Alessandro Giovannelli : Citation Profile


Are you Alessandro Giovannelli?

Università degli Studi di Roma "Tor Vergata"

3

H index

2

i10 index

48

Citations

RESEARCH PRODUCTION:

4

Articles

10

Papers

RESEARCH ACTIVITY:

   6 years (2012 - 2018). See details.
   Cites by year: 8
   Journals where Alessandro Giovannelli has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 1 (2.04 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgi264
   Updated: 2020-05-16    RAS profile: 2019-01-12    
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Relations with other researchers


Works with:

Proietti, Tommaso (6)

Forni, Mario (4)

Soccorsi, Stefano (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 (12)

Rossi, Barbara (6)

Forni, Mario (6)

Barigozzi, Matteo (5)

Valls Pereira, Pedro (4)

Lippi, Marco (3)

Soccorsi, Stefano (3)

Hotta, Luiz (2)

Hillebrand, Eric (2)

Trucíos, Carlos (2)

Palestini, Arsen (1)

Cites to:

Forni, Mario (14)

Lippi, Marco (13)

Hallin, Marc (11)

Ng, Serena (10)

Reichlin, Lucrezia (7)

Boivin, Jean (6)

Watson, Mark (6)

Giannone, Domenico (5)

D'Agostino, Antonello (3)

Stock, James (2)

Hansen, Peter (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
2019Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals. (2019). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1811.10045.

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2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

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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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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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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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2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/283963.

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2019Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach. (2019). Valls Pereira, Pedro ; Hotta, Luiz ; Hallin, Marc ; Zevallos, Mauricio ; Trucios-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/288066.

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2019On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting. (2019). Hallin, Marc ; Valls, Pedro L ; Hotta, Luis K ; Trucios-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/298201.

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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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2019Socially responsible firms and mergers and acquisitions performance: Australian evidence. (2019). Velayutham, Eswaran ; Pensiero, Domenico ; Shams, Syed ; Krishnamurti, Chandrasekhar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18305444.

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2019Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach. (2019). Valls Pereira, Pedro ; Hotta, Luiz ; Hallin, Marc ; Zevallos, Mauricio ; Trucios, Carlos. In: Textos para discussão. RePEc:fgv:eesptd:505.

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2020Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting. (2020). Valls Pereira, Pedro ; Hallin, Marc ; Trucios, Carlos Cesar ; Hotta, Luiz Koodi. In: Textos para discussão. RePEc:fgv:eesptd:521.

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2019Detection and Analysis of Multiple Events Based on High-Dimensional Factor Models in Power Grid. (2019). Yang, Fan ; He, Xing ; Ling, Zenan ; Qiu, Robert C. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:7:p:1360-:d:221154.

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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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2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine . In: Working Papers. RePEc:hae:wpaper:2019-4.

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2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine . In: PSE Working Papers. RePEc:hal:psewpa:halshs-02262202.

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2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine. In: Working Papers. RePEc:hal:wpaper:halshs-02262202.

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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). Forni, Mario ; Pattarin, Francesco ; di Bonaventura, Luca. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0070.

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2019Adoption of CSR and Sustainability Reporting Standards: Economic Analysis and Review. (2019). Leuz, Christian ; Hail, Luzi ; Christensen, Hans B. In: NBER Working Papers. RePEc:nbr:nberwo:26169.

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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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2019A Horse Race in High Dimensional Space. (2019). Ceci, Donato ; Andreini, Paolo. In: CEIS Research Paper. RePEc:rtv:ceisrp:452.

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2019A recursive approach for determining matrix inverses as applied to causal time series processes. (2019). Haddad, John N ; Provost, Serge B. In: METRON. RePEc:spr:metron:v:77:y:2019:i:1:d:10.1007_s40300-019-00147-4.

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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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2020A replication of A quasi-maximum likelihood approach for large, approximate dynamic factor models (Review of Economics and Statistics, 2012). (2020). Venetis, Ioannis ; Lucchetti, Riccardo. In: Economics Discussion Papers. RePEc:zbw:ifwedp:20205.

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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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paper7
2014On the Selection of Common Factors for Macroeconomic Forecasting.(2014) In: MPRA Paper.
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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: 7
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2017A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices In: CREATES Research Papers.
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paper1
2018A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices.(2018) In: Biometrika.
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This paper has another version. Agregated cites: 1
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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: 1
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2016Dynamic Factor model with infinite dimensional factor space: forecasting In: CEPR Discussion Papers.
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paper28
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: 28
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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: 28
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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: 28
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2013Corporate social responsibility and earnings forecasting unbiasedness In: Journal of Banking & Finance.
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article12
2013Corporate Social Responsibility and Earnings Forecasting Unbiasedness.(2013) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
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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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