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		Working papers

	PRE-PRINTS (click on the title to download)
	Measuring US aggregate output and output gap using large datasets this version   Aug 2018 with Matteo Luciani Determining the dimension of factor structures in non-stationary large datasets this version   Jun 2018 with Lorenzo Trapani Sequential testing for structural stability in approximate factor models this version   Mar 2018 with Lorenzo Trapani Non-stationary dynamic factor models for large datasets this version   Mar 2018 with Marco Lippi and Matteo Luciani codes Dynamic factor models, cointegration, and error correction mechanisms this version   Jan 2017 with Marco Lippi and Matteo Luciani

	IN PROGRESS
	Estimating approximate factor models without relying on an estimator of the number of factors with Haeran Cho Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals with Marc Hallin Quasi maximum likelihood estimation of large approximate non-stationary dynamic factor models via the EM algorithm preliminary version   Nov 2017   [Common factors, trends, and cycles in large datasets] with Matteo Luciani

	PERMANENT WORKING PAPERS
	Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors with Lucia Alessi and Marco Capasso European Central Bank working paper, 2009, No 1115
	Multiple string alignment with Paolo Pin ICTP mimeo