Browse by Authors

6854

Proietti, Tommaso (2008): Structural Time Series Models for Business Cycle Analysis.

6860

Proietti, Tommaso (2008): Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components.

7862

Proietti, Tommaso and Riani, Marco (2007): Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies.

8870

Ciccarelli, Carlo and Fenoaltea, Stefano and Proietti, Tommaso (2008): The comovements of construction in Italy's regions, 1861-1913.

8910

Luati, Alessandra and Proietti, Tommaso (2008): On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing.

8967

Bernardi, Mauro and Della Corte, Giuseppe and Proietti, Tommaso (2008): Extracting the Cyclical Component in Hours Worked: a Bayesian Approach.

10859

Proietti, Tommaso (2008): Direct and iterated multistep AR methods for difference stationary processes.

11453

Grassi, Stefano and Proietti, Tommaso (2008): Has the Volatility of U.S. Inflation Changed and How?

11502

Luati, Alessandra and Proietti, Tommaso (2008): On the Spectral Properties of Matrices Associated with Trend Filters.

15169

Luati, Alessandra and Proietti, Tommaso (2009): Hyper-spherical and Elliptical Stochastic Cycles.

15343

Proietti, Tommaso (2008): Direct and iterated multistep AR methods for difference stationary processes.

15345

Proietti, Tommaso (2009): The Multistep Beveridge-Nelson Decomposition.

15510

Proietti, Tommaso and Luati, Alessandra (2009): Low-Pass Filter Design using Locally Weighted Polynomial Regression and Discrete Prolate Spheroidal Sequences.

20868

Proietti, Tommaso (2010): Seasonality, Forecast Extensions and Business Cycle Uncertainty.

21607

Proietti, Tommaso (2010): Trend Estimation.

22570

Grassi, Stefano and Proietti, Tommaso (2010): Characterizing economic trends by Bayesian stochastic model specification search.

30378

Luati, Alessandra and Proietti, Tommaso and Reale, Marco (2011): The Variance Profile.

30431

Ciccarelli, Carlo and Proietti, Tommaso (2011): Patterns of industrial specialisation in post-Unification Italy.

45280

Proietti, Tommaso and Luati, Alessandra (2013): The Exponential Model for the Spectrum of a Time Series: Extensions and Applications.

57230

Proietti, Tommaso (2014): Exponential Smoothing, Long Memory and Volatility Prediction.

60673

Giovannelli, Alessandro and Proietti, Tommaso (2014): On the Selection of Common Factors for Macroeconomic Forecasting.

62621

Proietti, Tommaso (1999): Structural Time Series Modelling of Capacity Utilisation.