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 61 0 1 1 197
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 0 1 1 2 25
Determinants and dynamics of schooling and child labor in Bolivia 0 0 0 75 1 2 3 200
Determinants and dynamics of schooling and child labor in Bolivia 0 0 0 0 1 1 2 64
Estimating high dimensional multivariate stochastic volatility models 0 0 0 56 0 2 2 84
Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 150 0 0 3 795
Forecasting damped trend exponential smoothing: an algebraic viewpoint 0 0 0 98 1 2 4 311
Random switching exponential smoothing and inventory forecasting 0 0 0 51 1 1 2 86
Short term inflation forecasting: the M.E.T.A. approach 0 0 0 104 1 1 2 191
Some Financial Implications of Global Warming: An Empirical Assessment 0 0 0 37 0 1 2 141
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 1 2 2 30
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 29 0 0 1 96
Some financial implications of global warming: An empirical assessment 0 0 0 6 0 0 0 25
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 1 4 45
Temperature anomalies, radiative forcing and ENSO 0 0 0 12 0 0 1 50
Temperature anomalies, radiative forcing and ENSO 0 0 0 18 0 0 0 59
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 0 0 0 3 35
The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions 0 0 0 74 0 0 3 154
What do we know about comparing aggregate and disaggregate forecasts? 0 0 0 69 0 0 1 141
Total Working Papers 0 0 0 889 8 16 40 2,857

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 1 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 0 2 4 56
Climate change implications for the catastrophe bonds market: An empirical analysis 1 2 10 127 2 5 23 396
Closed-form results for vector moving average models with a univariate estimation approach 0 0 0 1 0 0 0 15
Comparing aggregate and disaggregate forecasts of first order moving average models 0 0 0 9 0 1 1 43
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 0 0 3 64
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 2 2 5 80
Forecasting with the damped trend model using the structural approach 0 0 0 1 2 2 3 35
MULTIVARIATE TREND–CYCLE EXTRACTION WITH THE HODRICK–PRESCOTT FILTER 1 1 4 12 1 1 5 39
Measuring core inflation in Italy comparing aggregate vs. disaggregate price data 0 0 0 26 0 0 1 129
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 0 0 2 124
Optimal hierarchical EWMA forecasting 0 2 5 7 0 2 6 9
Random coefficient state-space model: Estimation and performance in M3–M4 competitions 0 0 0 2 0 0 1 8
Random switching exponential smoothing and inventory forecasting 0 0 0 6 0 0 2 51
Random switching exponential smoothing: A new estimation approach 0 0 0 3 0 1 3 22
Short-term inflation forecasting: The M.E.T.A. approach 0 0 0 4 0 0 1 46
Structural time series models and aggregation: some analytical results 0 0 0 0 0 0 0 58
Temporal aggregation of cyclical models with business cycle applications 0 0 0 11 1 1 4 65
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 6 12
The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions 0 0 1 19 0 0 3 120
Total Journal Articles 2 5 23 362 10 20 87 2,034

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Statistics updated 2025-10-06