Matteo Barigozzi : Citation Profile


Are you Matteo Barigozzi?

London School of Economics (LSE)

11

H index

12

i10 index

415

Citations

RESEARCH PRODUCTION:

17

Articles

52

Papers

RESEARCH ACTIVITY:

   12 years (2007 - 2019). See details.
   Cites by year: 34
   Journals where Matteo Barigozzi has often published
   Relations with other researchers
   Recent citing documents: 70.    Total self citations: 32 (7.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba354
   Updated: 2019-10-15    RAS profile: 2019-06-20    
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Relations with other researchers


Works with:

Hallin, Marc (15)

Luciani, Matteo (5)

Soccorsi, Stefano (4)

Lippi, Marco (3)

Brownlees, Christian (3)

Fagiolo, Giorgio (2)

Conti, Antonio (2)

Duenas, Marco (2)

Gallo, Giampiero (2)

Moneta, Alessio (2)

Trapani, Lorenzo (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 (15)

Rodríguez Caballero, Carlos (15)

Forni, Mario (14)

Lippi, Marco (14)

Fagiolo, Giorgio (13)

Nadal De Simone, Francisco (11)

Valls Pereira, Pedro (10)

Aldasoro, Iñaki (9)

Kabundi, Alain (9)

GUPTA, RANGAN (8)

Luciani, Matteo (8)

Cites to:

Lippi, Marco (121)

Forni, Mario (116)

Hallin, Marc (107)

Reichlin, Lucrezia (104)

Giannone, Domenico (52)

Engle, Robert (48)

Watson, Mark (46)

Bai, Jushan (45)

Ng, Serena (37)

Diebold, Francis (28)

Fagiolo, Giorgio (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
Structural Change and Economic Dynamics2
Journal of Applied Econometrics2

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.org5
Working Paper Series / European Central Bank4
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US)3
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles2
Econometrics Working Papers Archive / Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"2

Recent works citing Matteo Barigozzi (2019 and 2018)


YearTitle of citing document
2018A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2018). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2018-33.

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2018The dynamics of factor loadings in the cross-section of returns. (2018). Urga, Giovanni ; Mikkelsen, Jakob ; Hillebrand, Eric ; Borghi, Riccardo. In: CREATES Research Papers. RePEc:aah:create:2018-38.

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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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2018Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables. (2018). Baruník, Jozef ; Kley, Tobias. In: Papers. RePEc:arx:papers:1510.06946.

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2019A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2018). Donnat, Philippe ; Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier . 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). Straka, Mika J ; Saracco, Fabio ; Squartini, Tiziano ; Caldarelli, Guido. In: Papers. RePEc:arx:papers:1710.10143.

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

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2018Investigating Wheat Price with a Multi-Agent Model. (2018). Giulioni, Gianfranco ; Miglietta, Francesco ; Toscano, Piero ; Pasqui, Massimiliano ; di Giuseppe, Edmondo. 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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2019Large Volatility Matrix Prediction with High-Frequency Data. (2019). Song, Xinyu. In: Papers. RePEc:arx:papers:1907.01196.

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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 Piazza ; 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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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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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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2018One Money, Many Markets - A Factor Model Approach to Monetary Policy in the Euro Area with High-Frequency Identification. (2018). Duarte, Joao ; Mann, S ; Corsetti, G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1816.

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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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2018One Money, Many Markets. (2018). Duarte, Joao ; Corsetti, Giancarlo ; Mann, Samuel . In: Discussion Papers. RePEc:cfm:wpaper:1805.

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2018A Large Canadian Database for Macroeconomic Analysis. (2018). Fortin-Gagnon, Olivier ; Surprenant, Stephane ; Stevanovic, Dalibor ; Leroux, Maxime . In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-25.

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

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2018Quantile Factor Models. (2018). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12716.

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2018Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach. (2018). Siklos, Pierre ; Gross, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:7218.

