Alessandro Giovannelli : Citation Profile

6

H index

4

i10 index

133

Citations

RESEARCH PRODUCTION:

8

Articles

18

Papers

RESEARCH ACTIVITY:

   11 years (2012 - 2023). See details.
   Cites by year: 12
   Journals where Alessandro Giovannelli has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 6 (4.32 %)

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   Permalink: http://citec.repec.org/pgi264
   Updated: 2025-12-13    RAS profile: 2024-02-07    
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Relations with other researchers

Works with:

Proietti, Tommaso (6)

Lippi, Marco (2)

Soccorsi, Stefano (2)

Massacci, Daniele (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 (29)

Barigozzi, Matteo (16)

Rossi, Barbara (10)

Trucíos, Carlos (10)

Hotta, Luiz (10)

Valls Pereira, Pedro (10)

Forni, Mario (7)

Soccorsi, Stefano (6)

Lippi, Marco (6)

Zaffaroni, Paolo (4)

Zevallos, Mauricio (4)

Cites to:

Forni, Mario (54)

Lippi, Marco (54)

Hallin, Marc (43)

Reichlin, Lucrezia (29)

Ng, Serena (25)

Marcellino, Massimiliano (15)

Watson, Mark (14)

Giannone, Domenico (13)

Zaffaroni, Paolo (12)

Timmermann, Allan (11)

Diebold, Francis (10)

Main data

Where Alessandro Giovannelli has published?

Journals with more than one article published# docs
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
CEIS Research Paper / Tor Vergata University, CEIS8
Papers / arXiv.org2

Recent works citing Alessandro Giovannelli (2025 and 2024)

YearTitle of citing document
2024Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Iterative Refinement Labeling. (2024). Dai, Zhonghao ; Zhang, Ruchen ; Wang, Ling ; Zeng, Liang ; Li, Jian ; Niu, Hui ; Zhu, Dewei. In: Papers. RePEc:arx:papers:2107.11972.

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2024Dynamic Factor Models: a Genealogy. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2025The Dynamic, the Static, and the Weak factor models and the analysis of high-dimensional time series. (2025). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2407.10653.

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2024A Distributed Lag Approach to the Generalised Dynamic Factor Model (GDFM). (2024). Gersing, Philipp. In: Papers. RePEc:arx:papers:2410.20885.

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2024Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:4:p:1336-1386.

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2024The Dynamic, the Static, and the Weak Factor Models and the Analysis of High-Dimensional Time Series. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/377116.

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2024Inferential theory for generalized dynamic factor models. (2024). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000593.

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2024Forecasting Near-equivalence of Linear Dimension Reduction Methods in Large Panels of Macro-variables. (2024). Bura, Efstathia ; Barbarino, Alessandro. In: Econometrics and Statistics. RePEc:eee:ecosta:v:31:y:2024:i:c:p:1-18.

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2025Earning quality and climate risk: The case of European firms. (2025). ben Abdesslem, Rim ; Chkir, Imed ; Saadi, Samir. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002200.

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2024Forecasting in factor augmented regressions under structural change. (2024). Kapetanios, George ; Massacci, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:62-76.

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2024Factor-augmented forecasting in big data. (2024). Bae, Juhee. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688.

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2024Sustainability and Dividends: Complements or Substitutes?. (2024). Mauck, Nathan ; Krieger, Kevin. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:14:p:6233-:d:1439794.

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2025Inflation forecasting in turbulent times. (2025). Kunst, Robert ; Sgner, Leopold ; Koch, Sebastian P ; Hlouskova, Jaroslava ; Fortin, Ines ; Ertl, Martin. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09633-z.

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2025The impact of the official statistics revision on the accuracy of the Russian macroeconomic indicators nowcasting models. (2025). Makeeva, Natalia. In: Applied Econometrics. RePEc:ris:apltrx:021520.

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2024Indirect estimation of the monthly transport turnover indicator in Italy. (2024). Moauro, Filippo ; Guardabascio, Barbara ; Mosley, Luke. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:2:d:10.1007_s00181-024-02571-6.

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2025Stock return forecasting based on the proxy variables of category factors. (2025). Zhao, Yuan ; Gong, Xue ; Zhang, Weiguo ; Xu, Weijun. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00779-8.

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2025Nowcasting GDP in Romania: A Dynamic Factor Model Approach. (2025). Cristina-Elena, Bejenaru. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:19:y:2025:i:1:p:1598-1609:n:1014.

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2024Testing the optimality of USDAs WASDE forecasts under unknown loss. (2024). Katchova, Ani L ; Ding, Kexin. In: Agribusiness. RePEc:wly:agribz:v:40:y:2024:i:4:p:846-865.

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2024An application of artificial neural networks in corporate social responsibility decision making. (2024). Thanh, Nguyen Thi. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:31:y:2024:i:1:n:e1542.

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2024Conservatism and information rigidity of the European Bank for Reconstruction and Developments growth forecast: Quarter‐century assessment. (2024). Tsuchiya, Yoichi. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1399-1421.

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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 nother version. Agregated cites: 10		paper
2015On the Selection of Common Factors for Macroeconomic Forecasting.(2015) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 10		paper
2017A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices In: CREATES Research Papers.
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2018A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices.(2018) In: Biometrika.
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This paper has nother version. Agregated cites: 2		article
2017A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices.(2017) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 2		paper
2023The Forecasting performance of the Factor model with Martingale Difference errors In: Papers.
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2023Band-Pass Filtering with High-Dimensional Time Series In: Papers.
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2023Band-Pass Filtering with High-Dimensional Time Series.(2023) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 0		paper
2021Nowcasting monthly GDP with big data: A model averaging approach In: Journal of the Royal Statistical Society Series A.
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2020Nowcasting Monthly GDP with Big Data: a Model Averaging Approach.(2020) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 9		paper
2016Dynamic Factor model with infinite dimensional factor space: forecasting In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper52
2016Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting.(2016) In: Working Papers ECARES.
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This paper has nother version. Agregated cites: 52		paper
2016Dynamic Factor model with infinite dimensional factor space: forecasting.(2016) In: Center for Economic Research (RECent).
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This paper has nother version. Agregated cites: 52		paper
2018Dynamic factor model with infinite‐dimensional factor space: Forecasting.(2018) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 52		article
2021Forecasting stock returns with large dimensional factor models In: Journal of Empirical Finance.
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2020Forecasting Stock Returns with Large Dimensional Factor Models.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2020Are GDP forecasts optimal? Evidence on European countries In: International Journal of Forecasting.
[Full Text][Citation analysis]		article5
2021Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach In: International Journal of Forecasting.
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2020Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach.(2020) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 9		paper
2013Corporate social responsibility and earnings forecasting unbiasedness In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article33
2013Corporate Social Responsibility and Earnings Forecasting Unbiasedness.(2013) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 33		paper
2012Nonlinear Forecasting Using a Large Number of Predictors In: Rivista italiana degli economisti.
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2012Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies In: CEIS Research Paper.
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2020A Test of Sufficient Condition for Infinite-step Granger Noncausality in Infinite Order Vector Autoregressive Process In: CEIS Research Paper.
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2022On the impact of serial dependence on penalized regression methods In: LEM Papers Series.
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