2108/393763 - 2024 -
Another Look at Dependence: the Most Predictable Aspects of Time Series. Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF BUSINESS & ECONOMIC STATISTICS (American Statistical Association:1429 Duke Street:Alexandria, VA 22314:(888)231-3473, (703)684-1221, EMAIL: memdept@amstat.org, INTERNET: http://www.amstat.org, Fax: (703)684-2037) pp. - - issn: 0735-0015 - wos: (0) - scopus: (0)
2108/393701 - 2024 -
Estimating the Output Gap with High-Dimensional Time Series Proietti, Tommaso - 01 - Articolo su rivista
rivista: ECONOMETRICS AND STATISTICS (Publisher: Amsterdam: Elsevier B.V.) pp. - - issn: 2452-3062 - wos: (0) - scopus: 2-s2.0-85193813048 (1)
2108/311584 - 2024 -
Modelling cycles in climate series: The fractional sinusoidal waveform process Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF ECONOMETRICS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. - - issn: 0304-4076 - wos: WOS:001199719600001 (6) - scopus: 2-s2.0-85130375015 (6)
Proietti, Tommaso - 01 - Articolo su rivista
rivista: CLIMATIC CHANGE (Dordrecht Netherlands: Springer Nature
Dordrecht Netherlands: Kluwer Academic Publishers) pp. - - issn: 0165-0009 - wos: WOS:000981284600002 (3) - scopus: 2-s2.0-85158940571 (3)
2108/311585 - 2023 -
Peaks, gaps, and time-reversibility of economic time series Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF TIME SERIES ANALYSIS (MALDEN, USA:WILEY-BLACKWELL PUBLISHING, INC.
Clevedon, Avon: Tieto Ltd.) pp. 43-68 - issn: 0143-9782 - wos: WOS:000799863400001 (1) - scopus: 2-s2.0-85130540187 (2)
2108/324423 - 2023 -
Generalized Linear Spectral Models for Locally Stationary Processes Proietti, Tommaso - 03 - Contributo in libro
libro: Research Papers in Statistical Inference for Time Series and Related Models
Essays in Honor of Masanobu Taniguchi - (978-981-99-0802-8)
2108/311582 - 2022 -
Seasonality in High Frequency Time Series Proietti, Tommaso - 01 - Articolo su rivista
rivista: ECONOMETRICS AND STATISTICS (Publisher: Amsterdam: Elsevier B.V.) pp. - - issn: 2452-3062 - wos: (0) - scopus: 2-s2.0-85126825587 (4)
2108/311581 - 2022 -
Modelling Persistent Cycles in Solar Activity Proietti, Tommaso - 01 - Articolo su rivista
rivista: SOLAR PHYSICS (Springer Nature
Dordrecht Netherlands: Kluwer Academic Publishers
Dordrecht; Boston: Reidel) pp. - - issn: 0038-0938 - wos: WOS:000749192000002 (6) - scopus: 2-s2.0-85123488244 (6)
2108/311578 - 2021 -
Nowcasting monthly GDP with big data: A model averaging approach Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES A. STATISTICS IN SOCIETY (Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591) pp. 683-706 - issn: 0964-1998 - wos: WOS:000606840800001 (9) - scopus: 2-s2.0-85099179487 (10)
2108/311576 - 2021 -
Predictability, real time estimation, and the formulation of unobserved components models Proietti, Tommaso - 01 - Articolo su rivista
rivista: ECONOMETRIC REVIEWS (-PHILADELPHIA:TAYLOR & FRANCIS INC,
-New York : Marcel Dekker, c1984-) pp. 433-454 - issn: 0747-4938 - wos: WOS:000551617900001 (1) - scopus: 2-s2.0-85088390862 (1)
2108/311580 - 2021 -
Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach Proietti, Tommaso; Tinti, Cristina - 01 - Articolo su rivista
rivista: INTERNATIONAL JOURNAL OF FORECASTING (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 1376-1398 - issn: 0169-2070 - wos: WOS:000696208700004 (6) - scopus: 2-s2.0-85107916419 (11)
2108/243154 - 2020 -
