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Details about Stefano Soccorsi

E-mail:
Homepage:https://sites.google.com/site/stefanosoccorsi/
Workplace:Department of Economics, Management School, Lancaster University, (more information at EDIRC)

Access statistics for papers by Stefano Soccorsi.

Last updated 2019-04-28. Update your information in the RePEc Author Service.

Short-id: pso568


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Working Papers

2019

  1. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness
    Working Papers, Lancaster University Management School, Economics Department Downloads
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2019) Downloads

2018

  1. Identification of global and local shocks in international financial markets via general dynamic factor models
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (5)

2017

  1. Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads

2016

  1. Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (6)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2016) Downloads View citations (13)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (7)

    See also Journal Article in Journal of Applied Econometrics (2018)
  2. Measuring Nonfundamentalness for Structural VARs
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (9)
    See also Journal Article in Journal of Economic Dynamics and Control (2016)

Journal Articles

2018

  1. Dynamic factor model with infinite‐dimensional factor space: Forecasting
    Journal of Applied Econometrics, 2018, 33, (5), 625-642 Downloads View citations (11)
    See also Working Paper (2016)

2016

  1. Measuring nonfundamentalness for structural VARs
    Journal of Economic Dynamics and Control, 2016, 71, (C), 86-101 Downloads View citations (4)
    See also Working Paper (2016)
 
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