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 0 0 1 6 30
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 61 0 1 12 208
Determinants and dynamics of schooling and child labor in Bolivia 0 0 0 0 0 0 10 73
Determinants and dynamics of schooling and child labor in Bolivia 0 0 0 75 0 0 12 210
Estimating high dimensional multivariate stochastic volatility models 0 0 0 56 1 2 12 95
Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 150 0 1 15 810
Forecasting damped trend exponential smoothing: an algebraic viewpoint 0 0 0 98 0 0 6 315
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 1 14 204
Some Financial Implications of Global Warming: An Empirical Assessment 0 0 0 37 0 0 11 151
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 0 0 9 62
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 0 0 14 42
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 7 0 0 5 54
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 14 1 2 18 62
Temperature anomalies, radiative forcing and ENSO 0 0 0 12 0 1 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 0 0 3 157
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 0 0 1 2 0 2 18 29
What do we know about comparing aggregate and disaggregate forecasts? 0 0 0 69 0 3 17 158
Total Working Papers 0 0 1 891 2 14 260 3,113

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 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 1 10 66
Climate change implications for the catastrophe bonds market: An empirical analysis 0 0 5 130 1 2 56 448
Closed-form results for vector moving average models with a univariate estimation approach 0 0 0 1 2 3 12 27
Comparing aggregate and disaggregate forecasts of first order moving average models 0 0 0 9 0 0 9 51
DETERMINANTS AND DYNAMICS OF SCHOOLING AND CHILD LABOUR IN BOLIVIA 0 0 0 20 1 2 7 94
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity 0 0 1 1 2 2 12 14
Feasible generalized least squares estimation of multivariate GARCH(1, 1) models 0 0 0 12 1 1 9 73
Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate 0 0 0 0 0 1 4 64
Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 15 0 3 14 92
Forecasting retail fuel demand in Chinese gasoline stations: a structural (double) damped trend approach 1 1 2 2 1 2 13 22
Forecasting with the damped trend model using the structural approach 0 1 2 3 0 2 14 47
MULTIVARIATE TREND–CYCLE EXTRACTION WITH THE HODRICK–PRESCOTT FILTER 0 0 1 12 0 1 16 54
Measuring core inflation in Italy comparing aggregate vs. disaggregate price data 0 0 0 26 0 1 11 140
Modelling intermittent time series and forecasting COVID-19 spread in the USA 0 0 0 4 0 1 5 12
On the use of area-wide models in the Euro-zone 0 0 0 22 1 2 8 132
Optimal hierarchical EWMA forecasting 0 0 2 8 2 2 17 25
Random coefficient state-space model: Estimation and performance in M3–M4 competitions 0 0 0 2 1 1 8 16
Random switching exponential smoothing and inventory forecasting 0 0 0 6 0 2 10 61
Random switching exponential smoothing: A new estimation approach 0 0 0 3 0 0 7 28
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 1 10 334
The RWDAR model: A novel state-space approach to forecasting 1 1 2 4 1 4 16 27
The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions 0 0 2 21 1 6 22 142
The structural Theta method and its predictive performance in the M4-Competition 0 1 2 2 0 5 22 22
Total Journal Articles 2 4 23 381 15 47 361 2,391

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

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Statistics updated 2026-08-07