Foto del docente

Sergio Pastorello

Full Professor

Department of Economics

Academic discipline: SECS-P/05 Econometrics

Publications

Calvano E.; Calzolari G.; Denicolò V.; Pastorello S., Algorithmic collusion: Genuine or spurious?, «INTERNATIONAL JOURNAL OF INDUSTRIAL ORGANIZATION», 2023, 90, Article number: 102973 , pp. 1 - 5 [Scientific article]

Calvano E.; Calzolari G.; Denicolo V.; Pastorello S., Algorithmic collusion with imperfect monitoring, «INTERNATIONAL JOURNAL OF INDUSTRIAL ORGANIZATION», 2021, 79, Article number: 102712 , pp. 1 - 11 [Scientific article]Open Access

Stephanie Assad, Emilio Calvano, Giacomo Calzolari, Robert Clark, Vincenzo Denicolò, Daniel Ershov, Justin Johnson, Sergio Pastorello, Andrew Rhodes, Lei Xu, Matthijs Wildenbeest, Autonomous algorithmic collusion: Economic research and policy implications, «OXFORD REVIEW OF ECONOMIC POLICY», 2021, 37, pp. 459 - 478 [Scientific article]Open Access

Emilio Calvano, Giacomo Calzolari, Vincenzo Denicolò, Sergio Pastorello, Algorithmic Collusion: A Real Problem for Competition Policy?, «COMPETITION POLICY INTERNATIONAL», 2020, July 13, 2020, pp. 1 - 9 [Scientific article]

Calvano, Emilio; Calzolari, Giacomo; Denicolò, Vincenzo; Pastorello, Sergio, Artificial Intelligence, Algorithmic Pricing, and Collusion, «THE AMERICAN ECONOMIC REVIEW», 2020, 110, pp. 3267 - 3297 [Scientific article]Open Access

Coroneo L.; Pastorello S., European spreads at the interest rate lower bound, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2020, 119, Article number: 103979 , pp. 1 - 21 [Scientific article]Open Access

Calvano, Emilio; Calzolari, Giacomo; Denicolò, Vincenzo; Harrington, Joseph E; Pastorello, Sergio, Protecting consumers from collusive prices due to AI, «SCIENCE», 2020, 370, pp. 1040-1042 - 1042 [Scientific article]Open Access

Vincenzo Denicolò, Giacomo Calzolari, Emilio Calvano, Sergio Pastorello, Algorithmic Pricing: What Implications for Competition Policy?, «REVIEW OF INDUSTRIAL ORGANIZATION», 2019, 55, pp. 155 - 171 [Scientific article]Open Access

Bellettini, Giorgio; Delbono, Flavio; Karlström, Peter; Pastorello, Sergio, Income inequality and banking crises: Testing the level hypothesis directly, «JOURNAL OF MACROECONOMICS», 2019, 62, Article number: 103054 , pp. 1 - 16 [Scientific article]Open Access

Emilio Calvano, Giacomo Calzolari, Vincenzo Denicoló, Sergio Pastorello, Artificial intelligence, algorithmic pricing and collusion, London, Center for Economic Policy Research, 2018, pp. 47 (DISCUSSION PAPER SERIES). [Research monograph]

Bucciol, Alessandro; Miniaci, Raffaele; Pastorello, Sergio, Return expectations and risk aversion heterogeneity in household portfolios, «JOURNAL OF EMPIRICAL FINANCE», 2017, 40, pp. 201 - 219 [Scientific article]Open Access

Fan, Y.; Pastorello, S.; Renault, E., Maximization by parts in extremum estimation, «ECONOMETRICS JOURNAL», 2015, 18, pp. 147 - 171 [Scientific article]Open Access

F. Ferriani; S. Pastorello, Estimating and testing non-affine option pricing models with a large unbalanced panel of options, «ECONOMETRICS JOURNAL», 2012, 15, pp. 171 - 203 [Scientific article]

R. Garcia; M.A. Lewis; S. Pastorello; E. Renault, Estimation of objective and risk-neutral distributions based on moments of integrated volatility, «JOURNAL OF ECONOMETRICS», 2011, 160, pp. 22 - 32 [Scientific article]

S. Pastorello; E. Rossi, Efficient importance sampling maximum likelihood estimation of stochastic differential equations, «COMPUTATIONAL STATISTICS & DATA ANALYSIS», 2010, 54, pp. 2753 - 2762 [Scientific article]

Latest news

At the moment no news are available.