A Cavaliere, G Crea, R Mosconi, "Mercati in cerca di regolamentazione: un’analisi empirica della distribuzione di gas naturale", Bando Project 4.0, Progetti di Ricerca 2019-2020, 49-56, 2023

R Mosconi, P Paruolo, "Celebrated Econometricians: Katarina Juselius and Søren Johansen", Econometrics 10 (2), 24, 2022

R Mosconi, P Paruolo, "A conversation with Katarina Juselius", Econometrics 10 (2), 20, 2022

R Mosconi, P Paruolo, "A conversation with Søren Johansen", Econometrics 10 (2), 21, 2022

R Mosconi, P Paruolo, "A Conversation with Søren Johansen. Econometrics 10: 21", Celebrated Econometricians, 27, 2022

F Archontakis, R Mosconi, "Søren Johansen and Katarina Juselius: A bibliometric analysis of citations through multivariate bass models", Econometrics 9 (3), 30, 2021

F Archontakis, R Mosconi, "Søren Johansen and Katarina Juselius: A Bibliometric Analysis of Citations through Multivariate Bass Models. Econometrics 9: 30", Celebrated Econometricians, 71, 2021

P Bertoldi, R Mosconi, "Do energy efficiency policies save energy? A new approach based on energy policy indicators (in the EU Member States)", Energy Policy 139, 111320, 2020

S Mariotti, R Mosconi, L Piscitello, "Location and survival of MNEs' subsidiaries: Agglomeration and heterogeneity of firms", Strategic Management Journal 40 (13), 2242-2270, 2019

JA Doornik, R Mosconi, P Paruolo, "Formula I (1) and I (2): Race tracks for likelihood maximization algorithms of I (1) and I (2) cointegrated VAR models", Econometrics 5 (4), 49, 2017

R Mosconi, P Paruolo, "Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order", Journal of Econometrics 198 (2), 271-276, 2017

P Bertoldi, R Mosconi, "The impact of energy efficiency policies on energy consumption in the EU Member States: a new approach based on Energy Policy indicators", JRC Science Hub, 2015

RR Mosconi, P Paruolo, "Inizialization of Maximum Likelihood algorithms for cointegrated I (1) and I (2) VAR models", Proceedings PRIN Workshop Forecasting economic and financial time series, 1-11, 2014

R Mosconi, P Paruolo, "Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two", Available at SSRN 2393306, 2014

F Magalini, J Huisman, F Wang, R Mosconi, A Gobbi, M Manzoni, ..., "Household WEEE generated in Italy", Saronno: UNU-ISP, 2012

F Carlini, M Manzoni, RR Mosconi, "The impact of supply and demand imbalance on stock prices: an analysis based on fractional cointegration using Borsa Italiana ultra high frequency data"

P Paruolo, R Mosconi, "Identification of cointegrating relations in I (2) vector autoregressive models", Economics and Quantitative Methods, 2010

R Mosconi, P Paruolo, "Identification of cointegrating relations in I (2) vector autoregressive models"

RR Mosconi, "The Relationship among Price and Volume in Stock Markets"

RR Mosconi, "Stock Prices and Traded Quantities: Evidence from Ultra High Frequency Data", Statistical Methods for the analysis of large data-sets, 113-116, 2009

R Mosconi, M Massarani, A Gobbi, "Unbiased estimation of the out-of-sample mean-variance frontier"

M Massarani, RR Mosconi, "Unbiased estimation of the out-of-sample mean-variance frontier"

RR Mosconi, "Assessing GARCH Model's Predictive Ability from Traders' Point of View", Rimini, 2007

R Mosconi, "Assessing GARCH model’s predictive ability from Traders’ Point of View (Preliminary Version)"

R Mosconi, R Seri, "Non-causality in bivariate binary time series", Journal of Econometrics 132 (2), 379-407, 2006

RR Mosconi, "Preliminary evidence based on ultra high frequency data on the relationship among stock prices, traded quantities and order book quotes in the Italian stock market"

R Mosconi, F Olivetti, "Bivariate generalizations of the ACD models", Journal of Applied Econometrics Annual Conference, Venezia, 2005

