Access Statistics for Luca Margaritella

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
Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When? 0 0 1 12 0 0 8 19
Factor Models with Sparse VAR Idiosyncratic Components 0 0 1 99 1 1 3 38
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 3 4 5 165
High-Dimensional Granger Causality for Climatic Attribution 0 0 0 3 0 0 4 10
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 0 0 3 21
New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings 0 0 6 6 0 0 8 8
Total Working Papers 0 0 8 314 4 5 31 261


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 0 0 3 4 2 9 17 19
Using information criteria to select averages in CCE 0 0 1 1 0 0 1 2
Total Journal Articles 0 0 4 5 2 9 18 21


Statistics updated 2025-08-05