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 1 59 0 0 2 53
A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices 0 0 0 16 0 0 1 55
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 1 5 0 1 8 22
Band-Pass Filtering with High-Dimensional Time Series 1 2 2 30 2 4 7 31
Corporate Social Responsibility and Earnings Forecasting Unbiasedness 0 0 0 140 0 0 5 605
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 0 0 2 152
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 0 1 2 96
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 0 0 1 58
Forecasting Stock Returns with Large Dimensional Factor Models 1 1 1 38 1 3 5 63
Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies 0 0 0 133 0 1 2 178
Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach 0 0 2 64 1 6 14 126
Nowcasting Monthly GDP with Big Data: a Model Averaging Approach 1 2 3 97 1 2 12 118
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 76 0 1 2 122
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 0 0 2 74
On the impact of serial dependence on penalized regression methods 0 0 1 52 0 0 3 24
The Forecasting performance of the Factor model with Martingale Difference errors 0 0 1 49 1 4 7 37
Total Working Papers 3 5 12 1,071 6 23 79 1,923


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 1 2 33
Are GDP forecasts optimal? Evidence on European countries 0 0 1 14 0 0 2 48
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 1 2 3 15 2 3 8 46
Nonlinear Forecasting Using a Large Number of Predictors 0 0 0 51 0 0 1 155
Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach 0 0 5 19 0 2 14 55
Nowcasting monthly GDP with big data: A model averaging approach 0 2 3 26 0 3 8 75
Total Journal Articles 1 4 13 217 2 9 40 798


Statistics updated 2025-10-06