Access Statistics for Tommaso Proietti

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 Monthly Indicator of the Euro Area GDP 4 6 27 27 9 19 57 57
A Monthly Indicator of the Euro Area GDP 2 10 91 91 5 22 118 118
A seasonal integration analysis of the italian consumption quarterly time series 1 1 3 5 6 6 13 29
Band Spectral Estimation for Signal Extraction 0 4 20 108 2 11 55 190
Characterising the Business Cycle for Accession Countries 2 6 18 222 4 9 33 434
Characterising the Business Cycle for Accession Countries 2 5 13 129 7 10 37 304
Characterizing the Business Cycle for Accession Countries 0 5 14 104 1 8 32 292
Dating the Euro Area Business Cycle 5 16 39 284 9 24 75 663
Dating the Euro Area Business Cycle 3 9 29 208 5 19 64 635
Dating the Euro Area Business Cycle 5 14 38 227 10 28 82 709
Direct and iterated multistep AR methods for difference stationary processes 1 4 28 44 3 10 57 68
Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints 2 3 23 227 5 7 43 380
Estimating Potential Output and the Output Gap for the Euro Area: a Model-Based Production Function Approach 5 14 50 850 6 18 84 1,822
Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components 2 7 41 112 6 17 97 187
Extracting the Cyclical Component in Hours Worked: a Bayesian Approach 0 0 19 42 1 3 52 103
Forecasting and Signal Extraction with Misspecified Models 1 1 6 158 2 4 24 280
Growth accounting for the Euro area - a structural approach 3 6 21 106 8 14 52 182
Has the Volatility of U.S. Inflation Changed and How? 0 1 74 74 1 10 94 94
Hyper-spherical and Elliptical Stochastic Cycles 1 7 20 20 8 26 55 55
Leave-k-out Diagnostics in State Space Models 0 0 0 33 0 1 11 463
Low-Pass Filter Design using Locally Weighted Polynomial Regression and Discrete Prolate Spheroidal Sequences 3 9 34 34 29 79 145 145
Measuring Core Inflation by Multivariate Structural Time Series Models 2 4 28 158 4 6 48 259
New proposals for the quantification of qualitative survey data 1 5 17 92 5 13 49 160
On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing 1 2 19 51 6 16 72 123
On the Estimation of Nonlinearly Aggregated Mixed Models 1 1 14 116 2 5 47 322
On the Model Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates 0 1 6 57 0 1 19 135
On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates 2 8 30 249 6 20 81 456
On the Spectral Properties of Matrices Associated with Trend Filters 1 1 11 11 3 6 52 52
Real Time Estimation in Local Polynomial Regression, with Application to Trend-Cycle Analysis 3 9 34 54 5 18 92 117
Seasonal Specific Structural Time Series Models 2 3 7 235 2 4 10 379
Some Reflections on Trend-Cycle Decompositions with Correlated Components 0 3 14 125 0 3 24 235
Some Reflections on Trend-Cycle Decompositions with Correlated Components 2 7 18 252 3 9 31 395
Structural Time Series Models for Business Cycle Analysis 9 31 167 358 19 67 398 583
Structural Time Series Models for Business Cycle Analysis 1 4 20 23 2 9 46 56
Structural properties of the new quarterly series on consumption 1 1 1 7 1 2 2 12
Survey Data as Coicident or Leading Indicators 2 4 28 28 7 14 23 23
Survey Data as Coincident or Leading Indicators 0 1 4 4 3 4 20 20
Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited 7 19 58 360 10 34 141 784
The Effects of Unification: Markets, Policy and Cyclical Convergence in Italy, 1861-1913 0 0 35 35 2 7 47 47
The Multistep Beveridge-Nelson Decomposition 15 37 37 37 17 26 26 26
The Multistep Beveridge-Nelson Decomposition 6 15 71 71 15 41 86 86
The comovements of construction in Italy's regions, 1861-1913 1 1 17 37 1 4 35 85
Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies 0 2 16 30 0 4 33 71
Total Working Papers 99 287 1,260 5,495 240 658 2,662 11,636


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
2nd Special Issue on Statistical Signal Extraction and Filtering 0 0 2 10 0 2 7 22
A Beveridge-Nelson smoother 2 3 15 77 3 4 24 151
Band spectral estimation for signal extraction 1 4 10 23 1 6 26 61
Characterizing Asymmetries in Business Cycles Using Smooth-Transition Structural Time-Series Models 0 2 13 56 0 4 21 138
Comparing seasonal components for structural time series models 2 4 10 66 19 31 79 287
Convergence in Italian regional per-capita GDP 3 9 30 113 9 24 95 359
Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area 1 3 22 100 7 15 75 348
Dynamic factor analysis with non-linear temporal aggregation constraints 2 5 15 33 6 10 40 94
Estimating potential output and the output gap for the euro area: a model-based production function approach 4 10 48 113 8 20 98 256
Forecasting and signal extraction with misspecified models 0 0 2 38 0 1 16 135
Forecasting the US unemployment rate 6 15 43 77 9 24 103 159
Introduction 0 0 0 6 0 0 1 44
LEAVE-K-OUT DIAGNOSTICS IN STATE-SPACE MODELS 0 1 6 60 2 3 22 196
Missing data in time series: A note on the equivalence of the dummy variable and the skipping approaches 0 0 13 13 1 5 29 29
New algorithms for dating the business cycle 1 1 2 31 1 3 7 48
On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates 1 4 10 10 2 7 18 18
Persistence of Shocks on Seasonal Processes 1 1 3 47 1 2 8 173
Seasonal Specific Structural Time Series 0 0 5 50 0 1 14 145
Short-Run Dynamics in Cointegrated Systems 0 0 0 0 1 6 32 284
Signal extraction and filtering by linear semiparametric methods 0 0 7 18 0 0 9 28
Spurious periodic autoregressions 0 0 0 0 1 1 7 285
Temporal disaggregation by state space methods: Dynamic regression methods revisited 2 9 21 82 5 21 57 247
Transformations and seasonal adjustment 1 4 9 9 3 7 21 21
Total Journal Articles 27 75 286 1,032 79 197 809 3,528


Statistics updated 2009-11-04