I agree that this site is using cookies. You can find further informations here.
X
Soccorsi, Stefano
21  results:
Search for persons X
?
1

Forecasting stock returns with large dimensional factor mod..:

Giovannelli, Alessandro ; Massacci, Daniele ; Soccorsi, Stefano
Journal of Empirical Finance.  63 (2021)  - p. 252-269 , 2021
Link: https://doi.org/10.1016/..
 
?
2

Time-varying general dynamic factor models and the measurem..:

Barigozzi, Matteo ; Hallin, Marc ; Soccorsi, Stefano.
Journal of Econometrics.  222 (2021)  1 - p. 324-343 , 2021
Link: https://doi.org/10.1016/..
 
?
3

Dynamic factor model with infinite-dimensional factor space..:

Forni, Mario ; Giovannelli, Alessandro ; Lippi, Marco.
Journal of Applied Econometrics.  33 (2018)  5 - p. 625-642 , 2018
Link: https://www.jstor.org/st..
 
?
4

Identification of Global and Local Shocks in International ..:

Barigozzi, Matteo ; Hallin, Marc ; Soccorsi, Stefano
Journal of Financial Econometrics.  17 (2018)  3 - p. 462-494 , 2018
Link: https://doi.org/10.1093/..
 
?
5

Dynamic factor model with infinite‐dimensional factor space..:

Forni, Mario ; Giovannelli, Alessandro ; Lippi, Marco.
Journal of Applied Econometrics.  33 (2018)  5 - p. 625-642 , 2018
Link: https://doi.org/10.1002/..
 
?
6

Measuring nonfundamentalness for structural VARs:

Soccorsi, Stefano
Journal of Economic Dynamics and Control.  71 (2016)  - p. 86-101 , 2016
Link: https://doi.org/10.1016/..
 
?
7

Three essays in macroeconomics:

Seabe, Mbakile ; Motta, Giorgio ; Soccorsi, Stefano
https://eprints.lancs.ac.uk/id/eprint/172476/1/2022seabephd.pdf.  , 2022
Link: https://eprints.lancs.ac..
 
?
8

Time-Varying General Dynamic Factor Models and the Measurem..:

Barigozzi, Matteo ; Hallin, Marc ; Soccorsi, Stefano.
https://eprints.lancs.ac.uk/id/eprint/143513/1/BHSvS.pdf.  , 2021
Link: https://eprints.lancs.ac..
 
?
9

Forecasting stock returns with large dimensional factor mod..:

Giovannelli, Alessandro ; Massacci, Daniele ; Soccorsi, Stefano
https://eprints.lancs.ac.uk/id/eprint/158242/1/GMS2021_JEF_Revision_DM_AG_SS_rev_AG_June152021_app.pdf.  , 2021
Link: https://eprints.lancs.ac..
 
?
10

Time-Varying General Dynamic Factor Models and the Measurem..:

Barigozzi, Matteo ; Hallin, Marc ; Soccorsi, Stefano.
boreal:224107.  , 2021
Link: http://hdl.handle.net/20..
 
?
11

Time-Varying General Dynamic Factor Models and the Measurem..:

Barigozzi, Matteo ; Hallin, Marc ; Soccorsi, Stefano.
boreal:224107.  , 2021
Link: http://hdl.handle.net/20..
 
?
12

Time-Varying General Dynamic Factor Models and the Measurem..:

Barigozzi, Matteo ; Hallin, Marc ; Soccorsi, Stefano
uri/info:repec/RePEc:eca:wpaper:2013/283963.  , 2019
Link: http://hdl.handle.net/20..
 
?
13

Identification of Global and Local Shocks in International ..:

Barigozzi, Matteo ; Hallin, Marc ; Soccorsi, Stefano
https://eprints.lancs.ac.uk/id/eprint/125271/1/BHS_accepted.pdf.  , 2019
Link: https://eprints.lancs.ac..
 
?
14

Identification of Global and Local Shocks in International ..:

Barigozzi, Matteo ; Hallin, Marc ; Soccorsi, Stefano
uri/info:doi/10.1093/jjfinec/nby006.  , 2019
Link: http://hdl.handle.net/20..
 
?
15

Dynamic factor model with infinite-dimensional factor space..:

Forni, Mario ; Giovannelli, Alessandro ; Lippi, Marco.
https://eprints.lancs.ac.uk/id/eprint/125272/1/FGLS_2017_Final.pdf.  , 2018
Link: https://eprints.lancs.ac..
 
1-15