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 1 8 63
A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices 0 0 0 59 0 3 11 64
A Test of Sufficient Condition for Infinite-step Granger Noncausality in Infinite Order Vector Autoregressive Process 0 0 0 33 1 5 13 67
Band-Pass Filtering with High-Dimensional Time Series 0 0 4 32 0 3 15 42
Band-Pass Filtering with High-Dimensional Time Series 0 0 0 5 0 1 14 33
Corporate Social Responsibility and Earnings Forecasting Unbiasedness 0 0 0 140 2 5 15 619
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 0 1 13 164
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 0 2 10 105
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 0 3 8 66
Forecasting Stock Returns with Large Dimensional Factor Models 0 0 1 38 2 4 14 73
Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies 0 0 0 133 0 5 16 193
Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach 0 1 1 65 0 3 17 137
Nowcasting Monthly GDP with Big Data: a Model Averaging Approach 0 0 2 97 2 6 23 139
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 39 0 2 12 67
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 76 0 3 4 125
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 36 0 0 6 80
On the impact of serial dependence on penalized regression methods 0 0 1 53 1 2 10 34
The Forecasting performance of the Factor model with Martingale Difference errors 1 1 1 50 2 3 16 49
Total Working Papers 1 2 10 1,076 10 52 225 2,120


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 12 44
Are GDP forecasts optimal? Evidence on European countries 0 0 1 15 1 3 10 58
Corporate social responsibility and earnings forecasting unbiasedness 0 0 0 62 1 4 14 317
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 1 19 0 0 11 93
Forecasting stock returns with large dimensional factor models 0 0 3 16 0 6 23 66
Nonlinear Forecasting Using a Large Number of Predictors 0 0 0 51 0 2 12 166
Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach 0 0 1 20 0 3 14 67
Nowcasting monthly GDP with big data: A model averaging approach 0 0 3 27 1 5 21 93
Total Journal Articles 0 0 9 221 3 27 117 904


Statistics updated 2026-06-04