Tommaso Proietti : Citation Profile


Are you Tommaso Proietti?

Università degli Studi di Roma "Tor Vergata"

14

H index

18

i10 index

805

Citations

RESEARCH PRODUCTION:

57

Articles

95

Papers

2

Chapters

EDITOR:

1

Books edited

2

Series edited

RESEARCH ACTIVITY:

   26 years (1993 - 2019). See details.
   Cites by year: 30
   Journals where Tommaso Proietti has often published
   Relations with other researchers
   Recent citing documents: 59.    Total self citations: 63 (7.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppr15
   Updated: 2019-04-13    RAS profile: 2019-03-25    
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Relations with other researchers


Works with:

Marczak, Martyna (13)

Grassi, Stefano (8)

Giovannelli, Alessandro (6)

Marcellino, Massimiliano (3)

Hillebrand, Eric (2)

Haldrup, Niels (2)

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

Is cited by:

Marcellino, Massimiliano (31)

Guillén, Osmani (26)

Perez Quiros, Gabriel (20)

Camacho, Maximo (17)

Issler, João (13)

Pérez, Javier (12)

Moauro, Filippo (11)

Bisio, Laura (10)

Koopman, Siem Jan (10)

Grassi, Stefano (10)

Ferrara, Laurent (9)

Cites to:

Harvey, Andrew (51)

Koopman, Siem Jan (33)

Forni, Mario (26)

Shephard, Neil (25)

Watson, Mark (25)

Reichlin, Lucrezia (24)

Lippi, Marco (23)

Hendry, David (17)

Hallin, Marc (16)

Diebold, Francis (16)

Doornik, Jurgen (16)

Main data


Where Tommaso Proietti has published?


Journals with more than one article published# docs
International Journal of Forecasting6
Computational Statistics & Data Analysis6
Studies in Nonlinear Dynamics & Econometrics4
Journal of Time Series Analysis3
Journal of Forecasting3
Econometric Reviews3
Empirical Economics3
Oxford Bulletin of Economics and Statistics2
Econometrics Journal2
Journal of the Royal Statistical Society Series A2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany25
CEIS Research Paper / Tor Vergata University, CEIS21
Economics Working Papers / European University Institute7
Econometrics / University Library of Munich, Germany7
Working Papers / University of Sydney Business School, Discipline of Business Analytics4
EERI Research Paper Series / Economics and Econometrics Research Institute (EERI), Brussels2
Hohenheim Discussion Papers in Business, Economics and Social Sciences / University of Hohenheim, Faculty of Business, Economics and Social Sciences2
Quaderni di Dipartimento / Department of Statistics, University of Bologna2

Recent works citing Tommaso Proietti (2019 and 2018)


YearTitle of citing document
2017Does the ARFIMA really shift?. (2017). Santucci de Magistris, Paolo ; Delle Monache, Davide ; Grassi, Stefano. In: CREATES Research Papers. RePEc:aah:create:2017-16.

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2018Forecasters’ utility and forecast coherence. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-23.

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2018“New Imported Inputs, Wages and Worker Mobility”. (2018). Naticchioni, Paolo ; Matano, Alessia ; Colantone, Italo. In: AQR Working Papers. RePEc:aqr:wpaper:201804.

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2018New Imported Inputs, Wages and Worker Mobility. (2018). Naticchioni, Paolo ; Matano, Alessia ; Colantone, Italo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1877.

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2017Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework. (2017). Leiva-Leon, Danilo. In: Working Papers. RePEc:bde:wpaper:1726.

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2018Nowcasting private consumption: traditional indicators, uncertainty measures, credit cards and some internet data. (2018). Urtasun, Alberto ; Sanchez Fuentes, Antonio Jesus ; Pérez, Javier ; Perez, Javier J ; Gil, Maria. In: Working Papers. RePEc:bde:wpaper:1842.

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2018Short term forecasts of economic activity: are fortnightly factors useful?. (2018). Monteforte, Libero ; Raponi, Valentina . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1177_18.

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2018Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility. (2018). Nason, James ; Mertens, Elmar. In: BIS Working Papers. RePEc:bis:biswps:713.

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2017Measuring Business Cycles Intra-Synchronization in US: A Regime-switching Interdependence Framework. (2017). Leiva-Leon, Danilo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:513-545.

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2017Regional growth with spatial dependence: A case study on early Italian industrialization. (2017). Fachin, Stefano ; Ciccarelli, Carlo. In: Papers in Regional Science. RePEc:bla:presci:v:96:y:2017:i:4:p:675-695.

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2018Temporal disaggregation of economic time series: The view from the trenches. (2018). Quilis, Enrique M. In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:4:p:447-470.

