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ItalianoBARIGOZZI, MATTEO
Dettaglio
BARIGOZZI, MATTEO
DIPARTIMENTO DI SCIENZE ECONOMICHE
Docenti di ruolo di Ia fascia
Pubblicazioni
Risultati 1 - 20 di 31 (tempo di esecuzione: 0.002 secondi).
| Titolo | Autore(i) | Anno | Periodico | Editore | Tipo | File | |
|---|---|---|---|---|---|---|---|
| 1 | Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors | Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo | 2020 | ECONOMETRICS | 1.01 Articolo in rivista | ||
| 2 | The Common Component of Firm Growth | Alessi L; Barigozzi M; Capasso M | 2013 | STRUCTURAL CHANGE AND ECONOMIC DYNAMICS | 1.01 Articolo in rivista | - | |
| 3 | Community Structure in the Multi-Network of International Trade | Barigozzi M; Fagiolo G; Mangioni G | 2010 | Springer | 4.01 Contributo in Atti di convegno | - | |
| 4 | Consistent estimation of high-dimensional factor models when the factor number is over-estimated | Barigozzi, Matteo; Cho, Haeran | 2020 | ELECTRONIC JOURNAL OF STATISTICS | 1.01 Articolo in rivista | - | |
| 5 | Disentangling systematic and idiosyncratic dynamics in panels of volatility measures | Barigozzi M; Brownlees C; Gallo G; Veredas D | 2014 | JOURNAL OF ECONOMETRICS | 1.01 Articolo in rivista | - | |
| 6 | The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households | Barigozzi M; Alessi L; Capasso M; Fagiolo G | 2012 | STRUCTURAL CHANGE AND ECONOMIC DYNAMICS | 1.01 Articolo in rivista | - | |
| 7 | Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? | Barigozzi M; Conti A; Luciani M | 2014 | OXFORD BULLETIN OF ECONOMICS AND STATISTICS | 1.01 Articolo in rivista | - | |
| 8 | Dynamic Factor Models for Forecasting and Structural Identification | Barigozzi M | 2010 | European Mathematical Society Publishing House | 4.01 Contributo in Atti di convegno | - | |
| 9 | Generalized Dynamic Factor Models and Volatilities Estimation and Forecasting | Barigozzi M; Hallin M | 2017 | JOURNAL OF ECONOMETRICS | 1.01 Articolo in rivista | - | |
| 10 | Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals | Barigozzi M; Hallin M | 2020 | JOURNAL OF ECONOMETRICS | 1.01 Articolo in rivista | - | |
| 11 | Generalized dynamic factor models and volatilities: Recovering the market volatility shocks | Barigozzi M; Hallin M | 2016 | ECONOMETRICS JOURNAL | 1.01 Articolo in rivista | - | |
| 12 | Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models | Barigozzi M; Hallin M; Soccorsi S | 2019 | JOURNAL OF FINANCIAL ECONOMETRICS | 1.01 Articolo in rivista | - | |
| 13 | Identifying the Community Structure of the International Trade Multi Network | Barigozzi M; Fagiolo G; Mangioni G | 2011 | PHYSICA. A | 1.01 Articolo in rivista | - | |
| 14 | Identifying the independent sources of consumption variation | M. Barigozzi; A. Moneta | 2016 | JOURNAL OF APPLIED ECONOMETRICS | 1.01 Articolo in rivista | - | |
| 15 | Immigrant’s Legal Status, Permanence in the Destination Country and the Distribution of Consumption Expenditure | Barigozzi M; Speciale B | 2011 | APPLIED ECONOMICS LETTERS | 1.01 Articolo in rivista | - | |
| 16 | Improved Penalization when Determining the Number of Factors in Approximate Static Factor Models | Alessi L; Barigozzi M; Capasso M | 2010 | STATISTICS & PROBABILITY LETTERS | 1.01 Articolo in rivista | - | |
| 17 | Intellectual Property Rights, Imitation, and Development. The Effect on Cross-Border Mergers and Acquisitions | Campi M; Duenas M; Barigozzi M; Fagiolo G | 2018 | JOURNAL OF INTERNATIONAL TRADE & ECONOMIC DEVELOPMENT | 1.01 Articolo in rivista | - | |
| 18 | Large-Dimensional Dynamic Factor Models: Estimation of Impulse-Response Functions with I(1) Cointegrated Factors | Matteo Barigozzi; Marco Lippi; Matteo Luciani | 2021 | JOURNAL OF ECONOMETRICS | 1.01 Articolo in rivista | - | |
| 19 | Multinetwork of international trade: A commodity-specific analysis | Barigozzi M; Garlaschelli D; Fagiolo G | 2010 | PHYSICAL REVIEW E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS | 1.01 Articolo in rivista | - | |
| 20 | NETS: Network Estimation for Time Series | Barigozzi M; Brownlees C | 2019 | JOURNAL OF APPLIED ECONOMETRICS | 1.01 Articolo in rivista | - |
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