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"Barigozzi, Matteo"

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Number of items: 21.

Article

Barigozzi, Matteo, Conti, Antonio M. and Luciani, Matteo (2013) Do Euro area countries respond asymmetrically to the common monetary policy? Oxford Bulletin of Economics and Statistics, Online . ISSN 0305-9049 (In Press)

Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2013) The common component of firm growth. Structural Change and Economic Dynamics, 26 . pp. 73-82. ISSN 0954-349X

Barigozzi, Matteo, Alessi, Lucia, Capasso, Marco and Fagiolo, Giorgio (2012) The distribution of household consumption-expenditure budget shares. Structural Change and Economic Dynamics, 23 (1). pp. 69-91. ISSN 0954-349X

Barigozzi, Matteo and Speciale, Biagio (2011) Immigrants' legal status, permanence in the destination country and the distribution of consumption expenditure. Applied Economics Letters, 18 (14). pp. 1341-1347. ISSN 1350-4851

Barigozzi, Matteo, Fagiolo, Giorgio and Mangioni, Giuseppe (2011) Identifying the community structure of the international-trade multi-network. Physica A: Statistical Mechanics and Its Applications, 390 (11). pp. 2051-2066. ISSN 0378-4371

Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2011) Nonfundamentalness in structural econometric models: a review. International Statistical Review, 79 (1). pp. 16-47. ISSN 0306-7734

Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2010) Improved penalization for determining the number of factors in approximate factor models. Statistics and Probability Letters, 80 (23-24). pp. 1806-1813. ISSN 0167-7152

Fagiolo, Giorgio, Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2010) On distributional properties of household consumption expenditures: the case of Italy. Empirical Economics, 38 (3). pp. 717-741. ISSN 0377-7332

Barigozzi, Matteo, Fagiolo, Giorgio and Garlaschelli, Diego (2010) Multinetwork of international trade: a commodity-specific analysis. Physical Review E, 81 (4). pp. 1-23. ISSN 1539-3755

Capasso, Marco, Alessi, Lucia, Barigozzi, Matteo and Fagiolo, Giorgio (2009) On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: the case of unknown parameters. Advances in Complex Systems, 12 (2). pp. 157-167. ISSN 0219-5259

Monograph

Barigozzi, Matteo, Halbleib-Chiriac, Roxana and Veredas, David (2012) Which model to match? The Authors. (Unpublished)

Barigozzi, Matteo and Conti, Antonio (2012) Understanding Euro area money demand. The Authors. (Unpublished)

Barigozzi, Matteo, Conti, Antonio and Luciani, Matteo (2012) Do Euro area countries respond asymmetrically to the common monetary policy? The Authors. (Unpublished)

Barigozzi, Matteo and Moneta, Alessio (2011) The rank of a system of Engel curves: how many common factors? Papers on economics and evolution, 1101. Max Planck Institute of Economics, Jena, Germany.

Barigozzi, Matteo, Fagiolo, Giorgio and Mangioni, Giuseppe (2010) Identifying the community structure of the international-trade multi network. LEM working paper series , 2010/15. Sant'Anna School of Advanced Studies, Pisa, Italy.

Barigozzi, Matteo, Brownlees, Christian T., Gallo, Giampiero M. and Veredas, David (2010) Disentangling systematic and idiosyncratic risk for large panels of assets. ECARES working paper, 2010‐019. Université Libre de Bruxelles, Brussels, Belgium.

Barigozzi, Matteo and Conti, Antonio M. (2010) On the sources of Euro area money demand stability: a time-varying cointegration analysis. ECARES working paper, 2010‐022. Université Libre de Bruxelles, Brussels, Belgium.

Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2009) Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors. European Central Bank working paper series, European Central Bank, Frankfurt, Germany.

Barigozzi, Matteo, Alessi, Lucia, Capasso, Marco and Fagiolo, Giorgio (2009) The distribution of consumption-expenditure budget shares: evidence from Italian households. European Central Bank working paper series, 1061. European Central Bank, Frankfurt, Germany.

Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2007) Generalized dynamic factor model + GARCH: exploiting multivariant information for univariate prediction. LEM working paper series, 2006/13. Laboratory of Economics and Management (LEM), Pisa, Italy.

Conference or Workshop Item

Barigozzi, Matteo (2010) Dynamic factor models for forecasting and structural identification. In: Mini-workshop: semiparametric modelling of multivariate economic time series with chaning dynamics, January 17th-January 23rd, 2010 .

This list was generated on Wed Apr 23 23:10:25 2014 BST.