{"id":27,"date":"2015-03-04T18:03:44","date_gmt":"2015-03-04T17:03:44","guid":{"rendered":"\/maddalenacavicchioli\/?page_id=27"},"modified":"2026-04-14T07:54:36","modified_gmt":"2026-04-14T07:54:36","slug":"publications","status":"publish","type":"page","link":"https:\/\/morespace.economia.unimore.it\/maddalenacavicchioli\/publications\/","title":{"rendered":"Publications"},"content":{"rendered":"

PAPERS IN PEER-REVIEWED JOURNALS<\/strong><\/p>\n

63. Demaria F., Papana Dagiasis A., Cavicchioli M., Fabbri T. (2026) Behind the screen: a comprehensive framework for digital work metrics and data integration, Forthcoming in Socio-Economic Planning Sciences<\/strong>.<\/p>\n

62. Mauro S.G., Cavicchioli M., Kocollari U., Torricelli C. (2026) The sustainability of universities: what matter most according to key stakeholders, in Sustainability in Education: Strategies, Practices, and Perspectives<\/strong> (Editors: Teresa Turzo, Samuel O Idowu, Carmela Gulluscio), Series Title: CSR, Sustainability, Ethics & Governance, Springer Cham.<\/p>\n

61. Cavicchioli M., Kyrtsou C., Papana A. (2026) Exploring Dynamic Interactions Between Energy Prices and CPI, The Journal of Economic Asymmetries<\/strong> 33, e00446<\/p>\n

60. Cavicchioli M., Ghezal A., Zemmouri I. (2026) (Bi)spectral analysis of Markov switching bilinear time series, Forthcoming in Statistical Methods & Applications<\/strong><\/p>\n

59. Avarucci M., Cavicchioli M., Forni M., Zaffaroni P. (2026) Frequency-Band Estimation of the Number of Factors, Forthcoming in Journal of the American Statistical Association<\/strong><\/p>\n

58. Demaria F., Cavicchioli M. (2025) Employees’ well-being, work-related factors, and digitalization: a decision-tree approach for imbalanced data, Forthcoming in Annals of Operations Research<\/strong><\/p>\n

57. Demaria F., Cavicchioli M. (2025) Financial sustainability in the luxury industry across the Covid-19 pandemic: lessons from hierarchical methods, Quality & Quantity <\/strong>59, 5149-5177<\/p>\n

56. Kocollari U., Demaria F., Cavicchioli M. (2025) Time after time: exploring the role of CSR on employees’ long-lasting working relationships in Italy, Small Business Economics <\/strong>65, 995-1021<\/p>\n

55. Cavicchioli M., Demaria F., Nannetti F., Scapolan A.C., Fabbri T. (2025) Employees\u2019 attitudes and work-related stress in the digital workplace: an empirical investigation, Frontiers in Psychology<\/strong> 16, 1546832<\/p>\n

54. Cavicchioli M., (2025) Forecasting Markov switching vector autoregressions: Evidence from simulation and application, Journal of Forecasting<\/strong> 44(1), 136-152<\/p>\n

53. Kocollari U., Girardi A., Cavicchioli M., Pedrazzoli A. (2025) Crowdability: a new configuration of accountability forms in crowdfunding campaigns of non-profit organisations, Journal of Applied Accounting Research<\/strong> 26(1), 222-248<\/p>\n

52. Ghezal A., Cavicchioli M., Zemmouri I. (2024) On the existence of stationary threshold bilinear processes, Statistical Papers<\/strong> 65, 3739-3767<\/p>\n

51. Cavicchioli M., (2024) A matrix unified framework for deriving various impulse responses in Markov switching VAR: evidence from oil and gas markets, The Journal of Economic Asymmetries<\/strong> 29, e00349<\/p>\n

50. Cavicchioli M., (2024) Generalized autocovariance matrices for multivariate time series, Communications in Statistics \u2013 Theory and Methods<\/strong> 53(10), 3797-3817<\/p>\n

49. Kocollari U., Cavicchioli M., Demaria F., (2024) The 5 E(lements) of employee-centric CSR and their stimulus on Happiness At Work: an empirical investigation, Corporate Social Responsibility and Environmental Management<\/strong> 31, 1959\u20131976<\/p>\n

48. Cavicchioli M., (2023) Impulse Response Function analysis for Markov Switching VAR models, Economics Letters<\/strong> 232, 111357<\/p>\n

47. Cavicchioli M., (2023) Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends, Stochastics: An International Journal Of Probability And Stochastic Processes<\/strong> 95(8), 1488-1509<\/p>\n

46. Cavicchioli M., (2023) Likelihood-based analysis in Mixture Global VARs, Journal of Mathematical Sciences<\/strong> 271, 341-353<\/p>\n

