//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Barigozzi, Matteo"
~subject:"Monetary policy"
~subject:"Time series analysis"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Models"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Monetary policy
Time series analysis
Factor analysis
6
Faktorenanalyse
6
Zeitreihenanalyse
6
Theorie
5
Theory
5
Volatility
5
Volatilität
5
Dynamic factor models
4
Estimation
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Cointegration
2
Estimation theory
2
Financial market
2
Finanzmarkt
2
Forecasting model
2
Kointegration
2
Prognoseverfahren
2
Schock
2
Schätztheorie
2
Shock
2
1977-2006
1
Approximate Factor Models
1
Block structure
1
Budget Shares
1
Business cycle
1
Consumer behaviour
1
Dynamic Factor Models
1
Einheitswurzeltest
1
Engel Curves
1
Engel curve
1
Engel-Kurve
1
Financial connectedness
1
Financial crisis
1
Finanzkrise
1
GARCH
1
GARCH models
1
Granger representation theorem
1
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
9
Working Paper
9
Aufsatz in Zeitschrift
6
Graue Literatur
6
Non-commercial literature
6
Language
All
English
6
Author
All
Barigozzi, Matteo
Gupta, Rangan
11
Koopman, Siem Jan
11
Blazsek, Szabolcs
10
Moosa, Imad A.
9
Hecq, Alain W. J.
8
Marcellino, Massimiliano
8
Burns, Kelly
7
Escribano, Álvaro
6
Hallin, Marc
6
Kolasa, Marcin
6
Rodriguez, Gabriel
6
Brzoza-Brzezina, Michał
5
Camacho, Maximo
5
Cavicchioli, Maddalena
5
Franses, Philip Hans
5
Kapetanios, George
5
Kurita, Takamitsu
5
Lucas, André
5
McAleer, Michael
5
Medeiros, Marcelo C.
5
Poncela, Pilar
5
Proietti, Tommaso
5
Ruiz, Esther
5
Blasques, Francisco
4
Clements, Michael P.
4
Corona, Francisco
4
Ergemen, Yunus Emre
4
Georgiadis, Georgios
4
Grassi, Stefano
4
Hyndman, Rob J.
4
Jacquinot, Pascal
4
Li, Mengheng
4
Licht, Adrian
4
Ling, Shiqing
4
Lippi, Marco
4
Luciani, Matteo
4
Ma, Feng
4
McElroy, Tucker
4
Pincheira, Pablo
4
more ...
less ...
Published in...
All
Journal of econometrics
4
Econometrics : open access journal
1
The econometrics journal
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cointegration and error correction mechanisms for singular stochastic vectors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Econometrics : open access journal
8
(
2020
)
1/3
,
pp. 1-23
Large-dimensional dynamic factor
models
and dynamic stochastic general equilibrium
models
, both widely used in …
Persistent link: https://www.econbiz.de/10012161569
Saved in:
2
Large-dimensional dynamic factor
models
: estimation of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
Saved in:
3
Time-varying general dynamic factor
models
and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
4
Generalized dynamic factor
models
and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
Saved in:
5
Generalized dynamic factor
models
and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
6
Generalized dynamic factor
models
and volatilities : recovering the market volatility shocks
Barigozzi, Matteo
;
Hallin, Marc
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10011487491
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->