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 0 16 0 0 1 55
A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices 0 0 1 59 1 1 2 53
A Test of Sufficient Condition for Infinite-step Granger Noncausality in Infinite Order Vector Autoregressive Process 0 0 0 33 0 1 4 54
Band-Pass Filtering with High-Dimensional Time Series 0 0 2 5 0 1 7 19
Band-Pass Filtering with High-Dimensional Time Series 0 0 2 28 0 1 6 26
Corporate Social Responsibility and Earnings Forecasting Unbiasedness 0 0 1 140 2 2 7 604
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 0 1 4 151
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 0 1 2 95
Forecasting Stock Returns with Large Dimensional Factor Models 0 0 1 37 0 1 3 59
Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies 0 0 1 133 1 1 2 177
Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach 1 2 3 64 3 6 21 120
Nowcasting Monthly GDP with Big Data: a Model Averaging Approach 0 1 2 95 3 8 11 115
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 39 1 1 1 55
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 36 0 1 2 74
On the impact of serial dependence on penalized regression methods 0 0 1 52 0 0 2 23
The Forecasting performance of the Factor model with Martingale Difference errors 0 0 1 49 0 1 6 33
Total Working Papers 1 3 15 1,066 11 27 83 1,892


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 1 1 32
Are GDP forecasts optimal? Evidence on European countries 0 1 1 14 0 1 3 48
Corporate social responsibility and earnings forecasting unbiasedness 0 0 0 62 0 1 6 303
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 1 18 0 1 5 82
Forecasting stock returns with large dimensional factor models 0 1 2 13 1 2 7 42
Nonlinear Forecasting Using a Large Number of Predictors 0 0 2 51 0 0 3 154
Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach 1 4 7 19 2 6 16 52
Nowcasting monthly GDP with big data: A model averaging approach 0 0 2 24 1 3 5 71
Total Journal Articles 1 6 15 212 4 15 46 784


Statistics updated 2025-05-12