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Riccardo (Jack) Lucchetti

Personal Details

First Name:Riccardo (Jack)
Middle Name:
Last Name:Lucchetti
Suffix:
RePEc Short-ID:plu104
[This author has chosen not to make the email address public]
http://www.econ.univpm.it/lucchetti/ects_en.html
Terminal Degree:1989 Dipartimento di Scienze Economiche e Sociali; Facoltà di Economia "Giorgio Fuà"; Università Politecnica delle Marche (from RePEc Genealogy)

Affiliation

(75%) Dipartimento di Scienze Economiche e Sociali
Facoltà di Economia "Giorgio Fuà"
Università Politecnica delle Marche

Ancona, Italy
http://www.dises.univpm.it/
RePEc:edi:deancit (more details at EDIRC)

(25%) Money and Finance Research group (Mo.Fi.R.)

Ancona, Italy
http://www.mofir.univpm.it/
RePEc:edi:mfancit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Riccardo Lucchetti & Gabriele Morettini, 2022. "Depopulation in the Apennines in the 20th century: an empirical investigation," Working Papers 463, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  2. Riccardo Lucchetti & Mihaela Nicolau & Giulio Palomba & Luca Riccetti, 2022. "Reconciling TEV and VaR in Active Portfolio Management: A New Frontier," Working Papers 461, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  3. Michele Fratianni & Federico Giri & Riccardo Lucchetti & Francesco Valentini, 2022. "Monetization, wars, and the Italian fiscal multiplier," Mo.Fi.R. Working Papers 176, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  4. Casoli, Chiara & Lucchetti, Riccardo (Jack), 2021. "Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices," FEEM Working Papers 312367, Fondazione Eni Enrico Mattei (FEEM).
  5. Riccardo Lucchetti & Luca Pedini & Claudia Pigini, 2021. "Bayesian Model Averaging For Propensity Score Matching In Tax Rebate," Working Papers 457, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  6. Lucchetti, Riccardo & Valentini, Francesco, 2021. "Kernel-based Time-Varying IV estimation: handle with care," MPRA Paper 110033, University Library of Munich, Germany.
  7. Riccardo (Jack) Lucchetti & Luca Pedini, 2020. "ParMA: Parallelised Bayesian Model Averaging for Generalised Linear Models," Working Papers 2020:28, Department of Economics, University of Venice "Ca' Foscari".
  8. Lucchetti, Riccardo & Venetis, Ioannis A., 2020. "A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)," Economics Discussion Papers 2020-5, Kiel Institute for the World Economy (IfW Kiel).
  9. Riccardo (Jack) Lucchetti & Claudia Pigini, 2020. "Choice of solutions to the initial-conditions problem in dynamic panel probit models," Working Papers 2020:27, Department of Economics, University of Venice "Ca' Foscari".
  10. Riccardo (Jack) Lucchetti & Ioannis A. Venetis, 2019. "Dynamic Factor Models in gretl. The DFM package," gretl working papers 7, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  11. Riccardo Lucchetti & Claudia Pigini, 2018. "Dynamic panel probit: finite-sample performance of alternative random-effects estimators," Working Papers 426, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  12. Riccardo Lucchetti & Sven Schreiber, 2018. "The SVAR addon for gretl," gretl working papers 5, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  13. Elvina Merkaj & Riccardo Lucchetti & Fabio Fiorillo, 2017. "Winning Competitive Grants For Regional Development in Albania: The Role of Local Leaders," Working Papers 422, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  14. Allin Cottrell & Riccardo (Jack) Lucchetti & Matteo Pelagatti, 2016. "Measures of variance for smoothed disturbances in linear state-space models: a clarification," gretl working papers 3, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  15. Giulia Bettin & Riccardo Lucchetti & Claudia Pigini, 2016. "State dependence and unobserved heterogeneity in a double hurdle model for remittances: evidence from immigrants to Germany," Mo.Fi.R. Working Papers 127, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  16. Riccardo Lucchetti & Claudia Pigini, 2015. "DPB: Dynamic Panel Binary data models in Gretl," gretl working papers 1, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, revised 24 Apr 2015.
