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 0 0 196
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 0 0 0 1 24
Determinants and dynamics of schooling and child labor in Bolivia 0 0 0 75 0 1 1 198
Determinants and dynamics of schooling and child labor in Bolivia 0 0 0 0 0 0 1 63
Estimating high dimensional multivariate stochastic volatility models 0 0 0 56 1 1 1 83
Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 150 0 1 3 795
Forecasting damped trend exponential smoothing: an algebraic viewpoint 0 0 0 98 0 0 2 309
Random switching exponential smoothing and inventory forecasting 0 0 0 51 0 0 1 85
Short term inflation forecasting: the M.E.T.A. approach 0 0 0 104 0 1 1 190
Some Financial Implications of Global Warming: An Empirical Assessment 0 0 0 37 0 0 1 140
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 0 0 0 28
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 0 0 0 53
Some financial implications of global warming: An empirical assessment 0 0 0 29 0 0 1 96
Some financial implications of global warming: An empirical assessment 0 0 0 6 0 0 0 25
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 7 0 0 0 49
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 14 0 1 3 44
Temperature anomalies, radiative forcing and ENSO 0 0 0 18 0 0 0 59
Temperature anomalies, radiative forcing and ENSO 0 0 0 12 0 0 1 50
Temporal aggregation of cyclical models with business cycle applications 0 0 0 0 0 0 2 25
The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions 0 0 0 0 0 1 3 35
The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions 0 0 0 74 0 0 3 154
What do we know about comparing aggregate and disaggregate forecasts? 0 0 0 69 0 0 1 141
Total Working Papers 0 0 0 889 1 6 26 2,842


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 1 43
A note on forecasting demand using the multivariate exponential smoothing framework 0 0 0 7 0 0 3 57
Aggregation and marginalization of GARCH processes: some further results 0 0 0 14 0 1 4 83
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 6 2 2 4 56
Climate change implications for the catastrophe bonds market: An empirical analysis 0 3 8 125 1 5 21 392
Closed-form results for vector moving average models with a univariate estimation approach 0 0 0 1 0 0 1 15
Comparing aggregate and disaggregate forecasts of first order moving average models 0 0 0 9 0 0 0 42
DETERMINANTS AND DYNAMICS OF SCHOOLING AND CHILD LABOUR IN BOLIVIA 0 0 0 20 0 0 2 87
Feasible generalized least squares estimation of multivariate GARCH(1, 1) models 0 2 2 12 0 2 3 64
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 0 3 78
Forecasting with the damped trend model using the structural approach 0 0 0 1 0 0 1 33
MULTIVARIATE TREND–CYCLE EXTRACTION WITH THE HODRICK–PRESCOTT FILTER 0 0 3 11 0 0 4 38
Measuring core inflation in Italy comparing aggregate vs. disaggregate price data 0 0 0 26 0 0 1 129
Modelling intermittent time series and forecasting COVID-19 spread in the USA 0 0 1 4 0 0 3 7
On the use of area-wide models in the Euro-zone 0 0 0 22 0 0 2 124
Optimal hierarchical EWMA forecasting 1 2 4 6 1 3 5 8
Random coefficient state-space model: Estimation and performance in M3–M4 competitions 0 0 0 2 0 0 1 8
Random switching exponential smoothing and inventory forecasting 0 0 0 6 0 0 2 51
Random switching exponential smoothing: A new estimation approach 0 0 0 3 0 1 2 21
Short-term inflation forecasting: The M.E.T.A. approach 0 0 0 4 0 1 1 46
Structural time series models and aggregation: some analytical results 0 0 0 0 0 0 0 58
Temporal aggregation of cyclical models with business cycle applications 0 0 0 11 0 0 3 64
Testing for Model Selection in Predicting Aggregate Variables 0 0 0 21 0 0 2 324
The RWDAR model: A novel state-space approach to forecasting 0 0 1 2 1 1 6 11
The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions 0 0 1 19 0 0 3 120
Total Journal Articles 1 7 20 358 5 16 79 2,019


Statistics updated 2025-08-05