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 5 8 63
A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices 0 0 0 59 2 7 11 63
A Test of Sufficient Condition for Infinite-step Granger Noncausality in Infinite Order Vector Autoregressive Process 0 0 0 33 0 4 8 62
Band-Pass Filtering with High-Dimensional Time Series 0 0 4 32 2 5 15 41
Band-Pass Filtering with High-Dimensional Time Series 0 0 0 5 0 7 13 32
Corporate Social Responsibility and Earnings Forecasting Unbiasedness 0 0 0 140 0 6 12 614
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 0 4 12 163
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 2 4 7 65
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 0 4 8 103
Forecasting Stock Returns with Large Dimensional Factor Models 0 0 1 38 1 4 11 70
Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies 0 0 0 133 0 4 12 188
Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach 0 0 1 64 0 4 17 134
Nowcasting Monthly GDP with Big Data: a Model Averaging Approach 0 0 2 97 0 5 21 133
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 39 0 5 11 65
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 36 0 3 6 80
On the impact of serial dependence on penalized regression methods 0 0 1 53 0 5 9 32
The Forecasting performance of the Factor model with Martingale Difference errors 0 0 0 49 0 6 13 46
Total Working Papers 0 0 9 1,074 8 82 195 2,076


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 0 4 8 40
Are GDP forecasts optimal? Evidence on European countries 0 1 1 15 1 7 8 56
Corporate social responsibility and earnings forecasting unbiasedness 0 0 0 62 2 5 12 315
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 1 19 0 7 11 93
Forecasting stock returns with large dimensional factor models 0 1 3 16 1 9 20 61
Nonlinear Forecasting Using a Large Number of Predictors 0 0 0 51 0 7 10 164
Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach 0 1 2 20 1 8 15 65
Nowcasting monthly GDP with big data: A model averaging approach 0 0 3 27 0 9 18 88
Total Journal Articles 0 3 10 221 5 56 102 882


Statistics updated 2026-04-09