Matteo Barigozzi : Citation Profile


Are you Matteo Barigozzi?

Alma Mater Studiorum - Università di Bologna

11

H index

13

i10 index

480

Citations

RESEARCH PRODUCTION:

20

Articles

56

Papers

RESEARCH ACTIVITY:

   13 years (2007 - 2020). See details.
   Cites by year: 36
   Journals where Matteo Barigozzi has often published
   Relations with other researchers
   Recent citing documents: 97.    Total self citations: 35 (6.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba354
   Updated: 2020-05-23    RAS profile: 2020-02-29    
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Relations with other researchers


Works with:

Hallin, Marc (16)

Luciani, Matteo (7)

Soccorsi, Stefano (5)

Duenas, Marco (4)

Fagiolo, Giorgio (4)

Trapani, Lorenzo (2)

Moneta, Alessio (2)

Lippi, Marco (2)

Campi, Mercedes (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Matteo Barigozzi.

Is cited by:

Hallin, Marc (31)

Valls Pereira, Pedro (21)

Rodríguez Caballero, Carlos (15)

Forni, Mario (14)

Lippi, Marco (14)

Fagiolo, Giorgio (13)

Nadal De Simone, Francisco (11)

Hotta, Luiz (10)

Gallo, Giampiero (9)

Aldasoro, Iñaki (9)

Kabundi, Alain (9)

Cites to:

Lippi, Marco (133)

Forni, Mario (129)

Reichlin, Lucrezia (119)

Hallin, Marc (116)

Giannone, Domenico (66)

Bai, Jushan (53)

Watson, Mark (50)

Engle, Robert (48)

Ng, Serena (42)

Stock, James (28)

Diebold, Francis (26)

Main data


Where Matteo Barigozzi has published?


Journals with more than one article published# docs
Journal of Econometrics3
Oxford Bulletin of Economics and Statistics2
Journal of Applied Econometrics2
Structural Change and Economic Dynamics2

Working Papers Series with more than one paper published# docs
LEM Papers Series / Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy11
Working Papers ECARES / ULB -- Universite Libre de Bruxelles10
Papers / arXiv.org7
Working Paper Series / European Central Bank4
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3
Econometrics Working Papers Archive / Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"2

Recent works citing Matteo Barigozzi (2020 and 2019)


YearTitle of citing document
2019Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings. (2019). Pea, Daniel ; Rodriguez-Caballero, Carlos Vladimir ; Catao, Duvan Humberto. In: CREATES Research Papers. RePEc:aah:create:2019-23.

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2018Information flow in the Sino-Brazilian beef trade. (2018). Knoll, Susanne ; Jardim, Julio Otavio ; Zhong, Funing ; Zhou, Shudong ; Pumi, Guilherme ; Dos, Mariane Crespolini ; Padula, Antonio Domingos. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:266447.

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2019A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2019). Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier ; Donnat, Philippe . In: Papers. RePEc:arx:papers:1703.00485.

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2017From Ecology to Finance (and Back?): Recent Advancements in the Analysis of Bipartite Networks. (2017). Saracco, Fabio ; Squartini, Tiziano ; Caldarelli, Guido ; Straka, Mika J. In: Papers. RePEc:arx:papers:1710.10143.

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2018Trade Network Reconstruction and Simulation with Changes in Trade Policy. (2018). Iyetomi, Hiroshi ; Ikeda, Yuichi. In: Papers. RePEc:arx:papers:1806.00605.

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2018Investigating Wheat Price with a Multi-Agent Model. (2018). Miglietta, Francesco ; Toscano, Piero ; Pasqui, Massimiliano ; di Giuseppe, Edmondo ; Giulioni, Gianfranco. In: Papers. RePEc:arx:papers:1807.10537.

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2019Influence of petroleum and gas trade on EU economies from the reduced Google matrix analysis of UN COMTRADE data. (2019). Shepelyansky, D L ; Jos'e Lages, ; Ermann, Leonardo ; Coquid, C'Elestin. In: Papers. RePEc:arx:papers:1903.01820.

