Paolo Zaffaroni

Economics and Econometrics · 2000–2017

A researcher in the Science corpus: 10 papers; trusts 37 researchers and is trusted by 32 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 102 citations into it; #5,869 of 23,481 by trust here, #5,722 by citations
• Finance — 64 citations into it; #1,093 of 10,518 by trust here, #1,721 by citations
• Statistics and Probability — 25 citations into it; #8,401 of 12,932 by trust here, #7,508 by citations
• Time-Series & Forecasting — 9 citations into it
• Artificial Intelligence — 7 citations into it
• Economics & Operations Research — 5 citations into it

Whom Paolo Zaffaroni trusts overall

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

1. Robert F. Engle
2. Tim Bollerslev
3. Liudas Giraitis
4. Peter M. Robinson
5. Gary Chamberlain
6. M. Forni
7. Peter J. Brockwell
8. James H. Stock
9. Jushan Bai
10. Jan Beran

Who trusts Paolo Zaffaroni overall

1. Christian Conrad
2. Axel Groß-Klußmann
3. Menelaos Karanasos
4. Filippo Altissimo
5. Liudas Giraitis
6. Berthold R. Haag
7. Nikolaus Hautsch
8. Gilles Zumbach
9. Jean‐Marc Bardet
10. Benoît Mojon

Papers from Paolo Zaffaroni's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Statistics for long-memory processes
3. Eigenvalue Ratio Test for the Number of Factors
4. Monetary Policy in a Data-Rich Environment
5. Are more data always better for factor analysis
6. Determining the Number of Factors in Approximate Factor Models
7. Inferential Theory for Factor Models of Large Dimensions
8. Nowcasting: the real time informational content of macroeconomic data releases
9. Asymptotic theory for multivariate GARCH processes
10. Determining the Number of Factors in the General Dynamic Factor Model

Their papers

• Can aggregation explain the persistence of inflation (2009) — 115 citations
• Contemporaneous aggregation of linear dynamic models in large economies (2004) — 205 citations
• Pseudo-maximum likelihood estimation of ARCH(∞) models (2005) — 95 citations
• Gaussian inference on certain long-range dependent volatility models (2003) — 57 citations
• Contemporaneous aggregation of GARCH processes (2007) — 47 citations
• Dynamic factor models with infinite-dimensional factor spaces: One-sided representations (2015) — 120 citations
• Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis (2017) — 97 citations
• Fractional) Beta Convergence (2000) — 155 citations
• STATIONARITY AND MEMORY OF ARCH(∞) MODELS (2004) — 55 citations
• Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management (2004) — 78 citations