BARIGOZZI, MATTEO

BARIGOZZI, MATTEO  

DIPARTIMENTO DI SCIENZE ECONOMICHE  

Docenti di ruolo di Ia fascia  

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Risultati 1 - 20 di 39 (tempo di esecuzione: 0.039 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
A network analysis of the volatility of high-dimensional financial series Barigozzi M; Hallin M 2017-01-01 JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS - 1.01 Articolo in rivista -
An algebraic estimator for large spectral density matrices Barigozzi, Matteo; Farne, Matteo 2022-01-01 JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION - 1.01 Articolo in rivista An_algebraic_estimator_for_large_spectral_density_.pdf
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo 2020-01-01 ECONOMETRICS - 1.01 Articolo in rivista Barigozzi Lippi Luciani (2020) - Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors.pdf
Community Structure in the Multi-Network of International Trade Barigozzi M; Fagiolo G; Mangioni G 2010-01-01 - Springer 4.01 Contributo in Atti di convegno -
Consistent estimation of high-dimensional factor models when the factor number is over-estimated Barigozzi, Matteo; Cho, Haeran 2020-01-01 ELECTRONIC JOURNAL OF STATISTICS - 1.01 Articolo in rivista Barigozzi Cho (2020) - Consistent estimation of high dimensional factor models when the factor number is over estimated.pdf
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures Barigozzi M; Brownlees C; Gallo G; Veredas D 2014-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista -
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? Barigozzi M; Conti A; Luciani M 2014-01-01 OXFORD BULLETIN OF ECONOMICS AND STATISTICS - 1.01 Articolo in rivista -
Dynamic Factor Models for Forecasting and Structural Identification Barigozzi M 2010-01-01 - European Mathematical Society Publishing House 4.01 Contributo in Atti di convegno -
Factor Network Autoregressions Matteo Barigozzi; Giuseppe Cavaliere; Graziano Moramarco 2022-01-01 - - 7.13 Rapporto tecnico -
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 -
FNETS: Factor-adjusted network estimation and forecasting for high-dimensional time series Barigozzi, Matteo; Cho, Haeran; Owens, Dom 2023-01-01 JOURNAL OF BUSINESS & ECONOMIC STATISTICS - 1.01 Articolo in rivista FNETS Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series.pdf
Generalized Dynamic Factor Models and Volatilities Estimation and Forecasting Barigozzi M; Hallin M 2017-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista -
Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals Barigozzi M; Hallin M 2020-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista BH_quantiles_final.pdf
Generalized dynamic factor models and volatilities: Recovering the market volatility shocks Barigozzi M; Hallin M 2016-01-01 ECONOMETRICS JOURNAL - 1.01 Articolo in rivista -
Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models Barigozzi M; Hallin M; Soccorsi S 2019-01-01 JOURNAL OF FINANCIAL ECONOMETRICS - 1.01 Articolo in rivista -
Identifying the Community Structure of the International Trade Multi Network Barigozzi M; Fagiolo G; Mangioni G 2011-01-01 PHYSICA. A - 1.01 Articolo in rivista -
Identifying the independent sources of consumption variation M. Barigozzi; A. Moneta 2016-01-01 JOURNAL OF APPLIED ECONOMETRICS - 1.01 Articolo in rivista -
Immigrant’s Legal Status, Permanence in the Destination Country and the Distribution of Consumption Expenditure Barigozzi M; Speciale B 2011-01-01 APPLIED ECONOMICS LETTERS - 1.01 Articolo in rivista -
Improved Penalization when Determining the Number of Factors in Approximate Static Factor Models Alessi L; Barigozzi M; Capasso M 2010-01-01 STATISTICS & PROBABILITY LETTERS - 1.01 Articolo in rivista -
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