Mauro Costantini

Biographic Data

ID5919720
NAMEMauro Costantini
GIVEN NAMESMauro
FAMILY NAMECostantini
SIGNATURECOSTANTINI M
AFFILIATIONSBrunel University of London
ORCID0000-0002-6991-5159
VERIFIEDYes
TOTAL WORKS2
TOTAL CITATIONS7
WORKS AS AUTHOR2
WORKS AS EDITOR0
FIRST PUBLICATION YEAR2017
LATEST PUBLICATION YEAR2024
H-INDEX1

  • Bayesian Nonparametric Panel Markov-Switching GARCH Models

    Open AccessRoberto Casarin, Mauro Costantini et al.ARTICLEJournal of Business and Economic…2024

    This article proposes Bayesian nonparametric inference for panel Markov-switching GARCH models. The model incorporates series-specific hidden Markov chain processes that drive the GARCH parameters. To cope with the high-dimensionality of the parameter space, the article assumes soft parameter pooling through a hierarchical prior distribution and introduces cross sectional clustering through a Bayesian nonparametric prior distribution. An MCMC pos…

  • Do inequality, unemployment and deterrence affect crime over the long run

    Mauro Costantini, Iris Meco et al.ARTICLERegional Studies2017Cited by: 7References: 8

    Do inequality, unemployment and deterrence affect crime over the long run? Regional Studies. This paper investigates the long-run relationship between crime, inequality, unemployment and deterrence using US state-level data from 1978 to 2013. The novelty is to use non-stationary panels with a factor structure. The results show that: (1) a crime-theoretical model fits the long-run relationship well; (2) income inequality and unemployment have a po…