16
H index
27
i10 index
1149
Citations
Tommaso Proietti : Citation Profile
Università degli Studi di Roma "Tor Vergata" | RESEARCH PRODUCTION: 69 Articles 105 Papers 3 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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31 years (1993 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Tommaso Proietti. | Is cited by:
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Main data
Where Tommaso Proietti has published?
Recent works citing Tommaso Proietti (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Distributional Dynamics. (2025). Kuhn, Moritz ; Bayer, Christian ; Calderon, Luis. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:351. Full description at Econpapers || Download paper |
| 2024 | On the Three Demons in Causality in Finance: Time Resolution, Nonstationarity, and Latent Factors. (2024). Fan, Yewen ; Dong, Xinshuai ; Jin, Songyao ; Rajendran, Sathyamoorthy ; Zhang, Kun ; Dai, Haoyue. In: Papers. RePEc:arx:papers:2401.05414. Full description at Econpapers || Download paper |
| 2025 | SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: Papers. RePEc:arx:papers:2401.06249. Full description at Econpapers || Download paper |
| 2024 | Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos. In: Papers. RePEc:arx:papers:2406.14145. Full description at Econpapers || Download paper |
| 2025 | Sequential Monte Carlo for Noncausal Processes. (2025). Cubadda, Gianluca ; Grassi, Stefano ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2501.03945. Full description at Econpapers || Download paper |
| 2025 | tempdisagg: A Python Framework for Temporal Disaggregation of Time Series Data. (2025). Vera-Jaramillo, Jaime. In: Papers. RePEc:arx:papers:2503.22054. Full description at Econpapers || Download paper |
| 2024 | Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233. Full description at Econpapers || Download paper |
| 2024 | Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:4:p:1336-1386. Full description at Econpapers || Download paper |
| 2025 | Distributional Dynamics. (2025). Kuhn, Moritz ; Bayer, Christian ; Calderon, Luis. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_625. Full description at Econpapers || Download paper |
| 2024 | Global Linkages across Sectors and Frequency Bands: A Band Spectral Panel Regression Approach. (2024). Lyu, Jingjing ; Sussmuth, Bernd. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10970. Full description at Econpapers || Download paper |
| 2024 | Cyclical Time Series: An Empirical Analysis of Temperatures in Central England Over Three Centuries. (2024). Phillips, Peter ; Marotta, Fulvia ; Giraitis, Liudas. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2409. Full description at Econpapers || Download paper |
| 2024 | The euro area business cycle and its drivers. (2024). Toth, Mate ; Grigora, Veaceslav ; Warmedinger, Thomas ; Saiz, Lorena ; Stoevsky, Grigor ; Palenzuela, Diego Rodriguez. In: Occasional Paper Series. RePEc:ecb:ecbops:2024354. Full description at Econpapers || Download paper |
| 2024 | Dynamic hysteresis effects. (2024). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Muoz, Ivan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000629. Full description at Econpapers || Download paper |
| 2024 | Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model. (2024). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo ; Kang, Jian ; He, Changli. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002105. Full description at Econpapers || Download paper |
| 2024 | Forecasting Near-equivalence of Linear Dimension Reduction Methods in Large Panels of Macro-variables. (2024). Bura, Efstathia ; Barbarino, Alessandro. In: Econometrics and Statistics. RePEc:eee:ecosta:v:31:y:2024:i:c:p:1-18. Full description at Econpapers || Download paper |
| 2024 | Coherence of the business cycles of prospective members of the euro area and the euro area business cycle. (2024). Jacobs, Jan ; Zijm, Renske ; de Haan, Jakob. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s0939362524000438. Full description at Econpapers || Download paper |
| 2024 | Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates. (2024). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:626-640. Full description at Econpapers || Download paper |
| 2024 | Reservoir computing for macroeconomic forecasting with mixed-frequency data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1206-1237. Full description at Econpapers || Download paper |
| 2024 | An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors. (2024). Liu, Yang ; Swanson, Norman R. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1391-1409. Full description at Econpapers || Download paper |
| 2024 | Factor-augmented forecasting in big data. (2024). Bae, Juhee. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688. Full description at Econpapers || Download paper |
| 2024 | Seasonality patterns in LNG shipping spot and time charter freight rates. (2024). Polemis, Dionysios ; Bentsos, Christos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s2405851324000436. Full description at Econpapers || Download paper |
| 2024 | Cyclical long memory: Decoupling, modulation, and modeling. (2024). Pipiras, Vladas ; Kechagias, Stefanos ; Zoubouloglou, Pavlos. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:175:y:2024:i:c:s0304414924001091. Full description at Econpapers || Download paper |
| 2024 | Current account and real effective exchange rate dynamics: the role of non-linear dynamics in Brazil. (2024). Marçal, Emerson ; Simes, Oscar Rodrigues ; Maral, Emerson. In: Textos para discussão. RePEc:fgv:eesptd:571. Full description at Econpapers || Download paper |
| 2024 | Is There a Pervasive World Real Credit Cycle?. (2024). Martins, Rodrigo ; Cerqueira, Pedro ; Castro, Vitor. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:1:d:10.1007_s11079-023-09719-4. Full description at Econpapers || Download paper |
| 2024 | Space-based observations of tropospheric ethane map emissions from fossil fuel extraction. (2024). Wells, Kelley C ; Cady-Pereira, Karen E ; Brewer, Jared F ; Millet, Dylan B ; Vigouroux, Corinne ; Payne, Vivienne H ; Kulawik, Susan ; Pernak, Rick ; Zhou, Minqiang. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-52247-z. Full description at Econpapers || Download paper |