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2018Temporal disaggregation by dynamic regressions: Recent developments in Italian quarterly national accounts. (2018). Bisio, Laura ; Moauro, Filippo . In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:4:p:471-494.

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2018Retropolating some relevant series of Mexicos System of National Accounts at constant prices: The case of Mexico Citys GDP. (2018). Corona, Francisco ; Guerrero, Victor M. In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:4:p:495-519.

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2017Timing Strategy Performance in the Crude Oil Futures Market. (2017). Taylor, Nick. In: Bristol Accounting and Finance Discussion Papers. RePEc:bri:accfin:17/7.

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2017Co-integration and control: assessing the impact of events using time series data. (2017). Harvey, A ; Thiele, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1731.

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2017Chow-Lin ×N: How adding a panel dimension can improve accuracy. (2017). Bettendorf, Timo ; Bursian, Dirk. In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:5-9.

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2018Stochastic processes of limited frequency and the effects of oversampling. (2018). Pollock, D. S. G., . In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:18-29.

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2017Integrated hierarchical forecasting. (2017). , Clint ; van Dalen, Jan . In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:412-418.

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2018Portfolio optimisation under flexible dynamic dependence modelling. (2018). Bernardi, Mauro ; Catania, Leopoldo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:1-18.

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2017Timing strategy performance in the crude oil futures market. (2017). Taylor, Nick. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:480-492.

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2018The prelude and global impact of the Great Depression: Evidence from a new macroeconomic dataset. (2018). Albers, Thilo ; Hendrik, Thilo Nils. In: Explorations in Economic History. RePEc:eee:exehis:v:70:y:2018:i:c:p:150-163.

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2017How biased are U.S. government forecasts of the federal debt?. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:543-559.

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2017Interpreting estimates of forecast bias. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:563-568.

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2017Realised variance forecasting under Box-Cox transformations. (2017). Taylor, Nick. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:770-785.

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2017The predictive power of Google searches in forecasting US unemployment. (2017). D'Amuri, Francesco ; Damuri, Francesco ; Marcucci, Juri . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:801-816.

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2017Business tendency surveys and macroeconomic fluctuations. (2017). Scheufele, Rolf ; Kaufmann, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:878-893.

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2019Automatic selection of unobserved components models for supply chain forecasting. (2019). Villegas, Marco A ; Pedregal, Diego J. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:157-169.

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2018A menu on output gap estimation methods. (2018). Gómez-Loscos, Ana ; Alvarez, Luis ; Gomez-Loscos, Ana. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:4:p:827-850.

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2018Long-run and short-run relationships between oil prices, producer prices, and consumer prices: What can we learn from a permanent-transitory decomposition?. (2018). Myers, Robert J ; Baumes, Harry ; Helmar, Michael ; Johnson, Stanley R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:175-190.

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2017Common Factors, Trends, and Cycles in Large Datasets. (2017). Luciani, Matteo ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-111.

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2018An Output Gap Measure for the Euro Area : Exploiting Country-Level and Cross-Sectional Data Heterogeneity. (2018). Gonzalez-Astudillo, Manuel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-40.

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2017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1189.

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2017Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models. (2017). McAleer, Michael ; Asai, Manabu ; Peiris, Shelton. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:4:p:23-:d:122610.

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2017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2017-001.

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2018Building State-Level Business Cycle Tracer Tools: Evidence from a Large Emerging Economy. (2018). Colombo, Jéfferson ; Luis , ; Fernando, ; Cortes, Renan X. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:10:y:2018:i:5:p:14-30.

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2018The influence of renewables on electricity price forecasting: a robust approach. (2018). Grossi, Luigi ; Nan, Fany . In: Working Papers. RePEc:ieb:wpaper:doc2018-10.

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2018“New Imported Inputs, Wages and Worker Mobility”. (2018). Naticchioni, Paolo ; Matano, Alessia ; Colantone, Italo. In: IREA Working Papers. RePEc:ira:wpaper:201807.

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2017Stochastic processes of limited frequency and the effects of oversampling. (2017). Pollock, David. In: Discussion Papers in Economics. RePEc:lec:leecon:17/03.

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2017On the effectiveness of capital controls during the Great Recession: The Brazilian experience (2007–2013). (2017). van der Laan, Cesar Rodrigues ; Caputi, Marcos Tadeu ; Cunha, Andre Moreira. In: Journal of Post Keynesian Economics. RePEc:mes:postke:v:40:y:2017:i:2:p:203-222.

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2018Temporal disaggregation of overlapping noisy quarterly data using state space models: Estimation of monthly business sector output from Value Added Tax data in the UK. (2018). Labonne, Paul ; Weale, Martin. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2018-18.

