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 12 82 2 7 31 164
An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain 1 1 8 8 2 6 19 19
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 1 7 13 163
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 0 4 5 63
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 3 7 8 103
Forecasting Stock Returns with Large Dimensional Factor Models 0 0 1 38 1 5 10 69
Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models 0 0 1 32 1 7 11 87
Identification of global and local shocks in international financial markets via general dynamic factor models 0 0 0 43 3 8 9 114
Measuring Nonfundamentalness for Structural VARs 0 0 0 59 1 7 10 153
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 0 0 10 0 2 9 50
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 0 0 1 78 0 1 13 173
Time-varying general dynamic factor models and the measurement of financial connectedness 0 0 0 0 0 2 4 35
Total Working Papers 1 1 23 554 14 63 142 1,193


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 6 1 15 36 36
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 1 19 2 10 11 93
Forecasting stock returns with large dimensional factor models 1 1 3 16 5 10 19 60
Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models 0 0 0 17 7 11 13 69
Measuring nonfundamentalness for structural VARs 0 0 1 17 1 3 10 102
Time-varying general dynamic factor models and the measurement of financial connectedness 0 0 2 21 3 16 31 84
Total Journal Articles 1 1 13 96 19 65 120 444


Statistics updated 2026-03-04