FV Monti, RR Mosconi, "Optimal Control in Cointegrated Linear Systems"

FV Monti, R Mosconi, "Optimal Control in Cointegrated Linear Systems (Preliminary Version)"

R Mosconi, A Raman, G Zotteri, "The impact of data quality and zero-balance walks on retail inventory management", Technical Report, 2004

R Mosconi, A Raman, G Zotteri, "Inventory record inaccuracy: impact on inventory levels and fill rates"

A Colombo, R Mosconi, P Paruolo, "Identification of Multi-Cointegrating Relations in Vector AutoRegressive Models"

R Mosconi, R Seri, "Non-Causality in Bivariate Binary Panel Data", International Conferences on Panel Data, 2002

F Olivetti, R Mosconi, "Bivariate Generalizations of the ACD Models"

R Mosconi, R Seri, "Non-Causality in Bivariate Binary Time Series"

S Johansen, R Mosconi, B Nielsen, "Cointegration analysis in the presence of structural breaks in the deterministic trend", The Econometrics Journal 3 (2), 216-249, 2000

C Bedini, R Mosconi, "New tools for the dynamic analysis of cointegrated VAR models"

A Rahbek, R Mosconi, "Cointegration rank inference with stationary regressors in VAR models", The Econometrics Journal 2 (1), 76-91, 1999

RR Mosconi, A Rahbek, "Cointegration rank inference with stationary regressors in VAR models", ECONOMETRICS JOURNAL 2, 76-91, 1999

A Rahbek, R Mosconi, "The role of stationary regressors in the cointegration test", Department of Theoretical Statistics, University of Copenhagen, 1998

RR Mosconi, "MALCOLM (MAximum Likelihood COintegration analysis of Linear Models): The Theory and Practice of Cointegration Analysis in RATS, Cafoscarina, Venezia"

R Mosconi, A Rahbek, "Cointegrated VAR-X Models", Politecnico, 1996

MG Colombo, R Mosconi, "A survival model for the study of the diffusion of multiple technologies", Giornale degli Economisti e Annali di Economia, 353-390, 1995

MG Colombo, R Mosconi, "Complementarity and cumulative learning effects in the early diffusion of multiple technologies", The Journal of Industrial Economics, 13-48, 1995

R Mosconi, "Cointegrazione e modelli econometrici: teoria e applicazioni", Banca d'Italia, voi 2, 571-612, 1994

R Mosconi, "Analysis of deterministic trends in cointegrated systems", ESEM, 1993

L Buzzacchi, R Mosconi, "AZIONI DI RISPARMIO E VALORE DEL CONTROLLO: ALCUNE PREVIDENZE EMPIRICHE E SPUNTI DI RICERCA", UNIVERSITA'COMMERCIALE LUIGI BOCCONI, 1993

R Mosconi, C Giannini, "Non‐causality in cointegrated systems: representation estimation and testing", Oxford Bulletin of Economics and Statistics 54 (3), 399-417, 1992

F Brioschi, L Ghezzi, R Mosconi, "The link between stock prices and fundamental values: some evidence from the Italian stock exchange", Giornale degli economisti e annali di economia, 363-392, 1990

C Giannini, R Mosconi, "Non stazionarieta', integrazione, cointegrazione: analisi di alcuni aspetti della letteratura recente"

F Onida, R Helg, "Specializzazione e integrazione internazionale dell'industria italiana", (No Title), 1989

C Giannini, R Mosconi, "Predictions from unrestricted and restricted VAR models", Giornale degli Economisti e Annali di Economia, 291-316, 1987

C Giannini, R Mosconi, "ANALISI «VAR» DI UN SISTEMA DI PREZZI", Rivista internazionale di scienze sociali 95 (2), 267-293, 1987

C Giannini, R Mosconi, "Predictions from Restricted VAR Models"

P BERTOLDI, R MOSCONI, "Do energy efficiency policies save energy? Exploring a new approach based on energy policy indicators (in the EU Member States)"

R MOSCONI, P PARUOLO, "Identification conditions in simultaneous systems of cointegrating equations of higher order"

R Mosconi, "Analisi di cointegrazione in presenza di cambiamenti strutturali"