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

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

Co-authors

9 total

Giorgio Fagiolo

Full Professor of Economics, Sant'Anna School of Advanced Studies

Université libre de Bruxelles

Christian Brownlees

Associate Professor, Universitat Pompeu Fabra

Lorenzo Trapani

University of Leicester

University of Bristol

Piotr Fryzlewicz

Professor of Statistics, London School of Economics

Diego Garlaschelli

Professor of Theoretical Physics, IMT Advanced School Lucca (IT) & Leiden Institute of Physics (NL)

Giampiero M. Gallo

Consigliere Corte dei Conti, Roma, Italy