Matteo Barigozzi

Names

Contact

Affiliations

• Alma Mater Studiorum - Università di Bologna → Dipartimento di Scienze Economiche
  • website
  • location: Bologna, Italy

Research profile

author of:

• A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models
  by Lucia Alessi & Matteo Barigozzi & Marco Capasso
• A Review of Nonfundamentalness and Identification in Structural VAR Models
  by Lucia Alessi & Matteo Barigozzi & Marco Capasso
• On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters
  by Marco Capasso & Lucia Alessi & Matteo Barigozzi & Giorgio Fagiolo
• On the distributional properties of household consumption expenditures. The case of Italy.
  by Giorgio Fagiolo & Lucia Alessi & Matteo Barigozzi & Marco Capasso
• The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households
  by Matteo Barigozzi & Lucia Alessi & Marco Capasso & Giorgio Fagiolo
• The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households
  by Matteo Barigozzi & Lucia Alessi & Marco Capasso & Giorgio Fagiolo
• Multinetwork of international trade: A commodity-specific analysis
  by Matteo Barigozzi & Giorgio Fagiolo & Diego Garlaschelli
• The distribution of households consumption-expenditure budget shares
  by Barigozzi, Matteo & Alessi, Lucia & Capasso, Marco & Fagiolo, Giorgio
• Immigrant’s legal status, permanence in the destination country and the distribution of consumption expenditure
  by Matteo Barigozzi & Biagio Speciale
• The Multi-Network of International Trade: A Commodity-Specific Analysis
  by Matteo Barigozzi & Giorgio Fagiolo & Diego Garlaschelli
• Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors
  by Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco
• A Robust Criterion for Determining the Number of Factors in Approximate Factor Models
  by Lucia Alessi & Matteo Barigozzi & Marco Capasso
• On the distributional properties of household consumption expenditures: the case of Italy
  by Giorgio Fagiolo & Lucia Alessi & Matteo Barigozzi & Marco Capasso
• On the Sources of Euro Area Money Demand Stability. A Time-Varying Cointegration Analysis
  by Matteo Barigozzi & Antonio Conti
• Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets
  by Matteo Barigozzi & Christian T. Brownlees & Giampiero M. Gallo & David Veredas
• Identifying the Community Structure of the International-Trade Multi Network
  by Matteo Barigozzi & Giorgio Fagiolo & Giuseppe Mangioni
• The Rank of a System of Engel Curves. How Many Common Factors?
  by Matteo Barigozzi & Alessio Moneta
• Immigrants' legal status, permanence in the destination country and the distribution of consumption expenditure
  by Matteo Barigozzi & Biagio Speciale
• Non‐Fundamentalness in Structural Econometric Models: A Review
  by Lucia Alessi & Matteo Barigozzi & Marco Capasso
• Improved penalization for determining the number of factors in approximate factor models
  by Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco
• Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model
  by Matteo Barigozzi & Antonio M. Conti & Matteo Luciani
• The distribution of household consumption-expenditure budget shares
  by Barigozzi, Matteo & Alessi, Lucia & Capasso, Marco & Fagiolo, Giorgio
• Identifying the Independent Sources of Consumption Variation
  by Matteo Barigozzi & Alessio Moneta
• Identifying the community structure of the international-trade multi-network
  by Barigozzi, Matteo & Fagiolo, Giorgio & Mangioni, Giuseppe
• On the Stability of Euro Area Money Demand and its Implications for Monetary Policy
  by Matteo Barigozzi & Antonio Conti
• Nets: Network estimation for time series
  by Matteo Barigozzi & Christian T. Brownlees
• Nets: Network Estimation for Time Series
  by Matteo Barigozzi & Christian Brownlees
• Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?
  by Matteo Luciani & Antoniomaria Conti & Matteo Barigozzi
• The common component of firm growth
  by Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco
• Do Euro area countries respond asymmetrically to the common monetary policy?
  by Barigozzi, Matteo & Conti, Antonio & Luciani, Matteo
• Dynamic Factor Models, Cointegration and Error Correction Mechanisms
  by Matteo Barigozzi & Marco Lippi & Matteo Luciani
• Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures
  by Matteo Barigozzi & Christian T. Brownlees & Giampiero M. Gallo & David Veredas
• Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
  by Barigozzi, Matteo & Brownlees, Christian & Gallo, Giampiero M. & Veredas, David
• Generalized Dynamic Factor Models and Volatilities. Recovering the Market Volatility Shocks
  by Matteo Barigozzi & Marc Hallin
• Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?
  by Matteo Barigozzi & Antonio M. Conti & Matteo Luciani
• Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting
  by Matteo Barigozzi & Marc Hallin
• Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series
  by Matteo Barigozzi & Marc Hallin
• Non-Stationary Dynamic Factor Models for Large Datasets
  by Matteo Barigozzi & Marco Lippi & Matteo Luciani
• Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series
  by Matteo Barigozzi & Marc Hallin
