Alessandro Giovannelli : Citation Profile

Are you Alessandro Giovannelli?

6

H index

2

i10 index

123

Citations

RESEARCH PRODUCTION:

8

Articles

18

Papers

RESEARCH ACTIVITY:

   11 years (2012 - 2023). See details.
   Cites by year: 11
   Journals where Alessandro Giovannelli has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 6 (4.65 %)

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   Permalink: http://citec.repec.org/pgi264
   Updated: 2024-12-03    RAS profile: 2024-02-07    
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Relations with other researchers

Works with:

Proietti, Tommaso (6)

Massacci, Daniele (2)

Lippi, Marco (2)

Soccorsi, Stefano (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alessandro Giovannelli.

Is cited by:

Hallin, Marc (29)

Barigozzi, Matteo (16)

Rossi, Barbara (10)

Hotta, Luiz (10)

Trucíos, Carlos (10)

Valls Pereira, Pedro (10)

Forni, Mario (7)

Soccorsi, Stefano (6)

Lippi, Marco (6)

Zevallos, Mauricio (4)

Zaffaroni, Paolo (4)

Cites to:

Forni, Mario (54)

Lippi, Marco (54)

Hallin, Marc (43)

Reichlin, Lucrezia (29)

Ng, Serena (25)

Marcellino, Massimiliano (15)

Watson, Mark (14)

Giannone, Domenico (12)

Zaffaroni, Paolo (12)

Timmermann, Allan (11)

Diebold, Francis (10)

Main data

Where Alessandro Giovannelli has published?

Journals with more than one article published# docs
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
CEIS Research Paper / Tor Vergata University, CEIS8
Papers / arXiv.org2

Recent works citing Alessandro Giovannelli (2024 and 2023)

YearTitle of citing document
2023Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887.

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2024Trade 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.

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2023Network log-ARCH models for forecasting stock market volatility. (2023). Otto, Philipp ; Mattera, Raffaele. In: Papers. RePEc:arx:papers:2303.11064.

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2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2023Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359.

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2023Assessing 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.

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2024Inferential theory for generalized dynamic factor models. (2024). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000593.

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2023High-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.

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2023Mixed-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.

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2023Informative 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.

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2023Corporate 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.

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2023Real-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.

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2023Testing 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.

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2024Forecasting 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.

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2023Foreign 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.

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2023Application of Markov-Switching MIDAS models to nowcasting of GDP and its components. (2023). Stankevich, Ivan. In: Applied Econometrics. RePEc:ris:apltrx:0474.

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2023A 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.

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2024An 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.

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2023Fiscal 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.

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2023Nowcasting world GDP growth with high?frequency data. (2022). Meunier, Baptiste ; Jardet, Caroline. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:6:p:1181-1200.

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Works by Alessandro Giovannelli:

YearTitleTypeCited
2014On the Selection of Common Factors for Macroeconomic Forecasting In: CREATES Research Papers.
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2014On the Selection of Common Factors for Macroeconomic Forecasting.(2014) In: MPRA Paper.
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This paper has nother version. Agregated cites: 9		paper
2015On the Selection of Common Factors for Macroeconomic Forecasting.(2015) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 9		paper
2017A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2018A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices.(2018) In: Biometrika.
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This paper has nother version. Agregated cites: 2		article
2017A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices.(2017) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 2		paper
2023The Forecasting performance of the Factor model with Martingale Difference errors In: Papers.
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2023Band-Pass Filtering with High-Dimensional Time Series In: Papers.
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2023Band-Pass Filtering with High-Dimensional Time Series.(2023) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 0		paper
2021Nowcasting monthly GDP with big data: A model averaging approach In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article7
2020Nowcasting Monthly GDP with Big Data: a Model Averaging Approach.(2020) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 7		paper
2016Dynamic Factor model with infinite dimensional factor space: forecasting In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper51
2016Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting.(2016) In: Working Papers ECARES.
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This paper has nother version. Agregated cites: 51		paper
2016Dynamic Factor model with infinite dimensional factor space: forecasting.(2016) In: Center for Economic Research (RECent).
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This paper has nother version. Agregated cites: 51		paper
2018Dynamic factor model with infinite‐dimensional factor space: Forecasting.(2018) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 51		article
2021Forecasting stock returns with large dimensional factor models In: Journal of Empirical Finance.
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2020Forecasting Stock Returns with Large Dimensional Factor Models.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2020Are GDP forecasts optimal? Evidence on European countries In: International Journal of Forecasting.
[Full Text][Citation analysis]		article5
2021Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach In: International Journal of Forecasting.
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2020Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach.(2020) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 7		paper
2013Corporate social responsibility and earnings forecasting unbiasedness In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article31
2013Corporate Social Responsibility and Earnings Forecasting Unbiasedness.(2013) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 31		paper
2012Nonlinear Forecasting Using a Large Number of Predictors In: Rivista italiana degli economisti.
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2012Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies In: CEIS Research Paper.
[Full Text][Citation analysis]		paper3
2020A Test of Sufficient Condition for Infinite-step Granger Noncausality in Infinite Order Vector Autoregressive Process In: CEIS Research Paper.
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2022On the impact of serial dependence on penalized regression methods In: LEM Papers Series.
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