Giacomo Sbrana : Citation Profile


Are you Giacomo Sbrana?

Neoma Business School

5

H index

1

i10 index

74

Citations

RESEARCH PRODUCTION:

22

Articles

22

Papers

RESEARCH ACTIVITY:

   13 years (2007 - 2020). See details.
   Cites by year: 5
   Journals where Giacomo Sbrana has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 12 (13.95 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psb12
   Updated: 2024-01-16    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Silvestrini, Andrea (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 (10)

MORANA, CLAUDIO (8)

Tsionas, Mike (3)

De Bonis, Riccardo (3)

Murasawa, Yasutomo (2)

Niño-Zarazúa, Miguel (2)

Martinez, Andrew (2)

Ruiz, Esther (2)

Hotta, Luiz (2)

Naqvi, Asjad (2)

Lütkepohl, Helmut (2)

Cites to:

Silvestrini, Andrea (12)

Bollerslev, Tim (10)

Watson, Mark (9)

Harvey, Andrew (8)

Stock, James (7)

Hafner, Christian (7)

Kaufmann, Robert (6)

Marcellino, Massimiliano (6)

Laurent, Sébastien (6)

Bauwens, Luc (6)

Hyndman, Rob (5)

Main data


Where Giacomo Sbrana has published?


Journals with more than one article published# docs
International Journal of Production Economics5
Economic Modelling2
Journal of Multivariate Analysis2
Statistical Methods & Applications2

Working Papers Series with more than one paper published# docs
Post-Print / HAL4
Working Papers / University of Milano-Bicocca, Department of Economics3
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area3
Working Papers / Association Française de Cliométrie (AFC)2
Working Papers / Fondazione Eni Enrico Mattei2
Working Paper series / Rimini Centre for Economic Analysis2

Recent works citing Giacomo Sbrana (2024 and 2023)


YearTitle of citing document
2023Climate change and financial systemic risk: Evidence from US banks and insurers. (2023). Vioto, Davide ; Gianfrancesco, Igor ; Curcio, Domenico. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000323.

Full description at Econpapers || Download paper

2023The RWDAR model: A novel state-space approach to forecasting. (2023). Silvestrini, Andrea ; Sbrana, Giacomo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:922-937.

Full description at Econpapers || Download paper

2023Data-driven demand forecast for O2O operations: An adaptive hierarchical incremental approach. (2023). Zhou, Weihua ; Chen, Songlin ; Xiao, Qin ; Dai, Hongyan. In: International Journal of Production Economics. RePEc:eee:proeco:v:259:y:2023:i:c:s0925527323000658.

Full description at Econpapers || Download paper

2023Forecast of the Evolution Trend of Total Vehicle Sales and Power Structure of China under Different Scenarios. (2023). Dai, Debao ; Fang, YU ; Zhao, Min. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:3985-:d:1076792.

Full description at Econpapers || Download paper

2023How credible are Okun coefficients? The gap version of Okun’s law for G7 economies. (2023). Povaanova, Mariana ; Boa, Martin. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-022-09438-9.

Full description at Econpapers || Download paper

2023A hybrid approach with step?size aggregation to forecasting hierarchical time series. (2023). Rafique, Raza ; Wan, Guohua ; Rehman, Hakeemur. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:176-192.

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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paper0
2010The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions. In: Working Papers.
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paper3
2013The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions.(2013) In: Economic Modelling.
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This paper has nother version. Agregated cites: 3
article
2013The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions.(2013) In: Post-Print.
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This paper has nother version. Agregated cites: 3
paper
2018Some Financial Implications of Global Warming: an Empirical Assessment In: CSI: Climate and Sustainable Innovation.
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paper6
2018“Some financial implications of global warming: An empirical assessment.(2018) In: CeRP Working Papers.
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This paper has nother version. Agregated cites: 6
paper
2018Some Financial Implications of Global Warming: an Empirical Assessment.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 6
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2017Some Financial Implications of Global Warming: An Empirical Assessment.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 6
paper
2018Some financial implications of global warming: An empirical assessment.(2018) In: Working Paper series.
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This paper has nother version. Agregated cites: 6
paper
2017Temperature Anomalies, Radiative Forcing and ENSO In: MITP: Mitigation, Innovation and Transformation Pathways.
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paper1
2017Temperature Anomalies, Radiative Forcing and ENSO.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 1
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2017Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2017Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Paper series.
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This paper has nother version. Agregated cites: 1
paper
2015Short term inflation forecasting: the M.E.T.A. approach In: Temi di discussione (Economic working papers).
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paper3
2017Short-term inflation forecasting: The M.E.T.A. approach.(2017) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 3
article
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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paper6
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 nother version. Agregated cites: 6
article
2014Random switching exponential smoothing and inventory forecasting In: Temi di discussione (Economic working papers).
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paper5
2014Random switching exponential smoothing and inventory forecasting.(2014) In: International Journal of Production Economics.
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This paper has nother version. Agregated cites: 5
article
2013DETERMINANTS AND DYNAMICS OF SCHOOLING AND CHILD LABOUR IN BOLIVIA In: Bulletin of Economic Research.
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article6
2012Determinants and dynamics of schooling and child labor in Bolivia.(2012) In: Post-Print.
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This paper has nother version. Agregated cites: 6
paper
2011Determinants and dynamics of schooling and child labor in Bolivia.(2011) In: Policy Research Working Paper Series.
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This paper has nother version. Agregated cites: 6
paper
2011Structural time series models and aggregation: some analytical results In: Journal of Time Series Analysis.
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article2
2009What do we know about comparing aggregate and disaggregate forecasts? In: LIDAM Discussion Papers CORE.
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paper4
2010Aggregation of exponential smoothing processes with an application to portfolio risk evaluation In: LIDAM Discussion Papers CORE.
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paper2
2013Aggregation of exponential smoothing processes with an application to portfolio risk evaluation.(2013) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 2
article
2012Aggregation of exponential smoothing processes with an application to portfolio risk evaluation.(2012) In: Post-Print.
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This paper has nother version. Agregated cites: 2
paper
2017MULTIVARIATE TREND–CYCLE EXTRACTION WITH THE HODRICK–PRESCOTT FILTER In: Macroeconomic Dynamics.
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article2
2019Climate change implications for the catastrophe bonds market: An empirical analysis In: Economic Modelling.
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article18
2019Closed-form results for vector moving average models with a univariate estimation approach In: Econometrics and Statistics.
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article0
2013A closed-form estimator for the multivariate GARCH(1,1) model In: Journal of Multivariate Analysis.
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article2
2014Feasible generalized least squares estimation of multivariate GARCH(1, 1) models In: Journal of Multivariate Analysis.
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article1
2015A note on forecasting demand using the multivariate exponential smoothing framework In: International Journal of Production Economics.
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article0
2019Random switching exponential smoothing: A new estimation approach In: International Journal of Production Economics.
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article5
2020Forecasting with the damped trend model using the structural approach In: International Journal of Production Economics.
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article3
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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paper2
2012Temporal aggregation of cyclical models with business cycle applications.(2012) In: Statistical Methods & Applications.
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This paper has nother version. Agregated cites: 2
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2020Estimating high dimensional multivariate stochastic volatility models In: Working Papers.
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2012Aggregation and marginalization of GARCH processes: some further results In: METRON.
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article2
2008On the use of area-wide models in the Euro-zone In: Statistical Methods & Applications.
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article1
2012Comparing aggregate and disaggregate forecasts of first order moving average models In: Statistical Papers.
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article0
2012Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate In: Journal of Forecasting.
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