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2019Identification of Noncausal Models by Quantile Autoregressions. (2019). Hecq, Alain ; Sun, LI. In: Papers. RePEc:arx:papers:1904.05952.

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2019Bayesian nonparametric graphical models for time-varying parameters VAR. (2019). Rossini, Luca ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:1906.02140.

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2019Large Volatility Matrix Prediction with High-Frequency Data. (2019). Song, Xinyu. In: Papers. RePEc:arx:papers:1907.01196.

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2020Unveiling the relation between herding and liquidity with trader lead-lag networks. (2019). Tantari, Daniele ; Lillo, Fabrizio ; Campajola, Carlo. In: Papers. RePEc:arx:papers:1909.10807.

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2019Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: Papers. RePEc:arx:papers:1911.02173.

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2019The international effects of central bank information shocks. (2019). Stelzer, Anna ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1912.03158.

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2020Disentangling shock diffusion on complex networks: Identification through graph planarity. (2020). Chakrabarti, Anindya S ; di Matteo, Tiziana ; Kumar, Sudarshan. In: Papers. RePEc:arx:papers:2001.01518.

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2020A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis. (2020). Huber, Florian ; Piribauer, Philipp ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2001.03935.

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2020Crisis contagion in the world trade network. (2020). Shepelyansky, Dima L ; Jos'e Lages, ; Coquid, C'Elestin. In: Papers. RePEc:arx:papers:2002.07100.

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2020Sequential monitoring for cointegrating regressions. (2020). Whitehouse, Emily ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2003.12182.

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2020Inference in Unbalanced Panel Data Models with Interactive Fixed Effects. (2020). Stammann, Amrei ; Czarnowske, Daniel. In: Papers. RePEc:arx:papers:2004.03414.

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2019Monetary Policy Transmission in the Euro Zone. (2019). Binatli, Ayla Ogu ; Sohrabji, Niloufer . In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev5i1-4.

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2019Expectations Anchoring Indexes for Brazil using Kalman Filter: exploring signals of inflation anchoring in the long term. (2019). Gaglianone, Wagner ; de Oliveira, Fernando Nascimento . In: Working Papers Series. RePEc:bcb:wpaper:497.

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2017The interbank network across the global financial crisis: evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1118_17.

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2019Do the ECB’s monetary policies benefit emerging market economies? A GVAR analysis on the crisis and post-crisis period. (2019). Colabella, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1207_19.

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2017Multiplex interbank networks and systemic importance - An application to European data. (2017). Aldasoro, Iñaki ; Alves, Ivan . In: BIS Working Papers. RePEc:bis:biswps:603.

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2020FISS – A Factor-based Index of Systemic Stress in the Financial System. (2020). Varga, Katalin ; Szendrei, Tibor . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:3-34.

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2019Amenities, affordability, and housing vouchers. (2019). Bieri, David ; Dawkins, Casey J. In: Journal of Regional Science. RePEc:bla:jregsc:v:59:y:2019:i:1:p:56-82.

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2019Not Just a Work Permit: EU Citizenship and the Consumption Behavior of Documented and Undocumented Immigrants. (2019). Kaya, Ezgi ; Adamopoulou, Effrosyni. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2019/16.

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2018Exports and FDI: comparing networks in the new millennium. (2018). Uberti, Teodora ; Baronchelli, A. In: Working Paper CRENoS. RePEc:cns:cnscwp:201813.

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2019Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach. (2019). Valls Pereira, Pedro ; Hotta, Luiz ; Hallin, Marc ; Zevallos, Mauricio ; Trucios-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/288066.

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2019On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting. (2019). Hallin, Marc ; Valls, Pedro L ; Hotta, Luis K ; Trucios-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/298201.

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2019Measuring network systemic risk contributions: A leave-one-out approach. (2019). Tokpavi, Sessi ; Lucotte, Yannick ; Hue, Sullivan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:86-114.

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2020Exploiting ergodicity in forecasts of corporate profitability. (2020). Milaković, Mishael ; Alfarano, Simone ; Mundt, Philipp. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919302155.