  17. Riccardo LUCCHETTI & Claudia PIGINI, 2014. "A simple and effective misspecification test for the double-hurdle model," Working Papers 397, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  18. Giulia Bettin & Riccardo Lucchetti, 2014. "Steady streams and sudden bursts: persistence patterns in remittance decisions," Mo.Fi.R. Working Papers 97, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  19. Francesca DI IORIO & Stefano FACHIN & Riccardo LUCCHETTI, 2013. "Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs," Working Papers 395, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  20. Giulia Bettin & Riccardo Lucchetti, 2012. "Intertemporal remittance behaviour by immigrants in Germany," Mo.Fi.R. Working Papers 75, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  21. Giulia BETTIN & Riccardo LUCCHETTI & Alberto ZAZZARO, 2011. "Endogeneity and sample selection in a model for remittances," Working Papers 361, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  22. Giulia Bettin & Riccardo Lucchetti & Alberto Zazzaro, 2011. "Financial development and remittances: micro-econometric evidence," Mo.Fi.R. Working Papers 56, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  23. Riccardo LUCCHETTI & Claudia PIGINI, 2011. "Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study," Working Papers 357, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  24. A. Talha Yalta & Riccardo Lucchetti, 2010. "The GNU/Linux Platform and Freedom Respecting Software for Economists," Working Papers 1005, TOBB University of Economics and Technology, Department of Economics.
  25. Giulia BETTIN & Riccardo LUCCHETTI, 2010. "Interval Regression Models with;Endogenous Explanatory Variables," Working Papers 339, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  26. Giulia Bettin & Riccardo Lucchetti & Alberto Zazzaro, 2009. "Income, consumption and remittances: evidence from immigrants to Australia," Mo.Fi.R. Working Papers 34, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  27. Lucchetti, Riccardo & Palomba, Giulio, 2008. "Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity," MPRA Paper 11571, University Library of Munich, Germany.
  28. Riccardo LUCCHETTI & Giulio PALOMBA, 2006. "Forecasting US bond yields at weekly frequency," Working Papers 261, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  29. Riccardo LUCCHETTI, 2004. "Identification of Covariance Structures," Working Papers 214, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  30. Riccardo LUCCHETTI & Stefano STAFFOLANI & Alessandro STERLACCHINI, 2003. "Computer, Wages and Working Hours in Italy," Working Papers 182, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  31. Riccardo Lucchetti & Luca Papi & Alberto Zazzaro, 2001. "Banks' Inefficiency and Economic Growth A Micro-Macro Approach," Development Working Papers 153, Centro Studi Luca d'Agliano, University of Milano.
  32. Riccardo LUCCHETTI & Alessandro STERLACCHINI, 2001. "Factors Affecting the Adoption of ICTs Among SMEs: Evidence From an Italian Survey," Working Papers 155, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  33. Riccardo LUCCHETTI, 2000. "Inconsistency Of Naive GMM Estimation For QR Models With Endogenous Regressors," Working Papers 140, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  34. Riccardo LUCCHETTI, 1999. "Analytic Score for Multivariate GARCH Models," Working Papers 119, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  35. Riccardo LUCCHETTI & Luca PAPI & Alberto ZAZZARO, 1999. "Efficienza del sistema bancario e crescita economica nelle regioni italiane," Working Papers 121, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  36. Massimo Florio & R. LUCCHETTI & F. QUAGLIA, 1998. "Grandi e piccole imprese nel Centro-Nord e nel Mezzogiorno: un modello empirico dell'impatto occupazionale nel lungo periodo," Departmental Working Papers 1998-02, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  37. Massimo Florio & R. LUCCHETTI & F. QUAGLIA, 1998. "Grandi e piccole imprese nel Centro-Nord e nel Mezzogiorno: un modello empirico dell'impatto occupazionale nel lungo periodo," Departmental Working Papers 1998-002, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  38. Laura CHIES & Riccardo LUCCHETTI & Stefano STAFFOLANI, 1997. "Occupazione, Disoccupazione, Intattivita': determinanti della mobilita' tra stati in Italia," Working Papers 86, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  39. Riccardo LUCCHETTI & Stefano STAFFOLANI, 1994. "Orario di lavoro e occupazione: un approccio teorico con una applicazione alla grande industria italiana," Working Papers 52, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  40. Riccardo LUCCHETTI, 1994. "Companion form representation of cointegrating VARs," Working Papers 53, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  41. Carlo A. FAVERO & Riccardo LUCCHETTI, 1993. "Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy," Working Papers 42, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  42. Riccardo LUCCHETTI, 1993. "Modelli in differenze con errori di misura," Working Papers 43, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

