Matteo Barigozzi
Scholar

Matteo Barigozzi

Google Scholar ID: W2YRnsUAAAAJ
Full Professor - Alma Mater Studiorum Università di Bologna
Time Series Analysis - High dimensional data - Factor models - Networks
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Citations & Impact
All-time
Citations
1,867
 
H-index
24
 
i10-index
33
 
Publications
20
 
Co-authors
29
list available
Contact
No contact links provided.
Publications
7 items
Mean Square Errors of factors extracted using principal components, linear projections, and Kalman filter
2026
Cited
0
Measuring the Euro Area Output Gap
2025
Cited
0
Estimation of large approximate dynamic matrix factor models based on the EM algorithm and Kalman filtering
2025
Cited
0
Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy
2024
Cited
3
Moving sum procedure for multiple change point detection in large factor models
2024
Cited
0
The Dynamic, the Static, and the Weak: Factor models and the analysis of high-dimensional time series
2024
Cited
2
Tail-robust factor modelling of vector and tensor time series in high dimensions
2024
Cited
5
Resume (English only)
Co-authors
29 total
Co-author 1
Co-author 1
Giorgio Fagiolo
Giorgio Fagiolo
Full Professor of Economics, Sant'Anna School of Advanced Studies
Marc Hallin
Marc Hallin
Université libre de Bruxelles
Christian Brownlees
Christian Brownlees
Associate Professor, Universitat Pompeu Fabra
Lorenzo Trapani
Lorenzo Trapani
University of Leicester
Haeran Cho
Haeran Cho
University of Bristol
Co-author 7
Co-author 7
Co-author 8
Co-author 8