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2020Tree networks to assess financial contagion. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Agosto, Arianna. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:349-366.

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2019Did financial factors matter during the Great Recession?. (2019). Paccagnini, Alessia. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:26-30.

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2019Asymmetric competition, risk, and return distribution. (2019). Oh, Ilfan ; Mundt, Philipp. In: Economics Letters. RePEc:eee:ecolet:v:179:y:2019:i:c:p:29-32.

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2019Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction. (2019). Fan, Jianqing ; Kim, Donggyu. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:395-417.

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2019Bayesian nonparametric sparse VAR models. (2019). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:97-115.

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2019A diagnostic criterion for approximate factor structure. (2019). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:503-521.

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2019Modeling Euro STOXX 50 volatility with common and market-specific components. (2019). Gallo, Giampiero M ; Cipollini, Fabrizio. In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:22-42.

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2019On the sources of information about latent variables in DSGE models. (2019). Iskrev, Nikolay. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:318-332.

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2019Estimation and model-based combination of causality networks among large US banks and insurance companies. (2019). Caporin, Massimiliano ; Panzica, Roberto ; Bonaccolto, Giovanni. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:1-21.

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2019Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?. (2019). Zhang, Dayong ; Ma, Yan-Ran ; Pan, Jiaofeng ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:536-544.

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2018Multiplex interbank networks and systemic importance: An application to European data. (2018). Aldasoro, Iñaki ; Alves, Ivan . In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:17-37.

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2018Social network analysis as a tool for the analysis of international trade of wood and non-wood forest products. (2018). Pettenella, Davide ; Mavsar, Robert ; Vidale, Enrico ; Dare, Riccardo ; Da Re, Riccardo ; Lovri, Marko. In: Forest Policy and Economics. RePEc:eee:forpol:v:86:y:2018:i:c:p:45-66.

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2019A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2019). Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302197.

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2019Predictive regressions under asymmetric loss: Factor augmentation and model selection. (2019). Hacioglu Hoke, Sinem ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:80-99.

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2019Growth in stress. (2019). Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Maldonado, Javier. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:948-966.

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2019Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values. (2019). Boudt, Kris ; Bluteau, Keven ; Ardia, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1370-1386.

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2020Macroeconomic forecasting using approximate factor models with outliers. (2020). Chou, Ray Yeutien ; Yen, Yu-Min. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:267-291.

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2019US monetary policy and the euro area. (2019). Hanisch, Max. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:77-96.

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2019Economic growth in the era of unconventional monetary instruments: A FAVAR approach. (2019). Fiorelli, Cristiana ; Meliciani, Valentina. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070417305839.

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2019Robust factor number specification for large-dimensional elliptical factor model. (2019). Zhang, Xinsheng ; He, Yong ; Yu, Long. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x18304378.

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2017Measuring the dissimilarity of multiplex networks: An empirical study of international trade networks. (2017). Zhu, JI ; Cui, Huiyuan ; Zhang, Xiaohang ; Shi, Wenhua ; Wang, QI ; Du, YU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:467:y:2017:i:c:p:380-394.

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2019The study of the influence of common humanistic relations on international services trade-from the perspective of multi-networks. (2019). Cheng, Long ; Xu, Helian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:642-651.

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2019Modelling of left-truncated heavy-tailed data with application to catastrophe bond pricing. (2019). Burnecki, Krzysztof ; Giuricich, Mario Nicolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:498-513.

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2019A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio. (2019). Belkacem, Lotfi ; Boubaker, Heni ; Karmous, Aida. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312695.

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2020The aggregation of multiplex networks based on the similarity of networks. (2020). Li, Liqiang ; Liu, Jing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s037843711931684x.

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2017Vulnerability effects of passengers intermodal transfer distance preference and subway expansion on complementary urban public transportation systems. (2017). Hong, Liu ; Yan, Yongze ; He, Xiaozheng ; Tian, Hui ; Ouyang, Min. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:158:y:2017:i:c:p:58-72.

