Matteo Barigozzi
Title
Cited by
Cited by
Year
Improved penalization for determining the number of factors in approximate factor models
L Alessi, M Barigozzi, M Capasso
Statistics & probability letters 80 (23-24), 1806-1813, 2010
319*2010
Multinetwork of international trade: A commodity-specific analysis
M Barigozzi, G Fagiolo, D Garlaschelli
Physical Review E 81 (4), 046104, 2010
2122010
Identifying the community structure of the international-trade multi-network
M Barigozzi, G Fagiolo, G Mangioni
Physica A: statistical mechanics and its applications, 2011
166*2011
Nets: Network estimation for time series
M Barigozzi, C Brownlees
Journal of Applied Econometrics 34 (3), 347-364, 2019
1392019
Non‐Fundamentalness in Structural Econometric Models: A Review
L Alessi, M Barigozzi, M Capasso
International statistical review 79 (1), 16-47, 2011
118*2011
Do euro area countries respond asymmetrically to the common monetary policy?
M Barigozzi, AM Conti, M Luciani
Oxford bulletin of economics and statistics 76 (5), 693-714, 2014
110*2014
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors
L Alessi, M Barigozzi, M Capasso
Working Paper Series, 2009
52*2009
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
M Barigozzi, C Brownlees, GM Gallo, D Veredas
Journal of econometrics 182 (2), 364-384, 2014
46*2014
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I (1) cointegrated factors
M Barigozzi, M Lippi, M Luciani
Journal of Econometrics, 2020
38*2020
Simultaneous multiple change-point and factor analysis for high-dimensional time series
M Barigozzi, H Cho, P Fryzlewicz
Journal of Econometrics 206 (1), 187-225, 2018
382018
Generalized dynamic factor models and volatilities: recovering the market volatility shocks
M Barigozzi, M Hallin
The Econometrics Journal 19 (1), C33-C60, 2016
372016
A network analysis of the volatility of high dimensional financial series
M Barigozzi, M Hallin
Journal of the Royal Statistical Society: Series C (Applied Statistics) 66á…, 2017
342017
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors
M Barigozzi, M Lippi, M Luciani
Econometrics 8 (1), 3, 2020
33*2020
The distribution of household consumption-expenditure budget shares
M Barigozzi, L Alessi, M Capasso, G Fagiolo
Structural Change and Economic Dynamics 23 (1), 69-91, 2012
272012
Generalized dynamic factor models and volatilities: estimation and forecasting
M Barigozzi, M Hallin
Journal of Econometrics 201 (2), 307-321, 2017
222017
On the distributional properties of household consumption expenditures: The case of Italy
G Fagiolo, L Alessi, M Barigozzi, M Capasso
Empirical Economics 38 (3), 717-741, 2010
192010
On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters
M Capasso, L Alessi, M Barigozzi, G Fagiolo
Advances in Complex Systems 12 (02), 157-167, 2009
192009
Spatio-temporal patterns of the international merger and acquisition network
M Due˝as, R Mastrandrea, M Barigozzi, G Fagiolo
Scientific reports 7 (1), 1-14, 2017
142017
The common component of firm growth
L Alessi, M Barigozzi, M Capasso
Structural Change and Economic Dynamics 26, 73-82, 2013
14*2013
On the stability of Euro Area money demand and its implications for monetary policy
M Barigozzi, AM Conti
Available at SSRN 1599669, 2017
11*2017
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Articles 1–20