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Working papers  

IN PROGRESS 

Highdimensional dynamic matrix factor models M. Barigozzi, L. Trapin Tailrobust factor modelling of highdimensional tensor time series M. Barigozzi, H. Cho, H. Maeng Highdimensional factor GARCH: estimation and inference M. Barigozzi, G. Giudice Measuring the euro area output gap using large datasets M. Barigozzi, C. Lissona Large euro area and euro member countries datasets for macroeconomic research M. Barigozzi, C. Lissona, L. Tonni 