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Matteo Barigozzi

Professore ordinario

Dipartimento di Scienze Economiche

Settore scientifico disciplinare: SECS-P/01 ECONOMIA POLITICA


Matteo Barigozzi; Marc Hallin; Stefano Soccorsi; Rainer von Sachs, Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness, «JOURNAL OF ECONOMETRICS», in corso di stampa, in stampa, pp. 1 - 30 [articolo]

Matteo Barigozzi; Marco Lippi; Matteo Luciani, Large-Dimensional Dynamic Factor Models: Estimation of Impulse-Response Functions with I(1) Cointegrated Factors, «JOURNAL OF ECONOMETRICS», 2021, 221, pp. 455 - 482 [articolo]

Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo, Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors, «ECONOMETRICS», 2020, 8, pp. 1 - 23 [articolo]Open Access

Barigozzi, Matteo; Cho, Haeran, Consistent estimation of high-dimensional factor models when the factor number is over-estimated, «ELECTRONIC JOURNAL OF STATISTICS», 2020, 14, pp. 2892 - 2921 [articolo]

Barigozzi M; Hallin M, Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals, «JOURNAL OF ECONOMETRICS», 2020, 216, pp. 4 - 34 [articolo]

Matteo Barigozzi, Lorenzo Trapani, Sequential testing for structural stability in approximate factor models, «STOCHASTIC PROCESSES AND THEIR APPLICATIONS», 2020, 130, pp. 5149 - 5187 [articolo]

Barigozzi M; Hallin M; Soccorsi S, Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models, «JOURNAL OF FINANCIAL ECONOMETRICS», 2019, 17, pp. 462 - 494 [articolo]

Barigozzi M; Brownlees C, NETS: Network Estimation for Time Series, «JOURNAL OF APPLIED ECONOMETRICS», 2019, 34, pp. 347 - 364 [articolo]

Campi M; Duenas M; Barigozzi M; Fagiolo G, Intellectual Property Rights, Imitation, and Development. The Effect on Cross-Border Mergers and Acquisitions, «JOURNAL OF INTERNATIONAL TRADE & ECONOMIC DEVELOPMENT», 2018, 28, pp. 230 - 256 [articolo]

Barigozzi M; Conti A, On the Stability of Euro Area Money Demand and its Implications for Monetary Policy, «OXFORD BULLETIN OF ECONOMICS AND STATISTICS», 2018, 4, pp. 755 - 787 [articolo]

Barigozzi M; Brownlees C; Lugosi Gabor, Power-Law Partial Correlation Network Models, «ELECTRONIC JOURNAL OF STATISTICS», 2018, 12, pp. 2905 - 2929 [articolo]

Barigozzi M; Cho H; Fryzlewicz P, Simultaneous Multiple Change-Point and Factor Analysis for High-Dimensional Time Series, «JOURNAL OF ECONOMETRICS», 2018, 206, pp. 187 - 225 [articolo]

Barigozzi M; Hallin M, A network analysis of the volatility of high-dimensional financial series, «JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS», 2017, 66, pp. 581 - 605 [articolo]

Barigozzi M; Hallin M, Generalized Dynamic Factor Models and Volatilities Estimation and Forecasting, «JOURNAL OF ECONOMETRICS», 2017, 201, pp. 307 - 321 [articolo]

Duenas M; Mastrandrea R; Barigozzi M; Fagiolo G, Spatio-Temporal Patterns of the International Merger and Acquisition Network, «SCIENTIFIC REPORTS», 2017, 7, pp. 1 - 14 [articolo]Open Access

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