Access Statistics for Alessandro Giovannelli

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices 0 0 1 59 0 0 2 53
A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices 0 0 0 16 0 0 1 55
A Test of Sufficient Condition for Infinite-step Granger Noncausality in Infinite Order Vector Autoregressive Process 0 0 0 33 0 0 4 54
Band-Pass Filtering with High-Dimensional Time Series 1 1 2 29 2 3 7 29
Band-Pass Filtering with High-Dimensional Time Series 0 0 1 5 0 2 7 21
Corporate Social Responsibility and Earnings Forecasting Unbiasedness 0 0 0 140 0 1 6 605
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 0 1 3 152
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 0 0 1 58
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 1 1 2 96
Forecasting Stock Returns with Large Dimensional Factor Models 0 0 1 37 2 3 5 62
Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies 0 0 0 133 1 1 2 178
Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach 0 0 2 64 1 1 12 121
Nowcasting Monthly GDP with Big Data: a Model Averaging Approach 0 0 2 95 0 1 12 116
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 76 0 0 1 121
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 36 0 0 2 74
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 39 0 0 1 55
On the impact of serial dependence on penalized regression methods 0 0 1 52 0 1 3 24
The Forecasting performance of the Factor model with Martingale Difference errors 0 0 1 49 3 3 6 36
Total Working Papers 1 1 11 1,067 10 18 77 1,910


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices 0 0 0 11 0 0 1 32
Are GDP forecasts optimal? Evidence on European countries 0 0 1 14 0 0 2 48
Corporate social responsibility and earnings forecasting unbiasedness 0 0 0 62 0 0 3 303
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 1 1 19 0 1 3 83
Forecasting stock returns with large dimensional factor models 1 1 3 14 1 2 7 44
Nonlinear Forecasting Using a Large Number of Predictors 0 0 1 51 0 1 2 155
Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach 0 0 5 19 1 2 13 54
Nowcasting monthly GDP with big data: A model averaging approach 0 0 2 24 0 1 6 72
Total Journal Articles 1 2 13 214 2 7 37 791


Statistics updated 2025-08-05