Index to the Jaina-Onomasticon of Johannes Klatt (2023)
Book
Flügel, P., & Krümpelmann, K. (2023). Index to the Jaina-Onomasticon of Johannes Klatt. Harrassowitz

The book offers twenty indexes unlocking the wealth of data on the history of the Jaina tradition embedded in Johannes Klatt's Jaina-Onomasticon. The indexes were created by the authors by cross-referencing the bio-bibliographical information collate... Read More about Index to the Jaina-Onomasticon of Johannes Klatt.

The Public Finance Position of Immigrants in Europe: A Quantile Regression Approach (2023)
Journal Article
Joxhe, M., Scaramozzino, P., & Zanaj, S. (2024). The Public Finance Position of Immigrants in Europe: A Quantile Regression Approach. Public Finance Review, 52(2), 182-221. https://doi.org/10.1177/10911421231197280

This paper contrasts the net fiscal position (NFP) of immigrants versus natives using data from the European Survey on Living Conditions for 2007-2015. By employing a quantile regression approach, we find that European and non-European migrants have... Read More about The Public Finance Position of Immigrants in Europe: A Quantile Regression Approach.

CAViaR models for Value-at-Risk and Expected Shortfall with long range dependency features (2023)
Journal Article
Mitrodima, G., & Oberoi, J. (2024). CAViaR models for Value-at-Risk and Expected Shortfall with long range dependency features. Journal of the Royal Statistical Society: Series C, 73(1), 1 -27. https://doi.org/10.1093/jrsssc/qlad081

We consider alternative specifications of conditional autoregressive quantile models to estimate Value-at-Risk and Expected Shortfall. The proposed specifications include a slow moving component in the quantile process, along with aggregate returns f... Read More about CAViaR models for Value-at-Risk and Expected Shortfall with long range dependency features.

Gains from Variety: Refugee-Host Interactions in Uganda (2023)
Preprint / Working Paper
Dasi Mariani, R., Rosati, F. C., Scaramozzino, P., & d'Errico, M. Gains from Variety: Refugee-Host Interactions in Uganda. Rome, Italy

Refugees are mainly hosted in low-income countries, where they often remain for a long time. Therefore, it is important to assess how they integrate with the local economy and to what extent their presence can contribute to the transition to a more d... Read More about Gains from Variety: Refugee-Host Interactions in Uganda.