• Dynamic Factor Models, Cointegration, and Error Correction Mechanisms
  by Matteo Barigozzi & Marco Lippi & Matteo Luciani
• Do Intellectual Property Rights Influence Cross-Border Mergers and Acquisitions ?
  by Mercedes Campi & Marco Duenas & Matteo Barigozzi & Giorgio Fagiolo
• Identifying the Independent Sources of Consumption Variation
  by Matteo Barigozzi & Alessio Moneta
• Generalized dynamic factor models and volatilities: recovering the market volatility shocks
  by Matteo Barigozzi & Marc Hallin
• Identifying the independent sources of consumption variation
  by Barigozzi, Matteo & Moneta, Alessio
• Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models
  by Matteo Barigozzi & Marc Hallin & Stefano Soccorsi
• ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS
  by MARCO CAPASSO & LUCIA ALESSI & MATTEO BARIGOZZI & GIORGIO FAGIOLO
• A robust criterion for determining the number of static factors in approximate factor models.
  by Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco
• Spatio-Temporal Patterns of the International Merger and Acquisition Network
  by Marcos Duenas & Rossana Mastrandrea & Matteo Barigozzi & Giorgio Fagiolo
• A review of nonfundamentalness and identification in structural VAR models
  by Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco
• Sequential testing for structural stability in approximate factor models
  by Matteo Barigozzi & Lorenzo Trapani
• Generalized dynamic factor models and volatilities: estimation and forecasting
  by Barigozzi, Matteo & Hallin, Marc
• Generalized dynamic factor models and volatilities: recovering the market volatility shocks
  by Barigozzi, Matteo & Hallin, Mark
• A network analysis of the volatility of high dimensional financial series
  by Matteo Barigozzi & Marc Hallin
• Common Factors, Trends, and Cycles in Large Datasets
  by Matteo Barigozzi & Matteo Luciani
• Determining the dimension of factor structures in non-stationary large datasets
  by Matteo Barigozzi & Lorenzo Trapani
• Identification of global and local shocks in international financial markets via general dynamic factor models
  by Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano
• Do National Account Statistics Underestimate US Real Output Growth?
  by Matteo Barigozzi & Matteo Luciani
• Simultaneous multiple change-point and factor analysis for high-dimensional time series
  by Barigozzi, Matteo & Cho, Haeran & Fryzlewicz, Piotr
• A network analysis of the volatility of high-dimensionalfinancial series
  by Barigozzi, Matteo & Hallin, Marc
• On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy
  by Matteo Barigozzi & Antonio M. Conti
• Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals
  by Matteo Barigozzi & Marc Hallin
• Determining the dimension of factor structures in non-stationary large datasets
  by Matteo Barigozzi & Lorenzo Trapani
• Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals
  by Matteo Barigozzi & Marc Hallin
• Sequential testing for structural stability in approximate factor models
  by Matteo Barigozzi & Lorenzo Trapani
• NETS: Network estimation for time series
  by Matteo Barigozzi & Christian Brownlees
• Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness
  by Matteo Barigozzi & Marc Hallin & Stefano Soccorsi
• Intellectual property rights, imitation, and development. The effect on cross-border mergers and acquisitions
  by Mercedes Campi & Marco Dueñas & Matteo Barigozzi & Giorgio Fagiolo
• Simultaneous multiple change-point and factor analysis for high-dimensional time series
  by Barigozzi, Matteo & Cho, Haeran & Fryzlewicz, Piotr
• Nets: network estimation for time series
  by Barigozzi, Matteo & Brownlees, Christian T.
• Spatio-temporal patterns of the international merger and acquisition network
  by Dueñas, Marco & Mastrandrea, Rossana & Barigozzi, Matteo & Fagiolo, Giorgio
• Generalized dynamic factor models and volatilities estimation and forecasting
  by Barigozzi, Matteo & Hallin, Marc
• Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models
  by Matteo Barigozzi & Marc Hallin & Stefano Soccorsi
• Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models
  by Matteo Barigozzi & Matteo Luciani
• Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm
  by Matteo Barigozzi & Matteo Luciani
• Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors
  by Matteo Barigozzi & Marco Lippi & Matteo Luciani
• Sequential testing for structural stability in approximate factor models
  by Barigozzi, Matteo & Trapani, Lorenzo
• Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals
  by Barigozzi, Matteo & Hallin, Marc
• Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness
  by BARIGOZZI, M. & HALLIN, M. & SOCCORSI, S. & VON SACHS, R.
• Intellectual property rights, imitation, and development. The effect on cross-border mergers and acquisitions
  by Campi, Mercedes & Dueñas, Marco & Barigozzi, Matteo & Fagiolo, Giorgio
• On the stability of euro area money demand and its implications for monetary policy
  by Barigozzi, Matteo
• Time-varying general dynamic factor models and the measurement of financial connectedness
  by Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer