CRIS Current Research Information System

BARIGOZZI, MATTEO
 Distribuzione geografica
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Continente #
AS - Asia 2.502
NA - Nord America 2.465
EU - Europa 2.150
SA - Sud America 176
AF - Africa 80
OC - Oceania 10
Continente sconosciuto - Info sul continente non disponibili 1
Totale 7.384
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Nazione #
US - Stati Uniti d'America 2.403
CN - Cina 807
IT - Italia 726
SG - Singapore 684
GB - Regno Unito 674
VN - Vietnam 419
DE - Germania 224
FR - Francia 171
HK - Hong Kong 147
BR - Brasile 126
IN - India 96
KR - Corea 93
BD - Bangladesh 60
IE - Irlanda 55
RU - Federazione Russa 54
NL - Olanda 46
CI - Costa d'Avorio 39
CA - Canada 32
IL - Israele 32
JP - Giappone 29
SE - Svezia 29
AT - Austria 28
MX - Messico 21
AR - Argentina 20
ID - Indonesia 18
FI - Finlandia 17
CZ - Repubblica Ceca 16
ES - Italia 16
IQ - Iraq 15
TH - Thailandia 15
PH - Filippine 14
PL - Polonia 13
TR - Turchia 13
UA - Ucraina 13
PK - Pakistan 10
TW - Taiwan 10
KZ - Kazakistan 9
AU - Australia 8
BE - Belgio 8
GR - Grecia 8
CO - Colombia 7
EC - Ecuador 7
ET - Etiopia 7
SA - Arabia Saudita 7
CH - Svizzera 6
HR - Croazia 6
LT - Lituania 6
RO - Romania 6
ZA - Sudafrica 6
CL - Cile 5
MY - Malesia 5
SC - Seychelles 5
SI - Slovenia 5
JO - Giordania 4
VE - Venezuela 4
BG - Bulgaria 3
BO - Bolivia 3
BW - Botswana 3
CY - Cipro 3
EG - Egitto 3
HU - Ungheria 3
JM - Giamaica 3
KE - Kenya 3
NP - Nepal 3
PT - Portogallo 3
SK - Slovacchia (Repubblica Slovacca) 3
TG - Togo 3
AM - Armenia 2
DK - Danimarca 2
DZ - Algeria 2
HN - Honduras 2
MA - Marocco 2
MR - Mauritania 2
NI - Nicaragua 2
NZ - Nuova Zelanda 2
PE - Perù 2
SM - San Marino 2
TN - Tunisia 2
UZ - Uzbekistan 2
AE - Emirati Arabi Uniti 1
AZ - Azerbaigian 1
BA - Bosnia-Erzegovina 1
BY - Bielorussia 1
CR - Costa Rica 1
DO - Repubblica Dominicana 1
EE - Estonia 1
KH - Cambogia 1
MC - Monaco 1
MD - Moldavia 1
MK - Macedonia 1
ML - Mali 1
MU - Mauritius 1
NG - Nigeria 1
NO - Norvegia 1
OM - Oman 1
PS - Palestinian Territory 1
PY - Paraguay 1
UY - Uruguay 1
XK - ???statistics.table.value.countryCode.XK??? 1
Totale 7.384
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Città #
Southend 616
Singapore 496
Fairfield 203
Bologna 180
Ashburn 169
Hefei 161
Santa Clara 159
Ann Arbor 149
Chandler 120
Hong Kong 120
San Jose 107
Dallas 106
Hanoi 106
Ho Chi Minh City 104
Seattle 99
Houston 93
Beijing 86
Seoul 86
Woodbridge 85
Wilmington 78
Rome 71
Milan 69
Princeton 66
Cambridge 64
Dublin 55
Boardman 54
New York 53
Los Angeles 45
Abidjan 39
Lauterbourg 38
Regensburg 36
Berlin 33
Tel Aviv 31
Westminster 30
Des Moines 26
Buffalo 24
Jinan 24
Dong Ket 22
Florence 22
Guangzhou 21
Hangzhou 20
Tokyo 20
Frankfurt am Main 19
Haiphong 19
Shanghai 18
Council Bluffs 17
Redmond 17
São Paulo 17
Prague 16
Ancona 15
Bengaluru 15
Bengbu 14
Da Nang 13
Chicago 12
Helsinki 12
North Bergen 12
Rimini 12
The Dalles 12
Changsha 11
Mexico City 11
Nanjing 11
Redondo Beach 11
Vienna 11
Ferrara di Monte Baldo 10
Marzabotto 10
Nanchang 10
Salt Lake City 10
Shenyang 10
Amsterdam 9
Jakarta 9
Nuremberg 9
Taiyuan 9
Tianjin 9
Brooklyn 8
London 8
Modena 8
Pisa 8
San Diego 8
Warsaw 8
Zhengzhou 8
Addis Ababa 7
Madrid 7
Naples 7
Shenzhen 7
Ankara 6
Baghdad 6
Bangkok 6
Denver 6
Jacksonville 6
Jiaxing 6
Moncalieri 6
Montréal 6
Parma 6
Qiaosi 6
Rio de Janeiro 6
Stockholm 6
Turin 6
York 6
Can Tho 5
Crespellano 5
Totale 4.754
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Nome #
Large-Dimensional Dynamic Factor Models: Estimation of Impulse-Response Functions with I(1) Cointegrated Factors 354
Measuring the Output Gap using Large Datasets 331
Inference in heavy-tailed non-stationary multivariate time series 268
An algebraic estimator for large spectral density matrices 257
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness 247
Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals 244
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors 212
NETS: Network Estimation for Time Series 212
FNETS: Factor-adjusted network estimation and forecasting for high-dimensional time series 203
Testing for Common Trends in Nonstationary Large Datasets 203
Sequential testing for structural stability in approximate factor models 198
Inferential theory for generalized dynamic factor models 194
Factor Network Autoregressions 188
Consistent estimation of high-dimensional factor models when the factor number is over-estimated 181
Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models 168
On the Stability of Euro Area Money Demand and its Implications for Monetary Policy 155
Modelling large dimensional datasets with Markov switching factor models 153
A network analysis of the volatility of high-dimensional financial series 152
Power-Law Partial Correlation Network Models 152
Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models 152
General spatio-temporal factor models for high-dimensional random fields on a lattice 150
Intellectual Property Rights, Imitation, and Development. The Effect on Cross-Border Mergers and Acquisitions 146
Simultaneous Multiple Change-Point and Factor Analysis for High-Dimensional Time Series 145
Generalized dynamic factor models and volatilities: Recovering the market volatility shocks 144
The Dynamic, the Static, and the Weak: Factor Models and the Analysis of High‐Dimensional Time Series 139
Generalized Dynamic Factor Models and Volatilities Estimation and Forecasting 138
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? 137
Factor Network Autoregressions 137
Spatio-Temporal Patterns of the International Merger and Acquisition Network 136
Factoring in the Micro: A Transaction‐Level Dynamic Factor Approach to the Decomposition of Export Volatility 131
Immigrant’s Legal Status, Permanence in the Destination Country and the Distribution of Consumption Expenditure 129
The Common Component of Firm Growth 125
Identifying the independent sources of consumption variation 124
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures 121
Multinetwork of international trade: A commodity-specific analysis 119
Community Structure in the Multi-Network of International Trade 118
Nonfundamentalness in Structural Econometric Models: A Review 117
Improved Penalization when Determining the Number of Factors in Approximate Static Factor Models 114
Identifying the Community Structure of the International Trade Multi Network 113
Dynamic Factor Models for Forecasting and Structural Identification 112
On the Distributional Properties of Household Consumption Expenditures: The Case of Italy 109
On Approximating the Distributions of Goodness-of-fit Test Statistics Based on the Empirical Distribution Function: The Case of Unknown Parameters 108
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 102
Networks Estimation in Econometrics 95
Dynamic Factor Models: A Genealogy 83
fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling 76
Tail-robust factor modelling of vector and tensor time series in high dimensions 74
Statistical inference for large-dimensional tensor factor model by iterative projections 72
Moving Sum Procedure for Multiple Change Point Detection in Large Factor Models 56
Measuring the euro area output gap 1
Totale 7.595
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Categoria #
all - tutte 21.700
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 21.700
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021148 0 0 0 0 0 0 0 0 0 0 0 148
2021/2022768 25 31 60 26 111 31 44 78 60 29 196 77
2022/2023697 46 59 47 139 55 49 35 39 138 37 38 15
2023/2024541 41 57 35 39 40 105 52 53 8 69 23 19
2024/20251.250 31 147 104 78 219 97 121 67 54 67 99 166
2025/20262.824 226 194 340 204 296 154 285 136 448 263 172 106
Totale 7.595