Items where Author is "Barigozzi, Matteo"

Number of items: 34.
Article
  • Identification of global and local shocks in international financial markets via general dynamic factor models. (2019) Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano
  • Nets: network estimation for time series. (2018) Barigozzi, Matteo; Brownlees, Christian T. picture_as_pdf
  • On the consequences of power-law behavior in partial correlation network models. (2018) Barigozzi, Matteo; Brownlees, Christian; Lugosi, Gabor
  • Intellectual property rights, imitation, and development. The effect on cross-border mergers and acquisitions. (2018) Campi, Mercedes; Dueñas, Marco; Barigozzi, Matteo; Fagiolo, Giorgio
  • Simultaneous multiple change-point and factor analysis for high-dimensional time series. (2018) Barigozzi, Matteo; Cho, Haeran; Fryzlewicz, Piotr
  • On the stability of euro area money demand and its implications for monetary policy. (2018) Barigozzi, Matteo
  • Spatio-temporal patterns of the international merger and acquisition network. (2017) Dueñas, Marco; Mastrandrea, Rossana; Barigozzi, Matteo; Fagiolo, Giorgio
  • Generalized dynamic factor models and volatilities estimation and forecasting. (2017) Barigozzi, Matteo; Hallin, Marc
  • A network analysis of the volatility of high-dimensionalfinancial series. (2017) Barigozzi, Matteo; Hallin, Marc
  • Identifying the independent sources of consumption variation. (2016) Barigozzi, Matteo; Moneta, Alessio
  • Generalized dynamic factor models and volatilities: recovering the market volatility shocks. (2015) Barigozzi, Matteo; Hallin, Mark
  • Disentangling systematic and idiosyncratic dynamics in panels of volatility measures. (2014) Barigozzi, Matteo; Gallo, Giampiero M.; Brownlees, Christian T.; Veredas, David
  • Do Euro area countries respond asymmetrically to the common monetary policy? (2013) Barigozzi, Matteo; Conti, Antonio M.; Luciani, Matteo
  • The common component of firm growth. (2013) Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
  • The distribution of household consumption-expenditure budget shares. (2012) Barigozzi, Matteo; Alessi, Lucia; Capasso, Marco; Fagiolo, Giorgio
  • Immigrants' legal status, permanence in the destination country and the distribution of consumption expenditure. (2011) Barigozzi, Matteo; Speciale, Biagio
  • Identifying the community structure of the international-trade multi-network. (2011) Barigozzi, Matteo; Fagiolo, Giorgio; Mangioni, Giuseppe
  • Nonfundamentalness in structural econometric models: a review. (2011) Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
  • Improved penalization for determining the number of factors in approximate factor models. (2010) Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
  • On distributional properties of household consumption expenditures: the case of Italy. (2010) Fagiolo, Giorgio; Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
  • Multinetwork of international trade: a commodity-specific analysis. (2010) Barigozzi, Matteo; Fagiolo, Giorgio; Garlaschelli, Diego
  • On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: the case of unknown parameters. (2009) Capasso, Marco; Alessi, Lucia; Barigozzi, Matteo; Fagiolo, Giorgio
    • Conference or Workshop Item
  • Dynamic factor models for forecasting and structural identification. (2010) Barigozzi, Matteo
    • Online resource
  • There is a significant divide in how countries of the Eurozone’s north and south react to changes in monetary policy. (2013) Barigozzi, Matteo
    • Working paper
  • Understanding Euro area money demand. (2012) Barigozzi, Matteo; Conti, Antonio
  • Which model to match? (2012) Barigozzi, Matteo; Halbleib-Chiriac, Roxana; Veredas, David
  • Do Euro area countries respond asymmetrically to the common monetary policy? (2012) Barigozzi, Matteo; Conti, Antonio; Luciani, Matteo
  • The rank of a system of Engel curves: how many common factors? (2011) Barigozzi, Matteo; Moneta, Alessio
  • Identifying the community structure of the international-trade multi network. (2010) Barigozzi, Matteo; Fagiolo, Giorgio; Mangioni, Giuseppe
  • Disentangling systematic and idiosyncratic risk for large panels of assets. (2010) Barigozzi, Matteo; Brownlees, Christian T.; Gallo, Giampiero M.; Veredas, David
  • On the sources of Euro area money demand stability: a time-varying cointegration analysis. (2010) Barigozzi, Matteo; Conti, Antonio M.
  • Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors. (2009) Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
  • The distribution of consumption-expenditure budget shares: evidence from Italian households. (2009) Barigozzi, Matteo; Alessi, Lucia; Capasso, Marco; Fagiolo, Giorgio
  • Generalized dynamic factor model + GARCH: exploiting multivariant information for univariate prediction. (2007) Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco