Selected Working Papers
USE working paper 09-28
LEM Working Paper 2009/15
M. Capasso
E. Cefis
K. Frenken
Do Some Firms Persistently Outperform?
ECB Working Paper 1115
ECARES Working Paper 2009-005
L. Alessi
M. Barigozzi
M. Capasso
Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors.
ECB Working Paper 1061
LEM Working Paper 2008/18
M. Barigozzi
L. Alessi
M. Capasso
G. Fagiolo
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households.
LEM Working Paper 2008/09
M. Barigozzi
M. Capasso
Nonfundamental Representations of the Relation between Technology Shocks and Hours Worked.
ECB Working Paper 922
LEM Working Paper 2007/22
L. Alessi
M. Barigozzi
M. Capasso
A Review of Nonfundamentalness and Identification in Structural VAR Models
ECB Working Paper 903
LEM Working Paper 2007/19
L. Alessi
M. Barigozzi
M. Capasso
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models
LEM Working Paper
2006/27
L. Alessi
M. Barigozzi
M. Capasso
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data