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M. Cavicchioli · SciRah

Researcher profile · Semantic Scholar

M. Cavicchioli

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M. Cavicchioli — researcher profile on SciRah

h-index: 10
Works: 81
Citations: 438

Most-cited papers

DETERMINING THE NUMBER OF REGIMES IN MARKOV SWITCHING VAR AND VMA MODELS
M. Cavicchioli
201442 citations Open access
Semantic Scholar
ANALYSIS OF THE LIKELIHOOD FUNCTION FOR MARKOV‐SWITCHING VAR(CH) MODELS
M. Cavicchioli
201432 citations Open access
Semantic Scholar
Employees’ attitudes and work-related stress in the digital workplace: an empirical investigation
M. Cavicchioli, Fabio Demaria, Francesca M. Nannetti, A. Scapolan +1 more
2025Frontiers in Psychology30 citations Open access
Semantic Scholar
HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS
M. Cavicchioli
2017Econometric Theory29 citations Open access
Semantic Scholar
Asymptotic Fisher information matrix of Markov switching VARMA models
M. Cavicchioli
2017Journal of Multivariate Analysis29 citations Open access
Semantic Scholar
Testing threshold cointegration in Wagner's Law: the role of military spending
M. Cavicchioli, Barbara Pistoresi
201625 citations Open access
Semantic Scholar
Spectral density of Markov-switching VARMA models
M. Cavicchioli
201324 citations Open access
Semantic Scholar
The 5 E(lements) of employee‐centric corporate social responsibility and their stimulus on happiness at work: An empirical investigation
U. Kocollari, M. Cavicchioli, Fabio Demaria
2023Corporate Social Responsibility and Environmental Management20 citations Open access
Semantic Scholar
Weak VARMA representations of regime-switching state-space models
M. Cavicchioli
201615 citations Open access
Semantic Scholar
Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic
M. Cavicchioli
2021Journal of business & economic statistics14 citations Open access
Semantic Scholar
Exploring differences of corporate social responsibility perceptions and expectations between eastern and western countries: Emerging patterns and managerial implications
M. Minoja, U. Kocollari, M. Cavicchioli
2022International Journal of Cross Cultural Management10 citations
Semantic Scholar
The Main Business Cycle Shock(S). Frequency-Band Estimation of the Number of Dynamic Factors
Marco Avarucci, M. Cavicchioli, M. Forni, P. Zaffaroni
2021Social Science Research Network10 citations
Semantic Scholar
Too tied to fail: a multidimensional approach to social capital in crowdfunding campaigns. Evidences from Italian agri-food businesses
U. Kocollari, Alessia Pedrazzoli, M. Cavicchioli, Andrea Girardi
2021Journal of Small Business and Enterprise Development10 citations Open access
Semantic Scholar
Learning from Failure: Big Data Analysis for Detecting the Patterns of Failure in Innovative Startups
M. Cavicchioli, U. Kocollari
2020Big Data10 citations Open access
Semantic Scholar
Unfolding the relationship between mortality, economic fluctuations, and health in Italy
M. Cavicchioli, Barbara Pistoresi
2019European Journal of Health Economics10 citations Open access
Semantic Scholar
Statistical Analysis Of Mixture Vector Autoregressive Models
M. Cavicchioli
201610 citations Open access
Semantic Scholar
Goodness-of-fit tests for Markov Switching VAR models using spectral analysis
M. Cavicchioli
2021Journal of Statistical Planning and Inference8 citations Open access
Semantic Scholar
(Bi)spectral analysis of Markov switching bilinear time series
M. Cavicchioli, Ahmed Ghezal, Imane Zemmouri̇
2025Statistical Methods & Applications7 citations Open access
Semantic Scholar
On the existence of stationary threshold bilinear processes
Ahmed Ghezal, M. Cavicchioli, Imane Zemmouri̇
2024Statistical Papers7 citations Open access
Semantic Scholar
Autocovariance and Linear Transformations of Markov Switching VARMA Processes
M. Cavicchioli
20147 citations
Semantic Scholar
Impulse response function analysis for Markov switching var models
M. Cavicchioli
2023Economics Letters6 citations Open access
Semantic Scholar
Fourth Moment Structure of Markov Switching Multivariate GARCH Models
M. Cavicchioli
2019Journal of Financial Econometrics6 citations Open access
Semantic Scholar
Acute triangulations of convex quadrilaterals
M. Cavicchioli
2012Discrete Applied Mathematics6 citations Open access
Semantic Scholar
Employees’ well-being, work-related factors, and digitalization: a decision-tree approach for imbalanced data
Fabio Demaria, M. Cavicchioli
2025Annals of Operations Research5 citations
Semantic Scholar
Statistical inference for mixture GARCH models with financial application
M. Cavicchioli
