Marco Capasso : Citation Profile


Are you Marco Capasso?

Nordisk Institutt for studier av innovasjon, forskning og utdanning (NIFU)

9

H index

8

i10 index

297

Citations

RESEARCH PRODUCTION:

17

Articles

33

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (2006 - 2019). See details.
   Cites by year: 22
   Journals where Marco Capasso has often published
   Relations with other researchers
   Recent citing documents: 96.    Total self citations: 14 (4.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca317
   Updated: 2020-05-16    RAS profile: 2019-09-30    
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Relations with other researchers


Works with:

Frenken, Koen (8)

Treibich, Tania (7)

Brenner, Thomas (5)

Duschl, Matthias (4)

Verspagen, Bart (2)

Cefis, Elena (2)

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

Is cited by:

Hallin, Marc (22)

Barigozzi, Matteo (17)

Nadal De Simone, Francisco (16)

Lippi, Marco (15)

Rodríguez Caballero, Carlos (15)

Forni, Mario (14)

Kabundi, Alain (9)

Luciani, Matteo (8)

Chevallier, Julien (7)

Coad, Alex (7)

López, Enrique (6)

Cites to:

Reichlin, Lucrezia (60)

Lippi, Marco (39)

Giannone, Domenico (37)

Forni, Mario (33)

Bottazzi, Giulio (30)

Coad, Alex (28)

Secchi, Angelo (23)

Hallin, Marc (17)

Cefis, Elena (15)

Dosi, Giovanni (15)

Ng, Serena (15)

Main data


Where Marco Capasso has published?


Journals with more than one article published# docs
Regional Studies3
Small Business Economics2
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, Italy15
Working Papers / Utrecht School of Economics5
Working Paper Series / European Central Bank4
Working Papers ECARES / ULB -- Universite Libre de Bruxelles2
Papers in Evolutionary Economic Geography (PEEG) / Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography2

Recent works citing Marco Capasso (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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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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2017The Impact of Monetary Policy on Agricultural Price Index in China: A FAVAR Approach. (2017). Paudel, Krishna ; Tan, Ying ; Sha, Wenbiao . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252676.

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2017Government Purchases Reloaded : Informational Insufficiency and Heterogeneity in Fiscal VARs. (2017). Ricco, Giovanni ; Ellahie, Atif. In: Economic Research Papers. RePEc:ags:uwarer:269308.

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2020Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

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2018Determining the dimension of factor structures in non-stationary large datasets. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1806.03647.

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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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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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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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2017Systemic Financial Sector and Sovereign Risks. (2017). Nadal De Simone, Francisco ; Jin, Xisong. In: BCL working papers. RePEc:bcl:bclwop:bclwp109.

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

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2017Estimation of a Dynamic Multilevel Factor Model with possible long-range dependence. (2017). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Ergemen, Yunus Emre ; Rodriguez, Carlos Vladimir . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24614.

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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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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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2017Transformed contribution ratio test for the number of factors in static approximate factor models. (2017). Xia, Qiang ; Wu, Jianhong ; Liang, Rubing . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:112:y:2017:i:c:p:235-241.

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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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2018Growth volatility and size: A firm-level study. (2018). Secchi, Angelo ; Menon, Carlo ; Criscuolo, Chiara ; Calvino, Flavio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:390-407.

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2017Forecasting Chinas GDP growth using dynamic factors and mixed-frequency data. (2017). Jiang, YU ; Zhang, Yihao ; Guo, Yongji . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:132-138.

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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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2017Least squares estimation of large dimensional threshold factor models. (2017). Massacci, Daniele . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:101-129.

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2017Determining the number of factors when the number of factors can increase with sample size. (2017). Shi, Yutang ; Li, QI. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:76-86.

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2017Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis. (2017). Lippi, Marco ; Hallin, Marc ; Forni, Mario ; Zaffaroni, Paolo. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:74-92.

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2017Sufficient forecasting using factor models. (2017). Fan, Jianqing ; Yao, Jiawei ; Xue, Lingzhou. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:292-306.

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2017Using principal component analysis to estimate a high dimensional factor model with high-frequency data. (2017). Ait-Sahalia, Yacine ; Xiu, Dacheng. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:384-399.

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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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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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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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2017Noncausality and the commodity currency hypothesis. (2017). Nyberg, Henri ; Lof, Matthijs. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:424-433.

