6
H index
2
i10 index
91
Citations
| 6 H index 2 i10 index 91 Citations RESEARCH PRODUCTION: 7 Articles 18 Papers RESEARCH ACTIVITY: 11 years (2012 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pgi264 |
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: |
Journals with more than one article published | # docs |
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International Journal of Forecasting | 2 |
Working Papers Series with more than one paper published | # docs |
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CEIS Research Paper / Tor Vergata University, CEIS | 8 |
Papers / arXiv.org | 2 |
Year | Title of citing document |
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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 |
2024 | 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 |
2024 | Thirty?year assessment of Asian Development Banks forecasts. (2021). Tsuchiya, Yoichi. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:35:y:2021:i:2:p:18-40. 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 | Mixed-frequency Growth-at-Risk with the MIDAS-QR method: Evidence from China. (2023). Jiang, Cuixia ; Xu, Mengnan ; Fu, Weizhong. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:4:s0939362523000651. 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 | Testing big data in a big crisis: Nowcasting under Covid-19. (2023). Ratto, Marco ; Pericoli, Filippo Maria ; Barbaglia, Luca ; Pezzoli, Luca Tiozzo ; Onorante, Luca ; Frattarolo, Lorenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1548-1563. Full description at Econpapers || Download paper |
2024 | Forecasting in factor augmented regressions under structural change. (2024). Kapetanios, George ; Massacci, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:62-76. 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 |
2024 | An application of artificial neural networks in corporate social responsibility decision making. (2024). Thanh, Nguyen Thi. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:31:y:2024:i:1:n:e1542. 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 |
Year | Title | Type | Cited |
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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 | |
2023 | The Forecasting performance of the Factor model with Martingale Difference errors In: Papers. [Full Text][Citation analysis] | paper | 0 |
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 | |
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 | 7 |
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: 7 | paper | |
2016 | Dynamic Factor model with infinite dimensional factor space: forecasting In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
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: 20 | 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: 20 | paper | |
2021 | Forecasting stock returns with large dimensional factor models In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 8 |
2020 | Forecasting Stock Returns with Large Dimensional Factor Models.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2020 | Are GDP forecasts optimal? Evidence on European countries In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
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 | |
2013 | Corporate social responsibility and earnings forecasting unbiasedness In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 31 |
2013 | Corporate Social Responsibility and Earnings Forecasting Unbiasedness.(2013) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
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 | 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 |
2022 | On the impact of serial dependence on penalized regression methods In: LEM Papers Series. [Full Text][Citation analysis] | paper | 0 |
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