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 1 6 9 61
A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices 0 0 0 16 1 5 7 62
A Test of Sufficient Condition for Infinite-step Granger Noncausality in Infinite Order Vector Autoregressive Process 0 0 0 33 1 8 9 62
Band-Pass Filtering with High-Dimensional Time Series 0 1 4 32 0 6 13 39
Band-Pass Filtering with High-Dimensional Time Series 0 0 0 5 2 7 13 32
Corporate Social Responsibility and Earnings Forecasting Unbiasedness 0 0 0 140 2 7 12 614
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 1 7 13 163
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 3 7 8 103
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 0 4 5 63
Forecasting Stock Returns with Large Dimensional Factor Models 0 0 1 38 1 5 10 69
Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies 0 0 0 133 2 7 12 188
Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach 0 0 1 64 1 6 18 134
Nowcasting Monthly GDP with Big Data: a Model Averaging Approach 0 0 2 97 0 8 25 133
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 36 1 4 7 80
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 39 1 9 11 65
On the impact of serial dependence on penalized regression methods 0 1 1 53 1 6 9 32
The Forecasting performance of the Factor model with Martingale Difference errors 0 0 0 49 2 7 13 46
Total Working Papers 0 2 9 1,074 20 109 195 2,068


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 5 8 40
Are GDP forecasts optimal? Evidence on European countries 0 1 1 15 0 6 7 55
Corporate social responsibility and earnings forecasting unbiasedness 0 0 0 62 0 7 10 313
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 1 19 2 10 11 93
Forecasting stock returns with large dimensional factor models 1 1 3 16 5 10 19 60
Nonlinear Forecasting Using a Large Number of Predictors 0 0 0 51 4 7 10 164
Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach 0 1 2 20 1 9 14 64
Nowcasting monthly GDP with big data: A model averaging approach 0 0 3 27 3 10 20 88
Total Journal Articles 1 3 10 221 15 64 99 877


Statistics updated 2026-03-04