Access Statistics for Giacomo Sbrana

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
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 0 0 0 2 19
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 61 0 0 11 195
Determinants and dynamics of schooling and child labor in Bolivia 0 0 0 0 0 1 6 50
Determinants and dynamics of schooling and child labor in Bolivia 0 0 1 75 0 1 8 189
Estimating high dimensional multivariate stochastic volatility models 2 3 47 47 6 10 41 41
Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 1 1 3 146 8 20 55 742
Forecasting damped trend exponential smoothing: an algebraic viewpoint 0 0 0 97 1 1 3 285
Random switching exponential smoothing and inventory forecasting 0 0 0 49 1 1 3 70
Short term inflation forecasting: the M.E.T.A. approach 0 0 5 93 1 5 30 160
Some Financial Implications of Global Warming: An Empirical Assessment 0 0 1 32 3 10 18 116
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 1 3 5 15
Some Financial Implications of Global Warming: an Empirical Assessment 0 1 1 14 1 6 12 35
Some financial implications of global warming: An empirical assessment 0 1 3 27 0 1 16 82
Some financial implications of global warming: An empirical assessment 0 0 0 5 0 1 5 15
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 7 2 5 11 39
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 12 1 2 9 30
Temperature anomalies, radiative forcing and ENSO 0 0 3 11 0 0 8 38
Temperature anomalies, radiative forcing and ENSO 0 0 2 17 1 1 10 55
Temporal aggregation of cyclical models with business cycle applications 0 0 0 0 0 0 4 19
The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions 0 0 1 72 1 2 12 142
The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions 0 0 0 0 0 0 5 27
What do we know about comparing aggregate and disaggregate forecasts? 0 1 1 67 0 1 3 137
Total Working Papers 3 7 68 846 27 71 277 2,501


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A closed-form estimator for the multivariate GARCH(1,1) model 0 0 1 11 0 0 1 38
A note on forecasting demand using the multivariate exponential smoothing framework 0 0 0 5 0 0 4 43
Aggregation and marginalization of GARCH processes: some further results 0 0 0 14 0 0 3 63
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 5 0 0 3 49
Climate change implications for the catastrophe bonds market: An empirical analysis 3 7 33 38 14 44 129 140
Closed-form results for vector moving average models with a univariate estimation approach 0 0 0 1 0 2 6 12
Comparing aggregate and disaggregate forecasts of first order moving average models 0 0 0 9 0 0 1 39
DETERMINANTS AND DYNAMICS OF SCHOOLING AND CHILD LABOUR IN BOLIVIA 0 1 3 17 0 3 7 73
Feasible generalized least squares estimation of multivariate GARCH(1, 1) models 0 0 0 10 0 2 4 61
Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate 0 0 0 0 0 0 0 57
Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 1 11 0 0 4 61
Forecasting with the damped trend model using the structural approach 0 0 0 0 1 5 6 6
MULTIVARIATE TREND–CYCLE EXTRACTION WITH THE HODRICK–PRESCOTT FILTER 0 0 0 7 0 1 3 28
Measuring core inflation in Italy comparing aggregate vs. disaggregate price data 0 0 0 26 0 0 5 124
On the use of area-wide models in the Euro-zone 0 0 0 22 1 1 2 120
Random switching exponential smoothing and inventory forecasting 0 0 0 5 0 1 3 40
Random switching exponential smoothing: A new estimation approach 0 0 0 2 0 0 4 14
Short-term inflation forecasting: The M.E.T.A. approach 0 0 0 2 0 2 10 38
Structural time series models and aggregation: some analytical results 0 0 0 0 0 0 0 57
Temporal aggregation of cyclical models with business cycle applications 0 0 1 11 0 0 5 59
Testing for Model Selection in Predicting Aggregate Variables 0 0 0 21 1 1 3 320
The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions 0 0 1 17 0 1 6 106
Total Journal Articles 3 8 40 234 17 63 209 1,548


Statistics updated 2021-01-03