Access Statistics for Tommaso Proietti

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Data–Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models 0 0 0 82 4 8 12 99
A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices 0 0 0 59 1 3 4 56
A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices 0 0 0 16 1 3 3 58
A Monthly Indicator of the Euro Area GDP 0 0 0 91 4 6 12 322
A Monthly Indicator of the Euro Area GDP 0 0 0 218 1 3 4 469
A data-cleaning augmented Kalman filter for robust estimation of state space models 0 0 2 76 2 3 5 124
A generalized exponential time series regression model for electricity prices 0 0 1 135 2 5 6 173
A seasonal integration analysis of the italian consumption quarterly time series 0 0 0 3 0 0 0 11
Band Spectral Estimation for Signal Extraction 0 0 0 137 1 4 5 319
Band-Pass Filtering with High-Dimensional Time Series 0 0 0 5 0 3 8 25
Band-Pass Filtering with High-Dimensional Time Series 1 2 4 32 3 5 11 36
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 0 45 2 4 4 109
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 2 37 1 3 7 113
Characterising the Business Cycle for Accession Countries 0 0 0 196 2 3 3 535
Characterising the Business Cycle for Accession Countries 0 0 0 312 0 4 5 705
Characterizing economic trends by Bayesian stochastic model specifi cation search 0 0 0 81 1 1 5 195
Characterizing economic trends by Bayesian stochastic model specification search 0 0 0 60 2 6 6 184
Characterizing economic trends by Bayesian stochastic model specification search 0 0 0 55 1 3 4 161
Characterizing the Business Cycle for Accession Countries 0 0 0 175 1 3 4 547
Dating the Euro Area Business Cycle 0 0 0 313 1 3 5 1,076
Dating the Euro Area Business Cycle 0 0 0 427 3 8 9 1,352
Dating the Euro Area Business Cycle 0 0 0 347 4 7 9 1,142
Direct and iterated multistep AR methods for difference stationary processes 0 0 0 72 1 1 3 174
Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series? 0 0 1 47 1 7 11 142
Does the Box-Cox transformation help in forecasting macroeconomic time series? 0 0 0 19 0 2 4 105
Does the Box-Cox transformation help in forecasting macroeconomic time series? 0 0 0 128 1 3 8 206
Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints 0 0 1 291 3 4 8 562
Efficient Nonparametric Estimation of Generalized Autocovariances 0 0 1 22 4 5 8 40
Estimating Potential Output and the Output Gap for the Euro Area: a Model-Based Production Function Approach 0 0 1 950 3 4 7 2,063
Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components 0 0 1 180 1 2 7 425
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 0 0 62 1 2 3 124
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 0 68 5 10 12 159
EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area 0 0 0 32 2 2 5 129
EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area 0 0 0 64 0 1 2 99
EuroMInd-D: A density estimate of monthly gross domestic product for the euro area 0 0 0 20 2 6 8 104
Exponential Smoothing, Long Memory and Volatility Prediction 0 0 0 110 2 2 5 115
Exponential Smoothing, Long Memory and Volatility Prediction 0 0 0 85 1 2 6 128
Exponential Smoothing, Long Memory and Volatility Prediction 0 0 0 38 4 6 7 74
Extracting the Cyclical Component in Hours Worked: a Bayesian Approach 0 0 0 83 1 2 3 259
Forecasting Volatility with Time-Varying Leverage and Volatility of Volatility Effects 0 0 1 124 2 7 11 132
Forecasting and Signal Extraction with Misspecified Models 0 0 0 181 0 1 2 390
Generalised Linear Spectral Models 0 0 0 52 2 3 5 114
Generalised partial autocorrelations and the mutual information between past and future 0 0 0 39 3 4 7 74
Generalised partial autocorrelations and the mutual information between past and future 0 0 0 54 1 1 2 90
