Access Statistics for Matteo Barigozzi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 3 10 36 89 14 39 155 299
A Multivariate Perspective for Modeling and Forecasting Inflation's Conditional Mean and Variance 0 9 32 32 4 17 57 57
A Review of Nonfundamentalness and Identification in Structural VAR Models 1 6 40 40 4 17 47 47
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 4 10 17 17 7 26 60 60
A robust criterion for determining the number of static factors in approximate factor models 3 13 13 13 9 20 20 20
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 9 22 107 223 24 72 259 510
Generalized Dynamic Factor Model + GARCH
Exploiting Multivariate Information for Univariate Prediction
3 8 38 125 6 21 90 275
Nonfundamental Representations of the Relation between Technology Shocks and Hours Worked 1 3 5 5 4 22 22 22
On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters 0 4 24 24 2 16 51 51
On the distributional properties of household consumption expenditures. The case of Italy 2 4 5 5 5 16 16 16
Total Working Papers 26 89 317 573 79 266 777 1,357


Statistics updated 2008-08-03