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Year of PublicationTitleAuthor(s)
2007On 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
2007On the distributional properties of household consumption expenditures: The case of ItalyFagiolo, Giorgio; Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007A review of nonfundamentalness and identification in structural VAR modelsAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007Dynamic factor GARCH: Multivariate volatility forecast for a large number of seriesAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007A multivariate perspective for modelling and forecasting inflation's conditional mean and varianceBarigozzi, Matteo; Capasso, Marco
2006A dynamic factor analysis of business cycle on firm-level dataAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007Generalized dynamic factor model + GARCH exploiting multivariate information for univariate predictionAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2008Nonfundamental representations of the relation between technology shocks and hours workedBarigozzi, Matteo; Capasso, Marco
2007A robust criterion for determining the number of static factors in approximate factor modelsAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2008The distribution of consumption-expenditure budget shares: Evidence from Italian householdsBarigozzi, Matteo; Alessi, Lucia; Capasso, Marco; Fagiolo, Giorgio
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