Giovanni Motta | Publications


	School of Business and Economics Department of Quantitative Economics
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Curriculum Vitae

Research

Teaching

Publications

Articles

Evolutionary Factor Analysis of the Semantic Dynamics of Frames (2012). Joint with Christian Baden.

Evolutionary factor analysis of replicated time series (2012). Joint with Hernando Ombao. Biometrics, in press.

(DOI: 10.1111/j.1541-0420.2012.01744.x).

Fitting dynamic factor models to non-stationary time series (2011). Joint with Michael Eichler and Rainer von Sachs. Journal of Econometrics, Volume 163, Issue 1, pages 51-70 (doi:10.1016/j.jeconom.2010.11.007).

Locally stationary factor models: identification and nonparametric estimation (2011). Joint with Christian Hafner and Rainer von Sachs. Econometric Theory, Volume 27, Issue 6, pages 1279-1319 (doi:10.1017/S0266466611000053).

Works in progress

Semiparametric Dynamic Factor Models for Nonstationary Time Series (2012). Joint with Michael Eichler.

Common Volatility in Evolutionary Panels (2012). Joint with Matteo Barigozzi.

Factor Analysis of Macroeconomic Time Series: Evolutionary versus Stationary Representations (2012). Joint with Matteo Barigozzi and Marco Lippi.

Theses

2009/02/06	Evolutionary factor analysis. Supervisors: Rainer von Sachs and Christian Hafner. PhD Thesis, Institute of statistics, Université Catholique de Louvain, Belgium.
2004/11/19	Nonparametric estimation of time-varying covariance matrices: choosing the number of factors in multivariate time series analysis. Supervisor: Rainer von Sachs. Mémoire de DEA, Institut de statistique, UCL.
2002/03/27	Tecniche statistiche multivariate per la misurazione della customer satisfaction nei servizi sanitari. Supervisor: Luigi D'Ambra. Tesi di Laurea, Dipartimento di Matematica e Statistica, Università degli Studi di Napoli Federico II.

Giovanni Motta, March 2012