Articles

  1. Riccardo Lucchetti & Luca Pedini, 2024. "The Spherical Parametrisation for Correlation Matrices and its Computational Advantages," Computational Economics, Springer;Society for Computational Economics, vol. 64(2), pages 1023-1046, August.
  2. Francesca Iorio & Riccardo Lucchetti & Rosaria Simone, 2024. "Testing distributional assumptions in CUB models for the analysis of rating data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 108(3), pages 669-701, September.
  3. Riccardo Lucchetti & Francesco Valentini, 2023. "Kernel-based time-varying IV estimation: handle with care," Empirical Economics, Springer, vol. 65(6), pages 3001-3026, December.
  4. Chiara Casoli & Riccardo (Jack) Lucchetti, 2022. "Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices [Commodity-price comovement and global economic activity]," The Econometrics Journal, Royal Economic Society, vol. 25(2), pages 494-514.
  5. Lucchetti, Riccardo & Pedini, Luca & Pigini, Claudia, 2022. "No such thing as the perfect match: Bayesian Model Averaging for treatment evaluation," Economic Modelling, Elsevier, vol. 107(C).
  6. Massimiliano Caporin & Riccardo (Jack) Lucchetti & Giulio Palomba, 2020. "Analytical Gradients of Dynamic Conditional Correlation Models," JRFM, MDPI, vol. 13(3), pages 1-21, March.
  7. Elvina Merkaj & Riccardo Lucchetti & Fabio Fiorillo, 2020. "The role of local leaders in regional development funding: Evidence from an elite survey," Journal of Regional Science, Wiley Blackwell, vol. 60(4), pages 712-737, September.
  8. Lucchetti, Riccardo & Venetis, Ioannis A., 2020. "A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-14.
  9. Bettin, Giulia & Lucchetti, Riccardo & Pigini, Claudia, 2018. "A dynamic double hurdle model for remittances: evidence from Germany," Economic Modelling, Elsevier, vol. 73(C), pages 365-377.
  10. Lucchetti, Riccardo & Pigini, Claudia, 2017. "DPB: Dynamic Panel Binary Data Models in gretl," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 79(i08).
  11. Giulia Bettin & Riccardo Lucchetti, 2016. "Steady streams and sudden bursts: persistence patterns in remittance decisions," Journal of Population Economics, Springer;European Society for Population Economics, vol. 29(1), pages 263-292, January.
  12. Francesca Di Iorio & Stefano Fachin & Riccardo Lucchetti, 2016. "Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs," Applied Economics, Taylor & Francis Journals, vol. 48(38), pages 3665-3678, August.
  13. Lucchetti, Riccardo & Pigini, Claudia, 2014. "A simple and effective misspecification test for the double-hurdle model," Economics Letters, Elsevier, vol. 123(1), pages 75-78.
  14. Riccardo Lucchetti & Claudia Pigini, 2013. "A test for bivariate normality with applications in microeconometric models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(4), pages 535-572, November.
  15. Bettin, Giulia & Lucchetti, Riccardo & Zazzaro, Alberto, 2012. "Financial development and remittances: Micro-econometric evidence," Economics Letters, Elsevier, vol. 115(2), pages 184-186.
  16. Bettin, Giulia & Lucchetti, Riccardo & Zazzaro, Alberto, 2012. "Endogeneity and sample selection in a model for remittances," Journal of Development Economics, Elsevier, vol. 99(2), pages 370-384.
  17. Giulia Bettin & Riccardo Lucchetti, 2012. "Interval regression models with endogenous explanatory variables," Empirical Economics, Springer, vol. 43(2), pages 475-498, October.
  18. Lucchetti, Riccardo, 2011. "State Space Methods in gretl," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 41(i11).
  19. Lucchetti, Riccardo & Palomba, Giulio, 2009. "Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity," Economic Modelling, Elsevier, vol. 26(3), pages 659-667, May.
  20. A. Talha Yalta & Riccardo Lucchetti, 2008. "The GNU|Linux platform and freedom respecting software for economists," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 279-286.
  21. Lucchetti, Riccardo, 2006. "Identification Of Covariance Structures," Econometric Theory, Cambridge University Press, vol. 22(2), pages 235-257, April.
  22. Riccardo Lucchetti & Eduardo Rossi, 2005. "Artificial regression testing in the GARCH-in-mean model," Econometrics Journal, Royal Economic Society, vol. 8(3), pages 306-322, December.
  23. Riccardo Lucchetti & Stefano Staffolani & Alessandro Sterlacchini, 2004. "Computers, Wages and Working Hours in Italy," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 63(3-4), pages 329-353, December.
  24. Riccardo Lucchetti & Alessandro Sterlacchini, 2004. "The Adoption of ICT among SMEs: Evidence from an Italian Survey," Small Business Economics, Springer, vol. 23(2), pages 151-168, September.
  25. Lucchetti, Riccardo, 2002. "Inconsistency of naive GMM estimation for QR models with endogenous regressors," Economics Letters, Elsevier, vol. 75(2), pages 179-185, April.
  26. Lucchetti, Riccardo, 2002. "Analytical Score for Multivariate GARCH Models," Computational Economics, Springer;Society for Computational Economics, vol. 19(2), pages 133-143, April.
  27. Riccardo Lucchetti & Luca Papi & Alberto Zazzaro, 2001. "Banks’ Inefficiency and Economic Growth: A Micro‐Macro Approach," Scottish Journal of Political Economy, Scottish Economic Society, vol. 48(4), pages 400-424, September.
  28. Riccardo Lucchetti & Lorenzo Robotti, 2000. "Aspetti economici della depurazione delle acque reflue," ECONOMIA PUBBLICA, FrancoAngeli Editore, vol. 2000(1).
  29. Massimo Florio & Riccardo Lucchetti & Floriana Quaglia, 1999. "Crescita endogena e investimenti esterni: un modello dell'impatto occupazionale di lungo periodo della grande impresa nel Mezzogiorno," L'industria, Società editrice il Mulino, issue 3, pages 591-612.
  30. Laura Chies & Riccardo Lucchetti & Stefano Staffolani, 1998. "Occupazione, disoccupazione, inattività: determinanti della mobilità tra stati in Italia," Rivista italiana degli economisti, Società editrice il Mulino, issue 3, pages 395-418.

