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 Data–Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models 0 0 2 82 1 2 8 89
A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices 0 0 1 59 1 1 2 53
A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices 0 0 0 16 0 0 1 55
A Monthly Indicator of the Euro Area GDP 0 0 2 218 0 1 4 466
A Monthly Indicator of the Euro Area GDP 0 0 6 91 1 2 17 312
A data-cleaning augmented Kalman filter for robust estimation of state space models 1 2 4 76 1 2 5 121
A generalized exponential time series regression model for electricity prices 0 0 0 134 0 0 1 167
A seasonal integration analysis of the italian consumption quarterly time series 0 0 1 3 0 0 1 11
Band Spectral Estimation for Signal Extraction 0 0 0 137 1 1 1 315
Band-Pass Filtering with High-Dimensional Time Series 0 0 2 28 0 1 6 26
Band-Pass Filtering with High-Dimensional Time Series 0 0 2 5 0 1 7 19
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 1 36 0 0 3 108
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 0 45 0 0 0 105
Characterising the Business Cycle for Accession Countries 0 0 0 312 0 0 2 700
Characterising the Business Cycle for Accession Countries 0 0 0 196 0 0 1 532
Characterizing economic trends by Bayesian stochastic model specifi cation search 0 0 0 81 1 1 2 191
Characterizing economic trends by Bayesian stochastic model specification search 0 0 0 55 0 1 1 158
Characterizing economic trends by Bayesian stochastic model specification search 0 0 0 60 0 0 0 178
Characterizing the Business Cycle for Accession Countries 0 0 1 175 0 0 1 543
Dating the Euro Area Business Cycle 0 0 2 427 0 0 3 1,343
Dating the Euro Area Business Cycle 0 0 4 347 0 1 5 1,134
Dating the Euro Area Business Cycle 0 0 3 313 1 1 9 1,073
Direct and iterated multistep AR methods for difference stationary processes 0 0 0 72 1 1 1 172
Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series? 1 1 1 47 1 1 3 132
Does the Box-Cox transformation help in forecasting macroeconomic time series? 0 0 0 19 0 0 2 101
Does the Box-Cox transformation help in forecasting macroeconomic time series? 0 0 0 128 1 3 3 201
Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints 0 0 0 290 0 0 0 554
Efficient Nonparametric Estimation of Generalized Autocovariances 0 0 1 21 0 0 2 32
Estimating Potential Output and the Output Gap for the Euro Area: a Model-Based Production Function Approach 0 0 1 949 1 1 4 2,057
Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components 0 0 0 179 0 1 4 419
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 0 2 62 0 0 2 121
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 1 68 0 0 1 147
EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area 0 0 0 64 0 0 0 97
EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area 0 0 0 32 0 2 2 126
EuroMInd-D: A density estimate of monthly gross domestic product for the euro area 0 0 0 20 0 1 1 97
Exponential Smoothing, Long Memory and Volatility Prediction 0 0 0 38 0 0 2 67
Exponential Smoothing, Long Memory and Volatility Prediction 0 0 1 85 2 2 9 124
Exponential Smoothing, Long Memory and Volatility Prediction 0 0 1 110 0 1 8 113
Extracting the Cyclical Component in Hours Worked: a Bayesian Approach 0 0 0 83 0 0 0 256
Forecasting Volatility with Time-Varying Leverage and Volatility of Volatility Effects 0 0 0 123 2 2 3 123
Forecasting and Signal Extraction with Misspecified Models 0 0 0 181 0 0 0 388
Generalised Linear Spectral Models 0 0 0 52 1 1 1 110
Generalised partial autocorrelations and the mutual information between past and future 0 0 0 54 0 0 2 89
Generalised partial autocorrelations and the mutual information between past and future 0 0 0 39 1 3 4 70
Growth accounting for the euro area: a structural approach 0 0 0 167 0 1 2 365
Has the Volatility of U.S. Inflation Changed and How? 0 0 1 166 0 0 1 336
Hyper-spherical and Elliptical Stochastic Cycles 0 0 0 56 0 2 2 240
Leave-k-out diagnostics in state space models 0 0 0 35 0 0 0 205
Low-Pass Filter Design using Locally Weighted Polynomial Regression and Discrete Prolate Spheroidal Sequences 0 0 0 94 0 1 2 563
Maximum likelihood estimation of time series models: the Kalman filter and beyond 0 1 1 59 1 2 5 235
Maximum likelihood estimation of time series models: the Kalman filter and beyond 0 0 1 185 0 0 3 294
Measuring Core Inflation by Multivariate Structural Time Series Models 0 0 0 206 1 1 1 376
Modelling Cycles in Climate Series: the Fractional Sinusoidal Waveform Process 0 0 1 63 0 0 3 47
New proposals for the quantification of qualitative survey data 0 0 0 127 1 1 1 325
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 Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing 0 0 0 71 0 1 2 240
