Access Statistics for Matteo Barigozzi

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Review of Nonfundamentalness and Identification in Structural VAR Models 0 0 0 95 0 0 2 243
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 0 0 103 0 0 2 296
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 0 0 0 63 0 0 0 224
A network analysis of the volatility of high-dimensionalfinancial series 0 0 1 22 0 0 1 81
A review of nonfundamentalness and identification in structural VAR models 0 0 2 183 0 0 8 610
A robust criterion for determining the number of static factors in approximate factor models 0 0 3 132 1 2 14 439
Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models 0 0 0 13 1 2 7 17
Common Factors, Trends, and Cycles in Large Datasets 0 0 0 86 0 1 6 104
Determining the dimension of factor structures in non-stationary large datasets 0 0 0 34 0 0 0 35
Determining the dimension of factor structures in non-stationary large datasets 0 0 7 89 1 1 2 20
Determining the rank of cointegration with infinite variance 0 0 0 14 1 1 3 28
Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures 0 0 0 72 0 0 2 132
Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets 0 0 0 58 0 0 1 169
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? 0 0 0 4 0 0 1 110
Do Euro area countries respond asymmetrically to the common monetary policy? 0 0 3 21 0 0 3 143
Do Intellectual Property Rights Influence Cross-Border Mergers and Acquisitions ? 0 0 1 65 0 3 11 162
Do National Account Statistics Underestimate US Real Output Growth? 0 0 0 3 0 0 0 12
Dynamic Factor Models, Cointegration and Error Correction Mechanisms 0 0 1 167 1 1 4 225
Dynamic Factor Models, Cointegration, and Error Correction Mechanisms 0 0 1 55 0 0 1 116
Dynamic Factor Models: a Genealogy 1 1 11 30 2 2 16 40
Dynamic Factor Models: a Genealogy 0 0 5 7 2 3 13 19
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 0 87 0 0 1 245
Factor Network Autoregressions 2 4 28 178 3 9 54 99
Factoring in the micro: a transaction-level dynamic factor approach to the decomposition of export volatility 0 1 10 39 1 4 23 100
Generalized Dynamic Factor Models and Volatilities. Recovering the Market Volatility Shocks 0 0 0 139 0 1 2 162
Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals 0 0 0 28 1 2 2 60
Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals 0 0 0 3 1 1 1 48
Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting 0 0 0 163 0 1 2 173
Generalized dynamic factor models and volatilities estimation and forecasting 0 0 0 8 0 0 0 32
Generalized dynamic factor models and volatilities: recovering the market volatility shocks 0 0 1 11 1 1 2 56
Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices 0 0 2 22 0 1 9 19
Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models 0 0 0 31 1 2 2 76
Identification of global and local shocks in international financial markets via general dynamic factor models 0 0 0 43 0 1 2 104
Identifying the Community Structure of the International-Trade Multi Network 0 1 2 98 0 1 2 220
Identifying the Independent Sources of Consumption Variation 0 0 1 24 1 1 5 113
Identifying the independent sources of consumption variation 0 0 0 15 0 0 0 29
Immigrants' legal status, permanence in the destination country and the distribution of consumption expenditure 0 0 0 0 0 0 0 0
Immigrant’s legal status, permanence in the destination country and the distribution of consumption expenditure 0 0 1 31 1 1 2 223
Inference in heavy-tailed non-stationary multivariate time series 0 0 11 78 1 2 33 168
Inferential Theory for Generalized Dynamic Factor Models 1 1 5 77 1 2 14 175
Intellectual property rights, imitation, and development. The effect on cross-border mergers and acquisitions 0 0 1 39 0 0 2 46
Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy 2 12 12 12 0 8 8 8
Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model 0 0 0 97 0 0 0 229
Modelling Large Dimensional Datasets with Markov Switching Factor Models 1 1 2 70 2 4 9 35
Multidimensional dynamic factor models 0 0 3 29 0 1 4 14
Multinetwork of international trade: A commodity-specific analysis 0 0 2 65 0 3 6 183
Nets: Network Estimation for Time Series 0 0 3 577 0 3 14 1,291
Nets: Network estimation for time series 0 0 1 83 0 2 5 206
Nets: network estimation for time series 0 0 2 36 0 0 5 87
Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series 0 0 0 72 0 0 2 117
Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series 0 0 0 54 0 0 1 94
Non-Stationary Dynamic Factor Models for Large Datasets 0 1 2 132 0 1 7 214
On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis 0 0 4 73 2 6 14 30
On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters 0 0 2 60 0 0 2 233
On the Sources of Euro Area Money Demand Stability. A Time-Varying Cointegration Analysis 0 0 1 133 0 0 2 326
On the Stability of Euro Area Money Demand and its Implications for Monetary Policy 0 0 0 91 0 0 1 199
On the distributional properties of household consumption expenditures. The case of Italy 0 0 0 52 0 0 1 211
On the stability of euro area money demand and its implications for monetary policy 0 0 0 8 0 0 0 33
Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm 0 2 9 62 1 5 21 101
Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review 0 0 2 73 1 2 6 23
Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models 0 1 5 29 0 1 8 65
Sequential testing for structural stability in approximate factor models 0 0 0 18 2 2 2 40
Sequential testing for structural stability in approximate factor models 0 0 1 49 0 0 3 60
Simultaneous multiple change-point and factor analysis for high-dimensional time series 0 0 0 17 0 0 0 39
Spatio-Temporal Patterns of the International Merger and Acquisition Network 0 0 0 37 0 0 1 54
Spatio-temporal patterns of the international merger and acquisition network 0 0 0 9 0 1 1 21
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 46 0 1 2 197
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 0 0 0 243
The Dynamic, the Static, and the Weak Factor Models and the Analysis of High-Dimensional Time Series 0 1 1 1 2 10 11 11
The Dynamic, the Static, and the Weak factor models and the analysis of high-dimensional time series 0 17 17 17 1 9 9 9
The Multi-Network of International Trade: A Commodity-Specific Analysis 0 0 0 87 0 0 5 164
The Rank of a System of Engel Curves. How Many Common Factors? 0 0 0 13 0 0 0 66
The distribution of households consumption-expenditure budget shares 0 0 1 157 0 2 5 826
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 0 1 10 0 0 1 39
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 3 5 77 0 3 12 155
Time-varying general dynamic factor models and the measurement of financial connectedness 0 0 0 0 0 2 5 31
Total Working Papers 7 46 173 4,798 32 112 428 11,027