Chapters

  1. Riccardo Lucchetti, 2009. "Who uses gretl? An Analysis of the SourceForge Download Data," EHUCHAPS, in: Ignacio Díaz-Emparanza & Petr Mariel & María Victoria Esteban (ed.), Econometrics with gretl. Proceedings of the gretl Conference 2009, edition 1, chapter 3, pages 45-55, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
  2. Giulia Bettin & Riccardo Lucchetti, 2009. "Instrumental Variable Interval Regression," EHUCHAPS, in: Ignacio Díaz-Emparanza & Petr Mariel & María Victoria Esteban (ed.), Econometrics with gretl. Proceedings of the gretl Conference 2009, edition 1, chapter 6, pages 91-107, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 28 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (12) 2006-01-24 2006-05-27 2013-12-06 2014-01-17 2016-08-07 2016-08-07 2018-02-19 2020-03-30 2021-04-05 2021-07-12 2021-07-19 2021-10-11. Author is listed
  2. NEP-ETS: Econometric Time Series (9) 2006-05-27 2008-11-18 2013-12-06 2016-08-07 2018-02-19 2019-01-28 2020-03-30 2021-07-19 2021-10-11. Author is listed
  3. NEP-MIG: Economics of Human Migration (8) 2009-11-21 2010-05-02 2011-07-13 2012-11-03 2012-12-06 2013-02-08 2014-08-28 2016-08-07. Author is listed
  4. NEP-ORE: Operations Research (6) 2008-11-18 2020-03-30 2021-04-05 2021-07-12 2021-09-20 2021-10-11. Author is listed
  5. NEP-EUR: Microeconomic European Issues (3) 2012-11-03 2013-02-08 2016-08-07
  6. NEP-CSE: Economics of Strategic Management (2) 2016-08-07 2016-08-07
  7. NEP-DCM: Discrete Choice Models (2) 2018-02-19 2021-04-05
  8. NEP-HIS: Business, Economic and Financial History (2) 2022-02-28 2022-08-15
  9. NEP-MAC: Macroeconomics (2) 2006-05-27 2008-11-18
  10. NEP-CMP: Computational Economics (1) 2021-03-29
  11. NEP-EFF: Efficiency and Productivity (1) 2000-10-31
  12. NEP-FMK: Financial Markets (1) 2006-05-27
  13. NEP-FOR: Forecasting (1) 2006-05-27
  14. NEP-ISF: Islamic Finance (1) 2021-09-20
  15. NEP-PUB: Public Finance (1) 2021-07-12
  16. NEP-RMG: Risk Management (1) 2022-01-24
  17. NEP-TRA: Transition Economics (1) 2017-07-23
  18. NEP-URE: Urban and Real Estate Economics (1) 2017-07-23

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