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2019Greener, more integrated, and less volatile? A quantile regression analysis of Italian wholesale electricity prices. (2019). Sapio, Alessandro. In: Energy Policy. RePEc:eee:enepol:v:126:y:2019:i:c:p:452-469.

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2017A new weighting-scheme for equity indexes. (2017). Chevallier, Julien ; Aboura, Sofiane. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:159-175.

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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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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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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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2017Risk evaluations with robust approximate factor models. (2017). Chou, Ray Yeutien ; Yen, Yu-Min . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:244-264.

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2019Strategic orientation, innovation performance and the moderating influence of marketing management. (2019). Fontana, Roberto ; Bodas Freitas, Isabel Maria ; Adams, Pamela. In: Journal of Business Research. RePEc:eee:jbrese:v:97:y:2019:i:c:p:129-140.

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2019Early employment expansion and long-run survival. (2019). Gjerlov-Juel, Pernille ; Guenther, Christina. In: Journal of Business Venturing. RePEc:eee:jbvent:v:34:y:2019:i:1:p:80-102.

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2017Indeterminate forecast accuracy under indeterminacy. (2017). Sorge, Marco ; Fanelli, Luca. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:57-70.

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2019Economic growth in the era of unconventional monetary instruments: A FAVAR approach. (2019). Meliciani, Valentina ; Fiorelli, Cristiana . 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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2017Monetary policy and balance sheets. (2017). Tamirisa, Natalia ; Nadal De Simone, Francisco ; Kabundi, Alain ; Igan, Deniz. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:1:p:169-184.

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2017Government purchases reloaded: Informational insufficiency and heterogeneity in fiscal VARs. (2017). Ricco, Giovanni ; Ellahie, Atif. In: Journal of Monetary Economics. RePEc:eee:moneco:v:90:y:2017:i:c:p:13-27.

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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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2019Exploring the differential impact of environmental sustainability, operational efficiency, and corporate reputation on market valuation in high-tech-oriented firms. (2019). Lee, Jooh ; Kwon, He-Boong . In: International Journal of Production Economics. RePEc:eee:proeco:v:211:y:2019:i:c:p:1-14.

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2019Innovation persistence and employment dynamics. (2019). Pellegrino, Gabriele ; Bianchini, Stefano. In: Research Policy. RePEc:eee:respol:v:48:y:2019:i:5:p:1171-1186.

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2019Effects of knowledge accumulation strategies through experience and experimentation on firm growth. (2019). Baek, Chulwoo ; Kang, Taewon ; Lee, Jeong-Dong. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:144:y:2019:i:c:p:169-181.

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2019Which firms survive in a crisis? Corporate dynamics in Greece 2001-2014. (2019). Christodoulakis, Nicos ; Axioglou, Christos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100401.

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2017Generalized dynamic factor models and volatilities estimation and forecasting. (2017). Barigozzi, Matteo ; Hallin, Marc. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:67455.

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2018Simultaneous multiple change-point and factor analysis for high-dimensional time series. (2018). Barigozzi, Matteo ; Fryzlewicz, Piotr ; Cho, Haeran. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:88110.

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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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2017Non-Stationary Dynamic Factor Models for Large Datasets. (2017). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2016-24.

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2017Size Effects of Fiscal Policy and Business Confidence in the Euro Area. (2017). Savva, Christos ; Koursaros, Demetris ; Michail, Nektarios A. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:4:p:26-:d:118051.

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2019Firm Growth and R&D in the Korean Pharmaceutical Industry. (2019). Lee, Chulung ; Eum, Soomin ; Chung, Hyunseog. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:10:p:2865-:d:232732.

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2019The elusive quest for high- growth firms in Africa: The (lack of) growth persistence in Senegal. (2019). LEON, Florian. In: Working Papers. RePEc:hal:wpaper:hal-02493326.

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2019Which firms survive in a crisis? Corporate dynamics in Greece 2001-2014. (2019). Christodoulakis, Nicos ; Axioglou, Christos. In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:133.

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2019CONDITIONS FOR INNOVATION IN KIBS: EVIDENCE FROM RUSSIA. (2019). Miles, Ian ; Belousova, Veronika ; Chichkanov, Nikolay. In: HSE Working papers. RePEc:hig:wpaper:92sti2019.

