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? 0 0 2 14 4 6 12 28
Factor Models with Sparse VAR Idiosyncratic Components 0 0 0 99 3 4 5 42
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 5 7 12 172
High-Dimensional Granger Causality for Climatic Attribution 0 0 0 3 1 1 3 11
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 0 3 7 26
New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings 0 0 0 6 1 1 2 9
Total Working Papers 0 0 2 316 14 22 41 288


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 0 0 3 3
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 0 2 3 6 0 6 21 27
Using information criteria to select averages in CCE 0 0 1 1 0 3 4 5
Total Journal Articles 0 2 4 7 0 9 28 35


Statistics updated 2025-12-06