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2018Growth in Stress. (2018). Gonzalez-Rivera, Gloria ; Ortega, Esther Ruiz ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:26623.

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2018Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions. (2018). Geraci, Marco Valerio ; Gnabo, Jean-Yves. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:53:y:2018:i:03:p:1371-1390_00.

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

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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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2018Debt and stabilization policy: Evidence from a Euro Area FAVAR. (2018). Zubairy, Sarah ; Jackson Young, Laura ; Owyang, Michael T. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:67-91.

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2018Efficiency improvements for minimum distance estimation of causal and invertible ARMA models. (2018). Velasco, Carlos ; Lobato, Ignacio N. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:150-152.

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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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2018Misspecification of noncausal order in autoregressive processes. (2018). Jasiak, Joann ; gourieroux, christian. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:226-248.

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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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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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2018Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

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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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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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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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2018Effective network inference through multivariate information transfer estimation. (2018). Gnabo, Jean-Yves ; Dahlqvist, Carl-Henrik. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:499:y:2018:i:c:p:376-394.

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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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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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2018One money, many markets: a factor model approach to monetary policy in the Euro Area with high-frequency identification. (2018). Duarte, Joao ; Mann, Samuel ; Corsetti, Giancarlo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87182.

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2018Nets: network estimation for time series. (2018). Brownlees, Christian T ; Barigozzi, Matteo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:90493.

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2018On the robustness of the principal volatility components. (2018). Valls Pereira, Pedro ; Hotta, Luiz ; Trucios, Carlos Cesar. In: Textos para discussão. RePEc:fgv:eesptd:474.

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

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2018Is GDP Overstating Economic Activity?. (2018). Spiegel, Mark ; Liu, Zheng ; Tallman, Eric. In: FRBSF Economic Letter. RePEc:fip:fedfel:00165.

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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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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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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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2018Nowcasting real GDP growth with business tendency surveys data: A cross country analysis. (2018). Poghosyan, Karen ; Kočenda, Evžen. In: KIER Working Papers. RePEc:kyo:wpaper:1002.

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2018The Forecasting Performance of Dynamic Factor Models with Vintage Data. (2018). Forni, Mario ; Pattarin, Francesco ; di Bonaventura, Luca. In: Center for Economic Research (RECent). RePEc:mod:recent:138.

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2018The Forecasting Performance of Dynamic Factor Models with Vintage Data. (2018). di Bonaventura, Luca ; Pattarin, Francesco ; Forni, Mario. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0070.

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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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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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2018The Impact of Credit Booms and Economic Policy on Labour Productivity: A Sectoral Analysis. (2018). Hodula, Martin ; Pfeifer, Lukas. In: ACTA VSFS. RePEc:prf:journl:v:12:y:2018:i:1:p:10-42.

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2018Modeling Euro STOXX 50 Volatility with Common and Market–specific Components. (2018). Gallo, Giampiero ; Cipollini, Fabrizio. In: Working Paper series. RePEc:rim:rimwps:18-26.

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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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2018The changing transmission mechanism of US monetary policy. (2018). Morley, James ; Tien, Pao-Lin ; Endut, Norhana . In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1240-7.

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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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2018Analyzing credit risk transmission to the non-financial sector in Europe: a network approach. (2018). Siklos, Pierre ; Gross, Christian. In: ESRB Working Paper Series. RePEc:srk:srkwps:201878.

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2018Growth in Stress. (2018). Ruiz, Esther ; Vicente, Javier ; Gonzalez-Rivera, Gloria. In: Working Papers. RePEc:ucr:wpaper:201805.

