Daniele Coin

Banca d'Italia · Research

The Generalized Error Distribution is a widespread flexible family of symmetric probability distribution. Thanks to its properties it is becoming more and more popular in many science fields therefore determining if a sample is drawn from a GED is an important issue that usually is pursued with a graphical approach. In this paper we present a new g...

(Only in Italian) During the period 2007-2014, when the Italian financial system was hit by two severe crises, Italian local banks increased their presence on local markets, expanding their branch network while other bank networks shrank, and bolstered their market share of loans to households and firms. At the same time, the quality of their credi...

Using fund-, firm- and bank-level data, we investigate the investments of the Italian private equity (PE) funds, with a focus on the north-western regions of Italy, where both the PE fund managers and their investments are heavily concentrated. The average size of the portfolios is small by international standards, and their concentration by firm h...

Il lavoro analizza l’evoluzione recente delle economie del Nord Ovest italiano, concentrandosi sui fenomeni della deindustrializzazione e della terziarizzazione dell’economia. Dal confronto con un gruppo di regioni europee definibili come “industriali avanzate”, emerge come il ritardo di crescita economica del Nord Ovest, accentuatosi nel corso deg...

Il lavoro analizza l’evoluzione recente delle economie del Nord Ovest italiano, concentrandosi sui fenomeni della deindustrializzazione e della terziarizzazione dell’economia. Dal confronto con un gruppo di regioni europee definibili come “industriali avanzate”, emerge come il ritardo di crescita economica del Nord Ovest, accentuatosi nel corso deg...

This paper describes various aspects of the degree of indebtedness and potential financial vulnerabilities of households in the Italian regions. Micro-data from several sources suggest that the financial situation of households in Italy varies greatly from region to region; some of these differences have faded somewhat in recent years, whereas in o...

In this article we test whether Italian female entrepreneurs are more reliable payers than men, by carrying out a survival analysis of micro enterprises that utilize a credit for the first time in the period January 2005 to December 2008, and monitoring the quality of their exposure until December 2010. The data were drawn from the Bank of Italy’s...

In this collection of papers we first analyze the evolution of the Italian food industry and the retail trade sector during the past decade (Chapters 1 and 2). Chapter 3 describes the structure of large retailers and buying groups in Italy. Chapter 4 proposes alternative measures of the degree of concentration of retail trade at the local level. Ch...

The Exponential Power Distribution (EPD), also known as Generalized Error Distribution (GED), is a flexible symmetrical unimodal family belonging to the exponential family. The EPD becomes the density function of a range of symmetric distributions with different values of its power parameter B. A closed-form estimator for B does not exist, so the p...

To assess retrospectively clinical and procedural predictors of long-term recurrences after atrial fibrillation ablation. Two hundred and forty consecutive patients (201 men; mean age 60 +/- 10 years) undergoing pulmonary vein isolation (PVI) plus linear lesion ablation for antiarrhythmic drug-refractory atrial fibrillation between 2005 and 2007 we...

Data regarding the long-term efficacy of atrial fibrillation (AF) ablation are still lacking. Two hundred four consecutive patients symptomatic for paroxysmal or persistent/permanent AF were randomly assigned to 2 different ablation schemes: pulmonary vein isolation (PVI) and PVI plus left linear lesions (LL). Primary end point was to assess the ma...

Statistical models are often based on normal distributions and procedures for testing this distributional assumption are needed. Many goodness-of-fit tests suffer from the presence of outliers, in the sense that they may reject the null hypothesis even in the case of a single extreme observation. We show a possible extension of the Shapiro-Wilk tes...

Statistical models are often based on normal distributions and procedures for testing such distributional assumption are needed. Many goodness-of-fit tests are available. However, most of them are quite insensitive in detecting non-normality when the alternative distribution is symmetric. On the other hand all the procedures are quite powerful agai...

[En] Bank of Italy Central Credit Register provides information on the whole Italian micro enterprises population having loans with the Italian banking system. By these data we investigate if female owned firms are discriminated or not in accessing the credit market in Italy. [It] La Centrale dei Rischi di Banca d'Italia fornisce informazioni sull’...

This paper presents a new robust method for testing the normality of errors in classical linear model. It gives information about both the true distribution of the errors of most of the data and the percentage of contaminated data.

We test whether joining a network of firms has a positive impact -by providing valuable information about the joining firm and disciplining its behavior -on the access of a firm to bank credit. We use data on bank-firm relationship in Italy to evaluate this effect, identifying networks through interlocking directorates and avoiding possible confoun...