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3) with P. Paruolo, Stochastic cycles in VAR processes, 2009.
4) Un-hiding roots in vector autoregressive processes, 2008.
5) On the representation theory of fractional processes, 2006.
6) General unit roots structures: representation theory, 2006.
7) A note on Lemma 1 in Granger Representation theorem, 2006.
9) Is the U.S. Current Account Deficit Sustainable? Evidence from a Cointegrated VAR model, 2005.
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4) A general representation theorem for integrated vector autoregressive processes (2006), Discussion paper University of Copenhagen Institute of Economics n.06-16.
3) with G. Cerulli, The role of a priori knowledge in business-cycle measurement (2005), Congiuntura n.40, p.61-87.
4) A priori inequality restrictions and bound analysis in VAR models (2004), Discussion paper University of Copenhagen Institute of Economics n.04-14.
5) Best execution, multiple trading venues e sistemi di scambi organizzati: alcune considerazioni generali ed un'analisi empirica del mercato dei Titoli di Stato (2003), Quaderni di Finanza CONSOB n.56.
6) A non causal identification scheme for vector autoregressions (2002), Department of Economic Science Discussion Paper n.41.
7) Fondamenti teorici della politica monetaria: perche' la politica di inflation targeting e' ottimale? (2000), Annali Fondazione Luigi Einaudi, vol.XXXIV, p.31-54.