Home
Bio
Publications
Working papers
EA dataset
Codes
Lecture notes

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 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 