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 0 8 10 206
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 0 0 3 5 29
Determinants and dynamics of schooling and child labor in Bolivia 0 0 0 0 1 8 9 72
Determinants and dynamics of schooling and child labor in Bolivia 0 0 0 75 1 7 12 209
Estimating high dimensional multivariate stochastic volatility models 0 0 0 56 0 7 9 91
Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 150 1 5 9 803
Forecasting damped trend exponential smoothing: an algebraic viewpoint 0 0 0 98 0 1 6 314
Random switching exponential smoothing and inventory forecasting 0 0 0 51 1 6 11 96
Short term inflation forecasting: the M.E.T.A. approach 0 0 0 104 0 6 8 197
Some Financial Implications of Global Warming: An Empirical Assessment 0 0 0 37 2 7 10 149
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 3 9 13 41
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 2 4 5 58
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 7 14 14 39
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 14 0 7 11 54
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 7 1 2 3 52
Temperature anomalies, radiative forcing and ENSO 0 0 0 18 2 5 8 67
Temperature anomalies, radiative forcing and ENSO 0 0 0 12 3 10 12 62
Temporal aggregation of cyclical models with business cycle applications 0 0 0 0 0 4 4 29
The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions 0 0 0 74 0 2 3 157
The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions 0 0 0 0 0 5 11 44
The structural Theta method and its predictive performance in the M4-Competition 0 0 1 2 0 9 17 24
What do we know about comparing aggregate and disaggregate forecasts? 0 0 0 69 1 6 9 150
Total Working Papers 0 0 1 891 25 135 201 3,041

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 3 4 47
A note on forecasting demand using the multivariate exponential smoothing framework 2 3 4 11 4 10 13 69
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 6 10 64
Climate change implications for the catastrophe bonds market: An empirical analysis 0 0 9 128 5 27 56 438
Closed-form results for vector moving average models with a univariate estimation approach 0 0 0 1 1 5 7 22
Comparing aggregate and disaggregate forecasts of first order moving average models 0 0 0 9 1 3 5 47
DETERMINANTS AND DYNAMICS OF SCHOOLING AND CHILD LABOUR IN BOLIVIA 0 0 0 20 1 5 5 92
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity 0 0 0 0 1 5 6 8
Feasible generalized least squares estimation of multivariate GARCH(1, 1) models 0 0 2 12 0 2 6 68
Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate 0 0 0 0 1 1 1 61
Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 15 0 3 7 85
Forecasting retail fuel demand in Chinese gasoline stations: a structural (double) damped trend approach 0 0 1 1 0 2 9 17
Forecasting with the damped trend model using the structural approach 0 0 0 1 0 4 8 41
MULTIVARIATE TREND–CYCLE EXTRACTION WITH THE HODRICK–PRESCOTT FILTER 0 0 1 12 1 6 11 49
Measuring core inflation in Italy comparing aggregate vs. disaggregate price data 0 0 0 26 1 5 9 137
Modelling intermittent time series and forecasting COVID-19 spread in the USA 0 0 0 4 0 3 3 10
On the use of area-wide models in the Euro-zone 0 0 0 22 0 2 4 128
Optimal hierarchical EWMA forecasting 0 0 4 8 2 9 16 21
Random coefficient state-space model: Estimation and performance in M3–M4 competitions 0 0 0 2 1 4 5 13
Random switching exponential smoothing and inventory forecasting 0 0 0 6 0 2 6 56
Random switching exponential smoothing: A new estimation approach 0 0 0 3 0 1 5 25
Short-term inflation forecasting: The M.E.T.A. approach 0 0 0 4 1 7 10 55
Structural time series models and aggregation: some analytical results 0 0 0 0 0 4 6 64
Temporal aggregation of cyclical models with business cycle applications 0 0 0 11 0 2 6 68
Testing for Model Selection in Predicting Aggregate Variables 0 0 0 21 0 5 9 332
The RWDAR model: A novel state-space approach to forecasting 0 1 2 3 1 5 12 21
The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions 1 2 2 21 2 9 14 133
The structural Theta method and its predictive performance in the M4-Competition 0 0 1 1 2 6 12 12
Total Journal Articles 3 6 26 373 27 146 266 2,266

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 2 2 2
Total Chapters 0 0 0 0 0 2 2 2

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Statistics updated 2026-03-04