PASTORELLO, SERGIO
PASTORELLO, SERGIO
DSE - DIPARTIMENTO DI SCIENZE ECONOMICHE
Docenti di ruolo di Ia fascia
Artificial intelligence recommendations: evidence, issues, and policy
2024 Calzolari, Giacomo; Pastorello, Sergio; Denicolò, Vincenzo; Calvano, Emilio
Economics of Recommender Systems
2024 Calzolari, Giacomo; Calvano, Emilio; Denicolò, Vincenzo; Pastorello, Sergio
Algorithmic collusion: Genuine or spurious?
2023 Calvano E.; Calzolari G.; Denicolò V.; Pastorello S.
Securitization, Covered Bonds and the Risk Taking Behavior of European Banks
2022 Arif, Ahmed; Bottazzi, Laura; Pastorello, Sergio
Algorithmic collusion with imperfect monitoring
2021 Calvano E.; Calzolari G.; Denicolo V.; Pastorello S.
Autonomous algorithmic collusion: Economic research and policy implications
2021 Stephanie Assad, Emilio Calvano, Giacomo Calzolari, Robert Clark, Vincenzo Denicolò, Daniel Ershov, Justin Johnson, Sergio Pastorello, Andrew Rhodes, Lei Xu, Matthijs Wildenbeest
Algorithmic Collusion: A Real Problem for Competition Policy?
2020 Emilio Calvano, Giacomo Calzolari, Vincenzo Denicolò, Sergio Pastorello
Artificial Intelligence, Algorithmic Pricing, and Collusion
2020 Calvano, Emilio; Calzolari, Giacomo; Denicolò, Vincenzo; Pastorello, Sergio
European spreads at the interest rate lower bound
2020 Coroneo L.; Pastorello S.
Protecting consumers from collusive prices due to AI
2020 Calvano, Emilio; Calzolari, Giacomo; Denicolò, Vincenzo; Harrington, Joseph E; Pastorello, Sergio
Algorithmic Pricing: What Implications for Competition Policy?
2019 Vincenzo Denicolò, Giacomo Calzolari, Emilio Calvano, Sergio Pastorello
Income inequality and banking crises: Testing the level hypothesis directly
2019 Bellettini, Giorgio; Delbono, Flavio; Karlström, Peter; Pastorello, Sergio
Artificial intelligence, algorithmic pricing and collusion
2018 Emilio Calvano, Giacomo Calzolari, Vincenzo Denicoló, Sergio Pastorello
Return expectations and risk aversion heterogeneity in household portfolios
2017 Bucciol, Alessandro; Miniaci, Raffaele; Pastorello, Sergio
Maximization by parts in extremum estimation
2015 Fan, Y.; Pastorello, S.; Renault, E.
Estimating and testing non-affine option pricing models with a large unbalanced panel of options
2012 F. Ferriani; S. Pastorello
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
2011 R. Garcia; M.A. Lewis; S. Pastorello; E. Renault
Efficient importance sampling maximum likelihood estimation of stochastic differential equations
2010 S. Pastorello; E. Rossi
Mean-Variance Econometric Analysis of Household Portfolios
2010 R. Miniaci; S. Pastorello
| Titolo | Autore(i) | Anno | Periodico | Editore | Tipo | File |
|---|---|---|---|---|---|---|
| Artificial intelligence recommendations: evidence, issues, and policy | Calzolari, Giacomo; Pastorello, Sergio; Denicolò, Vincenzo; Calvano, Emilio | 2024-01-01 | OXFORD REVIEW OF ECONOMIC POLICY | - | 1.01 Articolo in rivista | RecSysOXREP .pdf |
| Economics of Recommender Systems | Calzolari, Giacomo; Calvano, Emilio; Denicolò, Vincenzo; Pastorello, Sergio | 2024-01-01 | - | - | 4.01 Contributo in Atti di convegno | - |
| Algorithmic collusion: Genuine or spurious? | Calvano E.; Calzolari G.; Denicolò V.; Pastorello S. | 2023-01-01 | INTERNATIONAL JOURNAL OF INDUSTRIAL ORGANIZATION | - | 1.01 Articolo in rivista | True_Or_Fake_IJIO_Revision+submitted.pdf |
| Securitization, Covered Bonds and the Risk Taking Behavior of European Banks | Arif, Ahmed; Bottazzi, Laura; Pastorello, Sergio | 2022-01-01 | - | ssrn elsevier | 3.01 Monografia / trattato scientifico in forma di libro | - |