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2017Generalizing Smooth Transition Autoregressions. (2017). Zanetti Chini, Emilio. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0138.

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2017Firms Dynamics and Business Cycle: New Disaggregated Data. (2017). Zanetti Chini, Emilio ; rossi, lorenza. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0141.

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2017Temporal disaggregation by dynamic regressions: recent developments in Italian quarterly national accounts. (2017). Moauro, Filippo ; Bisio, Laura. In: MPRA Paper. RePEc:pra:mprapa:80211.

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2018Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach. (2018). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:88593.

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2018Wavelet analysis for temporal disaggregation. (2018). Perricone, Chiara. In: CEIS Research Paper. RePEc:rtv:ceisrp:444.

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2018The fall and rise of business cycle co-movements in Imperial Austria’s regions. (2018). Missiaia, Anna ; Ciccarelli, Carlo. In: The Annals of Regional Science. RePEc:spr:anresc:v:60:y:2018:i:1:d:10.1007_s00168-017-0850-5.

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2017Monthly US business cycle indicators: a new multivariate approach based on a band-pass filter. (2017). Marczak, Martyna ; Gomez, Victor . In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1108-2.

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2018Bottom-up or direct? Forecasting German GDP in a data-rich environment. (2018). Scheufele, Rolf ; Heinisch, Katja. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1218-x.

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2017Dating Cyclical Turning Points for Russia: Formal Methods and Informal Choices. (2017). Smirnov, Sergey V ; Petronevich, Anna V ; Kondrashov, Nikolay V. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:13:y:2017:i:1:d:10.1007_s41549-017-0014-9.

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2018Nowcasting Real Economic Activity in the Euro Area: Assessing the Impact of Qualitative Surveys. (2018). Basselier, Raisa ; Langenus, Geert ; Liedo, David Antonio. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:14:y:2018:i:1:d:10.1007_s41549-017-0022-9.

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2018Which Indicators Matter? Analyzing the Swiss Business Cycle Using a Large-Scale Mixed-Frequency Dynamic Factor Model. (2018). Galli, Alain. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:14:y:2018:i:2:d:10.1007_s41549-018-0030-4.

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2018A Data-Driven Approach to Construct Survey-Based Indicators by Means of Evolutionary Algorithms. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:135:y:2018:i:1:d:10.1007_s11205-016-1490-3.

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2017Penalized least squares smoothing of two-dimensional mortality tables with imposed smoothness. (2017). Silva, Eliud ; Guerrero, Victor M. In: Journal of Applied Statistics. RePEc:taf:japsta:v:44:y:2017:i:9:p:1662-1679.

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2017Forecasting electricity prices through robust nonlinear models. (2017). Nan, Fany ; Grossi, Luigi. In: Working Papers. RePEc:ver:wpaper:06/2017.

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2017Business Cycle Dating and Forecasting with Real-time Swiss GDP Data. (2017). Glocker, Christian ; Wegmuller, Philipp. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2017:i:542.

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2017Chow-Lin x N: How adding a panel dimension can improve accuracy. (2017). Bettendorf, Timo ; Bursian, Dirk. In: Discussion Papers. RePEc:zbw:bubdps:122017.

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2018Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations. (2018). Pinkwart, Nicolas . In: Discussion Papers. RePEc:zbw:bubdps:362018.

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Tommaso Proietti is editor of


Journal
CEIS Research Paper
Statistical Methods & Applications

Tommaso Proietti has edited the books:


YearTitleTypeCited

Works by Tommaso Proietti:


