Silvestro Di Sanzo

Statistics

Publications

Citations

320

H-Index

Active since

2007

Affiliations

Libera Università Internazionale degli Studi Sociali Guido Carli(Current)

Silvestro Di Sanzo is an author at Libera Università Internazionale degli Studi Sociali Guido Carli specializing in finance, business, and engineering.

Top concepts

FinanceBusinessEconomicsStatisticsEngineeringEconometricsMacroeconomicsEconomic GrowthEconomic AnalysisVolatility Modeling

Publications per year

2007–2018

Publications

Bootstrap LR tests of stationarity, common trends and cointegration

Fabio Busetti, Silvestro Di Sanzo · Journal of Statistical Computation and Simulation · 2011 · 163 citations

Volatility Modeling, Engineering, Bootstrap Lr Test +17

Testing for linearity in Markov switching models: a bootstrap approach

Silvestro Di Sanzo · Statistical Methods & Applications · 2007 · 45 citations

Stochastic Hybrid System, Engineering, Hidden Markov Model +7

A Markov switching long memory model of crude oil price return volatility

Silvestro Di Sanzo · Energy Economics · 2018 · 39 citations

Markov Switching, Volatility Modeling, Multivariate Stochastic Volatility +10

Unemployment and Hysteresis: A Nonlinear Unobserved Components Approach

Alicia Pérez-Alonso, Silvestro Di Sanzo · Studies in Nonlinear Dynamics and Econometrics · 2010 · 30 citations

Tax Structure and Economic Growth: A Panel Cointegrated VAR Analysis

Silvestro Di Sanzo, Mariano Bella, Giovanni Graziano · Italian Economic Journal · 2017 · 21 citations

Economics, Macroeconomics, Tax Structure +9

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