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 2 82 2 2 20 170
An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain 1 1 9 10 1 1 18 22
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 0 0 12 164
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 0 0 8 66
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 0 0 9 105
Forecasting Stock Returns with Large Dimensional Factor Models 0 0 1 38 0 2 11 73
Global implied volatility and variance risk premium 0 0 0 0 0 0 0 0
Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models 0 0 1 32 0 1 14 91
Identification of global and local shocks in international financial markets via general dynamic factor models 0 0 1 44 0 0 14 119
Macroeconomic cycles and bond return predictability 0 1 3 3 0 1 6 6
Measuring Nonfundamentalness for Structural VARs 0 0 0 59 1 2 13 156
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 1 1 2 79 1 1 18 179
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 1 1 11 0 2 11 53
Time-varying general dynamic factor models and the measurement of financial connectedness 0 0 0 0 0 1 7 38
Total Working Papers 2 4 20 562 5 13 161 1,242


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 0 6 7 0 1 37 43
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 0 19 0 0 10 93
Forecasting stock returns with large dimensional factor models 0 0 2 16 0 1 23 67
Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models 0 0 0 17 1 5 23 79
Measuring nonfundamentalness for structural VARs 0 0 1 17 0 2 10 104
Time-varying general dynamic factor models and the measurement of financial connectedness 0 1 1 22 0 6 40 97
Total Journal Articles 0 1 10 98 1 15 143 483


Statistics updated 2026-08-07