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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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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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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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Works by Matteo Barigozzi:


YearTitleTypeCited
2010Multinetwork of international trade: A commodity-specific analysis In: Papers.
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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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2018Sequential 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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2013Nets: Network Estimation for Time Series In: Working Papers.
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2013Nets: Network estimation for time series.(2013) In: Economics Working Papers.
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2019NETS: Network estimation for time series.(2019) In: Journal of Applied Econometrics.
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2011Non‐Fundamentalness in Structural Econometric Models: A Review In: International Statistical Review.
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2017A network analysis of the volatility of high dimensional financial series In: Journal of the Royal Statistical Society Series C.
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2017A network analysis of the volatility of high-dimensionalfinancial series.(2017) In: LSE Research Online Documents on Economics.
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2014Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? In: Oxford Bulletin of Economics and Statistics.
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2012Do Euro area countries respond asymmetrically to the common monetary policy?.(2012) In: LSE Research Online Documents on Economics.
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2013Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?.(2013) In: ULB Institutional Repository.
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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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2013On the Stability of Euro Area Money Demand and its Implications for Monetary Policy.(2013) In: LEM Papers Series.
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2009Immigrant’s legal status, permanence in the destination country and the distribution of consumption expenditure In: Working Papers ECARES.
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2011Immigrants legal status, permanence in the destination country and the distribution of consumption expenditure.(2011) In: Applied Economics Letters.
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2009A Robust Criterion for Determining the Number of Factors in Approximate Factor Models In: Working Papers ECARES.
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2014Dynamic Factor Models, Cointegration and Error Correction Mechanisms In: Working Papers ECARES.
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2016Dynamic Factor Models, Cointegration, and Error Correction Mechanisms.(2016) In: Finance and Economics Discussion Series.
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2014Generalized Dynamic Factor Models and Volatilities. Recovering the Market Volatility Shocks In: Working Papers ECARES.
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2015Generalized dynamic factor models and volatilities: recovering the market volatility shocks.(2015) In: LSE Research Online Documents on Economics.
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2016Generalized dynamic factor models and volatilities: recovering the market volatility shocks.(2016) In: Econometrics Journal.
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2015Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting In: Working Papers ECARES.
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2017Generalized dynamic factor models and volatilities: estimation and forecasting.(2017) In: Journal of Econometrics.
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2017Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models In: Working Papers ECARES.
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2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness In: Working Papers ECARES.
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2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness.(2019) In: Working Papers.
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2010On the Sources of Euro Area Money Demand Stability. A Time-Varying Cointegration Analysis In: Working Papers ECARES.
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2008A robust criterion for determining the number of static factors in approximate factor models. In: Working Paper Series.
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2007A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models.(2007) In: LEM Papers Series.
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2008A review of nonfundamentalness and identification in structural VAR models In: Working Paper Series.
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2007A Review of Nonfundamentalness and Identification in Structural VAR Models.(2007) In: LEM Papers Series.
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2009The distribution of households consumption-expenditure budget shares In: Working Paper Series.
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2012The distribution of household consumption-expenditure budget shares.(2012) In: Structural Change and Economic Dynamics.
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2009Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors In: Working Paper Series.
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2014Disentangling systematic and idiosyncratic dynamics in panels of volatility measures In: Journal of Econometrics.
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2014Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures.(2014) In: Econometrics Working Papers Archive.
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2018Simultaneous multiple change-point and factor analysis for high-dimensional time series.(2018) In: LSE Research Online Documents on Economics.
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2010Identifying the Community Structure of the International-Trade Multi Network.(2010) In: LEM Papers Series.
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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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2016Identifying the independent sources of consumption variation In: LSE Research Online Documents on Economics.
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2012Identifying the Independent Sources of Consumption Variation.(2012) In: LEM Papers Series.
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2016Identifying the Independent Sources of Consumption Variation.(2016) In: Journal of Applied Econometrics.
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2008The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households.(2008) In: LEM Papers Series.
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2017Non-Stationary Dynamic Factor Models for Large Datasets In: Finance and Economics Discussion Series.
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2010Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets In: Econometrics Working Papers Archive.
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2010On the distributional properties of household consumption expenditures: the case of Italy In: Empirical Economics.
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2007On the distributional properties of household consumption expenditures. The case of Italy..(2007) In: LEM Papers Series.
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