Franco Peracchi

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Affiliations

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

Education

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

CV

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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

"Are older people aware of their cognitive decline? Misperception and financial decision making" (with Fabrizio Mazzonna), Journal of Political Economy, 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, Vol. 14, pages 571-607, 2023.

"Weighted-average least squares (WALS): Confidence and prediction intervals" (with Giuseppe De Luca and Jan R. Magnus), Computational Economics, Vol. 61, pages 1637-1664, 2023.

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

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

"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, Vol. 50, pages 4039–4059, 2021.

“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, Vol. 37, Issue 2, pages 217-222, 2019.

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

Working Papers

"Bayesian estimation of the normal location model: a non-standard approach" (with Giuseppe De Luca and Jan R. Magnus), EIEF Working Paper 24/03, February 2024.

"Soil consumption and organized crime: The case of the Italian region of Apulia" (with Cinzia Di Novi and Alessandro Flamini), EIEF Working Paper 23/14, December 2023.

"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.

Honors, Awards and Fellowships

Fellow of the Journal of Econometrics. Elected Fellow, International Association for Applied Econometrics. Visiting Research Scholar, Princeton University, 2013-2014. Editor of LABOUR: Review of Labour Economics and Industrial Relations.

Contacts

Phone: +39.06.4792.4690
Fax: +39.06.4792.4872
E-mail: peracchi[at]uniroma2.it

   
   
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