| Dynamic factor model with infinite‐dimensional factor space: Forecasting M Forni, A Giovannelli, M Lippi, S Soccorsi Journal of Applied Econometrics 33 (5), 625-642, 2018 | 51 | 2018 |
| Time-varying general dynamic factor models and the measurement of financial connectedness M Barigozzi, M Hallin, S Soccorsi, R von Sachs Journal of Econometrics, 2020 | 49 | 2020 |
| Forecasting stock returns with large dimensional factor models A Giovannelli, D Massacci, S Soccorsi Journal of Empirical Finance 63, 252-269, 2021 | 23 | 2021 |
| Identification of global and local shocks in international financial markets via general dynamic factor models M Barigozzi, M Hallin, S Soccorsi Journal of financial econometrics 17 (3), 462-494, 2019 | 20 | 2019 |
| Measuring nonfundamentalness for structural VARs S Soccorsi Journal of Economic Dynamics and Control 71, 86-101, 2016 | 20 | 2016 |
| An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain M Forni, L Gambetti, A Granese, L Sala, S Soccorsi Centre for Economic Policy Research, 2023 | 1 | 2023 |
