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 2 2 14 1 4 10 23
Factor Models with Sparse VAR Idiosyncratic Components 0 0 1 99 0 1 2 38
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 1 4 6 166
High-Dimensional Granger Causality for Climatic Attribution 0 0 0 3 0 0 3 10
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 2 4 7 25
New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings 0 0 6 6 0 0 8 8
Total Working Papers 0 2 9 316 4 13 36 270


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 3 3 3
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 1 1 3 5 3 7 19 24
Using information criteria to select averages in CCE 0 0 1 1 0 0 1 2
Total Journal Articles 1 1 4 6 3 10 23 29


Statistics updated 2025-10-06