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2019Analyzing credit risk transmission to the non-financial sector in Europe: A network approach. (2019). Siklos, Pierre ; Gross, Christian. In: CAMA Working Papers. RePEc:een:camaaa:2019-43.

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2019Synchronization Patterns in the European Union. (2019). Napoletano, Mauro ; Luu, Duc Thi ; Guerini, Mattia. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1918.

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2019Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach. (2019). Valls Pereira, Pedro ; Hotta, Luiz ; Hallin, Marc ; Zevallos, Mauricio ; Trucios, Carlos. In: Textos para discussão. RePEc:fgv:eesptd:505.

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2020Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting. (2020). Valls Pereira, Pedro ; Hallin, Marc ; Trucios, Carlos Cesar ; Hotta, Luiz Koodi. In: Textos para discussão. RePEc:fgv:eesptd:521.

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2019Realized Volatility Forecasting: Robustness to Measurement Errors. (2019). Otranto, Edoardo ; Gallo, Giampiero M ; Cipollini, Fabrizio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2019_04.

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2020Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters. (2020). Storti, Giuseppe ; la Rocca, Michele ; Coretto, Pietro. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:64-:d:338390.

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2019Energy and Environmental Flows: Do Most Financialised Countries within the Mediterranean Area Export Unsustainability?. (2019). Gabbi, Giampaolo ; Ruzzenenti, Franco ; Vozzella, Pietro . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:13:p:3736-:d:246703.

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2019Monetary Policy, Industry Heterogeneity and Systemic Risk—Based on a High Dimensional Network Analysis. (2019). Drakeford, Benjamin M ; Huang, Zhehao ; Su, Yaya. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:22:p:6222-:d:284326.

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2019Synchronization Patterns in the European Union. (2019). Napoletano, Mauro ; Luu, Duc Thi ; Guerini, Mattia. In: GREDEG Working Papers. RePEc:gre:wpaper:2019-30.

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2019Synchronization patterns in the European Union. (2019). Napoletano, Mauro ; Guerini, Mattia ; Luu, Duc Thi. In: Working Papers. RePEc:hal:wpaper:halshs-02375416.

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2019Nonlinear factor models for network and panel data. (2019). Fernandez-Val, Ivan ; Chen, Mingli ; Weidner, Martin. In: CeMMAP working papers. RePEc:ifs:cemmap:18/19.

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2019Ripples on financial networks. (2019). Chakrabarti, Anindya S ; Bansal, Avijit ; Kumar, Sudarshan. In: IIMA Working Papers. RePEc:iim:iimawp:14613.

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2019Not Just a Work Permit: EU Citizenship and the Consumption Behavior of Documented and Undocumented Immigrants. (2019). Kaya, Ezgi ; Adamopoulou, Effrosyni. In: IZA Discussion Papers. RePEc:iza:izadps:dp12642.

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2020Decomposition of the Gender Wage Gap using the LASSO Estimator. (2020). Böheim, René ; Stollinger, Philipp ; Boheim, Rene. In: Economics working papers. RePEc:jku:econwp:2020-03.

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2020Estimating Non-stationary Common Factors: Implications for Risk Sharing. (2020). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9875-9.

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2019The Impact of International Crises on Maritime Transportation Based Global Value Chains. (2019). Ukkusuri, Satish V ; Narayanan, Badri ; Mesa-Arango, Rodrigo . In: Networks and Spatial Economics. RePEc:kap:netspa:v:19:y:2019:i:2:d:10.1007_s11067-017-9377-7.

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2020Market dynamics and integration of the financial markets of the NAFTA countries. (2020). Ruiz-Porras, Antonio ; Anguiano, Javier Emmanuel . In: Lecturas de Economía. RePEc:lde:journl:y:2020:i:92:p:67-100.

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2019Financial structure, institutional quality and monetary policy transmission: A Meta-Analysis.. (2019). Tripathi, Shruti ; Bhattacharya, Rudrani ; Chowdhury, Sahana Roy ; Roychowdhury, Sahana . In: Working Papers. RePEc:npf:wpaper:19/274.

