Browsing All of EconStor by Author Barigozzi, Matteo

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Year of PublicationTitleAuthor(s)
2006 A dynamic factor analysis of business cycle on firm-level dataAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007 On the distributional properties of household consumption expenditures: The case of ItalyFagiolo, Giorgio; Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007 On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parametersCapasso, Marco; Alessi, Lucia; Barigozzi, Matteo; Fagiolo, Giorgio
2007 A review of nonfundamentalness and identification in structural VAR modelsAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007 A multivariate perspective for modelling and forecasting inflation's conditional mean and varianceBarigozzi, Matteo; Capasso, Marco
2007 A robust criterion for determining the number of static factors in approximate factor modelsAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007 Dynamic factor GARCH: Multivariate volatility forecast for a large number of seriesAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007 Generalized dynamic factor model + GARCH exploiting multivariate information for univariate predictionAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2008 The distribution of consumption-expenditure budget shares: Evidence from Italian householdsBarigozzi, Matteo; Alessi, Lucia; Capasso, Marco; Fagiolo, Giorgio
2008 Nonfundamental representations of the relation between technology shocks and hours workedBarigozzi, Matteo; Capasso, Marco
2008 A review of nonfundamentalness and identification in structural VAR modelsAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2008 A robust criterion for determining the number of static factors in approximate factor models.Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2008 The distribution of consumption-expenditure budget shares: Evidence from Italian householdsBarigozzi, Matteo; Alessi, Lucia; Capasso, Marco; Fagiolo, Giorgio
2009 Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factorsAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2009 The distribution of households consumption-expenditure budget sharesBarigozzi, Matteo; Alessi, Lucia; Capasso, Marco; Fagiolo, Giorgio
2010 The multi-network of international trade: A commodity-specific analysisBarigozzi, Matteo; Fagiolo, Giorgio; Garlaschelli, Diego
2010 Identifying the community structure of the international-trade multi networkBarigozzi, Matteo; Fagiolo, Giorgio; Mangioni, Giuseppe
2011 The rank of a system of engel curves: How many common factors?Barigozzi, Matteo; Moneta, Alessio
2012 Identifying the independent sources of consumption variationBarigozzi, Matteo; Moneta, Alessio
2013 On the stability of Euro area money demand and its implications for monetary policyBarigozzi, Matteo; Conti, Antonio