gradients of Dynamic Conditional Correlation Models,
Massimiliano Caporin, Riccardo (Jack) Lucchetti and Giulio Palomba, in JRFM (2020)
Keywords: DCC; cDCC; GDCC; analytical gradient

A dynamic double hurdle model for remittances: evidence from Germany,
Giulia Bettin, Riccardo (Jack) Lucchetti and Claudia Pigini, in Economic Modelling (2018)
Keywords: Migration; Remittances; State dependence; Double hurdle; Intertemporal choices;

No such thing as the perfect match: Bayesian Model Averaging for treatment evaluation,
Riccardo (Jack) Lucchetti, Luca Pedini and Claudia Pigini, in Economic Modelling (2022)
Keywords: 2014 Italian tax credit reform; Bayesian model averaging; Model uncertainty; Propensity score matching; Reversible jump Markov chain Monte Carlo; Tax rebate policies;

Measures of variance for smoothed disturbances in linear state-space models: a clarification,
Allin Cottrell, Riccardo (Jack) Lucchetti and Matteo Pelagatti, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2016)
Keywords: State-space models, Disturbance smoother, Auxiliary residuals.

The role of local leaders in regional development funding: Evidence from an elite survey,
Elvina Merkaj, Riccardo (Jack) Lucchetti and Fabio Fiorillo, in Journal of Regional Science (2020)

Computers, Wages and Working Hours in Italy,
Riccardo (Jack) Lucchetti, Stefano Staffolani and Alessandro Sterlacchini, in Giornale degli Economisti (2004)
Keywords: wage premium, computers, labour market

Banks’ Inefficiency and Economic Growth: A Micro‐Macro Approach,
Riccardo (Jack) Lucchetti, Luca Papi and Alberto Zazzaro, in Scottish Journal of Political Economy (2001)

Endogeneity and sample selection in a model for remittances,
Giulia Bettin, Riccardo (Jack) Lucchetti and Alberto Zazzaro, in Journal of Development Economics (2012)
Keywords: Remittances; Migration; Selection models;

Financial development and remittances: Micro-econometric evidence,
Giulia Bettin, Riccardo (Jack) Lucchetti and Alberto Zazzaro, in Economics Letters (2012)
Keywords: Migration; Remittances; Financial development;

Income, consumption and remittances: Evidence from immigrants to Australia,
Giulia Bettin, Riccardo (Jack) Lucchetti and Alberto Zazzaro, from Hamburg Institute of International Economics (HWWI) (2009)
Keywords: Double-hurdle model, migration, remittances

Testing distributional assumptions in CUB models for the analysis of rating data,
Francesca Iorio, Riccardo (Jack) Lucchetti and Rosaria Simone, in AStA Advances in Statistical Analysis (2024)
Keywords: CUB model, Information matrix test, Ordered data, Misspecification

Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs,
Francesca Di Iorio, Stefano Fachin and Riccardo (Jack) Lucchetti, in Applied Economics (2016)

Income, consumption and remittances: evidence from immigrants to Australia,
Giulia Bettin, Riccardo (Jack) Lucchetti and Alberto Zazzaro, from Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences (2009)
Keywords: Double-hurdle model, migation, remittances

Financial development and remittances: micro-econometric evidence,
Giulia Bettin, Riccardo (Jack) Lucchetti and Alberto Zazzaro, from Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences (2011)
Keywords: Financial Development, Migrants' Remittances

State dependence and unobserved heterogeneity in a double hurdle model for remittances: evidence from immigrants to Germany,
Giulia Bettin, Riccardo (Jack) Lucchetti and Claudia Pigini, from Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences (2016)
Keywords: Migration, Remittances, State dependence, Double hurdle, Intertemporal choices

Monetization, wars, and the Italian fiscal multiplier,
Michele Fratianni, Federico Giri, Riccardo (Jack) Lucchetti and Francesco Valentini, from Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences (2022)
Keywords: Fiscal multipliers; War defense spending; Slackness; Monetization; Timevarying parameters.

Occupazione, Disoccupazione, Intattivita': determinanti della mobilita' tra stati in Italia,
Laura Chies, Riccardo (Jack) Lucchetti and Stefano Staffolani, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (1997)

Efficienza del sistema bancario e crescita economica nelle regioni italiane,
Riccardo (Jack) Lucchetti, Luca Papi and Alberto Zazzaro, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (1999)

Computer, Wages and Working Hours in Italy,
Riccardo (Jack) Lucchetti, Stefano Staffolani and Alessandro Sterlacchini, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2003)

Endogeneity and sample selection in a model for remittances,
Giulia Bettin, Riccardo (Jack) Lucchetti and Alberto Zazzaro, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2011)
Keywords: migration, remittances, selection models

Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs,
Francesca Di Iorio, Stefano Fachin and Riccardo (Jack) Lucchetti, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2013)
Keywords: Cointegration, Hypothesis testing, I(2), near-I(2)

Winning Competitive Grants For Regional Development in Albania: The Role of Local Leaders,
Elvina Merkaj, Riccardo (Jack) Lucchetti and Fabio Fiorillo, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2017)
Keywords: Local government funds; political manipulation; network; leadership; Albania