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2017New features, forgotten costs and counterfactual gains of the international trading system. (2017). Salvatici, Luca ; Nenci, Silvia. In: European Review of Agricultural Economics. RePEc:oup:erevae:v:44:y:2017:i:4:p:592-633..

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2019Factor High-Frequency-Based Volatility (HEAVY) Models. (2019). Xu, Wen ; Sheppard, Kevin. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:17:y:2019:i:1:p:33-65..

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2018Modelling the global maritime container network. (2018). Huang, Yanni ; Gardner, Lauren ; Rashidi, Taha Hossein. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:20:y:2018:i:3:d:10.1057_s41278-016-0047-3.

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2020Network VAR models to Measure Financial Contagion. (2020). Ahelegbey, Daniel Felix ; Hashem, Shatha Qamhieh ; Giudici, Paolo. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0178.

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2020A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series. (2020). Ahelegbey, Daniel Felix ; Carvalho, Luis ; Kolaczyk, Eric D. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0181.

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2018Trade Networks and Economic Fluctuations in Asia. (2018). Giudici, Paolo ; Spelta, Alessandro ; Huang, Bihong. In: ADBI Working Papers. RePEc:ris:adbiwp:0832.

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2019A Horse Race in High Dimensional Space. (2019). Ceci, Donato ; Andreini, Paolo. In: CEIS Research Paper. RePEc:rtv:ceisrp:452.

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2019NEAREST COMOMENT ESTIMATION WITH UNOBSERVED FACTORS. (2019). Boudt, Kris ; Verdonck, Tim ; Cornilly, Dries. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/970.

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2019Synchronization patterns in the European Union. (2019). Napoletano, Mauro ; Guerini, Mattia ; Luu, Duc Thi. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/5q8fnecj1u87ka099dc571bhi2.

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2018Trade network reconstruction and simulation with changes in trade policy. (2018). Iyetomi, Hiroshi ; Ikeda, Yuichi. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:15:y:2018:i:2:d:10.1007_s40844-018-0110-0.

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2019Does centrality of importing countries affect export prices in the global trade?. (2019). Carlei, Vittorio ; Brogi, Marco ; Marra, Alessandro ; Affortunato, Francesca. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:53:y:2019:i:1:d:10.1007_s11135-018-0773-y.

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2019Synchronization Patterns in the European Union. (2019). Napoletano, Mauro ; Guerini, Mattia ; Luu, Duc Thi. In: LEM Papers Series. RePEc:ssa:lemwps:2019/33.

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2020Intellectual property rights and agricultural development: Evidence from a worldwide index of IPRs in agriculture (1961-2018). (2020). Nuvolari, Alessandro ; Campi, Mercedes. In: LEM Papers Series. RePEc:ssa:lemwps:2020/06.

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2019Implications of Quantal Response Statistical Equilibrium. (2019). Scharfenaker, Ellis. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2019_07.

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2019Exploiting ergodicity in forecasts of corporate profitability. (2019). Milaković, Mishael ; Alfarano, Simone ; Mundt, Philipp. In: BERG Working Paper Series. RePEc:zbw:bamber:147.

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2019Connectedness between G10 currencies: Searching for the causal structure. (2019). Bettendorf, Timo ; Heinlein, Reinhold. In: Discussion Papers. RePEc:zbw:bubdps:062019.

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2018Multilayer overlaps and correlations in the bank-firm credit network of Spain. (2018). Luu, Duc Thi ; Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:201804.

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2020A replication of A quasi-maximum likelihood approach for large, approximate dynamic factor models (Review of Economics and Statistics, 2012). (2020). Venetis, Ioannis ; Lucchetti, Riccardo. In: Economics Discussion Papers. RePEc:zbw:ifwedp:20205.

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2019Global financial cycles since 1880. (2019). Wolters, Maik ; Potjagailo, Galina. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2122.

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2019Global financial cycles since 1880. (2019). Wolters, Maik ; Potjagailo, Galina. In: IMFS Working Paper Series. RePEc:zbw:imfswp:132.

