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 61 6 7 8 204
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 0 1 2 3 27
Determinants and dynamics of schooling and child labor in Bolivia 0 0 0 0 3 3 4 67
Determinants and dynamics of schooling and child labor in Bolivia 0 0 0 75 3 5 8 205
Estimating high dimensional multivariate stochastic volatility models 0 0 0 56 1 1 3 85
Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 150 4 7 10 802
Forecasting damped trend exponential smoothing: an algebraic viewpoint 0 0 0 98 1 3 6 314
Random switching exponential smoothing and inventory forecasting 0 0 0 51 1 5 6 91
Short term inflation forecasting: the M.E.T.A. approach 0 0 0 104 4 4 6 195
Some Financial Implications of Global Warming: An Empirical Assessment 0 0 0 37 1 2 4 143
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 0 0 1 54
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 1 3 5 33
Some financial implications of global warming: An empirical assessment 0 0 0 29 0 2 2 98
Some financial implications of global warming: An empirical assessment 0 0 0 6 1 1 1 26
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 7 0 1 1 50
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 14 1 3 7 48
Temperature anomalies, radiative forcing and ENSO 0 0 0 12 2 4 4 54
Temperature anomalies, radiative forcing and ENSO 0 0 0 18 0 3 3 62
Temporal aggregation of cyclical models with business cycle applications 0 0 0 0 0 0 0 25
The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions 0 0 0 74 0 1 1 155
The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions 0 0 0 0 3 7 9 42
The structural Theta method and its predictive performance in the M4-Competition 0 1 1 2 5 8 16 20
What do we know about comparing aggregate and disaggregate forecasts? 0 0 0 69 3 6 7 147
Total Working Papers 0 1 1 891 41 78 115 2,947

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 0 11 0 1 2 44
A note on forecasting demand using the multivariate exponential smoothing framework 0 1 1 8 0 1 4 59
Aggregation and marginalization of GARCH processes: some further results 0 0 0 14 0 0 1 83
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 6 2 4 7 60
Climate change implications for the catastrophe bonds market: An empirical analysis 0 1 11 128 18 33 52 429
Closed-form results for vector moving average models with a univariate estimation approach 0 0 0 1 1 3 3 18
Comparing aggregate and disaggregate forecasts of first order moving average models 0 0 0 9 1 2 3 45
DETERMINANTS AND DYNAMICS OF SCHOOLING AND CHILD LABOUR IN BOLIVIA 0 0 0 20 2 2 4 89
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity 0 0 0 0 1 2 3 4
Feasible generalized least squares estimation of multivariate GARCH(1, 1) models 0 0 2 12 0 2 5 66
Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate 0 0 0 0 0 0 1 60
Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 15 0 2 7 82
Forecasting retail fuel demand in Chinese gasoline stations: a structural (double) damped trend approach 0 0 1 1 1 5 16 16
Forecasting with the damped trend model using the structural approach 0 0 0 1 2 4 7 39
MULTIVARIATE TREND–CYCLE EXTRACTION WITH THE HODRICK–PRESCOTT FILTER 0 0 3 12 2 6 10 45
Measuring core inflation in Italy comparing aggregate vs. disaggregate price data 0 0 0 26 2 5 6 134
Modelling intermittent time series and forecasting COVID-19 spread in the USA 0 0 0 4 1 1 3 8
On the use of area-wide models in the Euro-zone 0 0 0 22 0 2 3 126
Optimal hierarchical EWMA forecasting 0 1 5 8 1 4 9 13
Random coefficient state-space model: Estimation and performance in M3–M4 competitions 0 0 0 2 0 1 1 9
Random switching exponential smoothing and inventory forecasting 0 0 0 6 0 3 4 54
Random switching exponential smoothing: A new estimation approach 0 0 0 3 0 2 5 24
Short-term inflation forecasting: The M.E.T.A. approach 0 0 0 4 2 4 5 50
Structural time series models and aggregation: some analytical results 0 0 0 0 0 2 2 60
Temporal aggregation of cyclical models with business cycle applications 0 0 0 11 1 2 5 67
Testing for Model Selection in Predicting Aggregate Variables 0 0 0 21 1 4 5 328
The RWDAR model: A novel state-space approach to forecasting 1 1 2 3 1 5 9 17
The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions 1 1 1 20 6 10 11 130
The structural Theta method and its predictive performance in the M4-Competition 0 1 1 1 3 7 9 9
Total Journal Articles 2 6 27 369 48 119 202 2,168

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Marginalization and aggregation of exponential smoothing models in forecasting portfolio volatility 0 0 0 0 1 1 1 1
Total Chapters 0 0 0 0 1 1 1 1

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Statistics updated 2026-01-09