On the Estimation of Nonlinearly Aggregated Mixed Models 0 0 0 148 0 0 0 431
On the Model Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates 0 0 4 87 0 0 5 230
On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates 0 0 0 296 0 0 0 612
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 36 0 1 2 74
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 76 0 0 1 121
On the Spectral Properties of Matrices Associated with Trend Filters 0 0 0 32 0 0 0 163
Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach 0 0 0 172 0 0 1 104
Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach 0 0 1 42 0 1 5 140
Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach 0 0 0 39 0 0 0 179
Outlier detection in structural time series models: The indicator saturation approach 0 0 0 56 0 2 3 117
Patterns of industrial specialisation in post-Unification Italy 0 0 0 67 0 0 0 99
Patterns of industrial specialisation in post-unification Italy 0 0 0 2 0 3 4 19
Peaks, Gaps, and Time Reversibility of Economic Time Series 0 0 2 59 0 1 4 65
Predictability, Real Time Estimation, and the Formulation of Unobserved Components Models 0 0 0 78 1 1 2 90
Real Time Estimation in Local Polynomial Regression, with Application to Trend-Cycle Analysis 0 0 1 93 2 3 6 318
Seasonal Changes in Central England Temperatures 0 0 0 31 0 0 1 95
Seasonal Changes in Central England Temperatures 0 0 0 31 0 1 3 52
Seasonal Specific Structural Time Series Models 0 0 0 257 0 0 0 433
Seasonality in High Frequency Time Series 0 0 4 74 0 2 7 92
Seasonality, Forecast Extensions and Business Cycle Uncertainty 0 0 0 160 1 2 6 397
Some Reflections on Trend-Cycle Decompositions with Correlated Components 0 0 0 309 0 0 2 569
Some Reflections on Trend-Cycle Decompositions with Correlated Components 0 0 0 162 0 2 2 331
Spikes and memory in (Nord Pool) electricity price spot prices 0 0 0 42 1 2 6 64
Spikes and memory in (Nord Pool) electricity price spot prices 0 0 0 4 0 0 0 42
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 13 0 0 1 67
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 89 1 2 2 173
Structural Time Series Modelling of Capacity Utilisation 0 0 0 8 0 1 2 36
Structural Time Series Models for Business Cycle Analysis 0 0 3 681 0 1 4 1,453
Structural Time Series Models for Business Cycle Analysis 0 0 0 66 1 1 1 169
Structural properties of the new quarterly series on consumption 0 0 1 1 0 0 1 13
Survey Data as Coicident or Leading Indicators 0 0 0 71 0 0 1 201
Survey Data as Coincident or Leading Indicators 0 0 1 37 0 0 2 165
Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited 0 0 1 502 0 3 6 1,163
The Effects of Unification: Markets, Policy and Cyclical Convergence in Italy, 1861-1913 0 0 1 109 1 2 7 332
The Exponential Model for the Spectrum of a Time Series: Extensions and Applications 0 0 0 32 0 0 0 64
The Exponential Model for the Spectrum of a Time Series: Extensions and Applications 0 0 0 97 0 0 0 109
The Exponential Model for the Spectrum of a Time Series: Extensions and Applications 0 0 2 42 1 1 4 65
The Generalised Autocovariance Function 0 0 0 28 0 0 1 99
The Generalised Autocovariance Function 0 0 0 70 0 1 1 135
The Multistep Beveridge-Nelson Decomposition 0 0 0 75 0 0 0 183
The Multistep Beveridge-Nelson Decomposition 0 0 0 14 1 1 3 70
The Multistep Beveridge-Nelson Decomposition 0 0 0 244 1 2 4 581
The Variance Profile 0 0 0 58 0 1 2 201
The comovements of construction in Italy's regions, 1861-1913 0 0 0 62 0 0 1 185
Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies 0 0 0 49 0 0 0 164
Trend Estimation 0 0 0 160 0 1 1 357
Ups and (Draw)Downs 0 0 17 17 0 2 23 23
Total Working Papers 3 7 86 11,917 38 98 316 27,656
2 registered items for which data could not be found

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 0 23 0 0 1 62
A Beveridge-Nelson smoother 0 0 0 122 0 0 0 242
A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices 0 0 0 11 0 1 1 32
A Systemic Approach to Estimating the Output Gap for the Italian Economy 0 0 4 27 1 4 16 76
A class of periodic trend models for seasonal time series 0 1 2 10 0 2 5 25
A data-cleaning augmented Kalman filter for robust estimation of state space models 0 0 0 8 0 1 6 47
Band spectral estimation for signal extraction 0 0 0 44 0 0 0 160
Business Cycles in the New EU Member Countries and their Conformity with the Euro Area 0 0 0 80 1 2 3 215
Characterising economic trends by Bayesian stochastic model specification search 0 0 0 9 0 0 0 79
Characterizing Asymmetries in Business Cycles Using Smooth-Transition Structural Time-Series Models 0 0 0 91 0 1 1 236
Comparing seasonal components for structural time series models 0 0 3 207 1 1 9 610
Component-wise Representations of Long-memory Models and Volatility Prediction 1 1 2 15 1 1 2 50
