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 1 243
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 0 0 103 2 2 4 298
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 1 2 3 83
A review of nonfundamentalness and identification in structural VAR models 0 0 1 183 1 1 5 611
A robust criterion for determining the number of static factors in approximate factor models 0 0 3 132 2 2 14 441
Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models 0 0 0 13 0 2 5 19
Common Factors, Trends, and Cycles in Large Datasets 0 1 1 87 0 1 6 105
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 1 1 4 90 1 1 3 21
Determining the rank of cointegration with infinite variance 0 0 0 14 0 0 2 28
Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures 0 0 0 72 0 0 1 132
Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets 0 0 0 58 0 1 1 170
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 2 21 0 0 2 143
Do Intellectual Property Rights Influence Cross-Border Mergers and Acquisitions ? 0 0 0 65 0 0 8 162
Do National Account Statistics Underestimate US Real Output Growth? 0 0 0 3 1 1 1 13
Dynamic Factor Models, Cointegration and Error Correction Mechanisms 0 0 0 167 0 0 2 225
Dynamic Factor Models, Cointegration, and Error Correction Mechanisms 0 0 0 55 0 0 0 116
Dynamic Factor Models: a Genealogy 0 0 4 7 1 1 13 20
Dynamic Factor Models: a Genealogy 0 0 3 30 0 0 7 40
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 0 87 0 0 1 245
Factor Network Autoregressions 6 16 37 194 8 24 63 123
Factoring in the micro: a transaction-level dynamic factor approach to the decomposition of export volatility 0 0 6 39 0 1 18 101
Generalized Dynamic Factor Models and Volatilities. Recovering the Market Volatility Shocks 0 0 0 139 1 1 3 163
Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals 0 0 0 28 0 0 2 60
Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals 0 0 0 3 0 0 1 48
Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting 0 0 0 163 0 0 1 173
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 3 57
Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices 0 0 2 22 1 21 26 40
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 1 2 105
Identifying the Community Structure of the International-Trade Multi Network 0 0 2 98 0 0 2 220
Identifying the Independent Sources of Consumption Variation 0 0 0 24 0 0 3 113
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 0 31 0 0 1 223
Inference in heavy-tailed non-stationary multivariate time series 0 0 7 78 1 2 24 170
Inferential Theory for Generalized Dynamic Factor Models 0 0 3 77 1 1 7 176
Intellectual property rights, imitation, and development. The effect on cross-border mergers and acquisitions 0 0 0 39 1 1 2 47
Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy 1 1 13 13 2 3 11 11
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 0 0 2 70 0 3 11 38
Multidimensional dynamic factor models 0 0 0 29 2 2 3 16
Multinetwork of international trade: A commodity-specific analysis 0 0 1 65 0 0 5 183
Nets: Network Estimation for Time Series 0 1 3 578 1 2 13 1,293
Nets: Network estimation for time series 0 0 0 83 1 3 6 209
Nets: network estimation for time series 0 0 1 36 2 2 5 89
Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series 0 0 0 54 1 1 1 95
Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series 0 0 0 72 0 0 0 117
Non-Stationary Dynamic Factor Models for Large Datasets 0 0 1 132 0 1 4 215
On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis 0 0 3 73 0 0 12 30
On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters 0 0 0 60 2 2 2 235
On the Sources of Euro Area Money Demand Stability. A Time-Varying Cointegration Analysis 0 0 1 133 0 1 3 327
On the Stability of Euro Area Money Demand and its Implications for Monetary Policy 0 0 0 91 0 1 2 200
On the distributional properties of household consumption expenditures. The case of Italy 0 0 0 52 0 0 0 211
On the stability of euro area money demand and its implications for monetary policy 0 0 0 8 0 1 1 34
Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm 0 0 5 62 1 4 18 105
Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review 0 2 3 75 0 3 8 26
Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models 0 0 4 29 1 2 8 67
Sequential testing for structural stability in approximate factor models 0 0 0 18 0 0 2 40
Sequential testing for structural stability in approximate factor models 0 0 1 49 0 0 2 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 0 54
Spatio-temporal patterns of the international merger and acquisition network 0 0 0 9 4 4 5 25
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 0 0 0 243
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 46 0 0 1 197
The Dynamic, the Static, and the Weak Factor Models and the Analysis of High-Dimensional Time Series 2 2 3 3 2 6 17 17
The Dynamic, the Static, and the Weak factor models and the analysis of high-dimensional time series 0 0 17 17 0 3 12 12
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 0 4 826
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 0 1 10 1 2 3 41
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 0 5 77 2 5 14 160
Time-varying general dynamic factor models and the measurement of financial connectedness 0 0 0 0 0 0 4 31
Total Working Papers 10 24 142 4,822 45 118 422 11,145

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 43 0 4 11 119
An Algebraic Estimator for Large Spectral Density Matrices 0 0 2 2 0 1 4 4
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors 0 0 0 9 0 1 3 48
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures 0 0 0 18 0 0 2 123
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? 0 1 8 75 0 1 12 247
FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series 1 1 1 1 3 3 5 5
Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals 0 0 1 16 0 0 1 48
Generalized dynamic factor models and volatilities: estimation and forecasting 0 1 6 36 1 2 9 148
Generalized dynamic factor models and volatilities: recovering the market volatility shocks 0 0 0 13 1 1 3 58
Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models 0 0 0 17 0 0 1 56
Identifying the Independent Sources of Consumption Variation 0 0 1 3 0 0 3 40
Identifying the community structure of the international-trade multi-network 0 0 4 30 0 2 18 114
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 1 1 6 156 3 4 20 423
Inference in Heavy-Tailed Nonstationary Multivariate Time Series 1 1 1 1 1 1 1 1
Inferential theory for generalized dynamic factor models 0 2 2 2 0 5 13 13
Intellectual property rights, imitation, and development. The effect on cross-border mergers and acquisitions 0 0 0 13 0 1 7 65
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors 1 2 9 44 3 6 27 111
Measuring the Output Gap using Large Datasets 0 1 12 18 0 5 68 116
NETS: Network estimation for time series 2 2 2 50 2 2 14 194
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 2 2 6 133
ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS 0 0 0 2 0 1 1 11
On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy 0 1 2 24 0 3 4 144
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 36 1 1 1 151
Sequential testing for structural stability in approximate factor models 0 0 0 1 0 0 2 17
Simultaneous multiple change-point and factor analysis for high-dimensional time series 0 0 0 4 0 1 3 86
Testing for Common Trends in Nonstationary Large Datasets 0 0 2 4 1 2 6 17
The common component of firm growth 0 0 0 24 2 2 3 112
The distribution of household consumption-expenditure budget shares 0 1 1 51 0 1 4 203
Time-varying general dynamic factor models and the measurement of financial connectedness 0 0 4 19 1 1 6 53
Total Journal Articles 6 16 71 722 21 53 259 2,975

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Statistics updated 2025-03-03