Browse by Authors

6 June 1999

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

3 December 2007

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

20 January 2008

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

22 January 2008

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

May 2008

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

23 May 2008

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

30 May 2008

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.

1 October 2008

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

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

7 November 2008

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

10 November 2008

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

2 April 2009

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

11 May 2009

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

1 June 2009

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

21 February 2010

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

24 March 2010

Proietti, Tommaso (2010): Trend Estimation.

7 May 2010

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

19 April 2011

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

21 April 2011

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

19 March 2013

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

10 July 2014

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

30 November 2014

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