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2019Does one size fit all in the Euro Area? Some counterfactual evidence. (2019). Gasteiger, Emanuel ; Destefanis, Sergio ; Fragetta, Matteo. In: ECON WPS - Vienna University of Technology Working Papers in Economic Theory and Policy. RePEc:zbw:tuweco:052019.

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2019Analyzing credit risk transmission to the non-financial sector in Europe: a network approach. (2019). Gross, Christian. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203645.

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Works by Matteo Barigozzi:


YearTitleTypeCited
2010Multinetwork of international trade: A commodity-specific analysis In: Papers.
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2009The Multi-Network of International Trade: A Commodity-Specific Analysis.(2009) In: LEM Papers Series.
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2016Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series In: Papers.
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2015Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series.(2015) In: Working Papers ECARES.
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2020Sequential testing for structural stability in approximate factor models In: Papers.
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2018Sequential testing for structural stability in approximate factor models.(2018) In: Discussion Papers.
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2018Determining the dimension of factor structures in non-stationary large datasets In: Papers.
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2018Determining the dimension of factor structures in non-stationary large datasets.(2018) In: Discussion Papers.
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2019Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals In: Papers.
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2018Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals.(2018) In: Working Papers ECARES.
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This paper has another version. Agregated cites: 4
paper
2019Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm In: Papers.
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2019Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models In: Papers.
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paper0
2013Nets: Network Estimation for Time Series In: Working Papers.
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paper28
2018Nets: network estimation for time series.(2018) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 28
paper
2013Nets: Network estimation for time series.(2013) In: Economics Working Papers.
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paper
2019NETS: Network estimation for time series.(2019) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 28
article
2011Non‐Fundamentalness in Structural Econometric Models: A Review In: International Statistical Review.
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article30
2017A network analysis of the volatility of high dimensional financial series In: Journal of the Royal Statistical Society Series C.
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article12
2017A network analysis of the volatility of high-dimensionalfinancial series.(2017) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 12
paper
2014Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? In: Oxford Bulletin of Economics and Statistics.
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article53
2012Do Euro area countries respond asymmetrically to the common monetary policy?.(2012) In: LSE Research Online Documents on Economics.
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paper
2013Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?.(2013) In: ULB Institutional Repository.
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This paper has another version. Agregated cites: 53
paper
2018On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy In: Oxford Bulletin of Economics and Statistics.
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article4
2013On the Stability of Euro Area Money Demand and its Implications for Monetary Policy.(2013) In: LEM Papers Series.
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This paper has another version. Agregated cites: 4
paper
2009Immigrant’s legal status, permanence in the destination country and the distribution of consumption expenditure In: Working Papers ECARES.
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paper0
2009A Robust Criterion for Determining the Number of Factors in Approximate Factor Models In: Working Papers ECARES.
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paper11
2014Dynamic Factor Models, Cointegration and Error Correction Mechanisms In: Working Papers ECARES.
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paper4
2016Dynamic Factor Models, Cointegration, and Error Correction Mechanisms.(2016) In: Finance and Economics Discussion Series.
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paper
2014Generalized Dynamic Factor Models and Volatilities. Recovering the Market Volatility Shocks In: Working Papers ECARES.
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paper17
2015Generalized dynamic factor models and volatilities: recovering the market volatility shocks.(2015) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 17
paper
2016Generalized dynamic factor models and volatilities: recovering the market volatility shocks.(2016) In: Econometrics Journal.
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This paper has another version. Agregated cites: 17
article
2015Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting In: Working Papers ECARES.
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paper19
2017Generalized dynamic factor models and volatilities: estimation and forecasting.(2017) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 19
article
2017Generalized dynamic factor models and volatilities estimation and forecasting.(2017) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 19
paper
2017Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models In: Working Papers ECARES.
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paper0
2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness In: Working Papers ECARES.
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paper0
2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness.(2019) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2010On the Sources of Euro Area Money Demand Stability. A Time-Varying Cointegration Analysis In: Working Papers ECARES.
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paper5
