Stefano Soccorsi
Names
| first: |
Stefano |
| last: |
Soccorsi |
Identifer
Contact
Affiliations
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Lancaster University
/ Management School
/ Department of Economics
Research profile
author of:
- Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness (RePEc:aiz:louvad:2019024)
by Barigozzi, M. & Hallin, M. & Soccorsi, S. & Von Sachs, R. - Time-varying general dynamic factor models and the measurement of financial connectedness (RePEc:aiz:louvar:2020015)
by Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer - Dynamic Factor model with infinite dimensional factor space: forecasting (RePEc:cpr:ceprdp:11161)
by Forni, Mario & Giovannelli, Alessandro & Lippi, Marco & Soccorsi, Stefano - An American Macroeconomic Picture. Supply and Demand Shocks in the Frequency Domain (RePEc:cpr:ceprdp:18070)
by Gambetti, Luca & Granese, Antonio & Sala, Luca & Soccorsi, Stefano - Measuring Nonfundamentalness for Structural VARs (RePEc:eca:wpaper:2013/222962)
by Stefano Soccorsi - Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting (RePEc:eca:wpaper:2013/228908)
by Mario Forni & Alessandro Giovannelli & Marco Lippi & Stefano Soccorsi - Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models (RePEc:eca:wpaper:2013/248676)
by Matteo Barigozzi & Marc Hallin & Stefano Soccorsi - Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness (RePEc:eca:wpaper:2013/283963)
by Matteo Barigozzi & Marc Hallin & Stefano Soccorsi - Measuring nonfundamentalness for structural VARs (RePEc:eee:dyncon:v:71:y:2016:i:c:p:86-101)
by Soccorsi, Stefano - Time-varying general dynamic factor models and the measurement of financial connectedness (RePEc:eee:econom:v:222:y:2021:i:1:p:324-343)
by Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer - Forecasting stock returns with large dimensional factor models (RePEc:eee:empfin:v:63:y:2021:i:c:p:252-269)
by Giovannelli, Alessandro & Massacci, Daniele & Soccorsi, Stefano - Identification of global and local shocks in international financial markets via general dynamic factor models (RePEc:ehl:lserod:86932)
by Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano - Forecasting Stock Returns with Large Dimensional Factor Models (RePEc:lan:wpaper:305661169)
by Alessandro Giovannelli & Daniele Massacci & Stefano Soccorsi - Dynamic Factor model with infinite dimensional factor space: forecasting (RePEc:mod:recent:120)
by Mario Forni & Alessandro Giovannelli & Marco Lippi & Stefano Soccorsi - Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models (RePEc:oup:jfinec:v:17:y:2019:i:3:p:462-494.)
by Matteo Barigozzi & Marc Hallin & Stefano Soccorsi - Dynamic factor model with infinite‐dimensional factor space: Forecasting (RePEc:wly:japmet:v:33:y:2018:i:5:p:625-642)
by Mario Forni & Alessandro Giovannelli & Marco Lippi & Stefano Soccorsi