Access Statistics for Stefano Soccorsi

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
An American Macroeconomic Picture. Supply and Demand Shocks in the Frequency Domain 1 5 38 74 2 9 61 138
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 0 1 4 151
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 0 1 2 95
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 0 0 1 58
Forecasting Stock Returns with Large Dimensional Factor Models 0 0 1 37 0 1 3 59
Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models 0 0 0 31 0 0 2 76
Identification of global and local shocks in international financial markets via general dynamic factor models 0 0 0 43 0 0 2 105
Measuring Nonfundamentalness for Structural VARs 0 0 0 59 0 0 1 143
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 0 4 77 0 2 13 160
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 0 0 10 0 1 2 41
Time-varying general dynamic factor models and the measurement of financial connectedness 0 0 0 0 0 0 3 31
Total Working Papers 1 5 43 535 2 15 94 1,057


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 1 18 0 1 5 82
Forecasting stock returns with large dimensional factor models 0 1 2 13 1 2 7 42
Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models 0 0 0 17 0 0 1 56
Measuring nonfundamentalness for structural VARs 0 0 0 16 0 0 2 92
Time-varying general dynamic factor models and the measurement of financial connectedness 0 0 3 19 0 1 4 53
Total Journal Articles 0 1 6 83 1 4 19 325


Statistics updated 2025-05-12