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 1 4 99 0 1 9 37
Global bank network connectedness revisited: What is common, idiosyncratic and when? 0 0 12 12 0 2 17 17
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 2 102 1 1 5 161
High-Dimensional Granger Causality for Climatic Attribution 0 0 0 3 1 1 3 9
Inference in Non-stationary High-Dimensional VARs 0 0 1 92 1 1 5 20
New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings 0 3 6 6 1 2 8 8
Total Working Papers 0 4 25 314 4 8 47 252


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* 0 0 3 3 1 1 7 7
Using information criteria to select averages in CCE 0 0 0 0 0 0 1 1
Total Journal Articles 0 0 3 3 1 1 8 8


Statistics updated 2025-02-05