Access Statistics for Marco Capasso

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 8 34 92 16 44 153 315
A Multivariate Perspective for Modeling and Forecasting Inflation's Conditional Mean and Variance 3 6 35 35 6 15 63 63
A Review of Nonfundamentalness and Identification in Structural VAR Models 1 4 41 41 6 15 53 53
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 4 11 21 21 9 27 69 69
A robust criterion for determining the number of static factors in approximate factor models 2 13 15 15 4 21 24 24
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 4 18 105 227 20 59 262 530
Generalized Dynamic Factor Model + GARCH
Exploiting Multivariate Information for Univariate Prediction
1 6 35 126 3 17 85 278
Nonfundamental Representations of the Relation between Technology Shocks and Hours Worked 2 3 7 7 5 14 27 27
On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters 1 2 25 25 7 15 58 58
On the distributional properties of household consumption expenditures. The case of Italy 1 3 6 6 6 14 22 22
Total Working Papers 22 74 324 595 82 241 816 1,439


Statistics updated 2008-09-04