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? 1 1 3 15 6 12 19 36
Factor Models with Sparse VAR Idiosyncratic Components 0 0 0 99 3 7 9 46
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 6 13 19 180
High-Dimensional Granger Causality for Climatic Attribution 0 0 0 3 0 3 4 13
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 6 8 14 34
New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings 0 0 0 6 2 7 7 15
Total Working Papers 1 1 3 317 23 50 72 324


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Factor Models With Sparse Vector Autoregressive Idiosyncratic Components 0 0 0 0 2 4 7 7
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 0 0 3 6 6 8 28 35
Using information criteria to select averages in CCE 1 1 2 2 6 6 10 11
Total Journal Articles 1 1 5 8 14 18 45 53


Statistics updated 2026-02-12