Franco Peracchi



Professor, University of Rome Tor Vergata
Fellow, Einaudi Institute for Economics and Finance


Princeton, Ph.D., 1987
London School of Economics, M.Sc., 1983


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Research Interests

Econometric theory and methods. Semiparametric and robust statistical methods. Labor and health economics. Economics of social security and pensions.

Selected Publications

"Hours worked and the U.S. distribution of real annual earnings 1976–2019" (with Ivan Fernaandez-Val, Aico van Vuuren, and Francis Vella), Journal of Applied Econometrics, forthcoming.

"Selection and the distribution of female real hourly wages in the U.S." (with Ivan Fernaandez-Val, Aico van Vuuren, and Francis Vella), Quantitative Economics, forthcoming.

"Weighted-average least squares (WALS): Confidence and prediction intervals" (with Giuseppe De Luca and Jan R. Magnus), Computational Economics, forthcoming.

"Sampling properties of the Bayesian posterior mean with an application to WALS estimation" (with G. De Luca and Jan R. Magnus), Journal of Econometrics, 230 (2022): 299–317.

"A nonlinear dynamic factor model of health and medical treatment" (with C. Rossetti), Health Economics, 31 (2022), 1046–1066.

"Posterior moments and quantiles for the normal location model with Laplace priors" (with Giuseppe De Luca and Jan R. Magnus), Communications in Statistics–Theory and Methods, 50 (2021): 4039–4059.

"Fast leave-one-out methods for inference, model selection, and diagnostic checking" (with Federico Belotti), Stata Journal, 20 (2020): 785–804.

“Comments on `Unobservable Selection and Coefficient Stability: Theory and Evidence' and “Poorly Measured Confounders are More Useful on the Left Than on the Right” (with G. De Luca and J. R. Magnus), Journal of Business and Economic Statistics, 2019, Volume 37, Issue 2, pages 217-222.

"Weighted-average least-squares estimation of generalized linear models” (with G. De Luca and J. Magnus), Journal of Econometrics, 2018, Volume 204, Issue 1, pages 1-17.

Working Papers

"Asymptotic properties of the weighted-average least squares (WALS) estimator" (with Giuseppe De Luca and Jan R. Magnus), EIEF Working Paper 22/03, March 2022.

"A note of caution in interpreting cross-country correlations of COVID-19 vaccination and infection rates" (with Francesco Bartolucci and Daniele Terlizzese). EIEF Working Paper 21/18, December 2021.

“Self-assessed cognitive abilities and financial wealth: Are people aware of their cognitive decline?” (with F. Mazzonna), IZA DP No. 13725, September 2020.

Honors, Awards and Fellowships

Elected Fellow, International Association for Applied Econometrics. Fellow, Georgetown Center for Economic Research and Georgetown Center for Econometric Practice. Visiting Research Scholar, Princeton University, 2013-2014. Editor of LABOUR: Review of Labour Economics and Industrial Relations.


Phone: +39.06.4792.4690
Fax: +39.06.4792.4872
E-mail: franco.peracchi[at]

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