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
Factor Models with Sparse VAR Idiosyncratic Components 0 0 2 99 0 0 6 37
Global bank network connectedness revisited: What is common, idiosyncratic and when? 0 0 10 12 0 1 14 17
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 1 102 0 1 2 161
High-Dimensional Granger Causality for Climatic Attribution 0 0 0 3 0 1 3 9
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 0 1 3 20
New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings 0 0 6 6 0 1 8 8
Total Working Papers 0 0 19 314 0 5 36 252


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 1 1 4 4 1 2 8 8
Using information criteria to select averages in CCE 0 0 0 0 0 0 1 1
Total Journal Articles 1 1 4 4 1 2 9 9


Statistics updated 2025-03-03