Filippo Altissimo

Economics and Econometrics · 2000–2009

A researcher in the Science corpus: 7 papers; trusts 17 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Filippo Altissimo trusts overall

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

  1. James H. Stock
  2. M. Forni
  3. Mark W. Watson
  4. Marc Hallin
  5. Jushan Bai
  6. Ricardo Reis
  7. Paolo Zaffaroni
  8. Carlos M. Carvalho
  9. Peter J. Brockwell
  10. W. Ploberger

Who trusts Filippo Altissimo overall

  1. Pierre Perron
  2. Xiaofeng Shao
  3. Xianyang Zhang
  4. James H. Stock
  5. M. Forni
  6. Massimiliano Marcellino
  7. J. Breitung
  8. Claudia Foroni
  9. Mark W. Watson
  10. Marc Hallin

Papers from Filippo Altissimo's perspective

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

  1. Monetary Policy in a Data-Rich Environment
  2. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
  3. Determining the Number of Factors in Approximate Factor Models
  4. Inferential Theory for Factor Models of Large Dimensions
  5. Determining the Number of Factors in the General Dynamic Factor Model
  6. An Introduction to Multivariate Statistical Analysis
  7. Relative Goods' Prices, Pure Inflation, and the Phillips Correlation
  8. The Generalized Dynamic-Factor Model: Identification and Estimation
  9. Are more data always better for factor analysis
  10. Macroeconomic Forecasting Using Diffusion Indexes

Their papers