BAYESIAN MODEL AVERAGING FOR PROPENSITY SCORE MATCHING IN TAX REBATE,
Riccardo (Jack) Lucchetti, Luca Pedini and Claudia Pigini, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2021)
Keywords: 2014 Italian Tax Credit Reform, Bayesian Model Averaging, Model Uncertainty, Propensity Score Matching, Reversible Jump Markov Chain Monte Carlo, Tax Rebate Policies

Reconciling TEV and VaR in Active Portfolio Management: A New Frontier,
Riccardo (Jack) Lucchetti, Mihaela Nicolau, Giulio Palomba and Luca Riccetti, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2022)
Keywords: Benchmarking, portfolio frontiers, tracking error volatility, Value-at-Risk, misalignment of objectives

Banks' Inefficiency and Economic Growth A Micro-Macro Approach,
Riccardo (Jack) Lucchetti, Luca Papi and Alberto Zazzaro, from Centro Studi Luca d'Agliano, University of Milano (2001)
Keywords: Bank efficiency, regional growth

Perceptions of equality and fairness: A contemporary survey on Erasmus students in Spain,
Jotham Akaka, Aurora García-Gallego and Riccardo Lucchetti, from Economics Department, Universitat Jaume I, Castellón (Spain) (2021)
Keywords: equality, fairness, equality of opportunity, equality of outcome

Grandi e piccole imprese nel Centro-Nord e nel Mezzogiorno: un modello empirico dell'impatto occupazionale nel lungo periodo,
Massimo Florio, Riccardo (Jack) Lucchetti and F. Quaglia, from Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (1998)

Banks' inefficiency and economic growth: a micro-macro approach,
Riccardo (Jack) Lucchetti, Luca Papi and Alberto Zazzaro, from Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica (2000)
Keywords: Bank efficiency; regional growth

Comments on: Stability in linear optimization and related topics. A personal tour,
Roberto Lucchetti, in TOP: An Official Journal of the Spanish Society of Statistics and Operations Research (2012)

Registered author: Gabriele Lucchetti

Caracterización de la Percepción del Bienestar y Cálculo de la Línea de Pobreza Subjetiva en Argentina,
Leonardo Lucchetti, from CEDLAS, Universidad Nacional de La Plata (2006)
Keywords: Percepción subjetiva del bienestar individual, valor monetario de la línea de pobreza subjetiva, Probit Bivariado, Argentina.

Who escaped poverty and who was left behind ? a non-parametric approach to explore welfare dynamics using cross-sections,
Leonardo Ramiro Lucchetti and Leonardo Ramiro Lucchetti, from The World Bank (2017)
Keywords: Inequality,Adaptation to Climate Change,Educational Sciences,Poverty Diagnostics,Poverty Lines,Small Area Estimation Poverty Mapping,Poverty Impact Evaluation,Poverty Monitoring&Analysis,Poverty Assessment

Rights on what is left,
Jérémy Laurent-Lucchetti, from University Library of Munich, Germany (2009)
Keywords: Property rights allocation, environmental economics, climate change, international agreement, distributive justice.

What can we (machine) learn about welfare dynamics from cross-sectional data?,
Leonardo Ramiro Lucchetti, from The World Bank (2018)

Registered author: Jérémy Laurent-Lucchetti

Generating Semivalues via Unanimity Games,
Giulia Bernardi and Roberto Lucchetti, in Journal of Optimization Theory and Applications (2015)
Keywords: Game theory, Regular and irregular semivalues, Unanimity games, Completely monotonic sequences

Unlucky migrants: Scarring effect of recessions on the assimilation of the foreign born,
Gabriele Lucchetti and Alessandro Ruggieri, in Labour Economics (2025)
Keywords: Immigration; Earnings assimilation; Low-skill jobs; Business cycle;

Power in voting rules with abstention: an axiomatization of a two components power index,
Josep Freixas and Roberto Lucchetti, in Annals of Operations Research (2016)
Keywords: Decision making process, Voting systems in democratic organizations, Abstention, Power, Axioms

Unlucky migrants: Scarring effect of recessions on the assimilation of the foreign born,
Gabriele Lucchetti and Alessandro Ruggieri, from University of Nottingham, GEP (2023)

Unlucky Migrants: Scarring Effect of Recessions on the Assimilation of the Foreign Born,
Gabriele Lucchetti and Alessandro Ruggieri, from Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM) (2024)
Keywords: immigration, earnings assimilation, low-skill jobs, business cycle

La Pobreza en Argentina: Perfil, Evolución y Determinantes Profundos (1996, 1998 Y 2001),
Monserrat Bustelo and Leonardo Lucchetti, from CEDLAS, Universidad Nacional de La Plata (2004)
Keywords: pobreza, medición, descomposiciones, desigualdad del ingreso, crecimiento, regiones geográficas, Argentina.

Generic well-posedness in minimization problems,
A. Ioffe and R. E. Lucchetti, in Abstract and Applied Analysis (2005)

Strong Proximal Continuity and Convergence,
Agata Caserta, Roberto Lucchetti and Som Naimpally, in Abstract and Applied Analysis (2013)

Generational Welfare under a Climate‐Change Policy with Induced Innovation,
Jérémy Laurent‐Lucchetti and Andrew Leach, in Scandinavian Journal of Economics (2011)

CONVERGENCE OF MINIMA OF INTEGRAL FUNCTIONALS, WITH APPLICATIONS TO OPTIMAL CONTROL AND STOCHASTIC OPTIMIZATION,
Lucchetti Roberto and Wets R. J-B, in Statistics & Risk Modeling (1993)