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A network analysis of the volatility of high dimensional financial series 0 2 7 41 1 3 9 115
An Algebraic Estimator for Large Spectral Density Matrices 1 1 2 2 1 2 3 3
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors 0 0 0 9 2 2 4 47
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures 0 0 0 18 1 2 2 123
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? 1 1 7 74 3 3 11 246
FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series 0 0 0 0 2 2 2 2
Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals 0 1 1 16 0 1 1 48
Generalized dynamic factor models and volatilities: estimation and forecasting 0 0 5 35 0 1 8 146
Generalized dynamic factor models and volatilities: recovering the market volatility shocks 0 0 0 13 0 1 2 57
Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models 0 0 0 17 0 0 2 56
Identifying the Independent Sources of Consumption Variation 1 1 1 3 2 2 4 40
Identifying the community structure of the international-trade multi-network 0 0 4 30 0 0 17 112
Immigrants' legal status, permanence in the destination country and the distribution of consumption expenditure 0 0 0 10 0 0 1 115
Improved penalization for determining the number of factors in approximate factor models 3 3 6 155 5 7 19 419
Inference in Heavy-Tailed Nonstationary Multivariate Time Series 0 0 0 0 0 0 0 0
Inferential theory for generalized dynamic factor models 0 0 0 0 1 2 8 8
Intellectual property rights, imitation, and development. The effect on cross-border mergers and acquisitions 0 0 1 13 0 1 8 64
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors 1 2 9 42 2 5 25 105
Measuring the Output Gap using Large Datasets 0 2 17 17 0 5 96 111
NETS: Network estimation for time series 0 0 1 48 0 3 18 192
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 1 2 4 131
ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS 0 0 1 2 0 0 1 10
On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy 0 0 1 23 0 0 2 141
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 36 0 0 2 150
Sequential testing for structural stability in approximate factor models 0 0 0 1 0 1 3 17
Simultaneous multiple change-point and factor analysis for high-dimensional time series 0 0 0 4 0 2 3 85
Testing for Common Trends in Nonstationary Large Datasets 0 0 4 4 0 1 9 15
The common component of firm growth 0 0 0 24 0 1 1 110
The distribution of household consumption-expenditure budget shares 0 0 0 50 0 1 6 202
Time-varying general dynamic factor models and the measurement of financial connectedness 0 2 4 19 0 2 5 52
Total Journal Articles 7 15 71 706 21 52 276 2,922

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Statistics updated 2024-12-04