45. Cavicchioli M., (2023) Trend and cycle decomposition of Markov switching (co)integrated time series, Statistical Methods & Applications<\/strong> 32, 1381\u20131406<\/p>\n

44. Cavicchioli M., (2023) Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables, Journal of Multivariate Analysis<\/strong> 196, 105164<\/p>\n

43. Cavicchioli M., (2023) Spectral Analysis of Markov Switching GARCH Models with Statistical Inference, Scandinavian Journal of Statistics<\/strong> 50(1), 102\u2013 119<\/p>\n

42. Cavicchioli M., (2022) Markov Switching GARCH Models: higher order moments, kurtosis measures, and volatility evaluation in recessions and pandemic, Journal of Business & Economic Statistics<\/strong> 40(4), 1772-1783<\/p>\n

41. Minoja M., Kocollari U. and Cavicchioli M., (2022) Exploring differences of CSR perceptions and expectations between Eastern and Western countries: emerging patterns and managerial implications, International Journal of Cross Cultural Management<\/strong> 22(2), 327-347<\/p>\n

40. Kocollari U., Pedrazzoli A., Cavicchioli M. and Girardi A., (2022) Too Tied to Fail: A Multidimensional Approach to Social Capital in Crowdfunding Campaigns, Journal of Small Business and Enterprise Development<\/strong> 29(5), 719-741<\/p>\n

39. Cavicchioli M. and Lalla M., (2022) Evidences from survey data and fiscal data: nonresponse and measurement errors in annual incomes, Statistical Methods & Applications<\/strong> 31, 587\u2013615<\/p>\n

38. Cavicchioli M., (2022) Goodness-of-\ufb01t Tests for Markov Switching VAR Models using Spectral Analysis, Journal of Statistical Planning and Inference<\/strong> 219, 189-203<\/p>\n

37. Cavicchioli M., (2021) Statistical Inference for Mixture GARCH Models with Financial Application, Computational Statistics<\/strong> 36, 2615\u20132642<\/p>\n

36. Cavicchioli M., (2021) Fourth Moment Structure of Markov Switching Multivariate GARCH Models, Journal of Financial Econometrics<\/strong> 19(4), 565\u2013582<\/p>\n

35. Cavicchioli M., (2021) A matrix approach to the Beveridge-Nelson decomposition of Markov-Switching processes with applications to business cycle, Applied Economics Letters<\/strong> 28(19), 1648-1655<\/p>\n

34. Cavicchioli M., (2021) OLS estimation of Markov Switching VAR models: asymptotics and application to energy use, AStA Advances in Statistical Analysis<\/strong> 105(3), 431-449<\/p>\n

33. Cavicchioli M. and Kocollari U., (2021) Learning from failure. Big data analysis for detecting the patterns of failure in innovative startups, Big Data<\/strong> 9(2), 79-88<\/p>\n

32. Cavicchioli M., (2020) Generalised Cepstral Models for the Spectrum of Vector Time Series, Electronic Journal of Statistics<\/strong> 14, 605-631<\/p>\n

31. Cavicchioli M. and Pistoresi B., (2020) Unfolding the relationship between mortality, economic fluctuations and health in Italy, The European Journal of Health Economics<\/strong> 21, 351\u2013362<\/p>\n

30. Cavicchioli M., (2020) A note on the asymptotic and exact Fisher Information matrices of a Markov Switching VARMA process, Statistical Methods & Applications<\/strong> 29, 129-139<\/p>\n

29. Cavicchioli M., (2020) Spectral Representation and Autocovariance Structure of Markov Switching DSGE Models, Communications in Statistics – Theory and Methods<\/strong> 49(7), 1635-1652<\/p>\n

28. Cavicchioli M., (2020) Invertibility and VAR Representations of Time-Varying Dynamic Stochastic General Equilibrium Models, Computational Economics<\/strong> 55, 61-86<\/p>\n

27. Cavicchioli M., Papana A., Papana Dagiasis A., and Pistoresi, B. (2018) A Random Forests Approach to Assess Determinants of Central Bank Independence, Journal of Modern Applied Statistical Methods<\/strong> 17(2), 1-21<\/p>\n

26. Cavicchioli M., (2018) On Mixture Autoregressive Conditional Heteroskedasticity, Journal of Statistical Planning and Inference<\/strong> 197, 35-50<\/p>\n

25. Cavicchioli M., (2017) Higher order moments of Markov switching VARMA models, Econometric Theory<\/strong> 33(6), 1502-1515<\/p>\n

24. Billio M. and Cavicchioli M., (2017) Markov Switching GARCH Models: Filtering, Approximations and Duality, in: Mathematical and Statistical Methods for Actuarial Sciences and Finance (Corazza M. et al. eds.), Springer, 59-72<\/p>\n

