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 1 3 3 58
A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices 0 0 0 59 1 3 4 56
A Test of Sufficient Condition for Infinite-step Granger Noncausality in Infinite Order Vector Autoregressive Process 0 0 0 33 4 4 6 58
Band-Pass Filtering with High-Dimensional Time Series 1 2 4 32 3 5 11 36
Band-Pass Filtering with High-Dimensional Time Series 0 0 0 5 0 3 8 25
Corporate Social Responsibility and Earnings Forecasting Unbiasedness 0 0 0 140 1 3 6 608
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 3 7 9 159
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 2 3 3 61
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 3 3 5 99
Forecasting Stock Returns with Large Dimensional Factor Models 0 0 1 38 2 3 8 66
Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies 0 0 0 133 3 6 8 184
Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach 0 0 2 64 2 4 18 130
Nowcasting Monthly GDP with Big Data: a Model Averaging Approach 0 0 3 97 3 10 22 128
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 39 4 5 6 60
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 76 0 0 1 122
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 36 1 3 4 77
On the impact of serial dependence on penalized regression methods 1 1 1 53 1 3 4 27
The Forecasting performance of the Factor model with Martingale Difference errors 0 0 0 49 1 3 9 40
Total Working Papers 2 3 11 1,074 35 71 135 1,994


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 1 3 5 36
Are GDP forecasts optimal? Evidence on European countries 0 0 1 14 0 1 3 49
Corporate social responsibility and earnings forecasting unbiasedness 0 0 0 62 4 7 8 310
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 1 19 3 3 5 86
Forecasting stock returns with large dimensional factor models 0 0 3 15 2 6 12 52
Nonlinear Forecasting Using a Large Number of Predictors 0 0 0 51 0 2 3 157
Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach 0 0 5 19 2 2 12 57
Nowcasting monthly GDP with big data: A model averaging approach 0 1 3 27 1 4 11 79
Total Journal Articles 0 1 13 218 13 28 59 826


Statistics updated 2026-01-09