Matteo Luciani

Economics and Econometrics · 2014–2016

A researcher in the Science corpus: 2 papers; trusts 36 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 132 citations into it
• Finance — 60 citations into it
• Statistics and Probability — 20 citations into it
• Management Science and Operations Research — 7 citations into it

Whom Matteo Luciani trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jushan Bai
2. M. Forni
3. Serena Ng
4. A. Onatski
5. James H. Stock
6. Mark W. Watson
7. Domenico Giannone
8. Marc Hallin
9. Jean Boivin
10. Marco Lippi

Papers from Matteo Luciani's perspective

Ordered by how strongly the researchers Matteo Luciani trusts endorse each paper. Same corpus, a different order for every researcher.

1. Inferential Theory for Factor Models of Large Dimensions
2. Are more data always better for factor analysis
3. Determining the Number of Factors in the General Dynamic Factor Model
4. Determining the Number of Factors in Approximate Factor Models
5. Eigenvalue Ratio Test for the Number of Factors
6. Nowcasting: the real time informational content of macroeconomic data releases
7. Forecasting Using Principal Components From a Large Number of Predictors
8. Macroeconomic Forecasting Using Diffusion Indexes
9. Determining the Number of Factors from Empirical Distribution of Eigenvalues (Review of Economics and Statistics)
10. Determining the Number of Primitive Shocks in Factor Models

Their papers

• Non-Stationary Dynamic Factor Models for Large Datasets (2016) — 51 citations
• Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy (2014) — 185 citations