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 59 0 0 11 64
A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices 0 0 0 16 0 0 8 63
A Test of Sufficient Condition for Infinite-step Granger Noncausality in Infinite Order Vector Autoregressive Process 0 0 0 33 0 1 14 68
Band-Pass Filtering with High-Dimensional Time Series 0 0 0 5 2 4 15 37
Band-Pass Filtering with High-Dimensional Time Series 0 1 4 33 1 2 15 44
Corporate Social Responsibility and Earnings Forecasting Unbiasedness 0 0 0 140 1 1 15 620
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 0 0 12 164
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 0 0 9 105
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 2 2 10 68
Forecasting Stock Returns with Large Dimensional Factor Models 0 0 1 38 1 1 12 74
Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies 0 0 0 133 0 0 15 193
Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach 0 0 1 65 0 2 14 139
Nowcasting Monthly GDP with Big Data: a Model Averaging Approach 0 1 2 98 0 2 24 141
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 36 0 0 6 80
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 76 1 1 4 126
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 39 1 1 13 68
On the impact of serial dependence on penalized regression methods 1 1 2 54 2 3 13 37
The Forecasting performance of the Factor model with Martingale Difference errors 0 0 1 50 0 0 13 49
Total Working Papers 1 3 11 1,079 11 20 223 2,140


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 0 11 44
Are GDP forecasts optimal? Evidence on European countries 0 0 1 15 1 1 11 59
Corporate social responsibility and earnings forecasting unbiasedness 0 0 0 62 0 2 16 319
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 0 19 1 1 11 94
Forecasting stock returns with large dimensional factor models 0 0 2 16 1 2 24 68
Nonlinear Forecasting Using a Large Number of Predictors 0 0 0 51 0 1 12 167
Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach 0 0 1 20 17 19 31 86
Nowcasting monthly GDP with big data: A model averaging approach 0 0 1 27 1 2 20 95
Total Journal Articles 0 0 5 221 21 28 136 932


Statistics updated 2026-09-10