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		Working papers

	PRE-PRINTS
	The canonical decomposition of factor models: weak factors are everywhere P. Gersing, M. Barigozzi, C. Rust, M. Deistler arXiv:2307.10067.v2   Mar 2025 Predicting energy demand with tensor factor models M. Banin, M. Barigozzi, L.Trapin arXiv:2502.06213.v1   Feb 2025 Estimation of large approximate dynamic matrix factor models based on the EM algorithm and Kalman filtering M. Barigozzi, L.Trapin arXiv:2502.04112.v2   May 2025 Measuring the euro area output gap M. Barigozzi, C. Lissona, M. Luciani arXiv:2505.05536.v2   Nov 2025 Large datasets for the euro area and its member countries and the dynamic effects of the common monetary policy M. Barigozzi, C. Lissona, L. Tonni arXiv:2410.05082.v1   Oct 2024   Codes Quasi maximum likelihood estimation and inference of large approximate dynamic factor models via the EM algorithm M. Barigozzi, M. Luciani arXiv:1910.03821.v5   Sep 2024   Codes Statistical inference for large-dimensional tensor factor models by iterative projection M. Barigozzi, Y. He, L. Li, L. Trapani arXiv:2206.09800.v3   Feb 2025   Codes Asymptotic theory of principal component analysis for high-dimensional time series data under a factor structure M. Barigozzi arXiv:2211.01921.v5   Nov 2025

	SELECTED PERMANENT WORKING PAPERS
	Robust tensor factor analysis M. Barigozzi, Y. He, L. Li, L. Trapani arXiv:2303.18163.v2   2023 Quasi maximum likelihood estimation of non-stationary large approximate dynamic factor models M. Barigozzi, M. Luciani arXiv:1910.09841   2019 Common factors, trends, and cycles in large datasets M. Barigozzi, M. Luciani FEDS 2017-111   2017 Multiple string alignment M. Barigozzi, P. Pin ICTP mimeo   2002