Access Statistics for Tommaso Proietti

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 Data–Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models 0 0 1 82 0 0 7 90
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 Monthly Indicator of the Euro Area GDP 0 0 1 218 0 0 2 466
A Monthly Indicator of the Euro Area GDP 0 0 3 91 2 2 13 315
A data-cleaning augmented Kalman filter for robust estimation of state space models 0 0 3 76 0 0 4 121
A generalized exponential time series regression model for electricity prices 1 1 1 135 1 1 2 168
A seasonal integration analysis of the italian consumption quarterly time series 0 0 1 3 0 0 1 11
Band Spectral Estimation for Signal Extraction 0 0 0 137 0 0 1 315
Band-Pass Filtering with High-Dimensional Time Series 0 1 2 29 0 2 6 29
Band-Pass Filtering with High-Dimensional Time Series 0 0 1 5 1 3 8 22
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 0 45 0 0 0 105
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 1 36 0 1 4 109
Characterising the Business Cycle for Accession Countries 0 0 0 312 1 1 3 701
Characterising the Business Cycle for Accession Countries 0 0 0 196 0 0 1 532
Characterizing economic trends by Bayesian stochastic model specifi cation search 0 0 0 81 1 3 4 194
Characterizing economic trends by Bayesian stochastic model specification search 0 0 0 60 0 0 0 178
Characterizing economic trends by Bayesian stochastic model specification search 0 0 0 55 0 0 1 158
Characterizing the Business Cycle for Accession Countries 0 0 1 175 0 0 1 543
Dating the Euro Area Business Cycle 0 0 2 427 0 0 3 1,343
Dating the Euro Area Business Cycle 0 0 2 313 0 0 8 1,073
Dating the Euro Area Business Cycle 0 0 3 347 1 1 5 1,135
Direct and iterated multistep AR methods for difference stationary processes 0 0 0 72 1 1 2 173
Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series? 0 0 1 47 2 3 5 135
Does the Box-Cox transformation help in forecasting macroeconomic time series? 0 0 0 128 1 2 5 203
Does the Box-Cox transformation help in forecasting macroeconomic time series? 0 0 0 19 1 1 1 102
Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints 0 0 1 291 1 3 4 558
Efficient Nonparametric Estimation of Generalized Autocovariances 1 1 2 22 2 2 4 34
Estimating Potential Output and the Output Gap for the Euro Area: a Model-Based Production Function Approach 0 0 1 949 1 1 4 2,058
Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components 0 1 1 180 0 3 7 423
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 0 2 62 0 1 3 122
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 0 68 1 1 2 149
EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area 0 0 0 64 1 1 1 98
EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area 0 0 0 32 1 1 3 127
EuroMInd-D: A density estimate of monthly gross domestic product for the euro area 0 0 0 20 0 1 2 98
Exponential Smoothing, Long Memory and Volatility Prediction 0 0 0 85 0 1 7 126
Exponential Smoothing, Long Memory and Volatility Prediction 0 0 0 38 1 1 3 68
Exponential Smoothing, Long Memory and Volatility Prediction 0 0 1 110 0 0 5 113
Extracting the Cyclical Component in Hours Worked: a Bayesian Approach 0 0 0 83 0 1 1 257
Forecasting Volatility with Time-Varying Leverage and Volatility of Volatility Effects 0 1 1 124 0 2 4 125
Forecasting and Signal Extraction with Misspecified Models 0 0 0 181 0 1 1 389
Generalised Linear Spectral Models 0 0 0 52 0 1 2 111
Generalised partial autocorrelations and the mutual information between past and future 0 0 0 54 0 0 1 89
Generalised partial autocorrelations and the mutual information between past and future 0 0 0 39 0 0 4 70
Growth accounting for the euro area: a structural approach 0 0 0 167 0 0 2 365
Has the Volatility of U.S. Inflation Changed and How? 0 0 1 166 1 1 2 337
Hyper-spherical and Elliptical Stochastic Cycles 0 0 0 56 0 1 3 241
Leave-k-out diagnostics in state space models 0 0 0 35 0 0 0 205
Low-Pass Filter Design using Locally Weighted Polynomial Regression and Discrete Prolate Spheroidal Sequences 0 0 0 94 0 1 3 564
Maximum likelihood estimation of time series models: the Kalman filter and beyond 0 0 1 59 0 1 6 237
Maximum likelihood estimation of time series models: the Kalman filter and beyond 0 0 1 185 0 0 3 295
Measuring Core Inflation by Multivariate Structural Time Series Models 0 0 0 206 0 0 1 376
Modelling Cycles in Climate Series: the Fractional Sinusoidal Waveform Process 1 1 1 64 1 1 3 49
New proposals for the quantification of qualitative survey data 0 0 0 127 0 0 2 326
Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach 0 0 2 64 4 5 13 125
Nowcasting Monthly GDP with Big Data: a Model Averaging Approach 1 1 3 96 1 1 13 117
On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing 0 0 0 71 0 1 3 241
