This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Marco Capasso

Personal Details | Affiliation | Works
This is information that was supplied by Marco Capasso in registering through RePEc. If you are Marco Capasso , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Marco
Middle Name:
Last Name: Capasso
Suffix:

RePEc Short-ID: pca317

Email:
Homepage: http://www.capasso.info
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2009. "A Robust Criterion for Determining the Number of Factors in Approximate Factor Models," ECARES Working Papers 2009_023, Université Libre de Bruxelles, Ecares. [Downloadable!]

  2. Matteo Barigozzi & Lucia Alessi & Marco Capasso & Giorgio Fagiolo, 2009. "The Distribution of Households Consumption-Expenditure Budget Shares," Working Paper Series 1061, European Central Bank. [Downloadable!]

  3. Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2009. "Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors," ECARES Working Papers 2009_005, Université Libre de Bruxelles, Ecares. [Downloadable!]

  4. Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2009. "Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors," Working Paper Series 1115, European Central Bank. [Downloadable!]

  5. Marco Capasso & Elena Cefis & Koen Frenken, 2009. "Do Some Firms Persistently Outperform ?," LEM Papers Series 2009/15, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
    Other versions:

  6. Matteo Barigozzi & Lucia Alessi & Marco Capasso & Giorgio Fagiolo, 2008. "The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households," Papers on Economics and Evolution 2008-09, Max Planck Institute of Economics, Evolutionary Economics Group. [Downloadable!]
    Other versions:

  7. Matteo Barigozzi & Marco Capasso, 2008. "Nonfundamental Representations of the Relation between Technology Shocks and Hours Worked," LEM Papers Series 2008/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]

  8. Giorgio Fagiolo & Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2007. "On the distributional properties of household consumption expenditures. The case of Italy," LEM Papers Series 2007/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]

  9. Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2007. "A Review of Nonfundamentalness and Identification in Structural VAR Models," LEM Papers Series 2007/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
    Other versions:

  10. Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2007. "A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models," LEM Papers Series 2007/19, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
    Other versions:

  11. Marco Capasso & Lucia Alessi & Matteo Barigozzi & Giorgio Fagiolo, 2007. "On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters," LEM Papers Series 2007/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
    Published as:

  12. Matteo Barigozzi & Marco Capasso, 2007. "A Multivariate Perspective for Modeling and Forecasting Inflation's Conditional Mean and Variance," LEM Papers Series 2007/21, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]

  13. Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2006. "Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series," LEM Papers Series 2006/25, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]

  14. Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2006. "Generalized Dynamic Factor Model + GARCH
    Exploiting Multivariate Information for Univariate Prediction    ," LEM Papers Series 2006/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]

  15. Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2006. "A Dynamic Factor Analysis of Business Cycle on Firm-Level Data," LEM Papers Series 2006/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]

Articles

  1. Marco Capasso & Lucia Alessi & Matteo Barigozzi & Giorgio Fagiolo, 2009. "On Approximating The Distributions Of Goodness-Of-Fit Test Statistics Based On The Empirical Distribution Function: The Case Of Unknown Parameters," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 157-167. [Downloadable!] (restricted)
    Other versions:

NEP Fields

16 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2009-11-07
  2. NEP-CBA: Central Banking (3) 2007-10-06 2008-04-29 2008-08-14
  3. NEP-ECM: Econometrics (7) 2006-05-20 2006-10-14 2007-10-06 2007-11-10 2008-05-31 2008-08-14 2009-03-14 Author is listed
  4. NEP-ETS: Econometric Time Series (5) 2006-05-20 2006-10-14 2007-10-06 2008-08-14 2009-03-14 Author is listed
  5. NEP-FIN: Finance (1) 2006-05-20
  6. NEP-FMK: Financial Markets (1) 2006-05-20
  7. NEP-FOR: Forecasting (4) 2006-05-20 2006-10-14 2007-10-06 2009-03-14 Author is listed
  8. NEP-MAC: Macroeconomics (3) 2006-10-14 2007-10-06 2008-04-29
  9. NEP-MON: Monetary Economics (1) 2007-10-06
  10. NEP-ORE: Operations Research (1) 2009-03-14
  11. NEP-RMG: Risk Management (1) 2006-10-14
  12. NEP-TID: Technology & Industrial Dynamics (1) 2009-11-07
Did you know? Over five million full texts a year are downloaded through IDEAS.

This page was last updated on 2009-11-21.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.