| 2024 | Vers une désaisonnalisation des séries temporelles infra-mensuelles avec JDemetra+. (2024). Smyk, A ; Webel, K. In: Documents de Travail de l'Insee - INSEE Working Papers. RePEc:nse:doctra:m2024-04. Full description at Econpapers || Download paper |
| 2024 | A High-frequency Monthly Measure of Real Economic Activity in Pakistan. (2024). Mahmood, Asif ; Masood, Hina. In: MPRA Paper. RePEc:pra:mprapa:121838. Full description at Econpapers || Download paper |
| 2024 | Conditional sum of squares estimation of k-factor GARMA models. (2024). Beaumont, Paul ; Smallwood, Aaron D. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:108:y:2024:i:3:d:10.1007_s10182-023-00482-y. Full description at Econpapers || Download paper |
| 2024 | Testing for periodicity at an unknown frequency under cyclic long memory, with applications to respiratory muscle training. (2024). Walterspacher, Stephan ; Pietsch, Fabian ; Nscher, Jeremy ; Beran, Jan. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:108:y:2024:i:4:d:10.1007_s10182-024-00499-x. Full description at Econpapers || Download paper |
| 2024 | Multi-step estimators and shrinkage effect in time series models. (2024). Killick, Rebecca ; Kourentzes, Nikolaos ; Svetunkov, Ivan. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:3:d:10.1007_s00180-023-01377-x. Full description at Econpapers || Download paper |
| 2024 | Indirect estimation of the monthly transport turnover indicator in Italy. (2024). Moauro, Filippo ; Guardabascio, Barbara ; Mosley, Luke. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:2:d:10.1007_s00181-024-02571-6. Full description at Econpapers || Download paper |
| 2024 | Brazilian Business Cycle Analysis in a High-Dimensional and Time-Irregular Span Context. (2024). Maranhao, Andr Nunes. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:1:d:10.1007_s41549-024-00095-7. Full description at Econpapers || Download paper |
| 2024 | Capturing Swiss economic confidence. (2024). Wegmueller, Philipp ; Glocker, Christian. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:160:y:2024:i:1:d:10.1186_s41937-024-00120-7. Full description at Econpapers || Download paper |
| 2024 | Evaluating Rank-Coherence of Crowd Rating in Customer Satisfaction. (2024). Tomaselli, Venera ; Cantone, Giulio Giacomo. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:173:y:2024:i:1:d:10.1007_s11205-020-02581-8. Full description at Econpapers || Download paper |
| 2024 | Scaling and measurement error sensitivity of scoring rules for distribution forecasts. (2024). Kleen, Onno. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:833-849. Full description at Econpapers || Download paper |
Tommaso Proietti is editor of
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| CEIS Research Paper | |
| Statistical Methods & Applications |
Tommaso Proietti has edited the books:
| Year | Title | Type | Cited |
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Works by Tommaso Proietti:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Bayesian stochastic model specification search for seasonal and calendar effects In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Bayesian stochastic model specification search for seasonal and calendar effects.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2011 | Characterizing economic trends by Bayesian stochastic model specification search In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2014 | Characterising economic trends by Bayesian stochastic model specification search.(2014) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2010 | Characterizing economic trends by Bayesian stochastic model specification search.(2010) In: EERI Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2010 | Characterizing economic trends by Bayesian stochastic model specifi cation search.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2011 | Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search.(2015) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2011 | Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2013 | The Exponential Model for the Spectrum of a Time Series: Extensions and Applications In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | The Exponential Model for the Spectrum of a Time Series: Extensions and Applications.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | The Exponential Model for the Spectrum of a Time Series: Extensions and Applications.(2013) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 15 |
| 2016 | Outlier detection in structural time series models: The indicator saturation approach.(2016) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2014 | Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach.(2014) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2014 | Outlier detection in structural time series models: The indicator saturation approach.(2014) In: FZID Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2015 | Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2014 | On the Selection of Common Factors for Macroeconomic Forecasting In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 10 |
| 2016 | On the Selection of Common Factors for Macroeconomic Forecasting.(2016) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | chapter | |
| 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: 10 | 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: 10 | paper | |
| 2015 | EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 6 |
| 2015 | EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area.(2015) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2017 | Euromind‐ D : A Density Estimate of Monthly Gross Domestic Product for the Euro Area.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2015 | EuroMInd-D: A density estimate of monthly gross domestic product for the euro area.(2015) In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2015 | Generalised partial autocorrelations and the mutual information between past and future In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Generalised partial autocorrelations and the mutual information between past and future.(2015) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | Seasonal Changes in Central England Temperatures In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 13 |
