Alessandro Giovannelli : Citation Profile


Are you Alessandro Giovannelli?

Università degli Studi di Roma "Tor Vergata"

3

H index

2

i10 index

32

Citations

RESEARCH PRODUCTION:

4

Articles

10

Papers

RESEARCH ACTIVITY:

   6 years (2012 - 2018). See details.
   Cites by year: 5
   Journals where Alessandro Giovannelli has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 1 (3.03 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgi264
   Updated: 2019-04-13    RAS profile: 2019-01-12    
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Relations with other researchers


Works with:

Proietti, Tommaso (6)

Soccorsi, Stefano (4)

Forni, Mario (4)

Lippi, Marco (4)

Becchetti, Leonardo (2)

Ciciretti, Rocco (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alessandro Giovannelli.

Is cited by:

Hallin, Marc (7)

Forni, Mario (6)

Rossi, Barbara (4)

Lippi, Marco (3)

Barigozzi, Matteo (3)

Hillebrand, Eric (2)

Soccorsi, Stefano (2)

Della Marra, Fabio (1)

Huber, Peter (1)

Podolski, Edward (1)

Pavlikova, Eva (1)

Cites to:

Forni, Mario (14)

Lippi, Marco (13)

Hallin, Marc (11)

Ng, Serena (10)

Reichlin, Lucrezia (7)

Watson, Mark (6)

Boivin, Jean (6)

Giannone, Domenico (5)

D'Agostino, Antonello (3)

Parsley, David (2)

Bai, Jushan (2)

Main data


Where Alessandro Giovannelli has published?


Working Papers Series with more than one paper published# docs
CEIS Research Paper / Tor Vergata University, CEIS4

Recent works citing Alessandro Giovannelli (2018 and 2017)


YearTitle of citing document
2018Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals. (2018). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1811.10045.

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2018The Forcasting Performance of Dynamic Factor Models with Vintage Data. (2018). Forni, Mario ; Pattarin, Francesco ; di Bonaventura, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13034.

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2017Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models. (2017). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/248676.

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2018Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals. (2018). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/278905.

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2017Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis. (2017). Lippi, Marco ; Hallin, Marc ; Forni, Mario ; Zaffaroni, Paolo. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:74-92.

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2018Are socially responsible firms less likely to restate earnings?. (2018). Chepurko, Iuliia ; Nofsinger, John ; Donker, Han ; Dayanandan, Ajit. In: Global Finance Journal. RePEc:eee:glofin:v:38:y:2018:i:c:p:97-109.

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2018Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

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2018Corporate social responsibility, investor protection, and cost of equity: A cross-country comparison. (2018). Breuer, Wolfgang ; Salzmann, Astrid ; Rosenbach, David ; Muller, Torbjorn. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:34-55.

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2018Corporate Social Responsibility and Rule 144A Debt Offerings: Empirical Evidence. (2018). Dbouk, Wassim ; Wang, Jianrong ; Jin, Dawei . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:4:p:94-:d:184256.

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2018Corporate goodness and profit warnings. (2018). Dayanandan, Ajit ; Nofsinger, John ; Donker, Han. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:2:d:10.1007_s11156-017-0680-7.

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2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers. RePEc:lan:wpaper:257939806.

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2018Monitoring Bank Failures in a Data-Rich Environment. (2018). Moran, Kevin ; Gnagne, Jean Armand . In: Cahiers de recherche. RePEc:lvl:crrecr:1815.

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2018The Forecasting Performance of Dynamic Factor Models with Vintage Data. (2018). Forni, Mario ; Pattarin, Francesco ; di Bonaventura, Luca. In: Center for Economic Research (RECent). RePEc:mod:recent:138.

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2018The Forecasting Performance of Dynamic Factor Models with Vintage Data. (2018). di Bonaventura, Luca ; Pattarin, Francesco ; Forni, Mario. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0070.

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2017A forecasting performance comparison of dynamic factor models based on static and dynamic methods. (2017). Della Marra, Fabio. In: Economics Department Working Papers. RePEc:par:dipeco:2017-me01.

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2017The Impact of CSR Certification on Firm Profitability, Wages and Sales. (2017). Pavlikova, Eva ; Huber, Peter ; Basovnikova, Marcela. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2017:i:535.

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Works by Alessandro Giovannelli:


YearTitleTypeCited
2014On the Selection of Common Factors for Macroeconomic Forecasting In: CREATES Research Papers.
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2014On the Selection of Common Factors for Macroeconomic Forecasting.(2014) In: MPRA Paper.
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This paper has another version. Agregated cites: 5
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2015On the Selection of Common Factors for Macroeconomic Forecasting.(2015) In: CEIS Research Paper.
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This paper has another version. Agregated cites: 5
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2017A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices In: CREATES Research Papers.
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paper0
2018A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices.(2018) In: Biometrika.
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This paper has another version. Agregated cites: 0
article
2017A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices.(2017) In: CEIS Research Paper.
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This paper has another version. Agregated cites: 0
paper
2016Dynamic Factor model with infinite dimensional factor space: forecasting In: CEPR Discussion Papers.
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paper17
2016Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting.(2016) In: Working Papers ECARES.
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This paper has another version. Agregated cites: 17
paper
2016Dynamic Factor model with infinite dimensional factor space: forecasting.(2016) In: Center for Economic Research (RECent).
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This paper has another version. Agregated cites: 17
paper
2018Dynamic factor model with infinite‐dimensional factor space: Forecasting.(2018) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 17
article
2013Corporate social responsibility and earnings forecasting unbiasedness In: Journal of Banking & Finance.
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article10
2013Corporate Social Responsibility and Earnings Forecasting Unbiasedness.(2013) In: CEIS Research Paper.
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This paper has another version. Agregated cites: 10
paper
2012Nonlinear Forecasting Using a Large Number of Predictors In: Rivista italiana degli economisti.
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article0
2012Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies In: CEIS Research Paper.
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paper0

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