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 1 2 56
A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices 0 0 0 59 0 0 1 53
A Test of Sufficient Condition for Infinite-step Granger Noncausality in Infinite Order Vector Autoregressive Process 0 0 0 33 0 0 3 54
Band-Pass Filtering with High-Dimensional Time Series 0 0 0 5 1 2 8 23
Band-Pass Filtering with High-Dimensional Time Series 1 2 3 31 1 3 8 32
Corporate Social Responsibility and Earnings Forecasting Unbiasedness 0 0 0 140 1 1 4 606
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 1 1 3 153
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 0 0 1 58
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 0 0 2 96
Forecasting Stock Returns with Large Dimensional Factor Models 0 1 1 38 0 1 5 63
Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies 0 0 0 133 2 2 4 180
Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach 0 0 2 64 0 5 14 126
Nowcasting Monthly GDP with Big Data: a Model Averaging Approach 0 2 3 97 4 6 16 122
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 39 0 0 1 55
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 36 1 1 3 75
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 76 0 1 2 122
On the impact of serial dependence on penalized regression methods 0 0 1 52 1 1 4 25
The Forecasting performance of the Factor model with Martingale Difference errors 0 0 0 49 1 2 7 38
Total Working Papers 1 5 10 1,072 14 27 88 1,937


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 2 3 34
Are GDP forecasts optimal? Evidence on European countries 0 0 1 14 1 1 3 49
Corporate social responsibility and earnings forecasting unbiasedness 0 0 0 62 0 0 2 303
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 1 19 0 0 3 83
Forecasting stock returns with large dimensional factor models 0 1 3 15 2 4 9 48
Nonlinear Forecasting Using a Large Number of Predictors 0 0 0 51 1 1 2 156
Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach 0 0 5 19 0 1 11 55
Nowcasting monthly GDP with big data: A model averaging approach 0 2 3 26 1 4 9 76
Total Journal Articles 0 3 13 217 6 13 42 804


Statistics updated 2025-11-08