Luca Margaritella : Citation Profile

Lunds Universitet

2

H index

1

i10 index

22

Citations

RESEARCH PRODUCTION:

3

Articles

6

Papers

RESEARCH ACTIVITY:

   5 years (2020 - 2025). See details.
   Cites by year: 4
   Journals where Luca Margaritella has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 1 (4.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2743
   Updated: 2026-01-17    RAS profile: 2025-09-09    
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Relations with other researchers

Works with:

Smeekes, Stephan (4)

Hecq, Alain (3)

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

Is cited by:

Smeekes, Stephan (3)

Cubadda, Gianluca (3)

Lieb, Lenard (2)

De Vos, Ignace (2)

Wilms, Ines (2)

Hecq, Alain (2)

Olmo, Jose (1)

Phillips, Peter (1)

Miao, Ke (1)

Calvo Pardo, Hector (1)

Westerlund, Joakim (1)

Cites to:

Ng, Serena (21)

Palm, Franz (14)

Diebold, Francis (13)

Bai, Jushan (12)

Hecq, Alain (11)

Hallin, Marc (10)

Barigozzi, Matteo (9)

Watson, Mark (9)

Chernozhukov, Victor (8)

Pesaran, Mohammad (8)

McCracken, Michael (8)

Main data

Where Luca Margaritella has published?

Working Papers Series with more than one paper published# docs
Papers / arXiv.org6

Recent works citing Luca Margaritella (2025 and 2024)

YearTitle of citing document
2025Multivariate Granger causality between financial markets: Evidence from US, Europe, Asia and Emerging market. (2025). Enow, Samuel Tabot. In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:7:y:2025:i:2:p:270-275.

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2025Min(d)ing the President: A Text Analytic Approach to Measuring Tax News. (2025). Smeekes, Stephan ; Batrk, Nalan ; Almeida, Rui Jorge ; Jassem, Adam ; Lieb, Lenard. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:17:y:2025:i:2:p:285-314.

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2024Min(d)ing the President: A text analytic approach to measuring tax news. (2024). Smeekes, Stephan ; Lieb, Lenard ; Almeida, Rui Jorge ; Bacsturk, Nalan ; Jassem, Adam. In: Papers. RePEc:arx:papers:2104.03261.

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2024Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness. (2024). Wang, Endong ; Dettaa, Eugene. In: Papers. RePEc:arx:papers:2410.04330.

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2025VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

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2025Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455.

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2025On Selection of Cross-Section Averages in Non-stationary Environments. (2025). Ditzen, Jan ; Stauskas, Ovidijus. In: Papers. RePEc:arx:papers:2505.08615.

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2024Moment-Based Estimation of Linear Panel Data Models with Factor-Augmented Errors. (2024). Nicholas, Brown. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:13:y:2024:i:2:p:299-317:n:1005.

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2024Cross-section bootstrap for CCE regressions. (2024). De Vos, Ignace ; Stauskas, Ovidijus. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003640.

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2025Estimating time-varying networks for high-dimensional time series. (2025). Chen, Jia ; Li, Degui ; Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002926.

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2025Forecasting realized volatility with spillover effects: Perspectives from graph neural networks. (2025). Cucuringu, Mihai ; Dong, Xiaowen ; Zhang, Chao ; Pu, Xingyue. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:377-397.

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2024Handling Distinct Correlated Effects with CCE. (2024). De Vos, Ignace ; Stauskas, Ovidijus. In: MPRA Paper. RePEc:pra:mprapa:120194.

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2025VAR Models With An Index Structure: A Survey With New Results. (2025). Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:611.

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Works by Luca Margaritella:

YearTitleTypeCited
2020Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure In: Papers.
[Full Text][Citation analysis]		paper15
2023Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure*.(2023) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2022Factor Models with Sparse VAR Idiosyncratic Components In: Papers.
[Full Text][Citation analysis]		paper1
2023Inference in Non-stationary High-Dimensional VARs In: Papers.
[Full Text][Citation analysis]		paper0
2024High-Dimensional Granger Causality for Climatic Attribution In: Papers.
[Full Text][Citation analysis]		paper0
2025Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When? In: Papers.
[Full Text][Citation analysis]		paper0
2025New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings In: Papers.
[Full Text][Citation analysis]		paper1
2025Factor Models With Sparse Vector Autoregressive Idiosyncratic Components In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2023Using information criteria to select averages in CCE In: The Econometrics Journal.
[Full Text][Citation analysis]		article5

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