Concepedia

Paolo Zaffaroni

PZ

28

Publications

1.5K

Citations

21

H-Index

1998

Active since

Affiliations

Imperial College London(Current)

Sapienza University of Rome

University of Southern California

University of Cambridge

Paolo Zaffaroni is an author at Imperial College London specializing in business, statistics, and asset pricing.

Top concepts

BusinessStatisticsFinanceAsset PricingVolatility ModelingEngineeringEconometricsManagementEconomicsEconomic Analysis

Publications per year

1998–2022

28

Publications

28

Contemporaneous aggregation of linear dynamic models in large economies

Paolo Zaffaroni · Journal of Econometrics · 2003 · 195 citations

Contemporaneous Aggregation, Economics, Dynamic Economic Model +7

(Fractional) beta convergence

Claudio Michelacci, Paolo Zaffaroni · Journal of Monetary Economics · 2000 · 141 citations

Fractional-order System, Beta Convergence, Approximation Theory +2

Dynamic factor models with infinite-dimensional factor spaces: One-sided representations

Mario Forni, Marc Hallin, Marco Lippi et al. · Journal of Econometrics · 2014 · 123 citations · Full text

Latent Modeling, Matrix Factorization, Representation Theory +3

Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis

Mario Forni, Marc Hallin, Marco Lippi et al. · Journal of Econometrics · 2017 · 103 citations · Full text

Infinite Dimensional Analysis, Latent Modeling, Factor Analysis +2

Can aggregation explain the persistence of inflation?

Filippo Altissimo, Benoı̂t Mojon, Paolo Zaffaroni · Journal of Monetary Economics · 2009 · 96 citations

Economics, Macroeconomics, Business +3

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