BARIGOZZI, MATTEO
BARIGOZZI, MATTEO
DIPARTIMENTO DI SCIENZE ECONOMICHE
Docenti di ruolo di Ia fascia
Factoring in the Micro: A Transaction‐Level Dynamic Factor Approach to the Decomposition of Export Volatility
2024 Barigozzi, Matteo; Cuzzola, Angelo; Grazzi, Marco; Moschella, Daniele
FNETS: Factor-adjusted network estimation and forecasting for high-dimensional time series
2024 Barigozzi, Matteo; Cho, Haeran; Owens, Dom
Inference in heavy-tailed non-stationary multivariate time series
2024 Barigozzi, Matteo; Cavaliere, Giuseppe; Trapani, Lorenzo
fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling
2023 Owens, Dom; Cho, Haeran; Barigozzi, Matteo
Inferential theory for generalized dynamic factor models
2023 Barigozzi, Matteo; Hallin, Marc; Luciani, Matteo; Zaffaroni, Paolo
Measuring the Output Gap using Large Datasets
2023 Barigozzi, Matteo; Luciani, Matteo
An algebraic estimator for large spectral density matrices
2022 Barigozzi, Matteo; Farne, Matteo
Factor Network Autoregressions
2022 Matteo Barigozzi; Giuseppe Cavaliere; Graziano Moramarco
Testing for Common Trends in Nonstationary Large Datasets
2022 Barigozzi M.; Trapani L.
Large-Dimensional Dynamic Factor Models: Estimation of Impulse-Response Functions with I(1) Cointegrated Factors
2021 Matteo Barigozzi; Marco Lippi; Matteo Luciani
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness
2021 Matteo Barigozzi; Marc Hallin; Stefano Soccorsi; Rainer von Sachs
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors
2020 Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo
Consistent estimation of high-dimensional factor models when the factor number is over-estimated
2020 Barigozzi, Matteo; Cho, Haeran
Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals
2020 Barigozzi M; Hallin M
Sequential testing for structural stability in approximate factor models
2020 Matteo Barigozzi, Lorenzo Trapani
Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models
2019 Barigozzi M; Hallin M; Soccorsi S
NETS: Network Estimation for Time Series
2019 Barigozzi M; Brownlees C
Intellectual Property Rights, Imitation, and Development. The Effect on Cross-Border Mergers and Acquisitions
2018 Campi M; Duenas M; Barigozzi M; Fagiolo G
On the Stability of Euro Area Money Demand and its Implications for Monetary Policy
2018 Barigozzi M; Conti A
Power-Law Partial Correlation Network Models
2018 Barigozzi M; Brownlees C; Lugosi Gabor