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BARIGOZZI, MATTEO

BARIGOZZI, MATTEO  

DSE - DIPARTIMENTO DI SCIENZE ECONOMICHE  

Docenti di ruolo di Ia fascia  

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Titolo Autore(i) Anno Periodico Editore Tipo File
Large Datasets for the Euro Area and Its Member Countries and the Dynamic Effects of the Common Monetary Policy Barigozzi, Matteo; Lissona, Claudio; Tonni, Lorenzo 2026-01-01 JOURNAL OF APPLIED ECONOMETRICS - 1.01 Articolo in rivista Barigozzi Lissona Tonni (2026) - Large datasets for the euro area and Its Member countries and the dynamic effects of the common monetary policy.pdf
Measuring the euro area output gap Barigozzi, Matteo; Lissona, Claudio; Luciani, Matteo 2026-01-01 EUROPEAN ECONOMIC REVIEW - 1.01 Articolo in rivista Paper - EA Output Gap_EER - Final.pdf
Moving Sum Procedure for Multiple Change Point Detection in Large Factor Models Barigozzi, Matteo; Cho, Haeran; Trapani, Lorenzo 2026-01-01 JOURNAL OF TIME SERIES ANALYSIS - 1.01 Articolo in rivista Journal Time Series Analysis - 2025 - Barigozzi - Moving Sum Procedure for Multiple Change Point Detection in Large Factor (1).pdf; jtsa70028-sup-0001-supplementarymaterial (1).pdf
Statistical inference for large-dimensional tensor factor model by iterative projections Barigozzi, Matteo; He, Yong; Li, Lingxiao; Trapani, Lorenzo 2026-01-01 JOURNAL OF MULTIVARIATE ANALYSIS - 1.01 Articolo in rivista 1-s2.0-S0047259X26000229-mmc1.pdf; 1-s2.0-S0047259X26000229-main.pdf
Tail-robust factor modelling of vector and tensor time series in high dimensions Barigozzi, Matteo; Cho, Haeran; Maeng, Hyeyoung 2026-01-01 BIOMETRIKA - 1.01 Articolo in rivista asaf093.pdf; asaf093_supplementary_data.pdf
Factor Network Autoregressions Barigozzi, Matteo; Cavaliere, Giuseppe; Moramarco, Graziano 2025-01-01 JOURNAL OF BUSINESS & ECONOMIC STATISTICS - 1.01 Articolo in rivista fnar_mar_2025.pdf
Factoring in the Micro: A Transaction‐Level Dynamic Factor Approach to the Decomposition of Export Volatility Barigozzi, Matteo; Cuzzola, Angelo; Grazzi, Marco; Moschella, Daniele 2025-01-01 OXFORD BULLETIN OF ECONOMICS AND STATISTICS - 1.01 Articolo in rivista obes12639-sup-0001-supplementarymaterial.pdf; Oxf Bull Econ Stat - 2024 - Barigozzi - Factoring in the Micro A Transaction‐Level Dynamic Factor Approach to the.pdf
General spatio-temporal factor models for high-dimensional random fields on a lattice Barigozzi, Matteo; La Vecchia, Davide; Liu, Hang 2025-01-01 ANNALS OF STATISTICS - 1.01 Articolo in rivista STRF_aos_R1.pdf
Modelling large dimensional datasets with Markov switching factor models Barigozzi, Matteo; Massacci, Daniele 2025-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista BM_Paper_JoE_Revision_main_arxiv.pdf
The Dynamic, the Static, and the Weak: Factor Models and the Analysis of High‐Dimensional Time Series Barigozzi, Matteo; Hallin, Marc 2025-01-01 JOURNAL OF TIME SERIES ANALYSIS - 1.01 Articolo in rivista 2407.10653v3.pdf
An algebraic estimator for large spectral density matrices Barigozzi, Matteo; Farne, Matteo 2024-01-01 JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION - 1.01 Articolo in rivista An_algebraic_estimator_for_large_spectral_density_.pdf
Dynamic Factor Models: A Genealogy Barigozzi, Matteo; Hallin, Marc 2024-01-01 - Springer 2.01 Capitolo / saggio in libro -
FNETS: Factor-adjusted network estimation and forecasting for high-dimensional time series Barigozzi, Matteo; Cho, Haeran; Owens, Dom 2024-01-01 JOURNAL OF BUSINESS & ECONOMIC STATISTICS - 1.01 Articolo in rivista FNETS Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series.pdf; 24138670.zip
Inference in heavy-tailed non-stationary multivariate time series Barigozzi, Matteo; Cavaliere, Giuseppe; Trapani, Lorenzo 2024-01-01 JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION - 1.01 Articolo in rivista Inference in Heavy-Tailed Nonstationary Multivariate Time Series.pdf
Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models Barigozzi, Matteo 2024-01-01 - Oxford University Press 2.05 Voce in dizionario o enciclopedia -
fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling Owens, Dom; Cho, Haeran; Barigozzi, Matteo 2023-01-01 THE R JOURNAL - 1.01 Articolo in rivista Owens Cho Barigozzi (2023) - fnets An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling.pdf; RJ-2023-070.zip
Inferential theory for generalized dynamic factor models Barigozzi, Matteo; Hallin, Marc; Luciani, Matteo; Zaffaroni, Paolo 2023-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista Inferential_theory.pdf
Measuring the Output Gap using Large Datasets Barigozzi, Matteo; Luciani, Matteo 2023-01-01 THE REVIEW OF ECONOMICS AND STATISTICS - 1.01 Articolo in rivista RESTAT_Final_Main_doi.pdf
Factor Network Autoregressions Matteo Barigozzi; Giuseppe Cavaliere; Graziano Moramarco 2022-01-01 - - 7.13 Rapporto tecnico -
Testing for Common Trends in Nonstationary Large Datasets Barigozzi M.; Trapani L. 2022-01-01 JOURNAL OF BUSINESS & ECONOMIC STATISTICS - 1.01 Articolo in rivista BarigozziTrapani_JBES.pdf