2008A robust criterion for determining the number of static factors in approximate factor models. In: Working Paper Series.
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paper16
2007A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models.(2007) In: LEM Papers Series.
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This paper has another version. Agregated cites: 16
paper
2008A review of nonfundamentalness and identification in structural VAR models In: Working Paper Series.
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paper11
2007A Review of Nonfundamentalness and Identification in Structural VAR Models.(2007) In: LEM Papers Series.
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This paper has another version. Agregated cites: 11
paper
2009The distribution of households consumption-expenditure budget shares In: Working Paper Series.
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paper2
2012The distribution of household consumption-expenditure budget shares.(2012) In: Structural Change and Economic Dynamics.
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article
2009Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors In: Working Paper Series.
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paper9
2014Disentangling systematic and idiosyncratic dynamics in panels of volatility measures In: Journal of Econometrics.
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article10
2014Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures.(2014) In: Econometrics Working Papers Archive.
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paper
2018Simultaneous multiple change-point and factor analysis for high-dimensional time series In: Journal of Econometrics.
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article0
2018Simultaneous multiple change-point and factor analysis for high-dimensional time series.(2018) In: LSE Research Online Documents on Economics.
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paper
2011Identifying the community structure of the international-trade multi-network In: Physica A: Statistical Mechanics and its Applications.
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article31
2010Identifying the Community Structure of the International-Trade Multi Network.(2010) In: LEM Papers Series.
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paper
2010Improved penalization for determining the number of factors in approximate factor models In: Statistics & Probability Letters.
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2013The common component of firm growth In: Structural Change and Economic Dynamics.
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article3
2016Identifying the independent sources of consumption variation In: LSE Research Online Documents on Economics.
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paper0
2016Identifying the Independent Sources of Consumption Variation.(2016) In: Journal of Applied Econometrics.
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article
2012Identifying the Independent Sources of Consumption Variation.(2012) In: LEM Papers Series.
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2017Spatio-temporal patterns of the international merger and acquisition network In: LSE Research Online Documents on Economics.
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paper2
2017Spatio-Temporal Patterns of the International Merger and Acquisition Network.(2017) In: LEM Papers Series.
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paper
2018Identification of global and local shocks in international financial markets via general dynamic factor models In: LSE Research Online Documents on Economics.
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paper4
2019Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models.(2019) In: Journal of Financial Econometrics.
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This paper has another version. Agregated cites: 4
article
2008The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households In: Papers on Economics and Evolution.
[Citation analysis]
paper0
2008The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households.(2008) In: LEM Papers Series.
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paper
2011The Rank of a System of Engel Curves. How Many Common Factors? In: Papers on Economics and Evolution.
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paper0
2011Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model In: European Economy - Economic Papers 2008 - 2015.
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paper7
2017Non-Stationary Dynamic Factor Models for Large Datasets In: Finance and Economics Discussion Series.
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paper0
2017Common Factors, Trends, and Cycles in Large Datasets In: Finance and Economics Discussion Series.
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paper1
2018Do National Account Statistics Underestimate US Real Output Growth? In: FEDS Notes.
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paper1
2010Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets In: Econometrics Working Papers Archive.
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paper7
2020Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors In: Econometrics.
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article1
2010On the distributional properties of household consumption expenditures: the case of Italy In: Empirical Economics.
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article7
2007On the distributional properties of household consumption expenditures. The case of Italy..(2007) In: LEM Papers Series.
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paper
2007On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters In: LEM Papers Series.
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2009ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS.(2009) In: Advances in Complex Systems (ACS).
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This paper has another version. Agregated cites: 2
article
2016Do Intellectual Property Rights Influence Cross-Border Mergers and Acquisitions ? In: LEM Papers Series.
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2011Immigrants legal status, permanence in the destination country and the distribution of consumption expenditure In: Applied Economics Letters.
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article2
2019Intellectual property rights, imitation, and development. The effect on cross-border mergers and acquisitions In: The Journal of International Trade & Economic Development.
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