5
H index
2
i10 index
112
Citations
Alessandro Giovannelli : Citation Profile
| RESEARCH PRODUCTION: 5 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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8 years (2012 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alessandro Giovannelli. | Is cited by:
| Cites to:
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Main data
Where Alessandro Giovannelli has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CEIS Research Paper / Tor Vergata University, CEIS | 7 |
Recent works citing Alessandro Giovannelli (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887. Full description at Econpapers || Download paper |
| 2023 | Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Adaptive Refined Labeling. (2021). Wang, Ling ; Zhu, Dewei ; Dai, Zhonghao ; Zhang, Ruchen ; Li, Jian ; Niu, Hui ; Zeng, Liang. In: Papers. RePEc:arx:papers:2107.11972. Full description at Econpapers || Download paper |
| 2023 | Network log-ARCH models for forecasting stock market volatility. (2023). Otto, Philipp ; Mattera, Raffaele. In: Papers. RePEc:arx:papers:2303.11064. Full description at Econpapers || Download paper |
| 2023 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper |
| 2023 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359. Full description at Econpapers || Download paper |
| 2023 | Assessing the World Bank’s growth forecasts. (2023). Tsuchiya, Yoichi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:64-84. Full description at Econpapers || Download paper |
| 2023 | High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research. (2023). Anderson, Brian ; Deistler, Manfred ; Lippi, Marco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:3-16. Full description at Econpapers || Download paper |
| 2023 | Informative or distracting: CSR disclosure of peer firms and analyst forecast accuracy. (2023). Zhang, Lei ; Hu, YI ; Jin, Shuchang ; Ni, Juan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000911. Full description at Econpapers || Download paper |
| 2023 | Corporate social irresponsibility: The relationship between ESG misconduct and the cost of equity. (2023). Becchetti, Leonardo ; Rossolini, Monica ; Ielasi, Federica ; Cucinelli, Doriana. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003496. Full description at Econpapers || Download paper |
| 2023 | Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921. Full description at Econpapers || Download paper |
| 2023 | Foreign exchange exposure and analysts’ earnings forecasts. (2023). Naiker, Vic ; Lai, Karen ; Chen, Chen ; Yusoff, Iliyas ; Wang, Jun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002953. Full description at Econpapers || Download paper |
| 2023 | Application of Markov-Switching MIDAS models to nowcasting of GDP and its components. (2023). Stankevich, Ivan. In: Applied Econometrics. RePEc:ris:apltrx:0474. Full description at Econpapers || Download paper |
| 2023 | A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting. (2023). GUPTA, RANGAN ; Zhang, Han. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00483-5. Full description at Econpapers || Download paper |
| 2023 | Fiscal targets. A guide to forecasters?. (2023). Pérez, Javier ; Perez Quiros, Gabriel ; Paredes, Joan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:472-492. Full description at Econpapers || Download paper |
Works by Alessandro Giovannelli:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | On the Selection of Common Factors for Macroeconomic Forecasting In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 8 |
| 2014 | On the Selection of Common Factors for Macroeconomic Forecasting.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2015 | On the Selection of Common Factors for Macroeconomic Forecasting.(2015) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2017 | A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices.(2018) In: Biometrika. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2017 | A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices.(2017) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2016 | Dynamic Factor model with infinite dimensional factor space: forecasting In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 49 |
| 2016 | Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting.(2016) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2016 | Dynamic Factor model with infinite dimensional factor space: forecasting.(2016) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2018 | Dynamic factor model with infinite?dimensional factor space: Forecasting.(2018) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
| 2020 | Are GDP forecasts optimal? Evidence on European countries In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2013 | Corporate social responsibility and earnings forecasting unbiasedness In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 29 |
| 2013 | Corporate Social Responsibility and Earnings Forecasting Unbiasedness.(2013) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2020 | Forecasting Stock Returns with Large Dimensional Factor Models In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2012 | Nonlinear Forecasting Using a Large Number of Predictors In: Rivista italiana degli economisti. [Full Text][Citation analysis] | article | 0 |
| 2012 | Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 3 |
| 2020 | Nowcasting Monthly GDP with Big Data: a Model Averaging Approach In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 6 |
| 2020 | Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 5 |
| 2020 | A Test of Sufficient Condition for Infinite-step Granger Noncausality in Infinite Order Vector Autoregressive Process In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 0 |
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