| 2017 | Seasonal changes in central England temperatures.(2017) In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2015 | Seasonal Changes in Central England Temperatures.(2015) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2015 | Exponential Smoothing, Long Memory and Volatility Prediction In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Exponential Smoothing, Long Memory and Volatility Prediction.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Exponential Smoothing, Long Memory and Volatility Prediction.(2014) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | A generalized exponential time series regression model for electricity prices In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2017 | A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | 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: 1 | paper | |
| 2017 | Spikes and memory in (Nord Pool) electricity price spot prices In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Spikes and memory in (Nord Pool) electricity price spot prices.(2017) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | The effects of unification: markets, policy, and cyclical convergence in Italy, 1861–1913 In: Cliometrica, Journal of Historical Economics and Econometric History. [Full Text][Citation analysis] | article | 11 |
| 2008 | The Effects of Unification: Markets, Policy and Cyclical Convergence in Italy, 1861-1913.(2008) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2023 | Band-Pass Filtering with High-Dimensional Time Series In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Band-Pass Filtering with High-Dimensional Time Series.(2023) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | Estimation of Common Factors under Cross‐Sectional and Temporal Aggregation Constraints In: International Statistical Review. [Full Text][Citation analysis] | article | 8 |
| 2012 | SEASONALITY, FORECAST EXTENSIONS AND BUSINESS CYCLE UNCERTAINTY In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 0 |
| 2010 | Seasonality, Forecast Extensions and Business Cycle Uncertainty.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | EUROMIND: a monthly indicator of the euro area economic conditions In: Journal of the Royal Statistical Society Series A. [Citation analysis] | article | 47 |
| 2021 | Nowcasting monthly GDP with big data: A model averaging approach In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 9 |
| 2020 | Nowcasting Monthly GDP with Big Data: a Model Averaging Approach.(2020) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2006 | Dynamic factor analysis with non‐linear temporal aggregation constraints In: Journal of the Royal Statistical Society Series C. [Full Text][Citation analysis] | article | 65 |
| 2004 | Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints.(2004) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
| 2003 | LEAVE‐K‐OUT DIAGNOSTICS IN STATE‐SPACE MODELS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2000 | Leave-k-out diagnostics in state space models.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2009 | Transformations and seasonal adjustment In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 6 |
| 2010 | Hyper‐spherical and elliptical stochastic cycles In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
| 2009 | Hyper-spherical and Elliptical Stochastic Cycles.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2023 | Peaks, gaps, and time‐reversibility of economic time series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2020 | Peaks, Gaps, and Time Reversibility of Economic Time Series.(2020) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1997 | Short-Run Dynamics in Cointegrated Systems. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 88 |
| 2004 | Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 79 |
| 1993 | A seasonal integration analysis of the italian consumption quarterly time series. In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Structural properties of the new quarterly series on consumption. In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Has the Volatility of U.S. Inflation Changed and How? In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 18 |
| 2008 | Has the Volatility of U.S. Inflation Changed and How?.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2011 | Extracting the Cyclical Component in Hours Worked In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1998 | Characterizing Asymmetries in Business Cycles Using Smooth-Transition Structural Time-Series Models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 17 |
| 2004 | Introduction In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Seasonal Specific Structural Time Series In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2003 | Dating the Euro Area Business Cycle In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 108 |
| 2002 | Dating the Euro Area Business Cycle.(2002) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 108 | paper | |
| 2003 | Dating the Euro Area Business Cycle.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 108 | paper | |
| 2004 | Characterizing the Business Cycle for Accession Countries In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 66 |
| 2004 | Characterising the Business Cycle for Accession Countries.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
| 2004 | Characterising the Business Cycle for Accession Countries.(2004) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
| 2008 | A Monthly Indicator of the Euro Area GDP In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2008 | A Monthly Indicator of the Euro Area GDP.(2008) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2010 | ON THE SPECTRAL PROPERTIES OF MATRICES ASSOCIATED WITH TREND FILTERS In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 2008 | On the Spectral Properties of Matrices Associated with Trend Filters.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2007 | Growth accounting for the euro area: a structural approach In: Working Paper Series. [Full Text][Citation analysis] | paper | 14 |