Convergence in Italian regional per-capita GDP 0 0 0 158 0 2 4 540
Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area 0 0 2 194 0 1 6 563
Direct and iterated multistep AR methods for difference stationary processes 0 0 0 5 0 0 1 33
Direct and iterated multistep AR methods for difference stationary processes 0 1 1 14 0 1 1 84
Discussion of The class of CUB models: statistical foundations, inferential issues and empirical evidence 0 0 0 7 0 0 1 20
Does the Box–Cox transformation help in forecasting macroeconomic time series? 0 0 3 50 2 3 12 247
Dynamic factor analysis with non‐linear temporal aggregation constraints 1 1 1 88 1 2 2 262
EUROMIND: a monthly indicator of the euro area economic conditions 0 0 0 0 0 1 15 223
Editorial 0 0 0 1 0 1 1 6
Efficient nonparametric estimation of generalised autocovariances 0 0 0 0 0 0 1 2
Estimating potential output and the output gap for the euro area: a model-based production function approach 1 1 2 211 1 1 7 529
Estimation of Common Factors under Cross‐Sectional and Temporal Aggregation Constraints 1 1 1 6 1 1 1 31
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries 0 0 0 11 0 0 1 67
Euromind‐ D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area 0 0 0 4 0 0 0 54
Extracting the Cyclical Component in Hours Worked 0 0 0 27 0 0 1 114
Forecasting and signal extraction with misspecified models 0 0 0 55 0 0 0 193
Forecasting the US unemployment rate 0 0 0 162 0 0 2 347
Forecasting volatility with time-varying leverage and volatility of volatility effects 0 0 1 10 0 1 2 31
Growth accounting for the euro area 0 0 0 17 0 0 1 77
Has the Volatility of U.S. Inflation Changed and How? 0 0 0 77 0 1 2 213
Hyper‐spherical and elliptical stochastic cycles 0 0 0 14 0 0 0 60
Introduction 0 1 1 11 0 2 2 80
LEAVE‐K‐OUT DIAGNOSTICS IN STATE‐SPACE MODELS 0 0 0 74 0 0 0 250
Missing data in time series: A note on the equivalence of the dummy variable and the skipping approaches 0 0 1 45 0 0 1 103
Modelling cycles in climate series: The fractional sinusoidal waveform process 0 0 9 9 0 3 17 19
Multivariate temporal disaggregation with cross-sectional constraints 0 0 2 21 0 1 5 99
New algorithms for dating the business cycle 0 0 0 66 0 0 2 129
New proposals for the quantification of qualitative survey data 0 0 0 34 0 0 2 89
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
ON THE SPECTRAL PROPERTIES OF MATRICES ASSOCIATED WITH TREND FILTERS 0 0 0 11 0 1 1 49
On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates 0 0 1 55 0 1 3 146
On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing 0 0 0 10 0 0 0 52
Outlier detection in structural time series models: The indicator saturation approach 0 0 1 18 1 1 4 100
Patterns of industrial specialisation in post-Unification Italy 0 0 0 13 2 2 4 61
Peaks, gaps, and time‐reversibility of economic time series 0 0 3 5 0 1 7 19
Persistence of Shocks on Seasonal Processes 0 0 1 55 1 3 5 206
Predictability, real time estimation, and the formulation of unobserved components models 0 0 1 6 0 0 2 18
SEASONALITY, FORECAST EXTENSIONS AND BUSINESS CYCLE UNCERTAINTY 0 0 0 29 0 1 1 116
Seasonal Specific Structural Time Series 0 0 0 84 0 0 1 240
Seasonal changes in central England temperatures 0 0 1 11 0 0 2 53
Seasonality in High Frequency Time Series 2 4 9 12 2 5 26 30
Short-Run Dynamics in Cointegrated Systems 0 0 0 0 0 0 2 403
Signal extraction and filtering by linear semiparametric methods 0 0 0 46 0 0 1 129
Spurious periodic autoregressions 0 0 0 0 0 2 3 317
State space modeling of Gegenbauer processes with long memory 0 1 1 22 0 1 2 68
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 12 0 0 2 74
Survey data as coincident or leading indicators 0 0 0 58 0 0 3 176
Temporal disaggregation by state space methods: Dynamic regression methods revisited 0 0 0 160 1 1 5 531
The Multistep Beveridge--Nelson Decomposition 0 0 0 9 0 2 2 40
The Variance Profile 1 1 1 19 1 2 3 102
The effects of unification: markets, policy, and cyclical convergence in Italy, 1861–1913 0 0 1 55 0 1 5 286
The generalised autocovariance function 0 0 0 22 0 0 3 107
Transformations and seasonal adjustment 0 0 0 32 0 0 1 100
Trend-Cycle Decompositions with Correlated Components 0 1 3 74 0 2 5 192
Trends in atmospheric ethane 0 1 4 9 0 1 7 22
Unobserved components models with correlated disturbances 0 0 0 3 0 0 0 10
Total Journal Articles 8 19 71 2,891 20 70 255 10,069

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Maximum likelihood estimation of time series models: the Kalman filter and beyond 0 0 1 51 0 0 7 167
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 5 0 1 3 40
Structural Time Series Models for Business Cycle Analysis 0 0 0 0 0 0 1 3
Total Chapters 0 0 1 56 0 1 11 210

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12