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