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Matteo Barigozzi

Global rank #4073 95%

Institution: Alma Mater Studiorum - Università di Bologna

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.barigozzi.eu/

First Publication: 2014

Most Recent: 2025

RePEc ID: pba354 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 6.03 2.18 0.00 14.24
Last 10 Years 0.00 8.71 5.19 0.00 22.62
All Time 0.00 9.22 5.87 0.00 24.30

Publication Statistics

Raw Publications 19
Coauthorship-Adjusted Count 15.15

Publications (19)

Year Article Journal Tier Authors
2025 Factoring in the Micro: A Transaction‐Level Dynamic Factor Approach to the Decomposition of Export Volatility Oxford Bulletin of Economics and Statistics B 4
2025 Modelling large dimensional datasets with Markov switching factor models Journal of Econometrics A 2
2025 Factor Network Autoregressions Journal of Business & Economic Statistics A 3
2024 Inferential theory for generalized dynamic factor models Journal of Econometrics A 4
2024 An Algebraic Estimator for Large Spectral Density Matrices Journal of the American Statistical Association B 2
2024 Inference in Heavy-Tailed Nonstationary Multivariate Time Series Journal of the American Statistical Association B 3
2024 FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series Journal of Business & Economic Statistics A 3
2023 Measuring the Output Gap using Large Datasets Review of Economics and Statistics A 2
2022 Testing for Common Trends in Nonstationary Large Datasets Journal of Business & Economic Statistics A 2
2021 Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors Journal of Econometrics A 3
2021 Time-varying general dynamic factor models and the measurement of financial connectedness Journal of Econometrics A 4
2020 Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals Journal of Econometrics A 2
2019 NETS: Network estimation for time series Journal of Applied Econometrics B 2
2018 On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy Oxford Bulletin of Economics and Statistics B 2
2018 Simultaneous multiple change-point and factor analysis for high-dimensional time series Journal of Econometrics A 3
2017 Generalized dynamic factor models and volatilities: estimation and forecasting Journal of Econometrics A 2
2016 Identifying the Independent Sources of Consumption Variation Journal of Applied Econometrics B 2
2014 Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? Oxford Bulletin of Economics and Statistics B 3
2014 Disentangling systematic and idiosyncratic dynamics in panels of volatility measures Journal of Econometrics A 4