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 [Scientific article]
Barigozzi M; Brownlees C; Lugosi Gabor, Power-Law Partial Correlation Network Models, «ELECTRONIC JOURNAL OF STATISTICS», 2018, 12, pp. 2905 - 2929 [Scientific article]
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 [Scientific article]
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 [Scientific article]
Barigozzi M; Hallin M, Generalized Dynamic Factor Models and Volatilities
Estimation and Forecasting, «JOURNAL OF ECONOMETRICS», 2017, 201, pp. 307 - 321 [Scientific article]
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 [Scientific article]Open Access
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]