Growth accounting for the euro area: a structural approach 0 0 0 167 1 5 7 370
Has the Volatility of U.S. Inflation Changed and How? 0 0 0 166 1 3 4 340
Hyper-spherical and Elliptical Stochastic Cycles 0 0 0 56 2 5 8 246
Leave-k-out diagnostics in state space models 0 0 0 35 3 3 4 209
Low-Pass Filter Design using Locally Weighted Polynomial Regression and Discrete Prolate Spheroidal Sequences 0 0 0 94 2 7 9 571
Maximum likelihood estimation of time series models: the Kalman filter and beyond 0 0 0 185 4 5 7 300
Maximum likelihood estimation of time series models: the Kalman filter and beyond 0 0 1 59 0 2 8 239
Measuring Core Inflation by Multivariate Structural Time Series Models 0 0 0 206 1 2 3 378
Modelling Cycles in Climate Series: the Fractional Sinusoidal Waveform Process 0 0 1 64 0 1 3 50
New proposals for the quantification of qualitative survey data 0 0 0 127 0 1 3 327
Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach 0 0 2 64 2 4 18 130
Nowcasting Monthly GDP with Big Data: a Model Averaging Approach 0 0 3 97 3 10 22 128
On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing 0 0 0 71 1 2 4 243
On the Estimation of Climate Normals and Anomalies 0 1 12 12 7 10 19 19
On the Estimation of Nonlinearly Aggregated Mixed Models 0 0 0 148 1 1 1 432
On the Model Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates 0 0 0 87 1 3 4 234
On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates 0 0 0 296 2 5 7 619
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 36 1 3 4 77
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 39 4 5 6 60
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 76 0 0 1 122
On the Spectral Properties of Matrices Associated with Trend Filters 0 0 0 32 2 4 6 169
Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach 0 0 1 173 0 2 4 107
Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach 0 0 1 43 7 8 12 151
Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach 0 0 0 39 0 1 3 182
Outlier detection in structural time series models: The indicator saturation approach 0 0 1 57 1 1 9 124
Patterns of industrial specialisation in post-Unification Italy 0 0 0 67 1 4 5 104
Patterns of industrial specialisation in post-unification Italy 0 0 0 2 3 3 7 23
Peaks, Gaps, and Time Reversibility of Economic Time Series 0 0 0 59 1 4 5 69
Predictability, Real Time Estimation, and the Formulation of Unobserved Components Models 0 0 0 78 1 2 5 94
Real Time Estimation in Local Polynomial Regression, with Application to Trend-Cycle Analysis 0 0 0 93 6 7 11 326
Seasonal Changes in Central England Temperatures 0 0 0 31 1 4 6 56
Seasonal Changes in Central England Temperatures 0 0 0 31 5 6 7 101
Seasonal Specific Structural Time Series Models 0 0 0 257 0 0 0 433
Seasonality in High Frequency Time Series 0 0 1 75 0 4 10 99
Seasonality, Forecast Extensions and Business Cycle Uncertainty 0 0 0 160 1 2 8 403
Some Reflections on Trend-Cycle Decompositions with Correlated Components 0 0 0 162 4 4 9 338
Some Reflections on Trend-Cycle Decompositions with Correlated Components 0 0 0 309 4 7 8 577
Spikes and Memory in (Nord Pool) Electricity Price Spot Prices 0 0 0 42 7 10 12 74
Spikes and memory in (Nord Pool) electricity price spot prices 0 0 0 4 2 3 4 46
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 89 0 3 5 176
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 13 2 3 5 72
Structural Time Series Modelling of Capacity Utilisation 0 0 0 8 1 1 2 37
Structural Time Series Models for Business Cycle Analysis 0 0 0 66 1 4 7 175
Structural Time Series Models for Business Cycle Analysis 0 0 0 681 0 0 5 1,457
Structural properties of the new quarterly series on consumption 0 0 0 1 0 0 0 13
Survey Data as Coicident or Leading Indicators 0 0 1 72 0 3 4 205
Survey Data as Coincident or Leading Indicators 0 0 1 38 0 2 3 168
Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited 0 0 3 505 3 8 15 1,175
The Effects of Unification: Markets, Policy and Cyclical Convergence in Italy, 1861-1913 0 0 0 109 1 2 6 336
The Exponential Model for the Spectrum of a Time Series: Extensions and Applications 0 0 0 97 4 7 7 116
The Exponential Model for the Spectrum of a Time Series: Extensions and Applications 0 0 0 32 0 0 0 64
The Exponential Model for the Spectrum of a Time Series: Extensions and Applications 0 0 0 42 0 0 1 65
The Generalised Autocovariance Function 0 0 0 28 1 2 3 102
The Generalised Autocovariance Function 0 0 0 70 0 0 2 136
The Multistep Beveridge-Nelson Decomposition 0 0 0 75 0 2 2 185
The Multistep Beveridge-Nelson Decomposition 0 0 0 14 1 1 2 71
The Multistep Beveridge-Nelson Decomposition 0 0 0 244 1 2 5 584
The Variance Profile 0 0 0 58 0 3 6 206
The comovements of construction in Italy's regions, 1861-1913 0 0 0 62 1 3 3 188
Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies 0 0 0 49 2 3 4 168
Trend Estimation 0 1 1 161 2 3 6 362
Ups and (Draw)Downs 1 2 3 19 4 8 12 31
Total Working Papers 2 6 47 11,955 183 378 643 28,181
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
2nd Special Issue on Statistical Signal Extraction and Filtering 0 0 0 23 0 0 0 62
A Beveridge-Nelson smoother 0 0 0 122 2 3 4 246
A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices 0 0 0 11 1 3 5 36
A Systemic Approach to Estimating the Output Gap for the Italian Economy 0 1 3 29 0 4 14 85
A class of periodic trend models for seasonal time series 0 0 4 12 0 2 7 29
A data-cleaning augmented Kalman filter for robust estimation of state space models 0 0 0 8 1 1 3 49
Another Look at Dependence: The Most Predictable Aspects of Time Series 0 0 0 0 0 3 4 4
Band spectral estimation for signal extraction 0 0 0 44 3 7 9 169
Business Cycles in the New EU Member Countries and their Conformity with the Euro Area 0 0 0 80 1 5 11 224
Characterising economic trends by Bayesian stochastic model specification search 0 0 0 9 0 2 2 81
Characterizing Asymmetries in Business Cycles Using Smooth-Transition Structural Time-Series Models 0 0 0 91 2 3 4 239
Comparing seasonal components for structural time series models 0 2 3 209 6 8 15 621
Component-wise Representations of Long-memory Models and Volatility Prediction 0 0 3 17 1 2 5 54
Convergence in Italian regional per-capita GDP 0 0 0 158 3 4 7 545
Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area 0 0 1 195 2 5 8 570
Direct and iterated multistep AR methods for difference stationary processes 0 0 0 5 0 1 1 34
Direct and iterated multistep AR methods for difference stationary processes 0 1 2 15 1 2 5 88
Discussion of The class of CUB models: statistical foundations, inferential issues and empirical evidence 0 0 0 7 0 0 1 21
Does the Box–Cox transformation help in forecasting macroeconomic time series? 0 0 4 53 1 4 15 256
Dynamic factor analysis with non‐linear temporal aggregation constraints 0 0 1 88 3 6 10 270
EUROMIND: a monthly indicator of the euro area economic conditions 0 0 0 0 0 4 17 235
Editorial 0 0 0 1 0 1 2 7
Efficient nonparametric estimation of generalised autocovariances 0 0 0 0 0 0 1 3
Estimating potential output and the output gap for the euro area: a model-based production function approach 0 0 1 211 1 5 8 536
Estimation of Common Factors under Cross‐Sectional and Temporal Aggregation Constraints 0 0 1 6 0 2 6 36
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries 0 0 0 11 2 2 2 69
Euromind‐ D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area 0 0 0 4 0 2 3 57
Extracting the Cyclical Component in Hours Worked 0 0 0 27 1 2 2 116
Forecasting and signal extraction with misspecified models 0 0 0 55 0 1 1 194
Forecasting the US unemployment rate 0 2 4 166 0 3 8 355
