Giacomo Sbrana : Citation Profile


Are you Giacomo Sbrana?

Neoma Business School

3

H index

0

i10 index

29

Citations

RESEARCH PRODUCTION:

20

Articles

21

Papers

RESEARCH ACTIVITY:

   12 years (2007 - 2019). See details.
   Cites by year: 2
   Journals where Giacomo Sbrana has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 11 (27.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psb12
   Updated: 2019-09-14    RAS profile: 2019-05-09    
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Relations with other researchers


Works with:

MORANA, CLAUDIO (9)

Silvestrini, Andrea (8)

Poloni, Federico (4)

Venditti, Fabrizio (2)

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

Is cited by:

Silvestrini, Andrea (3)

MORANA, CLAUDIO (3)

De Bonis, Riccardo (3)

Ruiz, Esther (2)

Murasawa, Yasutomo (2)

Hotta, Luiz (2)

Lütkepohl, Helmut (2)

Nikolopoulos, Konstantinos (1)

Melo-Velandia, Luis (1)

van Dijk, Dick (1)

Monteforte, Libero (1)

Cites to:

Silvestrini, Andrea (10)

Hafner, Christian (6)

Bollerslev, Tim (6)

Nelson, Charles (5)

Watson, Mark (5)

Harvey, Andrew (5)

Diebold, Francis (4)

Lütkepohl, Helmut (4)

Poloni, Federico (4)

Kaufmann, Robert (3)

Armstrong, J. (3)

Main data


Where Giacomo Sbrana has published?


Journals with more than one article published# docs
International Journal of Production Economics4
Journal of Multivariate Analysis2
Statistical Methods & Applications2

Working Papers Series with more than one paper published# docs
Post-Print / HAL4
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area3
Working Paper series / Rimini Centre for Economic Analysis2
Working Papers / Fondazione Eni Enrico Mattei2
Working Papers / University of Milano-Bicocca, Department of Economics2
Working Papers / Association Franaise de Cliomtrie (AFC)2

Recent works citing Giacomo Sbrana (2019 and 2018)


YearTitle of citing document
2017Macroeconomic and financial effects of oil price shocks: Evidence for the euro area. (2017). MORANA, CLAUDIO. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:82-96.

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2018MGARCH models: Trade-off between feasibility and flexibility. (2018). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:45-63.

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2018Analyzing of consumer price index influence on inflation by multiple linear regression. (2018). Cogoljevi, Duan ; Piljan, Ivan ; Mati, Ivana ; Roganovi, Milo ; Gavrilovi, Milan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:941-944.

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2018Considering Multiple Factors to Forecast CO 2 Emissions: A Hybrid Multivariable Grey Forecasting and Genetic Programming Approach. (2018). Lin, Chun-Cheng ; Liu, Wan-Yu ; He, Rou-Xuan. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3432-:d:188817.

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2018Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices. (2018). MORANA, CLAUDIO ; Claudio, Morana. In: Working Papers. RePEc:mib:wpaper:382.

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2017Forecasting Value-at-Risk under Temporal and Portfolio Aggregation. (2017). van Dijk, Dick ; Kole, Erik ; Opschoor, Anne ; Markwat, Thijs . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150140.

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2018Schooling and labour market impacts of Bolivia’s Bono Juancito Pinto. (2018). Niño-Zarazúa, Miguel ; Nio-Zarazua, Miguel ; Canelas, Carla. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp2018-36.

Full description at Econpapers || Download paper

2019Climate Transition Risk, Climate Sentiments, and Financial Stability in a Stock-Flow Consistent approach. (2019). Monasterolo, Irene ; Naqvi, Asjad ; Dunz, Nepomuk. In: Ecological Economic Papers. RePEc:wiw:wus045:6911.

