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 1 11 207
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 0 0 0 5 29
Determinants and dynamics of schooling and child labor in Bolivia 0 0 0 75 0 1 13 210
Determinants and dynamics of schooling and child labor in Bolivia 0 0 0 0 0 1 10 73
Estimating high dimensional multivariate stochastic volatility models 0 0 0 56 1 3 12 94
Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 150 0 6 15 809
Forecasting damped trend exponential smoothing: an algebraic viewpoint 0 0 0 98 0 1 6 315
Random switching exponential smoothing and inventory forecasting 0 0 0 51 0 1 12 97
Short term inflation forecasting: the M.E.T.A. approach 0 0 0 104 1 7 14 204
Some Financial Implications of Global Warming: An Empirical Assessment 0 0 0 37 0 2 11 151
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 0 1 14 42
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 0 4 9 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 5 19 44
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 14 1 7 17 61
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 7 0 2 5 54
Temperature anomalies, radiative forcing and ENSO 0 0 0 12 1 4 16 66
Temperature anomalies, radiative forcing and ENSO 0 0 0 18 0 3 11 70
Temporal aggregation of cyclical models with business cycle applications 0 0 0 0 0 4 8 33
The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions 0 0 0 74 0 0 3 157
The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions 0 0 0 0 0 1 11 45
The structural Theta method and its predictive performance in the M4-Competition 0 0 1 2 1 4 20 28
What do we know about comparing aggregate and disaggregate forecasts? 0 0 0 69 2 7 16 157
Total Working Papers 0 0 1 891 7 65 260 3,106

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 1 4 8 51
A note on forecasting demand using the multivariate exponential smoothing framework 0 0 4 11 0 2 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 0 1 11 65
Climate change implications for the catastrophe bonds market: An empirical analysis 0 2 7 130 1 9 58 447
Closed-form results for vector moving average models with a univariate estimation approach 0 0 0 1 1 3 10 25
Comparing aggregate and disaggregate forecasts of first order moving average models 0 0 0 9 0 4 9 51
DETERMINANTS AND DYNAMICS OF SCHOOLING AND CHILD LABOUR IN BOLIVIA 0 0 0 20 1 1 6 93
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity 0 1 1 1 0 4 10 12
Feasible generalized least squares estimation of multivariate GARCH(1, 1) models 0 0 1 12 0 4 9 72
Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate 0 0 0 0 1 3 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 5 12 90
Forecasting retail fuel demand in Chinese gasoline stations: a structural (double) damped trend approach 0 0 1 1 1 4 12 21
Forecasting with the damped trend model using the structural approach 0 1 1 2 1 5 13 46
MULTIVARIATE TREND–CYCLE EXTRACTION WITH THE HODRICK–PRESCOTT FILTER 0 0 1 12 1 5 16 54
Measuring core inflation in Italy comparing aggregate vs. disaggregate price data 0 0 0 26 1 3 11 140
Modelling intermittent time series and forecasting COVID-19 spread in the USA 0 0 0 4 1 2 5 12
On the use of area-wide models in the Euro-zone 0 0 0 22 0 2 6 130
Optimal hierarchical EWMA forecasting 0 0 4 8 0 2 17 23
Random coefficient state-space model: Estimation and performance in M3–M4 competitions 0 0 0 2 0 2 7 15
Random switching exponential smoothing and inventory forecasting 0 0 0 6 1 4 9 60
Random switching exponential smoothing: A new estimation approach 0 0 0 3 0 3 8 28
Short-term inflation forecasting: The M.E.T.A. approach 0 0 0 4 0 2 11 57
Structural time series models and aggregation: some analytical results 0 0 0 0 0 2 8 66
Temporal aggregation of cyclical models with business cycle applications 0 0 0 11 0 3 7 71
Testing for Model Selection in Predicting Aggregate Variables 0 0 0 21 1 2 10 334
The RWDAR model: A novel state-space approach to forecasting 0 0 1 3 3 5 16 26
The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions 0 0 2 21 5 8 21 141
The structural Theta method and its predictive performance in the M4-Competition 1 1 2 2 4 9 21 21
Total Journal Articles 1 5 25 378 25 103 349 2,369

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 2 9 11 11
Total Chapters 0 0 0 0 2 9 11 11

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Statistics updated 2026-06-04