Access Statistics for Stefano Soccorsi

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
An American Macroeconomic Picture. Supply and Demand Shocks in the Frequency Domain 0 0 0 82 0 2 14 170
An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain 0 1 4 10 0 1 12 22
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 1 1 13 165
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 0 0 9 105
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 0 2 10 68
Forecasting Stock Returns with Large Dimensional Factor Models 0 0 0 38 1 2 12 75
Global implied volatility and variance risk premium 0 0 0 0 0 1 1 1
Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models 0 0 0 32 0 1 13 92
Identification of global and local shocks in international financial markets via general dynamic factor models 0 0 1 44 1 1 15 120
Macroeconomic cycles and bond return predictability 0 0 1 3 0 0 4 6
Measuring Nonfundamentalness for Structural VARs 0 0 0 59 0 3 14 158
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 0 1 11 0 2 10 55
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 1 1 79 2 4 13 182
Time-varying general dynamic factor models and the measurement of financial connectedness 0 0 0 0 1 1 8 39
Total Working Papers 0 2 8 562 6 21 148 1,258


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain 1 1 4 8 2 5 29 48
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 0 19 0 1 11 94
Forecasting stock returns with large dimensional factor models 0 0 1 16 0 1 22 68
Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models 0 0 0 17 0 1 23 79
Measuring nonfundamentalness for structural VARs 0 0 1 17 1 1 10 105
Time-varying general dynamic factor models and the measurement of financial connectedness 0 1 2 23 3 4 42 101
Total Journal Articles 1 2 8 100 6 13 137 495


Statistics updated 2026-10-11