3
H index
0
i10 index
29
Citations
Giacomo Sbrana : Citation Profile
Neoma Business School | RESEARCH PRODUCTION: 20 Articles 21 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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12 years (2007 - 2019). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Giacomo Sbrana. | Is cited by:
| Cites to:
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Main data
Where Giacomo Sbrana has published?
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Production Economics | 4 |
| Journal of Multivariate Analysis | 2 |
| Statistical Methods & Applications | 2 |
Recent works citing Giacomo Sbrana (2019 and 2018)
| Year | Title of citing document |
|---|---|
| 2017 | Macroeconomic 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. Full description at Econpapers || Download paper |
| 2018 | MGARCH 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. Full description at Econpapers || Download paper |
| 2018 | Analyzing 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. Full description at Econpapers || Download paper |
| 2018 | Considering 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. Full description at Econpapers || Download paper |
| 2018 | Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices. (2018). MORANA, CLAUDIO ; Claudio, Morana. In: Working Papers. RePEc:mib:wpaper:382. Full description at Econpapers || Download paper |
| 2017 | Forecasting 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. Full description at Econpapers || Download paper |
| 2018 | Schooling 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 |
| 2019 | Climate 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Measuring core inflation in Italy comparing aggregate vs. disaggregate price data. In: Cliometrica, Journal of Historical Economics and Econometric History. [Full Text][Citation analysis] | article | 0 |
| 2010 | Forecasting damped trend exponential smoothing: an algebraic viewpoint. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions. In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions.(2013) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2013 | The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2018 | Some Financial Implications of Global Warming: an Empirical Assessment In: CSI: Climate and Sustainable Innovation. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Some Financial Implications of Global Warming: An Empirical Assessment.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | Some financial implications of global warming: An empirical assessment.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | Some Financial Implications of Global Warming: an Empirical Assessment.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | “Some financial implications of global warming: An empirical assessment.(2018) In: CeRP Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | Temperature Anomalies, Radiative Forcing and ENSO In: MITP: Mitigation, Innovation and Transformation Pathways. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Temperature Anomalies, Radiative Forcing and ENSO.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Short term inflation forecasting: the M.E.T.A. approach In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 2 |
| 2017 | Short-term inflation forecasting: The M.E.T.A. approach.(2017) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2013 | Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 4 |
| 2013 | Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework.(2013) In: International Journal of Production Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2014 | Random switching exponential smoothing and inventory forecasting In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 0 |
| 2014 | Random switching exponential smoothing and inventory forecasting.(2014) In: International Journal of Production Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2013 | DETERMINANTS AND DYNAMICS OF SCHOOLING AND CHILD LABOUR IN BOLIVIA In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 4 |
| 2012 | Determinants and dynamics of schooling and child labor in Bolivia.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2011 | Determinants and dynamics of schooling and child labor in Bolivia.(2011) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2011 | Structural time series models and aggregation: some analytical results In: Journal of Time Series Analysis. [Citation analysis] | article | 1 |
| 2009 | What do we know about comparing aggregate and disaggregate forecasts? In: CORE Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Aggregation of exponential smoothing processes with an application to portfolio risk evaluation In: CORE Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Aggregation of exponential smoothing processes with an application to portfolio risk evaluation.(2013) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2012 | Aggregation of exponential smoothing processes with an application to portfolio risk evaluation.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | MULTIVARIATE TREND–CYCLE EXTRACTION WITH THE HODRICK–PRESCOTT FILTER In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Closed-form results for vector moving average models with a univariate estimation approach In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2013 | A closed-form estimator for the multivariate GARCH(1,1) model In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 2 |
| 2014 | Feasible generalized least squares estimation of multivariate GARCH(1, 1) models In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
| 2015 | A note on forecasting demand using the multivariate exponential smoothing framework In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Random switching exponential smoothing: A new estimation approach In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 0 |
| 2007 | Testing for Model Selection in Predicting Aggregate Variables In: Giornale degli Economisti. [Full Text][Citation analysis] | article | 0 |
| 2012 | Temporal aggregation of cyclical models with business cycle applications In: Post-Print. [Citation analysis] | paper | 1 |
| 2012 | Temporal aggregation of cyclical models with business cycle applications.(2012) In: Statistical Methods & Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2012 | Aggregation and marginalization of GARCH processes: some further results In: METRON. [Full Text][Citation analysis] | article | 1 |
| 2008 | On the use of area-wide models in the Euro-zone In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 1 |
| 2012 | Comparing aggregate and disaggregate forecasts of first order moving average models In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2012 | Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate In: Journal of Forecasting. [Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team