The CEIS Research Papers Series collects research activities, both by researchers and affiliates of CEIS, and those distributed through the Social Science Research Network - SSRN. Over 8000 world-wide subscribers currently receive an alert every two weeks, which contains three new research papers. To receive this alert you may subscribe to SSRN, which started in February 2003.

ISSN 2610-931X [online]

Papers are available on SSRN and RePEc websites.

On Cointegration for Processes Integrated at Different Frequencies

Del Barrio Castro Tomás, Cubadda Gianluca, Osborn Denise,
CEIS Research Paper, 502, September 2020

Climate Actions and Stranded Assets: The Role of Financial Regulation and Monetary Policy

Diluiso Francesca, Annicchiarico Barbara, Kalkuhl Matthias, Minx Jan C,,
CEIS Research Paper, 501, July 2020

Pre-selection Methods for Cointegration-based Pairs Trading

Brunetti Marianna, De Luca Roberta,
CEIS Research Paper, 500, June 2020

Poisson Search

De Sinopoli Francesco, Ferraris Leo, Meroni Claudia,
CEIS Research Paper, 499, June 2020

ESG Investing: A Chance To Reduce Systemic Risk

Cerqueti Roy, Ciciretti Rocco, D'Alò Ambrogio, Nicolosi Marco,
CEIS Research Paper, 498, August 2020

The Legacy of Literacy: Evidence from Italian Regions

Basile Roberto, Ciccarelli Carlo, Groote Peter,
CEIS Research Paper, 497, June 2020

A Test of Sufficient Condition for Infinite-step Granger Noncausality in Infinite Order Vector Autoregressive Process

Triacca Umberto, Damette Olivier, Giovannelli Alessandro,
CEIS Research Paper, 496, June 2020

The Resilience of the Socially Responsible Investment Networks

Cerqueti Roy, Ciciretti Rocco, D'Alò Ambrogio, Nicolosi Marco,
CEIS Research Paper, 495, June 2020

A Human Capital Index for the Italian Provinces

Pasquini Alessandra, Rosati Furio Camillo,
CEIS Research Paper, 494, June 2020

Does Fake News Affect Voting Behaviour?

Cantarella Michele, Fraccaroli Nicolò , Volpe Roberto,
CEIS Research Paper, 493, June 2020

Peaks, Gaps, and Time Reversibility of Economic Time Series

Proietti Tommaso ,
CEIS Research Paper, 492, June 2020

Microdata for Macro Models: the Distributional Effects of Monetary Policy

Corrado Luisa, Fantozzi Daniela,
CEIS Research Paper, 491, June 2020

Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach

Giovannelli Alessandro, Proietti Tommaso , Citton Ambra, Ricchi Ottavio, Tegami Cristian, Tinti Cristina,
CEIS Research Paper, 489, May 2020

Elementary Facts About Immigration in Italy. What Do We Know About Immigration and Its Impact

Mariani Rama Dasi, Pasquini Alessandra, Rosati Furio Camillo,
CEIS Research Paper, 488, May 2020

Financial Fragility across Europe and the US: The Role of Portfolio Choices, Household Features and Economic-institutional Setup

Brunetti Marianna, Giarda Elena, Torricelli Costanza ,
CEIS Research Paper, 487, May 2020

Optimal Factor Taxation in A Scale Free Model of Vertical Innovation

Annicchiarico Barbara, Antonaroli Valentina, Pelloni Alessandra,
CEIS Research Paper, 485, May 2020

Congestion and Incentives in the Age of Driverless Cars

Boffa Federico, Fedele Alessandro, Iozzi Alberto,
CEIS Research Paper, 484, May 2020

Economic Growth and Innovation Complexity: An Empirical Estimation of a Hidden Markov Model

Bucci Alberto, Carbonari Lorenzo, Gil Pedro Mazeda, Trovato Giovanni,
CEIS Research Paper, 483, November 2021