| 1998 | Spurious periodic autoregressions In: Econometrics Journal. [Citation analysis] | article | 3 |
| 2006 | Temporal disaggregation by state space methods: Dynamic regression methods revisited In: Econometrics Journal. [Full Text][Citation analysis] | article | 63 |
| 2004 | Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited.(2004) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
| 2016 | State space modeling of Gegenbauer processes with long memory In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 10 |
| 2003 | Forecasting the US unemployment rate In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 28 |
| 2005 | New algorithms for dating the business cycle In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 10 |
| 2007 | 2nd Special Issue on Statistical Signal Extraction and Filtering In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 2007 | Signal extraction and filtering by linear semiparametric methods In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 9 |
| 2008 | Band spectral estimation for signal extraction In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 2007 | Band Spectral Estimation for Signal Extraction.(2007) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2000 | A Beveridge-Nelson smoother In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2015 | The generalised autocovariance function In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2012 | The Generalised Autocovariance Function.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2013 | The Generalised Autocovariance Function.(2013) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2024 | Modelling cycles in climate series: The fractional sinusoidal waveform process In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2021 | Modelling Cycles in Climate Series: the Fractional Sinusoidal Waveform Process.(2021) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2023 | Seasonality in High Frequency Time Series In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2021 | Seasonality in High Frequency Time Series.(2021) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2018 | A data-cleaning augmented Kalman filter for robust estimation of state space models In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 4 |
| 2016 | A Data–Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models.(2016) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2015 | A data-cleaning augmented Kalman filter for robust estimation of state space models.(2015) In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2000 | Comparing seasonal components for structural time series models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 27 |
| 2011 | Direct and iterated multistep AR methods for difference stationary processes In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
| 2011 | Direct and iterated multistep AR methods for difference stationary processes.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2008 | Direct and iterated multistep AR methods for difference stationary processes.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2013 | Does the Box–Cox transformation help in forecasting macroeconomic time series? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 16 |
| 2011 | Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?.(2011) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2011 | Does the Box-Cox transformation help in forecasting macroeconomic time series?.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2011 | Does the Box-Cox transformation help in forecasting macroeconomic time series?.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2015 | EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
| 2013 | EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries.(2013) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2020 | Forecasting volatility with time-varying leverage and volatility of volatility effects In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
| 2019 | Forecasting Volatility with Time-Varying Leverage and Volatility of Volatility Effects.(2019) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2021 | Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
| 2020 | Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach.(2020) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2008 | Missing data in time series: A note on the equivalence of the dummy variable and the skipping approaches In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 2 |
| 2009 | The Multistep Beveridge-Nelson Decomposition In: EERI Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2009 | The Multistep Beveridge-Nelson Decomposition.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2011 | The Multistep Beveridge-Nelson Decomposition.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2016 | The Multistep Beveridge--Nelson Decomposition.(2016) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2011 | Patterns of industrial specialisation in post-unification Italy In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2011 | Patterns of industrial specialisation in post-Unification Italy.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2013 | Patterns of industrial specialisation in post-Unification Italy.(2013) In: Scandinavian Economic History Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2013 | Maximum likelihood estimation of time series models: the Kalman filter and beyond In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2012 | Maximum likelihood estimation of time series models: the Kalman filter and beyond.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | Maximum likelihood estimation of time series models: the Kalman filter and beyond.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2002 | Estimating Potential Output and the Output Gap for the Euro Area: a Model-Based Production Function Approach In: Economics Working Papers. [Full Text][Citation analysis] | paper | 63 |
