Lorenzo Trapani

594 total citations
45 papers, 292 citations indexed

About

Lorenzo Trapani is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance. According to data from OpenAlex, Lorenzo Trapani has authored 45 papers receiving a total of 292 indexed citations (citations by other indexed papers that have themselves been cited), including 24 papers in General Economics, Econometrics and Finance, 24 papers in Economics and Econometrics and 17 papers in Finance. Recurrent topics in Lorenzo Trapani's work include Monetary Policy and Economic Impact (24 papers), Financial Risk and Volatility Modeling (16 papers) and Statistical Methods and Inference (12 papers). Lorenzo Trapani is often cited by papers focused on Monetary Policy and Economic Impact (24 papers), Financial Risk and Volatility Modeling (16 papers) and Statistical Methods and Inference (12 papers). Lorenzo Trapani collaborates with scholars based in United Kingdom, Italy and United States. Lorenzo Trapani's co-authors include Giovanni Urga, Lajos Horváth, Matteo Barigozzi, Eduardo Rossi, Chihwa Kao, Gabriella Piscopo, Valeria D’Amato, Chihwa Kao, Steven Haberman and Xinbing Kong and has published in prestigious journals such as Journal of the American Statistical Association, Journal of Econometrics and The Annals of Statistics.

In The Last Decade

Lorenzo Trapani

41 papers receiving 283 citations

Peers

Lorenzo Trapani
Dante Amengual Spain
Angelia L. Grant Australia
Lars Stentoft Canada
Taisuke Otsu United Kingdom
Brendan K. Beare United States
Razvan Sufana Canada
Eric Eisenstat Australia
Rosella Giacometti Italy
Samuel W. Woolford United States
T. V. Ramanathan India
Dante Amengual Spain
Lorenzo Trapani
Citations per year, relative to Lorenzo Trapani Lorenzo Trapani (= 1×) peers Dante Amengual

Countries citing papers authored by Lorenzo Trapani

Since Specialization
Citations

This map shows the geographic impact of Lorenzo Trapani's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Lorenzo Trapani with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Lorenzo Trapani more than expected).

Fields of papers citing papers by Lorenzo Trapani

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Lorenzo Trapani. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Lorenzo Trapani. The network helps show where Lorenzo Trapani may publish in the future.

Co-authorship network of co-authors of Lorenzo Trapani

This figure shows the co-authorship network connecting the top 25 collaborators of Lorenzo Trapani. A scholar is included among the top collaborators of Lorenzo Trapani based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Lorenzo Trapani. Lorenzo Trapani is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Horváth, Lajos & Lorenzo Trapani. (2025). REAL-TIME MONITORING WITH RCA MODELS. Econometric Theory. 1–34.
2.
Barigozzi, Matteo, Haeran Cho, & Lorenzo Trapani. (2025). Moving Sum Procedure for Multiple Change Point Detection in Large Factor Models. Journal of Time Series Analysis.
3.
Horváth, Lajos, et al.. (2025). On changepoint detection in functional data using empirical energy distance. Journal of Econometrics. 250. 106023–106023.
4.
Horváth, Lajos, Lorenzo Trapani, & Shixuan Wang. (2025). Sequential Monitoring for Changes in GARCH(1,1) Models Without Assuming Stationarity. Journal of Time Series Analysis. 46(5). 981–996.
5.
He, Yong, et al.. (2024). Online change-point detection for matrix-valued time series with latent two-way factor structure. The Annals of Statistics. 52(4). 2 indexed citations
6.
Horváth, Lajos, et al.. (2024). The maximally selected likelihood ratio test in random coefficient models. Econometrics Journal. 27(3). 384–411. 2 indexed citations
7.
Horváth, Lajos & Lorenzo Trapani. (2023). Lp-functionals for change point detection in random coefficient autoregressive models. Statistics & Probability Letters. 201. 109829–109829. 2 indexed citations
8.
Degiannakis, Stavros, et al.. (2023). Superkurtosis. 3 indexed citations
9.
Horváth, Lajos, et al.. (2023). On Changepoint Detection in Functional Data Using Empirical Energy Distance. SSRN Electronic Journal. 1 indexed citations
10.
Barigozzi, Matteo, Giuseppe Cavaliere, & Lorenzo Trapani. (2022). Inference in Heavy-Tailed Nonstationary Multivariate Time Series. Journal of the American Statistical Association. 119(545). 565–581. 5 indexed citations
11.
Trapani, Lorenzo. (2021). A test for strict stationarity in a random coefficient autoregressive model of order 1. Statistics & Probability Letters. 177. 109164–109164. 3 indexed citations
12.
Barigozzi, Matteo & Lorenzo Trapani. (2021). Testing for Common Trends in Nonstationary Large Datasets. Journal of Business and Economic Statistics. 40(3). 1107–1122. 8 indexed citations
13.
Tsionas, Efthymios G., Marwan Izzeldin, & Lorenzo Trapani. (2021). Estimation of large dimensional time varying VARs using copulas. European Economic Review. 141. 103952–103952. 2 indexed citations
14.
Tsionas, Efthymios G., Marwan Izzeldin, & Lorenzo Trapani. (2019). Bayesian Estimation of Large Dimensional Time Varying VARs Using Copulas. SSRN Electronic Journal. 1 indexed citations
15.
Horváth, Lajos & Lorenzo Trapani. (2016). Statistical inference in a random coefficient panel model. Journal of Econometrics. 193(1). 54–75. 18 indexed citations
16.
Trapani, Lorenzo. (2015). Testing for (in)finite moments. Journal of Econometrics. 191(1). 57–68. 23 indexed citations
17.
Trapani, Lorenzo. (2014). Chover-type laws of the k-iterated logarithm for weighted sums of strongly mixing sequences. Journal of Mathematical Analysis and Applications. 420(2). 908–916. 3 indexed citations
18.
D’Amato, Valeria, et al.. (2014). Detecting Common Longevity Trends by a Multiple Population Approach. North American Actuarial Journal. 18(1). 139–149. 22 indexed citations
19.
Kao, Chihwa, Lorenzo Trapani, & Giovanni Urga. (2010). Asymptotics for Panel Models with Common Shocks - Extended Version. SSRN Electronic Journal. 2 indexed citations
20.
Trapani, Lorenzo, et al.. (2006). COMMON STOCHASTIC TRENDS AND AGGREGATION IN HETEROGENEOUS PANELS. Econometric Theory. 23(1). 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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