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		Working papers

	PRE-PRINTS (click on the title to download)
	An algebraic estimator for large spectral density matrices this version   Apr 2021 with M. Farnè Quasi maximum likelihood estimation and inference of large approximate dynamic factor models via the EM algorithm this version   Nov 2020 with M. Luciani Quasi maximum likelihood estimation of non-stationary large approximate dynamic factor models this version   Oct 2019 with M. Luciani Measuring the output gap using large datasets this version   Nov 2020 with M. Luciani codes

	IN PROGRESS
	Quasi maximum likelihood estimation of large dimensional Markov switching factor models with D. Massacci Inference on the number of common trends in multivariate time series with infinite variance with G. Cavaliere, L. Trapani Volatility and export diversification: a firm-level dynamic factor approach with A. Cuzzola, M. Grazzi, D. Moschella

	PERMANENT WORKING PAPERS
	Common factors, trends, and cycles in large datasets with M. Luciani Board of Governors of the Federal Reserve System Finance and Economics Discussion Series 2017-111
	Multiple string alignment with P. Pin ICTP mimeo