16
H index
24
i10 index
1104
Citations
Tommaso Proietti : Citation Profile
Università degli Studi di Roma "Tor Vergata" | RESEARCH PRODUCTION: 63 Articles 104 Papers 3 Chapters EDITOR: RESEARCH ACTIVITY:
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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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 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 | sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings. (2023). Gibberd, Alex ; Chan, Tak-Shing ; Mosley, Luke. In: Papers. RePEc:arx:papers:2303.14125. Full description at Econpapers || Download paper |
| 2023 | Co-Training Realized Volatility Prediction Model with Neural Distributional Transformation. (2023). Tanaka-Ishii, Kumiko ; Moriyama, Kai ; Du, Xin. In: Papers. RePEc:arx:papers:2310.14536. Full description at Econpapers || Download paper |
| 2023 | El ISAE: Un Indicador para Monitorear la Actividad Económica Colombiana en Alta Frecuencia. (2023). Pulido-Mahecha, Karen ; Cote-Barón, Juan ; Rojas-Martinez, Carlos D ; Rodriguez-Rodriguez, Nicol Valeria ; Cote-Baron, Juan Pablo. In: Borradores de Economia. RePEc:bdr:borrec:1225. Full description at Econpapers || Download paper |
| 2023 | UK regional nowcasting using a mixed frequency vector auto?regressive model with entropic tilting. (2020). Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:1:p:91-119. Full description at Econpapers || Download paper |
| 2023 | Economic resilience and regionally differentiated cycles: Evidence from a turning point approach in Italy. (2023). Fratesi, Ugo ; Duran, Hasan Engin. In: Papers in Regional Science. RePEc:bla:presci:v:102:y:2023:i:2:p:219-252. Full description at Econpapers || Download paper |
| 2024 | Global Linkages across Sectors and Frequency Bands: A Band Spectral Panel Regression Approach. (2024). Sussmuth, Bernd ; Lyu, Jingjing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10970. Full description at Econpapers || Download paper |
| 2023 | Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Ortega, Esther Ruiz ; Rodriguez, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37968. Full description at Econpapers || Download paper |
| 2023 | Can we estimate macroforecasters’ mis-behavior?. (2023). Chini, Emilio Zanetti. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000386. Full description at Econpapers || Download paper |
| 2024 | Dynamic hysteresis effects. (2024). Mendieta-Muñoz, Ivan ; Mendieta-Muoz, Ivan ; Li, Mengheng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000629. Full description at Econpapers || Download paper |
| 2023 | Testing for integration and cointegration when time series are observed with noise. (2023). Pelagatti, Matteo ; Parisio, Lucia ; Maranzano, Paolo ; Gianfreda, Angelica. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001645. 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 ; He, Changli ; Terasvirta, Timo ; Kang, Jian. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002105. 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 | Predicting energy futures high-frequency volatility using technical indicators: The role of interaction. (2023). Zhang, Yue ; Ye, Xin ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000312. Full description at Econpapers || Download paper |
| 2023 | Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147. Full description at Econpapers || Download paper |
| 2023 | Social and environmental events disrupt the relation between motor gasoline prices and market fundamentals. (2023). Schroer, Colter ; Kaufmann, Robert K. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004127. Full description at Econpapers || Download paper |
| 2023 | Energy price volatility affects decisions to purchase energy using capital: Motor vehicles. (2023). Kaufmann, Robert K. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004139. Full description at Econpapers || Download paper |
| 2023 | The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures. (2023). Huynh, Luu Duc Toan ; Li, Yan ; Liang, Hao ; Xu, Yongan. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005625. Full description at Econpapers || Download paper |
| 2023 | Market momentum amplifies market volatility risk: Evidence from China’s equity market. (2023). Huynh, Luu Duc Toan ; Li, Yan ; Liang, Chao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001245. Full description at Econpapers || Download paper |
| 2023 | The 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 |
| 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 | Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates. (2024). Mitchell, James ; Poon, Aubrey ; 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 |
| 2023 | Industrial linkage and clustered regional business cycles in China. (2023). Peng, Bin ; Sun, Yanlin ; Wang, Xiaoyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:59-72. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | How 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 |
| 2023 | The cause and Interaction between banking crises and the business cycle. (2023). Bodunrin, Olalekan. In: MPRA Paper. RePEc:pra:mprapa:117955. 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 | Does climate change affect economic data?. (2023). Choi, IN. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02363-4. Full description at Econpapers || Download paper |
| 2023 | Predicting the contribution of artificial intelligence to unemployment rates: an artificial neural network approach. (2023). Hegerty, Scott W ; Mutascu, Mihai. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-023-09616-z. Full description at Econpapers || Download paper |
| 2023 | Mixed frequency composite indicators for measuring public sentiment in the EU. (2023). Scepi, Germana ; Spano, Maria ; Misuraca, Michelangelo ; Mattera, Raffaele. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01468-9. Full description at Econpapers || Download paper |
| 2023 | Automatic robust Box–Cox and extended Yeo–Johnson transformations in regression. (2023). Corbellini, Aldo ; Atkinson, Anthony C ; Riani, Marco. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:32:y:2023:i:1:d:10.1007_s10260-022-00640-7. Full description at Econpapers || Download paper |
| 2023 | Forecasting highly persistent time series with bounded spectrum processes. (2023). Maddanu, Federico. In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:1:d:10.1007_s00362-022-01321-z. 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 |
| 2023 | Nowcasting 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. Full description at Econpapers || Download paper |
| 2023 | Nowcasting the state of the Italian economy: The role of financial markets. (2023). Silvestrini, Andrea ; Ceci, Donato. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1569-1593. Full description at Econpapers || Download paper |
| 2023 | Towards seasonal adjustment of infra-monthly time series with JDemetra+. (2023). Smyk, Anna ; Webel, Karsten. In: Discussion Papers. RePEc:zbw:bubdps:242023. 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 | 2 |
| 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: 2 | 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: 2 | 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 | 8 |
| 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: 8 | 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: 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 | |
| 2015 | EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 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: 0 | paper | |
| 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: 0 | 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 | |
| 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 | 46 |
| 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 | 8 |
| 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: 8 | 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 | |
| 2009 | Transformations and seasonal adjustment In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 6 |
| 1997 | Short-Run Dynamics in Cointegrated Systems. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 87 |
| 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 | 78 |
| 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 | 9 |
| 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: 9 | 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 | 59 |
| 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: 59 | paper | |
| 2016 | State space modeling of Gegenbauer processes with long memory In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 8 |
| 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 | 4 |
| 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 | 1 |
| 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: 1 | 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 | 3 |
| 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: 3 | 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: 3 | paper | |
| 2000 | Comparing seasonal components for structural time series models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 28 |
| 2011 | Direct and iterated multistep AR methods for difference stationary processes In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
| 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: 5 | 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: 5 | 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 | 1 |
| 2009 | The Multistep Beveridge-Nelson Decomposition.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2011 | The Multistep Beveridge-Nelson Decomposition.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | The Multistep Beveridge--Nelson Decomposition.(2016) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | 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 | 62 |
| 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: 62 | 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 | 40 |
| 2009 | Survey Data as Coincident or Leading Indicators.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | 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: 40 | 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 | 12 |
| 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: 12 | 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 | 17 |
| 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 | Hyper-spherical and Elliptical Stochastic Cycles In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 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 | |
| 2020 | Peaks, Gaps, and Time Reversibility of Economic Time Series In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Efficient Nonparametric Estimation of Generalized Autocovariances 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 | 0 |
| 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 |
| 2000 | Leave-k-out diagnostics in state space models In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
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