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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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2019From brawn to brains: manufacturing-KIBS interdependency. (2017). Consoli, Davide ; Sánchez-Barrioluengo, Mabel ; Sanchez-Barrioluengo, Mabel ; Elche, Dioni . In: INGENIO (CSIC-UPV) Working Paper Series. RePEc:ing:wpaper:201701.

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2017A Generalized Factor Model with Local Factors. (2017). Freyaldenhoven, Simon. In: 2017 Papers. RePEc:jmp:jm2017:pfr361.

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2018Bursting into life: firm growth and growth persistence by age. (2018). Daunfeldt, Sven-Olov ; Coad, Alex ; Halvarsson, Daniel. In: Small Business Economics. RePEc:kap:sbusec:v:50:y:2018:i:1:d:10.1007_s11187-017-9872-8.

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2019Persistent high-growth firms in China’s manufacturing. (2019). Tamagni, Federico ; Yu, Xiaodan ; Moschella, Daniele . In: Small Business Economics. RePEc:kap:sbusec:v:52:y:2019:i:3:d:10.1007_s11187-017-9973-4.

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

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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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2017Asset Pricing and Excess Returns over the Market Return. (2017). Horenstein, Alex ; Ahn, Seung C. In: Working Papers. RePEc:mia:wpaper:2017-12.

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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). Forni, Mario ; Pattarin, Francesco ; di Bonaventura, Luca. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0070.

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2017Forecasting with FAVAR: macroeconomic versus financial factors. (2017). Paccagnini, Alessia. In: NBP Working Papers. RePEc:nbp:nbpmis:256.

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2018Determining the dimension of factor structures in non-stationary large datasets. (2018). Barigozzi, Matteo ; Trapani, Lorenzo. In: Discussion Papers. RePEc:not:notgts:18/01.

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2019.

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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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2017Creating and assessing composite indicators: Dynamic applications for the port industry and seaborne trade. (2017). Angelopoulos, Jason . In: Maritime Economics & Logistics. RePEc:pal:marecl:v:19:y:2017:i:1:d:10.1057_s41278-016-0050-8.

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2018Social Investment and youth labour market participation: a EU regional analysis. (2018). Giannetti, Caterina ; Ecchia, Giulio ; Gagliardi, Francesca. In: Discussion Papers. RePEc:pie:dsedps:2018/236.

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2017Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors. (2017). Telg, Sean ; Issler, João ; Hecq, Alain. In: MPRA Paper. RePEc:pra:mprapa:80767.

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2017Residual-based diagnostic tests for noninvertible ARMA models. (2017). Nyholm, Juho. In: MPRA Paper. RePEc:pra:mprapa:81033.

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2017Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia. In: MPRA Paper. RePEc:pra:mprapa:82914.

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

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2017A Generalized Dynamic Factor Model for the U.S. Port Sector. (2017). Angelopoulos, Jason ; Chlomoudis, Costas I. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:67:y:2016:i:1:p:22-37.

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2017Determining the number of factors after stationary univariate transformations. (2017). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1158-5.

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2019The effects of public research and subsidies on regional structural strength. (2019). Pudelko, Franziska ; Brenner, Thomas. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:29:y:2019:i:5:d:10.1007_s00191-019-00626-x.

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2017A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?. (2017). Corona, Francisco ; Orraca, Pedro ; Gonzalez-Farias, Graciela. In: Latin American Economic Review. RePEc:spr:laecrv:v:26:y:2017:i:1:d:10.1007_s40503-017-0044-7.

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2017On the determination of the number of factors using information criteria with data-driven penalty. (2017). Mishra, Sagarika ; Westerlund, Joakim. In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:1:d:10.1007_s00362-015-0692-0.

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2019Exporting and productivity as part of the growth process: Causal evidence from a data-driven structural VAR. (2019). Moneta, Alessio ; Coad, Alex ; Ciarli, Tommaso. In: LEM Papers Series. RePEc:ssa:lemwps:2019/39.

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2017Dynamic factor long memory volatility. (2017). Harris, Richard. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:8:p:1205-1221.

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2018Growth in Stress. (2018). Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Vicente, Javier . 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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2017Government Purchases Reloaded : Informational Insufficiency and Heterogeneity in Fiscal VARs. (2017). Ricco, Giovanni ; Ellahie, Atif. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1138.

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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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2018Lean against the wind or float with the storm? Revisiting the monetary policy asset price nexus by means of a novel statistical identification approach. (2018). Rohloff, Hannes ; Maxand, Simone ; Herwartz, Helmut. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:354.

