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 18 82 2 3 38 159
An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain 0 1 7 7 1 4 14 14
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 3 7 9 159
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 3 3 5 99
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 2 3 3 61
Forecasting Stock Returns with Large Dimensional Factor Models 0 0 1 38 2 3 8 66
Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models 0 0 1 32 0 1 4 80
Identification of global and local shocks in international financial markets via general dynamic factor models 0 0 0 43 2 3 3 108
Measuring Nonfundamentalness for Structural VARs 0 0 0 59 0 2 4 146
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 0 1 78 1 4 16 173
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 0 0 10 0 3 9 48
Time-varying general dynamic factor models and the measurement of financial connectedness 0 0 0 0 0 2 2 33
Total Working Papers 0 1 28 553 16 38 115 1,146


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 2 6 6 7 9 28 28
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 1 19 3 3 5 86
Forecasting stock returns with large dimensional factor models 0 0 3 15 2 6 12 52
Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models 0 0 0 17 0 2 2 58
Measuring nonfundamentalness for structural VARs 0 1 1 17 0 4 8 99
Time-varying general dynamic factor models and the measurement of financial connectedness 0 0 2 21 5 14 21 73
Total Journal Articles 0 3 13 95 17 38 76 396


Statistics updated 2026-01-09