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 1 55
A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices 0 0 1 59 0 0 1 52
A Test of Sufficient Condition for Infinite-step Granger Noncausality in Infinite Order Vector Autoregressive Process 0 0 0 33 0 2 4 53
Band-Pass Filtering with High-Dimensional Time Series 0 0 2 5 1 4 7 19
Band-Pass Filtering with High-Dimensional Time Series 0 0 2 28 1 2 8 26
Corporate Social Responsibility and Earnings Forecasting Unbiasedness 0 0 1 140 0 0 5 602
Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting 0 0 0 101 0 0 3 150
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 56 1 1 2 95
Dynamic Factor model with infinite dimensional factor space: forecasting 0 0 0 47 0 1 3 58
Forecasting Stock Returns with Large Dimensional Factor Models 0 0 1 37 1 1 3 59
Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies 0 0 1 133 0 0 1 176
Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach 1 1 2 63 2 4 17 116
Nowcasting Monthly GDP with Big Data: a Model Averaging Approach 1 1 4 95 1 2 7 108
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 39 0 0 0 54
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 76 0 1 1 121
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 1 36 0 1 2 73
On the impact of serial dependence on penalized regression methods 0 0 1 52 0 0 3 23
The Forecasting performance of the Factor model with Martingale Difference errors 0 0 3 49 1 2 11 33
Total Working Papers 2 2 19 1,065 8 22 79 1,873


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 1 1 1 32
Are GDP forecasts optimal? Evidence on European countries 1 1 1 14 1 2 3 48
Corporate social responsibility and earnings forecasting unbiasedness 0 0 1 62 1 1 12 303
Dynamic factor model with infinite‐dimensional factor space: Forecasting 0 0 3 18 1 1 7 82
Forecasting stock returns with large dimensional factor models 1 1 3 13 1 1 9 41
Nonlinear Forecasting Using a Large Number of Predictors 0 0 2 51 0 0 3 154
Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach 3 4 7 18 4 5 16 50
Nowcasting monthly GDP with big data: A model averaging approach 0 0 2 24 0 0 3 68
Total Journal Articles 5 6 19 211 9 11 54 778


Statistics updated 2025-03-03