YearTitleTypeCited
2011Bayesian stochastic model specification search for seasonal and calendar effects In: CREATES Research Papers.
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2010Bayesian stochastic model specification search for seasonal and calendar effects.(2010) In: MPRA Paper.
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2011Characterizing economic trends by Bayesian stochastic model specification search In: CREATES Research Papers.
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2014Characterising economic trends by Bayesian stochastic model specification search.(2014) In: Computational Statistics & Data Analysis.
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2010Characterizing economic trends by Bayesian stochastic model specification search.(2010) In: EERI Research Paper Series.
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2010Characterizing economic trends by Bayesian stochastic model specifi cation search.(2010) In: MPRA Paper.
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2011Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search In: CREATES Research Papers.
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2015Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search.(2015) In: Empirical Economics.
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2011Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search.(2011) In: Working Papers.
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2013The Exponential Model for the Spectrum of a Time Series: Extensions and Applications In: CREATES Research Papers.
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2013The Exponential Model for the Spectrum of a Time Series: Extensions and Applications.(2013) In: MPRA Paper.
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2013The Exponential Model for the Spectrum of a Time Series: Extensions and Applications.(2013) In: CEIS Research Paper.
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2014Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach In: CREATES Research Papers.
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2016Outlier detection in structural time series models: The indicator saturation approach.(2016) In: International Journal of Forecasting.
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2014Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach.(2014) In: CEIS Research Paper.
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2014Outlier detection in structural time series models: The indicator saturation approach.(2014) In: FZID Discussion Papers.
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2015Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach.(2015) In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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2014On the Selection of Common Factors for Macroeconomic Forecasting In: CREATES Research Papers.
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2016On the Selection of Common Factors for Macroeconomic Forecasting.(2016) In: Advances in Econometrics.
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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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2015EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area In: CREATES Research Papers.
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2015EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area.(2015) In: CEIS Research Paper.
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2017Euromind‐ D : A Density Estimate of Monthly Gross Domestic Product for the Euro Area.(2017) In: Journal of Applied Econometrics.
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2015EuroMInd-D: A density estimate of monthly gross domestic product for the euro area.(2015) In: Hohenheim Discussion Papers in Business, Economics and Social Sciences.
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2015Generalised partial autocorrelations and the mutual information between past and future In: CREATES Research Papers.
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2015Generalised partial autocorrelations and the mutual information between past and future.(2015) In: CEIS Research Paper.
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2015Seasonal Changes in Central England Temperatures In: CREATES Research Papers.
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2017Seasonal changes in central England temperatures.(2017) In: Journal of the Royal Statistical Society Series A.
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2015Seasonal Changes in Central England Temperatures.(2015) In: CEIS Research Paper.
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2015Exponential Smoothing, Long Memory and Volatility Prediction In: CREATES Research Papers.
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2014Exponential Smoothing, Long Memory and Volatility Prediction.(2014) In: MPRA Paper.
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2014Exponential Smoothing, Long Memory and Volatility Prediction.(2014) In: CEIS Research Paper.
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2016A generalized exponential time series regression model for electricity prices In: CREATES Research Papers.
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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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2017A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices.(2017) In: CEIS Research Paper.
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2017Spikes and memory in (Nord Pool) electricity price spot prices In: CREATES Research Papers.
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2017Spikes and memory in (Nord Pool) electricity price spot prices.(2017) In: CEIS Research Paper.
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2010The effects of unification: markets, policy, and cyclical convergence in Italy, 1861–1913 In: Cliometrica, Journal of Historical Economics and Econometric History.
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2008The Effects of Unification: Markets, Policy and Cyclical Convergence in Italy, 1861-1913.(2008) In: CEIS Research Paper.
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2011Estimation of Common Factors under Cross‐Sectional and Temporal Aggregation Constraints In: International Statistical Review.
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2012SEASONALITY, FORECAST EXTENSIONS AND BUSINESS CYCLE UNCERTAINTY In: Journal of Economic Surveys.
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2010Seasonality, Forecast Extensions and Business Cycle Uncertainty.(2010) In: MPRA Paper.
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2011EUROMIND: a monthly indicator of the euro area economic conditions In: Journal of the Royal Statistical Society Series A.
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2006Dynamic factor analysis with non-linear temporal aggregation constraints In: Journal of the Royal Statistical Society Series C.
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2004Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints.(2004) In: Econometrics.
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2003LEAVE-K-OUT DIAGNOSTICS IN STATE-SPACE MODELS In: Journal of Time Series Analysis.
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2000Leave-k-out diagnostics in state space models.(2000) In: SFB 373 Discussion Papers.
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2009Transformations and seasonal adjustment In: Journal of Time Series Analysis.
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2010Hyper-spherical and elliptical stochastic cycles In: Journal of Time Series Analysis.
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2009Hyper-spherical and Elliptical Stochastic Cycles.(2009) In: MPRA Paper.
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1997Short-Run Dynamics in Cointegrated Systems. In: Oxford Bulletin of Economics and Statistics.
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2004Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area In: Oxford Bulletin of Economics and Statistics.
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1993A seasonal integration analysis of the italian consumption quarterly time series. In: Quaderni di Dipartimento.
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1993Structural properties of the new quarterly series on consumption. In: Quaderni di Dipartimento.
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2010Has the Volatility of U.S. Inflation Changed and How? In: Journal of Time Series Econometrics.
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2008Has the Volatility of U.S. Inflation Changed and How?.(2008) In: MPRA Paper.
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2011Extracting the Cyclical Component in Hours Worked In: Studies in Nonlinear Dynamics & Econometrics.
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1998Characterizing Asymmetries in Business Cycles Using Smooth-Transition Structural Time-Series Models In: Studies in Nonlinear Dynamics & Econometrics.
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