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Common factors, trends, and cycles in large datasets
this version   Sep 2017
with Matteo Luciani

Sequential testing for structural stability in approximate factor models
this version   Jul 2017
with Lorenzo Trapani

Identification of global and local shocks in international financial markets via general dynamic factor models
this version   Nov 2017
with Marc Hallin and Stefano Soccorsi

On the consequences of power-law behavior in partial correlation network models
this version   Apr 2017
with Christian Brownlees and Gabor Lugosi

Simultaneous multiple change–point and factor analysis for high-dimensional time series
this version
  May 2017
with Haeran Cho and Piotr Fryzlewicz

Non-stationary dynamic factor models for large datasets
this version   Jul 2017
with Marco Lippi and Matteo Luciani, FEDS 2016-024, Board of Governors of the Federal Reserve System

Dynamic factor models, cointegration, and error correction mechanisms
this version   Jan 2017
with Marco Lippi and Matteo Luciani

NETS: Network estimation for time series
this version   Jan 2017
with Christian Brownlees

Do intellectual property rights influence cross-border mergers and acquisitions?
this version  Oct 2016
with Mercedes Campi, Marco Dueñas, and Giorgio Fagiolo


Determining the dimension of factor structures in non-stationary large datasets
with Lorenzo Trapani


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

On the stability of euro area money demand and its implications for monetary policy
with Antonio Conti
complementary appendix

Multiple string alignment
with Paolo Pin
ICTP mimeo