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 2 3 13 210
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 0 1 2 7 31
Determinants and dynamics of schooling and child labor in Bolivia 0 0 0 75 0 0 11 210
Determinants and dynamics of schooling and child labor in Bolivia 0 0 0 0 0 0 10 73
Estimating high dimensional multivariate stochastic volatility models 0 0 0 56 0 1 11 95
Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 150 1 2 16 811
Forecasting damped trend exponential smoothing: an algebraic viewpoint 0 0 0 98 1 1 6 316
Random switching exponential smoothing and inventory forecasting 0 0 0 51 0 0 12 97
Short term inflation forecasting: the M.E.T.A. approach 0 0 0 104 0 0 14 204
Some Financial Implications of Global Warming: An Empirical Assessment 0 0 0 37 0 0 10 151
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 1 1 14 43
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 0 0 8 62
Some financial implications of global warming: An empirical assessment 0 0 0 29 0 0 2 98
Some financial implications of global warming: An empirical assessment 0 0 0 6 0 0 19 44
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 14 1 2 19 63
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 7 0 0 5 54
Temperature anomalies, radiative forcing and ENSO 0 0 0 12 0 0 16 66
Temperature anomalies, radiative forcing and ENSO 0 0 0 18 0 0 11 70
Temporal aggregation of cyclical models with business cycle applications 0 0 0 0 0 0 8 33
The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions 0 0 0 74 2 2 5 159
The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions 0 0 0 0 0 0 10 45
The structural Theta method and its predictive performance in the M4-Competition 1 1 2 3 1 2 18 30
What do we know about comparing aggregate and disaggregate forecasts? 0 0 0 69 2 3 19 160
Total Working Papers 1 1 2 892 12 19 264 3,125

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 0 8 51
A note on forecasting demand using the multivariate exponential smoothing framework 0 0 4 11 0 0 14 71
Aggregation and marginalization of GARCH processes: some further results 0 0 0 14 0 0 0 83
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 6 1 2 11 67
Climate change implications for the catastrophe bonds market: An empirical analysis 0 0 4 130 0 1 54 448
Closed-form results for vector moving average models with a univariate estimation approach 0 0 0 1 0 2 12 27
Comparing aggregate and disaggregate forecasts of first order moving average models 0 0 0 9 0 0 8 51
DETERMINANTS AND DYNAMICS OF SCHOOLING AND CHILD LABOUR IN BOLIVIA 0 0 0 20 0 1 7 94
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity 2 2 3 3 2 4 14 16
Feasible generalized least squares estimation of multivariate GARCH(1, 1) models 0 0 0 12 0 1 9 73
Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate 0 0 0 0 0 0 4 64
Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 15 1 3 15 93
Forecasting retail fuel demand in Chinese gasoline stations: a structural (double) damped trend approach 0 1 2 2 0 1 12 22
Forecasting with the damped trend model using the structural approach 0 1 2 3 0 1 14 47
MULTIVARIATE TREND–CYCLE EXTRACTION WITH THE HODRICK–PRESCOTT FILTER 0 0 1 12 0 0 16 54
Measuring core inflation in Italy comparing aggregate vs. disaggregate price data 0 0 0 26 0 0 11 140
Modelling intermittent time series and forecasting COVID-19 spread in the USA 0 0 0 4 1 1 6 13
On the use of area-wide models in the Euro-zone 0 0 0 22 0 2 8 132
Optimal hierarchical EWMA forecasting 0 0 1 8 0 2 16 25
Random coefficient state-space model: Estimation and performance in M3–M4 competitions 0 0 0 2 1 2 9 17
Random switching exponential smoothing and inventory forecasting 0 0 0 6 0 1 10 61
Random switching exponential smoothing: A new estimation approach 0 0 0 3 1 1 7 29
Short-term inflation forecasting: The M.E.T.A. approach 0 0 0 4 0 1 12 58
Structural time series models and aggregation: some analytical results 0 0 0 0 0 0 8 66
Temporal aggregation of cyclical models with business cycle applications 0 0 0 11 0 0 7 71
Testing for Model Selection in Predicting Aggregate Variables 0 0 0 21 0 0 10 334
The RWDAR model: A novel state-space approach to forecasting 0 1 2 4 1 2 17 28
The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions 0 0 2 21 0 1 22 142
The structural Theta method and its predictive performance in the M4-Competition 0 0 2 2 2 3 22 24
Total Journal Articles 2 5 23 383 10 32 363 2,401

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 0 0 11 11
Total Chapters 0 0 0 0 0 0 11 11

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Statistics updated 2026-09-10