Статии с изисквания за обществен достъп - Matteo BarigozziНаучете повече
Налице някъде: 14
Nets: Network estimation for time series
M Barigozzi, C Brownlees
Journal of Applied Econometrics 34 (3), 347-364, 2019
Изисквания: Government of Spain
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
Изисквания: National Fund for Scientific Research, Belgium
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
Изисквания: UK Engineering and Physical Sciences Research Council
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) 66 …, 2017
Изисквания: UK Engineering and Physical Sciences Research Council
Generalized dynamic factor models and volatilities: recovering the market volatility shocks
M Barigozzi, M Hallin
The Econometrics Journal 19 (1), C33-C60, 2016
Изисквания: Australian Research Council, National Fund for Scientific Research, Belgium
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
Изисквания: Government of Spain, Government of Italy
Cointegration and error correction mechanisms for singular stochastic vectors
M Barigozzi, M Lippi, M Luciani
Econometrics 8 (1), 3, 2020
Изисквания: National Fund for Scientific Research, Belgium
Measuring the output gap using large datasets
M Barigozzi, M Luciani
The Review of Economics and Statistics, 2020
Изисквания: Government of Italy
Spatio-temporal patterns of the international merger and acquisition network
M Dueñas, R Mastrandrea, M Barigozzi, G Fagiolo
Scientific reports 7 (1), 1-14, 2017
Изисквания: European Commission
Identification of global and local shocks in international financial markets via general dynamic factor models
M Barigozzi, M Hallin, S Soccorsi
Journal of Financial Econometrics 17 (3), 462-494, 2019
Изисквания: Belgian Science Policy Office
Inference in heavy-tailed non-stationary multivariate time series
M Barigozzi, G Cavaliere, L Trapani
Journal of the American Statistical Association, 1-51, 2022
Изисквания: Government of Italy
Power-law partial correlation network models
M Barigozzi, C Brownlees, G Lugosi
Изисквания: Government of Spain
An algebraic estimator for large spectral density matrices
M Barigozzi, M Farnè
Journal of the American Statistical Association, 1-37, 2022
Изисквания: Government of Italy
Factoring in the Micro: A Transaction‐Level Dynamic Factor Approach to the Decomposition of Export Volatility
M Barigozzi, A Cuzzola, M Grazzi, D Moschella
OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 2024
Изисквания: European Commission, Agence Nationale de la Recherche
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