2021Computational statistics (Zeitschrift)5 citations Open access
Semantic Scholar
Forecasting Markov switching vector autoregressions: Evidence from simulation and application
M. Cavicchioli
2024Journal of Forecasting4 citations Open access
Semantic Scholar
A matrix unified framework for deriving various impulse responses in Markov switching VAR: Evidence from oil and gas markets
M. Cavicchioli
2024The Journal of Economic Asymmetries4 citations Open access
Semantic Scholar
Spectral representation and autocovariance structure of Markov switching DSGE models
M. Cavicchioli
2020Communications in Statistics - Theory and Methods4 citations Open access
Semantic Scholar
OLS Estimation of Markov switching VAR models: asymptotics and application to energy use
M. Cavicchioli
2020AStA Advances in Statistical Analysis4 citations Open access
Semantic Scholar
Markov Switching GARCH Models: Filtering, Approximations and Duality
Monica Billio, M. Cavicchioli
20174 citations Open access
Semantic Scholar
Time after time: exploring the role of CSR on employees’ long-lasting working relationships in Italy
U. Kocollari, Fabio Demaria, M. Cavicchioli
2025Small Business Economics3 citations Open access
Semantic Scholar
Frequency-Band Estimation of the Number of Factors
Marco Avarucci, M. Cavicchioli, M. Forni, P. Zaffaroni
2025Journal of the American Statistical Association3 citations Open access
Semantic Scholar
Spectral analysis of Markov switching GARCH models with statistical inference
M. Cavicchioli
2022Scandinavian Journal of Statistics3 citations Open access
Semantic Scholar
Invertibility and VAR Representations of Time-Varying Dynamic Stochastic General Equilibrium Models
M. Cavicchioli
2018Computational Economics3 citations Open access
Semantic Scholar
Business Cycle and Markov Switching Models with Distributed Lags: A Comparison between US and Euro Area
Monica Billio, M. Cavicchioli
20143 citations
Semantic Scholar
Crowdability: a new configuration of accountability forms in crowdfunding campaigns of non-profit organisations
U. Kocollari, Andrea Girardi, M. Cavicchioli, Alessia Pedrazzoli
2024Journal of Applied Accounting Research2 citations Open access
Semantic Scholar
Evidences from survey data and fiscal data: nonresponse and measurement errors in annual incomes
M. Cavicchioli, Michele Lalla
2021Statistical Methods & Applications2 citations Open access
Semantic Scholar
Generalised cepstral models for the spectrum of vector time series
M. Cavicchioli
20202 citations Open access
Semantic Scholar
A Random Forests Approach to Assess Determinants of Central Bank Independence
M. Cavicchioli, A. P. Dagiasis
20192 citations
Semantic Scholar
Maximum Likelihood Estimation for the Generalized Pareto Distribution and Goodness-of-Fit Test with Censored Data
M. Cavicchioli, A. Papana, A. P. Dagiasis, Barbara Pistoresi
2019Journal of Modern Applied Statistical Methods2 citations Open access
Semantic Scholar
On mixture autoregressive conditional heteroskedasticity
M. Cavicchioli
2017Journal of Statistical Planning and Inference2 citations Open access
Semantic Scholar
Third and fourth moments of vector autoregressions with regime switching
M. Cavicchioli
20172 citations Open access
Semantic Scholar
Central Bank Independence, financial instability and politics: new evidence for OECD and non-OECD countries
Barbara Pistoresi, M. Cavicchioli, Giulio Brevini
20172 citations Open access
Semantic Scholar
Estimation and asymptotic covariance matrix for stochastic volatility models
M. Cavicchioli
2017Stat. Methods Appl.2 citations Open access
Semantic Scholar
Eigenvalue Ratio Estimators for the Number of Common Factors
M. Cavicchioli, M. Forni, M. Lippi, P. Zaffaroni
20162 citations
Semantic Scholar
Likelihood Ratio Test and Information Criteria for Markov Switching Var Models: An Application to the Italian Macroeconomy
M. Cavicchioli
20152 citations Open access
Semantic Scholar
Quasi Maximum Likelihood Inference for Stochastic Volatility Models
M. Cavicchioli
20142 citations
Semantic Scholar
Financial sustainability in the luxury industry across the Covid-19 pandemic: lessons from hierarchical methods
Fabio Demaria, M. Cavicchioli
2025Quality & Quantity: International Journal of Methodology1 citations
Semantic Scholar
Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables
M. Cavicchioli
2023Journal of Multivariate Analysis1 citations Open access
Semantic Scholar
Trend and cycle decomposition of Markov switching (co)integrated time series
M. Cavicchioli
2023Statistical Methods & Applications1 citations Open access
Semantic Scholar

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