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 0 2 8 63
A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices 0 0 0 59 1 4 11 64
A Test of Sufficient Condition for Infinite-step Granger Noncausality in Infinite Order Vector Autoregressive Process 0 0 0 33 4 5 12 66
Band-Pass Filtering with High-Dimensional Time Series 0 0 4 32 1 3 16 42
Band-Pass Filtering with High-Dimensional Time Series 0 0 0 5 1 3 14 33
Corporate Social Responsibility and Earnings Forecasting Unbiasedness 0 0 0 140 3 5 13 617
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 1 2 13 164
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 1 3 8 66
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 2 5 10 105
Forecasting Stock Returns with Large Dimensional Factor Models 0 0 1 38 1 3 12 71
Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies 0 0 0 133 5 7 16 193
Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach 1 1 1 65 3 4 17 137
Nowcasting Monthly GDP with Big Data: a Model Averaging Approach 0 0 2 97 4 4 22 137
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 36 0 1 6 80
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 39 2 3 12 67
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 76 3 3 4 125
On the impact of serial dependence on penalized regression methods 0 0 1 53 1 2 10 33
The Forecasting performance of the Factor model with Martingale Difference errors 0 0 0 49 1 3 14 47
Total Working Papers 1 1 9 1,075 34 62 218 2,110


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 4 4 12 44
Are GDP forecasts optimal? Evidence on European countries 0 0 1 15 1 2 9 57
Corporate social responsibility and earnings forecasting unbiasedness 0 0 0 62 1 3 13 316
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 1 19 0 2 11 93
Forecasting stock returns with large dimensional factor models 0 1 3 16 5 11 24 66
Nonlinear Forecasting Using a Large Number of Predictors 0 0 0 51 2 6 12 166
Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach 0 0 1 20 2 4 15 67
Nowcasting monthly GDP with big data: A model averaging approach 0 0 3 27 4 7 21 92
Total Journal Articles 0 1 9 221 19 39 117 901


Statistics updated 2026-05-06