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M

Matteo Barigozzi

university of bologna

23H指数
157论文数
2.6K被引数
收录论文 17
发表时间
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Moving Sum Procedure for Multiple Change Point Detection in Large Factor Models
errJournal of Time Series Analysis
IF1
err2025-10-01
err0
errOAAI
errBarigozzi, Matteo; Cho, Haeran; Trapani, Lorenzo
err分享
err收藏
Factor Network Autoregressions因子网络自回归
errJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
err2025-04-18
err0
PREAI
errMatteo Barigozzi; Giuseppe Cavaliere; Graziano Moramarco
err分享
err收藏
GENERAL SPATIO-TEMPORAL FACTOR MODELS FOR HIGH-DIMENSIONAL RANDOM FIELDS ON A LATTICE
errANNALS OF STATISTICS
IF3.7
err2025-02-01
err0
PREAI
errBarigozzi, Matteo; LA Vecchia, Davide; Liu, Hang
err分享
err收藏
Modelling large dimensional datasets with Markov switching factor models使用马尔可夫转换因子模型对大维数据集进行建模
errJOURNAL OF ECONOMETRICS
IF4
err2025-01-01
err1
errOAAI
errBarigozzi, Matteo
err分享
err收藏
Inferential theory for generalized dynamic factor models
errJOURNAL OF ECONOMETRICS
IF4
err2024-02-01
err2
PREAI
errBarigozzi, Matteo; Hallin, Marc; Luciani, Matteo; Zaffaroni, Paolo
err分享
err收藏
Measuring the Output Gap using Large Datasets
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err2023-11-17
err2
errOAAI
errBarigozzi, Matteo; Luciani, Matteo
err分享
err收藏
Inference in Heavy-Tailed Nonstationary Multivariate Time Series
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2022-11-04
err3
errOAAI
errBarigozzi, Matteo; Cavaliere, Giuseppe; Trapani, Lorenzo
err分享
err收藏
An Algebraic Estimator for Large Spectral Density Matrices
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2022-11-02
err1
errOAAI
errBarigozzi, Matteo; Farne, Matteo
err分享
err收藏
Time-varying general dynamic factor models and the measurement of financial connectedness
errJOURNAL OF ECONOMETRICS
IF4
err2021-05-01
err34
errOAAI
errBarigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano; von Sachs, Rainer
err分享
err收藏
Large-dimensional Dynamic Factor Models: Estimation of Impulse-Response Functions with I(1) cointegrated factors
errJOURNAL OF ECONOMETRICS
IF4
err2021-04-01
err18
errOAAI
errBarigozzi, Matteo; Lippi, Marco; Luciani, Matteo
err分享
err收藏
Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals
errJOURNAL OF ECONOMETRICS
IF4
err2020-05-01
err12
errOAAI
errBarigozzi, Matteo; Hallin, Marc
err分享
err收藏
Simultaneous multiple change-point and factor analysis for high-dimensional time series
errJOURNAL OF ECONOMETRICS
IF4
err2018-09-01
err79
errOAAI
errBarigozzi, Matteo; Cho, Haeran; Fryzlewicz, Piotr
err分享
err收藏
Generalized dynamic factor models and volatilities: estimation and forecasting
errJOURNAL OF ECONOMETRICS
IF4
err2017-12-01
err28
errOAAI
errBarigozzi, Matteo; Hallin, Marc
err分享
err收藏
Spatio-Temporal Patterns of the International Merger and Acquisition Network
errSCIENTIFIC REPORTS
IF3.9
err2017-09-07
err16
errOAAI
errDuenas, Marco; Mastrandrea, Rossana; Barigozzi, Matteo; Fagiolo, Giorgio
err分享
err收藏
Generalized dynamic factor models and volatilities: recovering the market volatility shocks
errECONOMETRICS JOURNAL
IF7
err2015-11-03
err44
errOAAI
errBarigozzi, Matteo; Hallin, Marc
err分享
err收藏
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
errJOURNAL OF ECONOMETRICS
IF4
err2014-10-01
err24
errOAAI
errBarigozzi, Matteo; Brownlees, Christian; Gallo, Giampiero M.; Veredas, David
err分享
err收藏
The common component of firm growth
errSTRUCTURAL CHANGE AND ECONOMIC DYNAMICS
IF5.5
err2013-09-01
err4
PREAI
errAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
err分享
err收藏

研究方向

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合作学者
合作期刊
H
Hang Liu
H 指数: 59 · 论文数: 814
G
Giorgio Fagiolo
H 指数: 49 · 论文数: 252
M
Marc Hallin
H 指数: 44 · 论文数: 521
G
Giampiero M. Gallo
H 指数: 28 · 论文数: 211
R
Rainer von Sachs
H 指数: 28 · 论文数: 139
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