Matteo Barigozzi

2.6k total citations
62 papers, 1.5k citations indexed

About

Matteo Barigozzi is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance and Finance. According to data from OpenAlex, Matteo Barigozzi has authored 62 papers receiving a total of 1.5k indexed citations (citations by other indexed papers that have themselves been cited), including 43 papers in Economics and Econometrics, 33 papers in General Economics, Econometrics and Finance and 26 papers in Finance. Recurrent topics in Matteo Barigozzi's work include Monetary Policy and Economic Impact (33 papers), Financial Risk and Volatility Modeling (18 papers) and Complex Systems and Time Series Analysis (17 papers). Matteo Barigozzi is often cited by papers focused on Monetary Policy and Economic Impact (33 papers), Financial Risk and Volatility Modeling (18 papers) and Complex Systems and Time Series Analysis (17 papers). Matteo Barigozzi collaborates with scholars based in Italy, United Kingdom and Belgium. Matteo Barigozzi's co-authors include Matteo Luciani, Lucia Alessi, Marco Capasso, Giorgio Fagiolo, Antonio Maria Conti, Christian T. Brownlees, Marc Hallin, Diego Garlaschelli, Giuseppe Mangioni and Marco Lippi and has published in prestigious journals such as Journal of the American Statistical Association, Scientific Reports and The Review of Economics and Statistics.

In The Last Decade

Matteo Barigozzi

56 papers receiving 1.5k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Matteo Barigozzi Italy 18 1.0k 622 545 194 166 62 1.5k
Valentyn Panchenko Australia 12 1.1k 1.1× 452 0.7× 561 1.0× 55 0.3× 51 0.3× 39 1.5k
Sung Y. Park South Korea 21 946 0.9× 340 0.5× 384 0.7× 44 0.2× 61 0.4× 51 1.4k
Roberto Casarin Italy 20 755 0.7× 361 0.6× 578 1.1× 74 0.4× 191 1.2× 108 1.3k
Yoon‐Jae Whang South Korea 17 881 0.9× 342 0.5× 536 1.0× 38 0.2× 332 2.0× 46 1.4k
Rustam Ibragimov United States 21 1.1k 1.1× 315 0.5× 836 1.5× 37 0.2× 285 1.7× 71 1.9k
Katsumi Shimotsu Canada 14 1.0k 1.0× 491 0.8× 721 1.3× 23 0.1× 170 1.0× 29 1.4k
Jean‐Marie Dufour Canada 24 1.2k 1.1× 1.1k 1.8× 718 1.3× 45 0.2× 763 4.6× 106 2.3k
Monica Billio Italy 29 1.9k 1.8× 704 1.1× 1.8k 3.3× 104 0.5× 144 0.9× 146 2.9k
Stan Hurn Australia 24 1.3k 1.2× 599 1.0× 684 1.3× 21 0.1× 76 0.5× 90 2.0k
Dominique Guégan France 22 803 0.8× 269 0.4× 742 1.4× 146 0.8× 103 0.6× 132 1.5k

Countries citing papers authored by Matteo Barigozzi

Since Specialization
Citations

This map shows the geographic impact of Matteo Barigozzi'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 Matteo Barigozzi with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Matteo Barigozzi more than expected).

Fields of papers citing papers by Matteo Barigozzi

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Matteo Barigozzi. 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 Matteo Barigozzi. The network helps show where Matteo Barigozzi may publish in the future.

Co-authorship network of co-authors of Matteo Barigozzi

This figure shows the co-authorship network connecting the top 25 collaborators of Matteo Barigozzi. A scholar is included among the top collaborators of Matteo Barigozzi 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 Matteo Barigozzi. Matteo Barigozzi 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.
Barigozzi, Matteo & Marc Hallin. (2025). The Dynamic, the Static, and the Weak: Factor Models and the Analysis of High‐Dimensional Time Series. Journal of Time Series Analysis. 47(1). 201–219.
2.
Barigozzi, Matteo, et al.. (2025). General spatio-temporal factor models for high-dimensional random fields on a lattice. The Annals of Statistics. 53(1). 1 indexed citations
3.
Barigozzi, Matteo, et al.. (2025). Factor Network Autoregressions. Journal of Business and Economic Statistics. 43(4). 1105–1118. 1 indexed citations
4.
Barigozzi, Matteo, Haeran Cho, & Lorenzo Trapani. (2025). Moving Sum Procedure for Multiple Change Point Detection in Large Factor Models. Journal of Time Series Analysis.
5.
Barigozzi, Matteo, et al.. (2024). Measuring the Euro Area Output Gap. Finance and Economics Discussion Series. 1–51.
6.
Barigozzi, Matteo, et al.. (2024). Modelling large dimensional datasets with Markov switching factor models. Journal of Econometrics. 247. 105919–105919. 1 indexed citations
7.
Cho, Haeran, et al.. (2023). fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling. The R Journal. 15(3). 214–239. 1 indexed citations
8.
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
9.
Barigozzi, Matteo & Christian T. Brownlees. (2019). NETS: Network Estimation for Time Series. Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna). 99 indexed citations
10.
Dueñas, Marco, Rossana Mastrandrea, Matteo Barigozzi, & Giorgio Fagiolo. (2017). Spatio-Temporal Patterns of the International Merger and Acquisition Network. Scientific Reports. 7(1). 10789–10789. 13 indexed citations
11.
Dueñas, Marco, Rossana Mastrandrea, Matteo Barigozzi, & Giorgio Fagiolo. (2017). Spatio-Temporal Patterns of the International Merger and Acquisition Network. SSRN Electronic Journal.
12.
Campi, Mercedes, Marco Dueñas, Matteo Barigozzi, & Giorgio Fagiolo. (2016). Do Intellectual Property Rights Influence Cross-Border Mergers and Acquisitions?. SSRN Electronic Journal. 4 indexed citations
13.
Barigozzi, Matteo, Marco Lippi, & Matteo Luciani. (2016). Non-Stationary Dynamic Factor Models for Large Datasets. Finance and Economics Discussion Series. 2016.0(24). 1–59. 9 indexed citations
14.
Barigozzi, Matteo, Antonio Maria Conti, & Matteo Luciani. (2013). Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?. SSRN Electronic Journal. 28 indexed citations
15.
Barigozzi, Matteo, Antonio Maria Conti, & Matteo Luciani. (2011). Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model. Economic papers. 1–39. 4 indexed citations
16.
Alessi, Lucia, Matteo Barigozzi, & Marco Capasso. (2011). Non-Fundamentalness in Structural Econometric Models: A Review. International Statistical Review. 79(1). 16–47. 52 indexed citations
17.
Barigozzi, Matteo & Biagio Speciale. (2011). Immigrants' legal status, permanence in the destination country and the distribution of consumption expenditure. Applied Economics Letters. 18(14). 1341–1347. 4 indexed citations
18.
Barigozzi, Matteo, Giorgio Fagiolo, & Diego Garlaschelli. (2010). Multinetwork of international trade: A commodity-specific analysis. Physical Review E. 81(4). 46104–46104. 160 indexed citations
19.
Alessi, Lucia, Matteo Barigozzi, & Marco Capasso. (2009). A Robust Criterion for Determining the Number of Factors in Approximate Factor Models. RePEc: Research Papers in Economics. 7 indexed citations
20.
Alessi, Lucia, Matteo Barigozzi, & Marco Capasso. (2008). A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models. SSRN Electronic Journal. 18 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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