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 8 82 2 6 30 168
An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain 1 2 9 9 2 4 21 21
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 1 2 13 164
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 1 3 8 66
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 2 5 10 105
Forecasting Stock Returns with Large Dimensional Factor Models 0 0 1 38 1 3 12 71
Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models 0 0 1 32 2 4 14 90
Identification of global and local shocks in international financial markets via general dynamic factor models 0 1 1 44 3 8 14 119
Measuring Nonfundamentalness for Structural VARs 0 0 0 59 1 2 11 154
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 0 1 78 5 5 18 178
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 0 0 10 0 1 10 51
Time-varying general dynamic factor models and the measurement of financial connectedness 0 0 0 0 2 2 6 37
Total Working Papers 1 3 21 556 22 45 167 1,224


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 7 7 2 7 42 42
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 1 19 0 2 11 93
Forecasting stock returns with large dimensional factor models 0 1 3 16 5 11 24 66
Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models 0 0 0 17 2 12 18 74
Measuring nonfundamentalness for structural VARs 0 0 1 17 0 1 10 102
Time-varying general dynamic factor models and the measurement of financial connectedness 0 0 2 21 5 10 38 91
Total Journal Articles 1 2 14 97 14 43 143 468


Statistics updated 2026-05-06