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 7 82 0 4 26 168
An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain 0 1 9 9 0 2 21 21
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 0 1 13 164
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 0 3 8 66
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 0 2 10 105
Forecasting Stock Returns with Large Dimensional Factor Models 0 0 1 38 2 4 14 73
Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models 0 0 1 32 1 4 15 91
Identification of global and local shocks in international financial markets via general dynamic factor models 0 1 1 44 0 5 14 119
Measuring Nonfundamentalness for Structural VARs 0 0 0 59 1 2 12 155
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 0 1 78 0 5 18 178
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 1 1 1 11 1 2 11 52
Time-varying general dynamic factor models and the measurement of financial connectedness 0 0 0 0 1 3 7 38
Total Working Papers 1 3 21 557 6 37 169 1,230


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 0 1 7 7 1 7 43 43
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 1 19 0 0 11 93
Forecasting stock returns with large dimensional factor models 0 0 3 16 0 6 23 66
Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models 0 0 0 17 1 6 19 75
Measuring nonfundamentalness for structural VARs 0 0 1 17 2 2 12 104
Time-varying general dynamic factor models and the measurement of financial connectedness 1 1 3 22 4 11 41 95
Total Journal Articles 1 2 15 98 8 32 149 476


Statistics updated 2026-06-04