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 Review of Nonfundamentalness and Identification in Structural VAR Models 0 0 0 93 2 4 8 224
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 1 5 10 101 1 5 15 275
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 0 0 0 62 0 1 4 209
A network analysis of the volatility of high-dimensionalfinancial series 0 1 3 8 2 5 19 42
A review of nonfundamentalness and identification in structural VAR models 0 0 3 180 1 1 84 579
A robust criterion for determining the number of static factors in approximate factor models 0 0 3 119 1 2 10 384
Common Factors, Trends, and Cycles in Large Datasets 0 0 3 80 2 3 13 70
Determining the dimension of factor structures in non-stationary large datasets 0 0 0 33 1 2 4 31
Determining the dimension of factor structures in non-stationary large datasets 0 0 17 71 0 0 5 13
Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures 0 0 4 71 1 2 11 120
Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets 0 0 1 54 0 2 6 155
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? 0 0 0 4 0 2 8 64
Do Euro area countries respond asymmetrically to the common monetary policy? 0 0 0 15 0 3 16 87
Do Intellectual Property Rights Influence Cross-Border Mergers and Acquisitions ? 0 1 7 56 3 9 24 112
Do National Account Statistics Underestimate US Real Output Growth? 0 0 1 3 0 0 3 10
Dynamic Factor Models, Cointegration and Error Correction Mechanisms 0 1 1 166 0 2 7 196
Dynamic Factor Models, Cointegration, and Error Correction Mechanisms 0 1 6 52 1 8 28 74
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 2 85 1 1 5 236
Generalized Dynamic Factor Models and Volatilities. Recovering the Market Volatility Shocks 0 1 1 138 2 4 13 139
Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals 1 1 3 27 4 6 17 46
Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals 0 0 1 3 1 1 9 40
Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting 0 0 0 162 0 0 7 159
Generalized dynamic factor models and volatilities estimation and forecasting 0 1 1 1 2 3 9 16
Generalized dynamic factor models and volatilities: recovering the market volatility shocks 0 1 1 7 1 4 12 43
Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models 1 2 3 31 2 8 15 69
Identification of global and local shocks in international financial markets via general dynamic factor models 1 3 7 39 2 5 17 86
Identifying the Community Structure of the International-Trade Multi Network 1 1 3 93 2 2 9 207
Identifying the Independent Sources of Consumption Variation 0 0 1 17 0 0 4 93
Identifying the independent sources of consumption variation 0 0 0 14 0 1 4 23
Immigrant’s legal status, permanence in the destination country and the distribution of consumption expenditure 0 0 1 25 0 1 5 210
Intellectual property rights, imitation, and development. The effect on cross-border mergers and acquisitions 0 1 32 32 1 4 21 21
Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model 0 0 1 93 1 1 16 208
Multinetwork of international trade: A commodity-specific analysis 0 1 1 62 0 2 12 166
Nets: Network Estimation for Time Series 5 8 27 523 14 27 104 1,076
Nets: Network estimation for time series 0 0 3 75 4 5 17 165
Nets: network estimation for time series 1 2 5 21 2 7 24 41
Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series 1 1 2 65 2 2 12 90
Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series 0 0 0 51 0 1 7 82
Non-Stationary Dynamic Factor Models for Large Datasets 0 2 9 126 0 7 36 142
On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters 0 0 1 57 0 0 5 222
On the Sources of Euro Area Money Demand Stability. A Time-Varying Cointegration Analysis 0 0 0 129 0 1 8 320
On the Stability of Euro Area Money Demand and its Implications for Monetary Policy 0 0 2 90 1 4 17 170
On the distributional properties of household consumption expenditures. The case of Italy 0 0 0 51 0 0 4 200
On the stability of euro area money demand and its implications for monetary policy 0 0 6 6 0 1 3 3
Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm 0 0 2 39 0 3 13 29
Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models 0 0 1 14 1 1 6 21
Sequential testing for structural stability in approximate factor models 0 0 1 16 1 3 10 20
Sequential testing for structural stability in approximate factor models 0 0 0 46 0 3 10 38
Simultaneous multiple change-point and factor analysis for high-dimensional time series 0 0 1 15 0 2 9 23
Spatio-Temporal Patterns of the International Merger and Acquisition Network 0 0 0 35 1 3 8 43
Spatio-temporal patterns of the international merger and acquisition network 0 0 0 8 0 0 4 8
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 0 1 7 234
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 1 45 0 1 10 183
The Multi-Network of International Trade: A Commodity-Specific Analysis 0 0 0 85 0 0 2 152
The Rank of a System of Engel Curves. How Many Common Factors? 0 0 0 13 0 0 4 64
The distribution of households consumption-expenditure budget shares 0 1 3 152 2 4 19 800
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 3 5 16 68 4 14 50 127
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 0 4 4 3 5 15 15
Total Working Papers 15 40 201 3,753 69 189 844 8,675


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 1 2 3 16 4 7 25 57
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors 0 0 4 4 2 5 22 22
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures 0 0 1 16 2 4 9 106
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? 0 0 4 58 1 4 25 203
Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals 0 0 6 6 0 5 25 25
Generalized dynamic factor models and volatilities: estimation and forecasting 1 1 10 19 4 5 27 99
Generalized dynamic factor models and volatilities: recovering the market volatility shocks 0 0 0 10 0 1 4 40
Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models 0 3 8 11 2 6 23 36
Identifying the Independent Sources of Consumption Variation 0 0 0 1 0 0 3 29
Identifying the community structure of the international-trade multi-network 0 0 0 19 0 0 3 63
Immigrants' legal status, permanence in the destination country and the distribution of consumption expenditure 0 0 0 9 0 1 4 111
Improved penalization for determining the number of factors in approximate factor models 0 2 7 125 3 16 37 333
Intellectual property rights, imitation, and development. The effect on cross-border mergers and acquisitions 0 0 1 6 0 2 4 19
NETS: Network estimation for time series 2 2 8 17 7 13 45 80
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 0 1 6 109
ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS 0 0 0 1 0 0 0 8
On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy 0 0 9 17 0 3 34 100
On the distributional properties of household consumption expenditures: the case of Italy 0 1 1 35 0 3 5 140
Sequential testing for structural stability in approximate factor models 0 0 0 0 0 1 3 3
Simultaneous multiple change-point and factor analysis for high-dimensional time series 0 1 1 1 2 6 18 39
The common component of firm growth 0 0 0 21 0 0 4 92
The distribution of household consumption-expenditure budget shares 1 1 1 47 3 4 9 178
Total Journal Articles 5 13 64 439 30 87 335 1,892


Statistics updated 2021-01-03