BARIGOZZI, MATTEO
BARIGOZZI, MATTEO
DIPARTIMENTO DI SCIENZE ECONOMICHE
Docenti di ruolo di Ia fascia
A network analysis of the volatility of high-dimensional financial series
2017 Barigozzi M; Hallin M
An algebraic estimator for large spectral density matrices
2022 Barigozzi, Matteo; Farne, Matteo
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors
2020 Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo
Community Structure in the Multi-Network of International Trade
2010 Barigozzi M; Fagiolo G; Mangioni G
Consistent estimation of high-dimensional factor models when the factor number is over-estimated
2020 Barigozzi, Matteo; Cho, Haeran
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
2014 Barigozzi M; Brownlees C; Gallo G; Veredas D
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?
2014 Barigozzi M; Conti A; Luciani M
Dynamic Factor Models for Forecasting and Structural Identification
2010 Barigozzi M
Factor Network Autoregressions
2022 Matteo Barigozzi; Giuseppe Cavaliere; Graziano Moramarco
Generalized Dynamic Factor Models and Volatilities Estimation and Forecasting
2017 Barigozzi M; Hallin M
Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals
2020 Barigozzi M; Hallin M
Generalized dynamic factor models and volatilities: Recovering the market volatility shocks
2016 Barigozzi M; Hallin M
Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models
2019 Barigozzi M; Hallin M; Soccorsi S
Identifying the Community Structure of the International Trade Multi Network
2011 Barigozzi M; Fagiolo G; Mangioni G
Identifying the independent sources of consumption variation
2016 M. Barigozzi; A. Moneta
Immigrant’s Legal Status, Permanence in the Destination Country and the Distribution of Consumption Expenditure
2011 Barigozzi M; Speciale B
Improved Penalization when Determining the Number of Factors in Approximate Static Factor Models
2010 Alessi L; Barigozzi M; Capasso M
Inference in heavy-tailed non-stationary multivariate time series
2022 Barigozzi, Matteo; Cavaliere, Giuseppe; Trapani, Lorenzo
Inferential theory for generalized dynamic factor models
2023 Barigozzi, Matteo; Hallin, Marc; Luciani, Matteo; Zaffaroni, Paolo
Intellectual Property Rights, Imitation, and Development. The Effect on Cross-Border Mergers and Acquisitions
2018 Campi M; Duenas M; Barigozzi M; Fagiolo G