Access Statistics for Giacomo Sbrana

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
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 0 0 1 1 25
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 61 1 2 2 198
Determinants and dynamics of schooling and child labor in Bolivia 0 0 0 0 0 1 1 64
Determinants and dynamics of schooling and child labor in Bolivia 0 0 0 75 1 3 4 201
Estimating high dimensional multivariate stochastic volatility models 0 0 0 56 0 1 2 84
Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 150 2 2 5 797
Forecasting damped trend exponential smoothing: an algebraic viewpoint 0 0 0 98 1 3 4 312
Random switching exponential smoothing and inventory forecasting 0 0 0 51 1 2 3 87
Short term inflation forecasting: the M.E.T.A. approach 0 0 0 104 0 1 2 191
Some Financial Implications of Global Warming: An Empirical Assessment 0 0 0 37 1 2 3 142
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 1 3 3 31
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 0 1 1 54
Some financial implications of global warming: An empirical assessment 0 0 0 6 0 0 0 25
Some financial implications of global warming: An empirical assessment 0 0 0 29 1 1 1 97
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 7 0 0 0 49
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 14 1 2 5 46
Temperature anomalies, radiative forcing and ENSO 0 0 0 18 1 1 1 60
Temperature anomalies, radiative forcing and ENSO 0 0 0 12 1 1 1 51
Temporal aggregation of cyclical models with business cycle applications 0 0 0 0 0 0 1 25
The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions 0 0 0 74 0 0 1 154
The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions 0 0 0 0 2 2 4 37
What do we know about comparing aggregate and disaggregate forecasts? 0 0 0 69 1 1 2 142
Total Working Papers 0 0 0 889 15 30 47 2,872

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A closed-form estimator for the multivariate GARCH(1,1) model 0 0 0 11 0 0 1 43
A note on forecasting demand using the multivariate exponential smoothing framework 0 0 0 7 0 1 3 58
Aggregation and marginalization of GARCH processes: some further results 0 0 0 14 0 0 3 83
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 6 1 1 4 57
Climate change implications for the catastrophe bonds market: An empirical analysis 1 3 11 128 6 10 27 402
Closed-form results for vector moving average models with a univariate estimation approach 0 0 0 1 1 1 1 16
Comparing aggregate and disaggregate forecasts of first order moving average models 0 0 0 9 1 2 2 44
DETERMINANTS AND DYNAMICS OF SCHOOLING AND CHILD LABOUR IN BOLIVIA 0 0 0 20 0 0 2 87
Feasible generalized least squares estimation of multivariate GARCH(1, 1) models 0 0 2 12 1 1 4 65
Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate 0 0 0 0 0 0 1 60
Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 15 1 3 6 81
Forecasting with the damped trend model using the structural approach 0 0 0 1 2 4 5 37
MULTIVARIATE TREND–CYCLE EXTRACTION WITH THE HODRICK–PRESCOTT FILTER 0 1 4 12 3 4 8 42
Measuring core inflation in Italy comparing aggregate vs. disaggregate price data 0 0 0 26 1 1 2 130
Modelling intermittent time series and forecasting COVID-19 spread in the USA 0 0 0 4 0 0 2 7
On the use of area-wide models in the Euro-zone 0 0 0 22 1 1 3 125
Optimal hierarchical EWMA forecasting 1 2 5 8 1 2 6 10
Random coefficient state-space model: Estimation and performance in M3–M4 competitions 0 0 0 2 1 1 1 9
Random switching exponential smoothing and inventory forecasting 0 0 0 6 1 1 3 52
Random switching exponential smoothing: A new estimation approach 0 0 0 3 1 2 4 23
Short-term inflation forecasting: The M.E.T.A. approach 0 0 0 4 2 2 3 48
Structural time series models and aggregation: some analytical results 0 0 0 0 2 2 2 60
Temporal aggregation of cyclical models with business cycle applications 0 0 0 11 1 2 5 66
Testing for Model Selection in Predicting Aggregate Variables 0 0 0 21 0 0 2 324
The RWDAR model: A novel state-space approach to forecasting 0 0 1 2 1 2 7 13
The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions 0 0 0 19 2 2 3 122
Total Journal Articles 2 6 23 364 30 45 110 2,064

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Statistics updated 2025-11-08