| 2007 | Estimating potential output and the output gap for the euro area: a model-based production function approach.(2007) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | article | |
| 2002 | Seasonal Specific Structural Time Series Models In: Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2002 | Some Reflections on Trend-Cycle Decompositions with Correlated Components In: Economics Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2002 | Some Reflections on Trend-Cycle Decompositions with Correlated Components.(2002) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2009 | Survey Data as Coicident or Leading Indicators In: Economics Working Papers. [Full Text][Citation analysis] | paper | 42 |
| 2009 | Survey Data as Coincident or Leading Indicators.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| 2010 | Survey data as coincident or leading indicators.(2010) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | article | |
| 1996 | Persistence of Shocks on Seasonal Processes. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2005 | Forecasting and signal extraction with misspecified models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 10 |
| 2004 | Forecasting and Signal Extraction with Misspecified Models.(2004) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2011 | New proposals for the quantification of qualitative survey data In: Journal of Forecasting. [Full Text][Citation analysis] | article | 13 |
| 2007 | New proposals for the quantification of qualitative survey data.(2007) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2005 | Business Cycles in the New EU Member Countries and their Conformity with the Euro Area In: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis] | article | 18 |
| 2016 | Component-wise Representations of Long-memory Models and Volatility Prediction In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2020 | A Systemic Approach to Estimating the Output Gap for the Italian Economy In: Comparative Economic Studies. [Full Text][Citation analysis] | article | 1 |
| 2009 | Structural Time Series Models for Business Cycle Analysis In: Palgrave Macmillan Books. [Citation analysis] | chapter | 8 |
| 2008 | Structural Time Series Models for Business Cycle Analysis.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2008 | Structural Time Series Models for Business Cycle Analysis.(2008) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2009 | Low-Pass Filter Design using Locally Weighted Polynomial Regression and Discrete Prolate Spheroidal Sequences In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Trend Estimation In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2011 | The Variance Profile In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2012 | The Variance Profile.(2012) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 1999 | Structural Time Series Modelling of Capacity Utilisation In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
| 2007 | Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 2008 | The comovements of construction in Italys regions, 1861-1913 In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2008 | On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2011 | On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing.(2011) In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2008 | Extracting the Cyclical Component in Hours Worked: a Bayesian Approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 2008 | Real Time Estimation in Local Polynomial Regression, with Application to Trend-Cycle Analysis In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 7 |
| 2013 | Generalised Linear Spectral Models In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Predictability, Real Time Estimation, and the Formulation of Unobserved Components Models In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Predictability, real time estimation, and the formulation of unobserved components models.(2021) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | Efficient Nonparametric Estimation of Generalized Autocovariances In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Efficient nonparametric estimation of generalised autocovariances.(2024) In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2024 | Ups and (Draw)Downs In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Measuring Core Inflation by Multivariate Structural Time Series Models In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 1 |
| 2006 | On the Model Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 6 |
| 2009 | On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates.(2009) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2004 | On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates.(2004) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2023 | Trends in atmospheric ethane In: Climatic Change. [Full Text][Citation analysis] | article | 1 |
| 2012 | Growth accounting for the euro area In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
| 2004 | Unobserved components models with correlated disturbances In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
| 2019 | Discussion of The class of CUB models: statistical foundations, inferential issues and empirical evidence In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 2 |
| 2019 | Editorial In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
| 2005 | Convergence in Italian regional per-capita GDP In: Applied Economics. [Full Text][Citation analysis] | article | 18 |
| 2006 | Trend-Cycle Decompositions with Correlated Components In: Econometric Reviews. [Full Text][Citation analysis] | article | 30 |
| 2011 | Multivariate temporal disaggregation with cross-sectional constraints In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 7 |
| 2014 | EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro In: Studies in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2019 | A class of periodic trend models for seasonal time series In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2004 | On the Estimation of Nonlinearly Aggregated Mixed Models In: Econometrics. [Full Text][Citation analysis] | paper | 7 |
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