On the Estimation of Nonlinearly Aggregated Mixed Models 0 0 0 148 0 0 0 431
On the Model Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates 0 0 4 87 1 1 5 231
On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates 0 0 0 296 0 1 2 614
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 76 1 1 2 122
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 36 0 0 2 74
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 39 0 0 1 55
On the Spectral Properties of Matrices Associated with Trend Filters 0 0 0 32 0 2 2 165
Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach 0 0 0 39 0 0 0 179
Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach 0 1 1 173 0 1 2 105
Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach 1 1 2 43 2 2 6 143
Outlier detection in structural time series models: The indicator saturation approach 0 1 1 57 0 3 6 120
Patterns of industrial specialisation in post-Unification Italy 0 0 0 67 1 1 1 100
Patterns of industrial specialisation in post-unification Italy 0 0 0 2 1 1 4 20
Peaks, Gaps, and Time Reversibility of Economic Time Series 0 0 0 59 0 0 1 65
Predictability, Real Time Estimation, and the Formulation of Unobserved Components Models 0 0 0 78 0 1 3 92
Real Time Estimation in Local Polynomial Regression, with Application to Trend-Cycle Analysis 0 0 0 93 0 0 6 319
Seasonal Changes in Central England Temperatures 0 0 0 31 0 0 2 52
Seasonal Changes in Central England Temperatures 0 0 0 31 0 0 1 95
Seasonal Specific Structural Time Series Models 0 0 0 257 0 0 0 433
Seasonality in High Frequency Time Series 0 0 4 74 1 2 9 94
Seasonality, Forecast Extensions and Business Cycle Uncertainty 0 0 0 160 0 3 10 401
Some Reflections on Trend-Cycle Decompositions with Correlated Components 0 0 0 309 0 1 2 570
Some Reflections on Trend-Cycle Decompositions with Correlated Components 0 0 0 162 1 3 5 334
Spikes and memory in (Nord Pool) electricity price spot prices 0 0 0 42 0 0 4 64
Spikes and memory in (Nord Pool) electricity price spot prices 0 0 0 4 0 0 0 42
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 13 2 2 3 69
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 89 0 0 2 173
Structural Time Series Modelling of Capacity Utilisation 0 0 0 8 0 0 2 36
Structural Time Series Models for Business Cycle Analysis 0 0 0 66 0 1 2 170
Structural Time Series Models for Business Cycle Analysis 0 0 2 681 0 2 6 1,456
Structural properties of the new quarterly series on consumption 0 0 1 1 0 0 1 13
Survey Data as Coicident or Leading Indicators 0 0 1 72 0 0 1 202
Survey Data as Coincident or Leading Indicators 0 0 1 38 0 0 1 166
Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited 1 2 3 505 1 2 9 1,167
The Effects of Unification: Markets, Policy and Cyclical Convergence in Italy, 1861-1913 0 0 1 109 0 0 6 332
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 1 42 0 0 2 65
The Exponential Model for the Spectrum of a Time Series: Extensions and Applications 0 0 0 97 0 0 0 109
The Generalised Autocovariance Function 0 0 0 70 0 0 1 135
The Generalised Autocovariance Function 0 0 0 28 1 1 2 100
The Multistep Beveridge-Nelson Decomposition 0 0 0 244 1 1 5 582
The Multistep Beveridge-Nelson Decomposition 0 0 0 75 0 0 0 183
The Multistep Beveridge-Nelson Decomposition 0 0 0 14 0 0 2 70
The Variance Profile 0 0 0 58 1 1 3 202
The comovements of construction in Italy's regions, 1861-1913 0 0 0 62 0 0 1 185
Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies 0 0 0 49 0 0 1 165
Trend Estimation 0 0 0 160 0 2 3 359
Ups and (Draw)Downs 0 0 4 17 0 0 9 23
Total Working Papers 6 12 68 11,933 41 89 340 27,768
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 0 1 1 243
A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices 0 0 0 11 1 1 2 33
A Systemic Approach to Estimating the Output Gap for the Italian Economy 0 0 3 27 1 3 13 79
A class of periodic trend models for seasonal time series 0 0 3 11 0 0 4 26
A data-cleaning augmented Kalman filter for robust estimation of state space models 0 0 0 8 0 1 6 48
Band spectral estimation for signal extraction 0 0 0 44 1 2 2 162
Business Cycles in the New EU Member Countries and their Conformity with the Euro Area 0 0 0 80 2 3 7 219
Characterising economic trends by Bayesian stochastic model specification search 0 0 0 9 0 0 0 79
Characterizing Asymmetries in Business Cycles Using Smooth-Transition Structural Time-Series Models 0 0 0 91 0 0 1 236
Comparing seasonal components for structural time series models 0 0 2 207 1 2 10 613
Component-wise Representations of Long-memory Models and Volatility Prediction 0 1 3 17 0 1 3 52
Convergence in Italian regional per-capita GDP 0 0 0 158 0 0 4 541
Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area 0 0 2 195 0 0 6 564
