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Matteo Barigozzi

Full Professor

Department of Economics

Academic discipline: SECS-P/01 Economics

Publications

Barigozzi M; Hallin M, Generalized dynamic factor models and volatilities: Recovering the market volatility shocks, «ECONOMETRICS JOURNAL», 2016, 19, pp. 33 - 60 [Scientific article]

M. Barigozzi; A. Moneta, Identifying the independent sources of consumption variation, «JOURNAL OF APPLIED ECONOMETRICS», 2016, 31, pp. 420 - 449 [Scientific article]

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 [Scientific article]

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 [Scientific article]

Alessi L; Barigozzi M; Capasso M, The Common Component of Firm Growth, «STRUCTURAL CHANGE AND ECONOMIC DYNAMICS», 2013, 26, pp. 73 - 82 [Scientific article]

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 [Scientific article]

Barigozzi M; Fagiolo G; Mangioni G, Identifying the Community Structure of the International Trade Multi Network, «PHYSICA. A», 2011, 390, pp. 2051 - 2066 [Scientific article]

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 [Scientific article]

Alessi L; Barigozzi M; Capasso M, Nonfundamentalness in Structural Econometric Models: A Review, «INTERNATIONAL STATISTICAL REVIEW», 2011, 79, pp. 16 - 47 [Scientific article]

Alessi L; Barigozzi M; Capasso M, Improved Penalization when Determining the Number of Factors in Approximate Static Factor Models, «STATISTICS & PROBABILITY LETTERS», 2010, 80, pp. 1806 - 1813 [Scientific article]

Barigozzi M; Garlaschelli D; Fagiolo G, Multinetwork of international trade: A commodity-specific analysis, «PHYSICAL REVIEW E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS», 2010, 81, pp. 1 - 23 [Scientific article]

FAGIOLO G; ALESSI L; BARIGOZZI M; CAPASSO M, On the Distributional Properties of Household Consumption Expenditures: The Case of Italy, «EMPIRICAL ECONOMICS», 2010, 38, pp. 717 - 741 [Scientific article]

CAPASSO M; ALESSI L; BARIGOZZI M; FAGIOLO G, On Approximating the Distributions of Goodness-of-fit Test Statistics Based on the Empirical Distribution Function: The Case of Unknown Parameters, «ADVANCES IN COMPLEX SYSTEM», 2009, 12, pp. 157 - 167 [Scientific article]

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