| Algorithmic collusion with imperfect monitoring | Calvano E.; Calzolari G.; Denicolo V.; Pastorello S. | 2021-01-01 | INTERNATIONAL JOURNAL OF INDUSTRIAL ORGANIZATION | - | 1.01 Articolo in rivista | Algorithmic collusion.pdf |
| Autonomous algorithmic collusion: Economic research and policy implications | Stephanie Assad, Emilio Calvano, Giacomo Calzolari, Robert Clark, Vincenzo Denicolò, Daniel Ersho...v, Justin Johnson, Sergio Pastorello, Andrew Rhodes, Lei Xu, Matthijs Wildenbeest | 2021-01-01 | OXFORD REVIEW OF ECONOMIC POLICY | - | 1.01 Articolo in rivista | Autonomous_algorithmic.pdf |
| Algorithmic Collusion: A Real Problem for Competition Policy? | Emilio Calvano, Giacomo Calzolari, Vincenzo Denicolò, Sergio Pastorello | 2020-01-01 | COMPETITION POLICY INTERNATIONAL | - | 1.01 Articolo in rivista | CPI - Calvano - editorial.pdf |
| Artificial Intelligence, Algorithmic Pricing, and Collusion | Calvano, Emilio; Calzolari, Giacomo; Denicolò, Vincenzo; Pastorello, Sergio | 2020-01-01 | THE AMERICAN ECONOMIC REVIEW | - | 1.01 Articolo in rivista | Aer algo postprint conditionally AAM.pdf |
| European spreads at the interest rate lower bound | Coroneo L.; Pastorello S. | 2020-01-01 | JOURNAL OF ECONOMIC DYNAMICS & CONTROL | - | 1.01 Articolo in rivista | 1-s2.0-S0165188920301470-main.pdf |
| Protecting consumers from collusive prices due to AI | Calvano, Emilio; Calzolari, Giacomo; Denicolò, Vincenzo; Harrington, Joseph E; Pastorello, Sergio | 2020-01-01 | SCIENCE | - | 1.01 Articolo in rivista | science postprint final.pdf |
| Algorithmic Pricing: What Implications for Competition Policy? | Vincenzo Denicolò, Giacomo Calzolari, Emilio Calvano, Sergio Pastorello | 2019-01-01 | REVIEW OF INDUSTRIAL ORGANIZATION | - | 1.01 Articolo in rivista | Algorithmic Pricing.pdf |
| Income inequality and banking crises: Testing the level hypothesis directly | Bellettini, Giorgio; Delbono, Flavio; Karlström, Peter; Pastorello, Sergio | 2019-01-01 | JOURNAL OF MACROECONOMICS | - | 1.01 Articolo in rivista | JMACRO_2017_476.pdf |
| Artificial intelligence, algorithmic pricing and collusion | Emilio Calvano, Giacomo Calzolari, Vincenzo Denicoló, Sergio Pastorello | 2018-01-01 | - | Center for Economic Policy Research | 3.01 Monografia / trattato scientifico in forma di libro | - |
| Return expectations and risk aversion heterogeneity in household portfolios | Bucciol, Alessandro; Miniaci, Raffaele; Pastorello, Sergio | 2017-01-01 | JOURNAL OF EMPIRICAL FINANCE | - | 1.01 Articolo in rivista | Return-expectations.pdf |
| Maximization by parts in extremum estimation | Fan, Y.; Pastorello, S.; Renault, E. | 2015-01-01 | ECONOMETRICS JOURNAL | - | 1.01 Articolo in rivista | Maximization_by_Parts_in_Extremum_Estimation.pdf |
| Estimating and testing non-affine option pricing models with a large unbalanced panel of options | F. Ferriani; S. Pastorello | 2012-01-01 | ECONOMETRICS JOURNAL | - | 1.01 Articolo in rivista | - |
| Estimation of objective and risk-neutral distributions based on moments of integrated volatility | R. Garcia; M.A. Lewis; S. Pastorello; E. Renault | 2011-01-01 | JOURNAL OF ECONOMETRICS | - | 1.01 Articolo in rivista | - |
| Efficient importance sampling maximum likelihood estimation of stochastic differential equations | S. Pastorello; E. Rossi | 2010-01-01 | COMPUTATIONAL STATISTICS & DATA ANALYSIS | - | 1.01 Articolo in rivista | - |
| Mean-Variance Econometric Analysis of Household Portfolios | R. Miniaci; S. Pastorello | 2010-01-01 | JOURNAL OF APPLIED ECONOMETRICS | - | 1.01 Articolo in rivista | - |