Forecasting volatility with time-varying leverage and volatility of volatility effects 0 0 0 10 3 4 5 35
Growth accounting for the euro area 0 0 1 18 1 4 6 83
Has the Volatility of U.S. Inflation Changed and How? 0 2 2 79 1 5 7 219
Hyper‐spherical and elliptical stochastic cycles 0 0 0 14 0 1 2 62
Introduction 0 0 1 11 0 0 2 80
LEAVE‐K‐OUT DIAGNOSTICS IN STATE‐SPACE MODELS 0 0 0 74 2 4 4 254
Missing data in time series: A note on the equivalence of the dummy variable and the skipping approaches 0 0 0 45 1 2 2 105
Modelling cycles in climate series: The fractional sinusoidal waveform process 0 0 0 9 1 4 7 23
Multivariate temporal disaggregation with cross-sectional constraints 0 1 1 22 1 4 5 103
New algorithms for dating the business cycle 0 0 0 66 1 2 3 132
New proposals for the quantification of qualitative survey data 0 0 0 34 0 0 1 89
Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach 0 0 5 19 2 2 12 57
Nowcasting monthly GDP with big data: A model averaging approach 0 1 3 27 1 4 11 79
ON THE SPECTRAL PROPERTIES OF MATRICES ASSOCIATED WITH TREND FILTERS 0 0 0 11 2 2 6 54
On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates 0 0 0 55 0 0 3 148
On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing 0 0 0 10 3 5 7 59
Outlier detection in structural time series models: The indicator saturation approach 0 1 1 19 3 6 8 106
Patterns of industrial specialisation in post-Unification Italy 0 1 1 14 2 4 7 66
Peaks, gaps, and time‐reversibility of economic time series 0 0 0 5 1 1 2 20
Persistence of Shocks on Seasonal Processes 0 0 0 55 2 3 7 209
Predictability, real time estimation, and the formulation of unobserved components models 0 0 0 6 0 1 4 22
SEASONALITY, FORECAST EXTENSIONS AND BUSINESS CYCLE UNCERTAINTY 0 0 0 29 0 1 4 119
Seasonal Specific Structural Time Series 0 0 0 84 2 5 6 245
Seasonal changes in central England temperatures 0 0 0 11 0 3 5 57
Seasonality in High Frequency Time Series 0 1 8 16 2 4 17 41
Short-Run Dynamics in Cointegrated Systems 0 0 0 0 3 5 8 411
Signal extraction and filtering by linear semiparametric methods 0 0 0 46 1 3 3 132
Spurious periodic autoregressions 0 0 0 0 1 1 4 319
State space modeling of Gegenbauer processes with long memory 0 0 1 22 1 3 4 71
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 12 0 0 1 75
Survey data as coincident or leading indicators 0 0 0 58 0 5 6 181
Temporal disaggregation by state space methods: Dynamic regression methods revisited 0 0 0 160 3 7 13 542
The Multistep Beveridge--Nelson Decomposition 0 0 0 9 1 2 5 43
The Variance Profile 0 0 1 19 2 2 4 104
The effects of unification: markets, policy, and cyclical convergence in Italy, 1861–1913 0 0 0 55 2 3 5 290
The generalised autocovariance function 0 0 0 22 0 3 4 111
Transformations and seasonal adjustment 0 0 1 33 3 3 5 105
Trend-Cycle Decompositions with Correlated Components 0 0 4 76 1 4 10 198
Trends in atmospheric ethane 0 0 1 9 2 3 6 26
Unobserved components models with correlated disturbances 0 0 0 3 0 1 1 11
Total Journal Articles 0 13 58 2,924 82 203 402 10,377

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimation of Common Factors Under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and Its Main Components 0 0 0 0 1 1 1 1
Generalised Partial Autocorrelations and the Mutual Information Between Past and Future 0 0 0 0 1 1 1 1
Generalized Linear Spectral Models for Locally Stationary Processes 0 0 0 0 0 0 0 0
Maximum likelihood estimation of time series models: the Kalman filter and beyond 0 1 4 55 3 6 14 180
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 5 0 1 2 41
Structural Time Series Models for Business Cycle Analysis 0 0 0 0 2 3 4 7
Total Chapters 0 1 4 60 7 12 22 230

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Statistics updated 2026-01-09