Direct and iterated multistep AR methods for difference stationary processes 0 0 0 5 0 0 0 33
Direct and iterated multistep AR methods for difference stationary processes 0 0 1 14 1 2 3 86
Discussion of The class of CUB models: statistical foundations, inferential issues and empirical evidence 0 0 0 7 1 1 2 21
Does the Box–Cox transformation help in forecasting macroeconomic time series? 0 1 6 53 1 3 14 252
Dynamic factor analysis with non‐linear temporal aggregation constraints 0 0 1 88 1 2 4 264
EUROMIND: a monthly indicator of the euro area economic conditions 0 0 0 0 2 5 21 229
Editorial 0 0 0 1 0 0 1 6
Efficient nonparametric estimation of generalised autocovariances 0 0 0 0 1 1 1 3
Estimating potential output and the output gap for the euro area: a model-based production function approach 0 0 1 211 0 1 5 530
Estimation of Common Factors under Cross‐Sectional and Temporal Aggregation Constraints 0 0 1 6 0 2 3 33
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries 0 0 0 11 0 0 0 67
Euromind‐ D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area 0 0 0 4 0 1 1 55
Extracting the Cyclical Component in Hours Worked 0 0 0 27 0 0 1 114
Forecasting and signal extraction with misspecified models 0 0 0 55 0 0 0 193
Forecasting the US unemployment rate 0 0 2 164 1 1 4 350
Forecasting volatility with time-varying leverage and volatility of volatility effects 0 0 1 10 0 0 2 31
Growth accounting for the euro area 1 1 1 18 1 1 2 78
Has the Volatility of U.S. Inflation Changed and How? 0 0 0 77 0 0 2 214
Hyper‐spherical and elliptical stochastic cycles 0 0 0 14 0 0 0 60
Introduction 0 0 1 11 0 0 2 80
LEAVE‐K‐OUT DIAGNOSTICS IN STATE‐SPACE MODELS 0 0 0 74 0 0 0 250
Missing data in time series: A note on the equivalence of the dummy variable and the skipping approaches 0 0 1 45 0 0 1 103
Modelling cycles in climate series: The fractional sinusoidal waveform process 0 0 3 9 0 0 8 19
Multivariate temporal disaggregation with cross-sectional constraints 0 0 0 21 0 0 1 99
New algorithms for dating the business cycle 0 0 0 66 0 0 2 129
New proposals for the quantification of qualitative survey data 0 0 0 34 0 0 2 89
Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach 0 0 5 19 1 2 14 55
Nowcasting monthly GDP with big data: A model averaging approach 2 2 4 26 3 3 9 75
ON THE SPECTRAL PROPERTIES OF MATRICES ASSOCIATED WITH TREND FILTERS 0 0 0 11 0 3 4 52
On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates 0 0 1 55 0 2 4 148
On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing 0 0 0 10 0 1 1 53
Outlier detection in structural time series models: The indicator saturation approach 0 0 0 18 0 0 3 100
Patterns of industrial specialisation in post-Unification Italy 0 0 0 13 0 0 4 62
Peaks, gaps, and time‐reversibility of economic time series 0 0 0 5 0 0 4 19
Persistence of Shocks on Seasonal Processes 0 0 0 55 0 0 4 206
Predictability, real time estimation, and the formulation of unobserved components models 0 0 1 6 0 1 2 19
SEASONALITY, FORECAST EXTENSIONS AND BUSINESS CYCLE UNCERTAINTY 0 0 0 29 0 0 1 116
Seasonal Specific Structural Time Series 0 0 0 84 0 0 1 240
Seasonal changes in central England temperatures 0 0 1 11 0 1 3 54
Seasonality in High Frequency Time Series 0 2 11 15 0 3 23 35
Short-Run Dynamics in Cointegrated Systems 0 0 0 0 1 1 4 405
Signal extraction and filtering by linear semiparametric methods 0 0 0 46 0 0 1 129
Spurious periodic autoregressions 0 0 0 0 0 0 4 318
State space modeling of Gegenbauer processes with long memory 0 0 1 22 0 0 2 68
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 12 0 1 3 75
Survey data as coincident or leading indicators 0 0 0 58 0 0 2 176
Temporal disaggregation by state space methods: Dynamic regression methods revisited 0 0 0 160 1 3 7 534
The Multistep Beveridge--Nelson Decomposition 0 0 0 9 0 1 3 41
The Variance Profile 0 0 1 19 0 0 3 102
The effects of unification: markets, policy, and cyclical convergence in Italy, 1861–1913 0 0 0 55 0 1 5 287
The generalised autocovariance function 0 0 0 22 0 1 2 108
Transformations and seasonal adjustment 0 0 1 33 0 1 2 102
Trend-Cycle Decompositions with Correlated Components 0 1 4 75 0 1 6 193
Trends in atmospheric ethane 0 0 3 9 0 1 5 23
Unobserved components models with correlated disturbances 0 0 0 3 0 0 0 10
Total Journal Articles 3 8 65 2,908 21 61 267 10,150

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Maximum likelihood estimation of time series models: the Kalman filter and beyond 0 1 1 52 1 3 6 170
On the Selection of Common Factors for Macroeconomic Forecasting 0 0 0 5 0 0 3 40
Structural Time Series Models for Business Cycle Analysis 0 0 0 0 0 1 2 4
Total Chapters 0 1 1 57 1 4 11 214

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Statistics updated 2025-09-05