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2017A financially stressed euro area. (2017). Schleer, Frauke ; Kappler, Marcus. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:20176.

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Works by Marco Capasso:


YearTitleTypeCited
2011Non‐Fundamentalness in Structural Econometric Models: A Review In: International Statistical Review.
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2016Spatial Differentiation in Industrial Dynamics. The Case of the Netherlands (1994–2005) In: Tijdschrift voor Economische en Sociale Geografie.
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2009Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors In: Working Papers ECARES.
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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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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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paper11
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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2019Green growth – A synthesis of scientific findings In: Technological Forecasting and Social Change.
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2011Spatial differentiation in industrial dynamics A core-periphery analysis based on the Pavitt-Miozzo-Soete taxonomy In: Papers in Evolutionary Economic Geography (PEEG).
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paper3
2011SPATIAL DIFFERENTIATION IN INDUSTRIAL DYNAMICS A CORE-PERIPHERY ANALYSIS BASED ON THE PAVITT-MIOZZO-SOETE TAXONOMY.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 3
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2011Spatial Differentiation in Industrial Dynamics. A Core-Periphery Analysis Based on the Pavitt-Miozzo-Soete Taxonomy.(2011) In: LEM Papers Series.
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2010Spatial Differentiation In Industrial Dynamics: A Core-Periphery Analysis Based On The Pavitt-Miozzo-Soete Taxonomy.(2010) In: Working Papers.
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2015Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth In: Papers in Evolutionary Economic Geography (PEEG).
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2015Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth.(2015) In: Working Papers on Innovation and Space.
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2015Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth.(2015) In: LEM Papers Series.
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2018Causal relations between knowledge-intensive business services and regional employment growth.(2018) In: Regional Studies.
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2015Causal relations between knowledge-intensive business services and regional employment growth.(2015) In: Research Memorandum.
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2010ICT and Knowledge Complementarities: A Factor Analysis on Growth In: Chapters.
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2008The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households In: Papers on Economics and Evolution.
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2008The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households.(2008) In: LEM Papers Series.
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2012Firm Size and Growth Rate Variance: The Effects of Data Truncation In: Review of Industrial Organization.
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2010Firm Size and Growth Rate Variance: the Effects of Data Truncation.(2010) In: Working Papers.
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2013Reconciling quantile autoregressions of firm size and variance–size scaling In: Small Business Economics.
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2015The medium-term effect of R&D on firm growth In: Small Business Economics.
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2014The medium-term effect of R&D on firm growth.(2014) In: MERIT Working Papers.
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2014On the existence of persistently outperforming firms In: Industrial and Corporate Change.
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2010On the distributional properties of household consumption expenditures: the case of Italy In: Empirical Economics.
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article10
2007On the distributional properties of household consumption expenditures. The case of Italy..(2007) In: LEM Papers Series.
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2006Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction In: LEM Papers Series.
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paper3
2006Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series In: LEM Papers Series.
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paper7
2006A Dynamic Factor Analysis of Business Cycle on Firm-Level Data In: LEM Papers Series.
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paper3
2007A Multivariate Perspective for Modeling and Forecasting Inflations Conditional Mean and Variance In: LEM Papers Series.
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paper0
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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paper2
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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2008Nonfundamental Representations of the Relation between Technology Shocks and Hours Worked In: LEM Papers Series.
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paper0
2009Do Some Firms Persistently Outperform ? In: LEM Papers Series.
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paper6
2009Do some firms persistently outperform?.(2009) In: Working Papers.
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2009Do some Firms Persistently Outperform?.(2009) In: Working Papers.
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2011Framing the empirical findings on firm growth In: LEM Papers Series.
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paper0
2010Framing the empirical findings on firm growth.(2010) In: Working Papers.
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2016Macroeconomic responses to an independent monetary policy shock: a (more) agnostic identification procedure In: LEM Papers Series.
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paper1
2017Sectoral co-movements of employment growth at regional level In: Economic Systems Research.
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2019Which region to choose for an industrial policy? A research path to highlight restructuring opportunities In: European Planning Studies.
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2013The Determinants of Outsourcing and Offshoring Strategies in Industrial Districts: Evidence from Italy In: Regional Studies.
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2015Industrial Dynamics and Economic Geography In: Regional Studies.
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