Barigozzi, Matteo and
Moneta, Alessio
(2016)
Identifying the independent sources of consumption variation
Journal of Applied Economics, 31 (2). 420-449. ISSN 1514-0326
Barigozzi, Matteo and
Hallin, Marc
(2016)
A network analysis of the volatility of high-dimensional
financial series
Journal of the Royal Statistical Society: Series C (Applied Statistics). ISSN 0035-9254
Alessi, Lucia and
Barigozzi, Matteo and
Capasso, Marco
(2013)
The common component of firm growth
Structural Change and Economic Dynamics, 26. 73-82. ISSN 0954-349X
Barigozzi, Matteo and
Halbleib-Chiriac, Roxana and
Veredas, David
(2012)
Which model to match?
Working paper , 4. European Center for Advanced Research in Economics and Statistics, Bruxelles, Belgium.
Barigozzi, Matteo and
Alessi, Lucia and
Capasso, Marco and
Fagiolo, Giorgio
(2012)
The distribution of household consumption-expenditure budget shares
Structural Change and Economic Dynamics, 23 (1). 69-91. ISSN 0954-349X
Barigozzi, Matteo and
Conti, Antonio
(2012)
Understanding Euro area money demand
The Authors.
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 and
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). 2051-2066. ISSN 0378-4371
Alessi, Lucia and
Barigozzi, Matteo and
Capasso, Marco
(2011)
Nonfundamentalness in structural econometric models: a review
International Statistical Review, 79 (1). 16-47. ISSN 0306-7734
Alessi, Lucia and
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). 1806-1813. ISSN 0167-7152
Fagiolo, Giorgio and
Alessi, Lucia and
Barigozzi, Matteo and
Capasso, Marco
(2010)
On distributional properties of household consumption expenditures: the case of Italy
Empirical Economics, 38 (3). 717-741. ISSN 0377-7332
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.
Barigozzi, Matteo and
Fagiolo, Giorgio and
Garlaschelli, Diego
(2010)
Multinetwork of international trade: a commodity-specific analysis
Physical Review E, 81 (4). 1-23. ISSN 1539-3755
Alessi, Lucia and
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.