23. Cavicchioli M., (2017) Estimation and Asymptotic Covariance Matrix for Stochastic Volatility Models, Statistical Methods & Applications<\/strong> 26(3), 437-452<\/p>\n

22. Cavicchioli M., (2017) Asymptotic Fisher information matrix of Markov switching VARMA models, Journal of Multivariate Analysis<\/strong> 157, 124-135<\/p>\n

21. Cavicchioli M., (2017) Matrix Algebra and Invertibility Conditions for Linear Dynamic Stochastic General Equilibrium Models, International Journal of Statistics and Economics<\/strong> 18(3), 41-55<\/p>\n

20. Pistoresi B., Cavicchioli M. and Brevini G., (2017) Central Bank Independence, financial instability and politics: new evidence for OECD and non-OECD countries, International Journal of Economics and Finance<\/strong> 9(7), 179-188<\/p>\n

19. Cavicchioli M., (2017) Third and Fourth Moments of Vector Autoregressions with Regime Switching, Communications in Statistics – Theory and Methods<\/strong> 46(9), 4181-4194<\/p>\n

18. Cavicchioli M., (2016) Statistical Analysis of Mixture Vector Autoregressive Models, Scandinavian Journal of Statistics<\/strong> 43(4), 1192-1213<\/p>\n

17. Cavicchioli M. and Pistoresi B., (2016) Testing threshold cointegration in Wagner’s Law: the role of military spending, Economic Modelling<\/strong> 59, 23-31<\/p>\n

16. Cavicchioli M., (2016) Weak VARMA Representations of Regime-Switching State-Space Models, Statistical Papers<\/strong> 57(3), 705-720<\/p>\n

15. Billio M. and Cavicchioli M., (2016) Validating Markov Switching VAR Through Spectral Representations, in: Causal Inference in Econometrics (V.N. Huynk et al. eds.), Stud.in Comp.Int. 622, Springer-Verlag<\/p>\n

14. Cavicchioli M., (2015) Likelihood Ratio Test and Information Criteria for Markov Switching VAR Models: an Application to the Italian Macroeconomy, Italian Economic Journal<\/strong> 1(3), 315-322<\/p>\n

13. Cavicchioli M., (2014) Autocovariance and Linear Transformations of Markov Switching VARMA Processes, Central European Journal of Economic Modeling and Econometric<\/strong>s 6, 275-289<\/p>\n

12. Cavicchioli M., (2014) Analysis of the Likelihood Function for Markov-Switching VAR(CH) Models, Journal of Time Series Analysis<\/strong> 35(6), 624-639<\/p>\n

11. Cavicchioli M., (2014) Quasi Maximum Likelihood Inference for Stochastic Volatility Models, Frontiers in Finance and Economics<\/strong> 11(1), 1-24<\/p>\n

10. Billio M. and Cavicchioli M., (2014) Business Cycle and Markov Switching Models with Distributed Lags: a Comparison between US and Euro area, Rivista Italiana degli Economisti<\/strong>, 19(2), 253-276<\/p>\n

9. Cavicchioli M., (2014) On Spectral Representation of VARMA Models with Change in Regime, Mathematics and Statistics<\/strong> 2(2), 89-100<\/p>\n

8. Cavicchioli M., (2014) Determining the Number of Regimes in Markov-Switching VAR and VMA Models, Journal of Time Series Analysis<\/strong> 35(2), 173-186<\/p>\n

7. Cavicchioli M., (2013) Spectral Density of Markov Switching VARMA Models, Economics Letters<\/strong> 121, 218-220<\/p>\n

6. Cavicchioli M., (2013) On Asymptotic Properties of the QML Estimator for GARCH Models, Economics Bulletin<\/strong> 33(2), 959-966<\/p>\n

5. Cavicchioli M., (2013) Acute Triangulations of Trapezoids and Pentagons, Journal of Mathematics<\/strong>, Volume 2013, Article ID 747128, 5 pages<\/p>\n

4. Cavicchioli M., (2013) Inference Methods for Stochastic Volatility Models, International Mathematical Forum<\/strong> 8(8), 369-375<\/p>\n

3. Cavicchioli M., (2012) Acute Triangulations of Convex Quadrilaterals, Discrete Applied Mathematics<\/strong> 160, 1253-1256<\/p>\n

2. Cavicchioli M., (2011) Some Convergence Results on Dynamic Factor Models, Theoretical and Practical Studies in Economic Fields<\/strong>, Volume II, Issue 2(4)<\/p>\n

1. Cavicchioli M., (2011) Structural Macroeconomic Analysis for Dynamic Factor Models, Rivista di Politica Economica<\/strong> 10-12, 39-70<\/p>\n