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  1. Alessi, Lucia [Author] ; Barigozzi, Matteo [Other]; Capasso, Marco [Other]

    Estimation and Forecasting in Large Datasets with Conditionally Heteroskedastic Dynamic Common factors

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    [S.l.]: SSRN, [2009]

    Published in: ECB Working Paper ; No. 1115

  3. Barigozzi, Matteo [Other]; Capasso, Marco [Other]

    A multivariate perspective for modelling and forecasting inflation's conditional mean and variance

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    Pisa: Laboratory of Economics and Management, Sant'Anna School of Advanced Studies, 2007

    Published in: Scuola superiore Sant'Anna di studi universitari e di perfezionamento: LEM working paper series ; 200721

  4. Barigozzi, Matteo [Other]; Capasso, Marco [Other]

    Nonfundamental representations of the relation between technology shocks and hours worked

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    Pisa: Laboratory of Economics and Management, Sant'Anna School of Advanced Studies, 2008

    Published in: Scuola superiore Sant'Anna di studi universitari e di perfezionamento: LEM working paper series ; 200809

  6. Barigozzi, Matteo [Author] ; Hallin, Marc [Other]; Soccorsi, Stefano [Other]; von Sachs, Rainer [Other]

    Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness

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    [S.l.]: SSRN, [2020]

  7. Barigozzi, Matteo [Author] ; Hallin, Marc [Other]; Soccorsi, Stefano [Other]

    Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models

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    [S.l.]: SSRN, [2017]

  9. Barigozzi, Matteo [Author] ; Brownlees, Christian T. [Other]; Lugosi, Gabor [Other]

    On the Consequences of Power-Law Behavior in Partial Correlation Network Models

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    [S.l.]: SSRN, [2017]

  15. Barigozzi, Matteo [Author] ; Brownlees, Christian T. [Other]; Gallo, Giampiero M. [Other]; Veredas, David [Other]

    Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures

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    [S.l.]: SSRN, [2014]

  16. Barigozzi, Matteo [Author] ; Conti, Antonio Maria [Other]; Luciani, Matteo [Other]

    Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?

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    [S.l.]: SSRN, [2013]

    Published in: Bank of Italy Temi di Discussione (Working Paper) ; No. 923

  18. Barigozzi, Matteo [Author]; Luciani, Matteo [Author]

    Quasi maximum likelihood estimation and inference of large approximate dynamic factor models via the EM algorithm - [This version: September 26, 2024]

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    London: Centre for Econometric Analysis, Bayes Business School, [2024]

    Published in: CEA_372Bayes working paper series ; 2024,2

  19. Barigozzi, Matteo [Author]; Luciani, Matteo [Author]

    Common factors, trends, and cycles in large datasets

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    Washington, D.C.: Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, November 6, 2017

    Published in: Finance and economics discussion series ; 201711100