Working Papers

 

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.
LEM Working Paper 2007/24 G. Fagiolo
L. Alessi
M. Barigozzi
M. Capasso
On the distributional properties of household consumption expenditures. The case of Italy.
[PUBLISHED - SEE "PUBLICATIONS"]
LEM Working Paper 2007/23
 M. Capasso
L. Alessi
M. Barigozzi
G. Fagiolo
On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters.
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
LEM Working Paper 2007/21 M. Barigozzi
M. Capasso
A Multivariate Perspective for Modelling and Forecasting Inflation's Conditional Mean and Variance
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
LEM Working Paper 2006/25 L. Alessi
M. Barigozzi
M. Capasso
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series
LEM Working Paper 2006/13 L. Alessi
M. Barigozzi
M. Capasso
Generalized Dynamic Factor Model + GARCH. Exploiting Multivariate Information for Univariate Prediction.