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
Barigozzi, M; Hallin, M, Generalized dynamic factor models and volatilities: Recovering the market volatility shocks, «ECONOMETRICS JOURNAL», 2016, 19, pp. 33 - 60 [articolo]
M. Barigozzi; A. Moneta, Identifying the independent sources of consumption variation, «JOURNAL OF APPLIED ECONOMETRICS», 2016, 31, pp. 420 - 449 [articolo]
Barigozzi, M; Brownlees, C; Gallo, G; Veredas, D, Disentangling systematic and idiosyncratic dynamics in panels of volatility measures, «JOURNAL OF ECONOMETRICS», 2014, 182, pp. 364 - 384 [articolo]
Barigozzi, M; Conti, A; Luciani, M, Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?, «OXFORD BULLETIN OF ECONOMICS AND STATISTICS», 2014, 76, pp. 693 - 714 [articolo]
Barigozzi M; Brownlees C, Networks Estimation in Econometrics, in: Advances in Latent Variables, ITA, Vita e pensiero, 2013, pp. 1 - 8 (atti di: Societa italiana di statistica, Brescia, 2013) [Contributo in Atti di convegno]
Alessi L; Barigozzi M; Capasso M, The Common Component of Firm Growth, «STRUCTURAL CHANGE AND ECONOMIC DYNAMICS», 2013, 26, pp. 73 - 82 [articolo]
Barigozzi M; Alessi L; Capasso M; Fagiolo G, The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households, «STRUCTURAL CHANGE AND ECONOMIC DYNAMICS», 2012, 23, pp. 69 - 91 [articolo]
Barigozzi M; Fagiolo G; Mangioni G, Identifying the Community Structure of the International Trade Multi Network, «PHYSICA. A», 2011, 390, pp. 2051 - 2066 [articolo]
Barigozzi, M; Speciale, B, Immigrant’s Legal Status, Permanence in the Destination Country and the Distribution of Consumption Expenditure, «APPLIED ECONOMICS LETTERS», 2011, 18, pp. 1341 - 1347 [articolo]
Alessi, L; Barigozzi, M; Capasso, M, Nonfundamentalness in Structural Econometric Models: A Review, «INTERNATIONAL STATISTICAL REVIEW», 2011, 79, pp. 16 - 47 [articolo]
Barigozzi M; Fagiolo G; Mangioni G, Community Structure in the Multi-Network of International Trade, in: Complex Networks. Communications in Computer and Information Science, DEU, Springer, 2010, 116, pp. 1 - 14 (atti di: Complenet2010, Rio De Janeiro, 2010) [Contributo in Atti di convegno]
