| 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 | 462* | 2010 |
| Multinetwork of international trade: A commodity-specific analysis M Barigozzi, G Fagiolo, D Garlaschelli Physical Review E 81 (4), 046104, 2010 | 292 | 2010 |
| Nets: Network estimation for time series M Barigozzi, C Brownlees Journal of Applied Econometrics 34 (3), 347-364, 2019 | 283 | 2019 |
| Identifying the community structure of the international-trade multi-network M Barigozzi, G Fagiolo, G Mangioni Physica A: statistical mechanics and its applications, 2011 | 248* | 2011 |
| Non‐Fundamentalness in Structural Econometric Models: A Review L Alessi, M Barigozzi, M Capasso International statistical review 79 (1), 16-47, 2011 | 161* | 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 | 152 | 2014 |
| 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 | 135 | 2018 |
| Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors M Barigozzi, M Lippi, M Luciani Journal of Econometrics 221 (2), 455-482, 2021 | 116* | 2021 |
| 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 | 91 | 2017 |
| Generalized dynamic factor models and volatilities: recovering the market volatility shocks M Barigozzi, M Hallin The Econometrics Journal 19 (1), C33-C60, 2016 | 84 | 2016 |
| Time-varying general dynamic factor models and the measurement of financial connectedness M Barigozzi, M Hallin, S Soccorsi, R von Sachs Journal of Econometrics 222 (1), 324-343, 2021 | 69 | 2021 |
| 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 | 67* | 2014 |
| Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors L Alessi, M Barigozzi, M Capasso Working Paper Series, 2009 | 63* | 2009 |
| Cointegration and error correction mechanisms for singular stochastic vectors M Barigozzi, M Lippi, M Luciani Econometrics 8 (1), 3, 2020 | 60* | 2020 |
| Quasi maximum likelihood estimation and inference of large approximate dynamic factor models via the EM algorithm M Barigozzi, M Luciani arXiv preprint arXiv:1910.03821, 2019 | 54 | 2019 |
| Generalized dynamic factor models and volatilities: estimation and forecasting M Barigozzi, M Hallin Journal of Econometrics 201 (2), 307-321, 2017 | 53 | 2017 |
| 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 | 52 | 2012 |
| Measuring the output gap using large datasets M Barigozzi, M Luciani The Review of Economics and Statistics, 2020 | 44* | 2020 |
| FNETS: Factor-adjusted network estimation and forecasting for high-dimensional time series M Barigozzi, H Cho, D Owens Journal of Business & Economic Statistics, 1-27, 2023 | 28 | 2023 |
| Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals M Barigozzi, M Hallin Journal of Econometrics 216 (1), 4-34, 2020 | 27 | 2020 |
Matteo LucianiBoard of Governors of the Federal Reserve Systemfrb.gov의 이메일 확인됨