Full description at Econpapers || Download paper

Works by Giacomo Sbrana:


YearTitleTypeCited
2011Measuring core inflation in Italy comparing aggregate vs. disaggregate price data. In: Cliometrica, Journal of Historical Economics and Econometric History.
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2010Forecasting damped trend exponential smoothing: an algebraic viewpoint. In: Working Papers.
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2010The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions. In: Working Papers.
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2013The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions.(2013) In: Economic Modelling.
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2013The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions.(2013) In: Post-Print.
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2018Some Financial Implications of Global Warming: an Empirical Assessment In: CSI: Climate and Sustainable Innovation.
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2017Some Financial Implications of Global Warming: An Empirical Assessment.(2017) In: Working Papers.
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2018Some financial implications of global warming: An empirical assessment.(2018) In: Working Paper series.
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2018Some Financial Implications of Global Warming: an Empirical Assessment.(2018) In: Working Papers.
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2018“Some financial implications of global warming: An empirical assessment.(2018) In: CeRP Working Papers.
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2017Temperature Anomalies, Radiative Forcing and ENSO In: MITP: Mitigation, Innovation and Transformation Pathways.
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2017Temperature Anomalies, Radiative Forcing and ENSO.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2017Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Papers.
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2017Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Paper series.
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2015Short term inflation forecasting: the M.E.T.A. approach In: Temi di discussione (Economic working papers).
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2017Short-term inflation forecasting: The M.E.T.A. approach.(2017) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 2
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2013Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework In: Temi di discussione (Economic working papers).
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2013Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework.(2013) In: International Journal of Production Economics.
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This paper has another version. Agregated cites: 4
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2014Random switching exponential smoothing and inventory forecasting In: Temi di discussione (Economic working papers).
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2014Random switching exponential smoothing and inventory forecasting.(2014) In: International Journal of Production Economics.
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2013DETERMINANTS AND DYNAMICS OF SCHOOLING AND CHILD LABOUR IN BOLIVIA In: Bulletin of Economic Research.
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2012Determinants and dynamics of schooling and child labor in Bolivia.(2012) In: Post-Print.
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2011Determinants and dynamics of schooling and child labor in Bolivia.(2011) In: Policy Research Working Paper Series.
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2011Structural time series models and aggregation: some analytical results In: Journal of Time Series Analysis.
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article1
2009What do we know about comparing aggregate and disaggregate forecasts? In: CORE Discussion Papers.
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2010Aggregation of exponential smoothing processes with an application to portfolio risk evaluation In: CORE Discussion Papers.
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2013Aggregation of exponential smoothing processes with an application to portfolio risk evaluation.(2013) In: Journal of Banking & Finance.
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2012Aggregation of exponential smoothing processes with an application to portfolio risk evaluation.(2012) In: Post-Print.
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2017MULTIVARIATE TREND–CYCLE EXTRACTION WITH THE HODRICK–PRESCOTT FILTER In: Macroeconomic Dynamics.
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2019Closed-form results for vector moving average models with a univariate estimation approach In: Econometrics and Statistics.
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2013A closed-form estimator for the multivariate GARCH(1,1) model In: Journal of Multivariate Analysis.
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2014Feasible generalized least squares estimation of multivariate GARCH(1, 1) models In: Journal of Multivariate Analysis.
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2015A note on forecasting demand using the multivariate exponential smoothing framework In: International Journal of Production Economics.
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2019Random switching exponential smoothing: A new estimation approach In: International Journal of Production Economics.
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2007Testing for Model Selection in Predicting Aggregate Variables In: Giornale degli Economisti.
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2012Temporal aggregation of cyclical models with business cycle applications In: Post-Print.
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paper1
2012Temporal aggregation of cyclical models with business cycle applications.(2012) In: Statistical Methods & Applications.
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This paper has another version. Agregated cites: 1
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2012Aggregation and marginalization of GARCH processes: some further results In: METRON.
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2008On the use of area-wide models in the Euro-zone In: Statistical Methods & Applications.
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2012Comparing aggregate and disaggregate forecasts of first order moving average models In: Statistical Papers.
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2012Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate In: Journal of Forecasting.
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