Econometric models of climate change: Introduction by the guest editors Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF ECONOMETRICS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 1-5 - issn: 0304-4076 - wos: WOS:000503084600001 (6) - scopus: 2-s2.0-85065867982 (5)
2108/311577 - 2020 -
A Systemic Approach to Estimating the Output Gap for the Italian Economy Proietti, Tommaso - 01 - Articolo su rivista
rivista: COMPARATIVE ECONOMIC STUDIES (Notre Dame, Ind. : Association for Comparative Economic Studies, c1985-) pp. 465-493 - issn: 0888-7233 - wos: WOS:000551013000001 (1) - scopus: 2-s2.0-85088322324 (1)
2108/236639 - 2020 -
Forecasting volatility with time-varying leverage and volatility of volatility effects Catania, Leopoldo; Proietti, Tommaso - 01 - Articolo su rivista
rivista: INTERNATIONAL JOURNAL OF FORECASTING (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 1301-1317 - issn: 0169-2070 - wos: WOS:000570797300008 (14) - scopus: 2-s2.0-85079272224 (13)
2108/228501 - 2019 -
Generalised Linear Cepstral Models for the Spectrum of a Time Series Proietti, Tommaso - 01 - Articolo su rivista
rivista: STATISTICA SINICA (Syracuse University:Department Qualitative Methods, School of Management:Syracuse, NY 13244:(315)443-1255, EMAIL: cchung@syr.edu, Fax: (315)443-5457) pp. 1561-1583 - issn: 1017-0405 - wos: WOS:000474560000023 (3) - scopus: 2-s2.0-85072071350 (3)
Proietti, Tommaso - 01 - Articolo su rivista
rivista: STATISTICAL METHODS & APPLICATIONS (Physica-Verlag, berlin) pp. - - issn: 1618-2510 - wos: WOS:000487033700001 (0) - scopus: 2-s2.0-85071873622 (0)
2108/236683 - 2019 -
Discussion of The class of CUB models: statistical foundations, inferential issues and empirical evidence Proietti, Tommaso - 01 - Articolo su rivista
rivista: STATISTICAL METHODS & APPLICATIONS (Physica-Verlag, berlin) pp. 1-6 - issn: 1618-2510 - wos: WOS:000487033700004 (1) - scopus: 2-s2.0-85064594210 (5)
2108/216173 - 2018 -
Discussion of the paper “Deciding between alternative approaches in macroeconomics” Proietti, Tommaso - 01 - Articolo su rivista
rivista: INTERNATIONAL JOURNAL OF FORECASTING (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 136-138 - issn: 0169-2070 - wos: WOS:000418727400011 (0) - scopus: 2-s2.0-85031491097 (0)
2108/216203 - 2018 -
A class of periodic trend models for seasonal time series Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF FORECASTING (Bognor Regis, United Kingdom: John Wiley & Sons Limited) pp. - - issn: 0277-6693 - wos: WOS:000458297400004 (3) - scopus: 2-s2.0-85058946559 (6)
2108/216177 - 2018 -
Fractionally differenced Gegenbauer processes with long memory: A review Proietti, Tommaso - 01 - Articolo su rivista
rivista: STATISTICAL SCIENCE (Institute of Mathematical Statistics:PO Box 22718:Beachwood, OH 44122:(216)295-2340, EMAIL: plsims@stat.berkeley.edu, INTERNET: http://www.imstat.org, Fax: (216)991-8860) pp. 413-426 - issn: 0883-4237 - wos: WOS:000441417100010 (21) - scopus: 2-s2.0-85051572526 (24)
2108/216169 - 2018 -
A Durbin--Levinson regularized estimator of high-dimensional autocovariance matrices Proietti, Tommaso - 01 - Articolo su rivista
rivista: BIOMETRIKA ([Oxford]: [Oxford University Press]
[Cambridge [England]]: [University Press]; [New York]: [Macmillan Co.]) pp. 783-795 - issn: 0006-3444 - wos: WOS:000452741300003 (1) - scopus: 2-s2.0-85058870437 (1)
2108/215443 - 2018 -
A data-cleaning augmented Kalman filter for robust estimation of state space models Proietti, Tommaso; Grassi, Stefano - 01 - Articolo su rivista
rivista: ECONOMETRICS AND STATISTICS (Publisher: Amsterdam: Elsevier B.V.) pp. 107-123 - issn: 2452-3062 - wos: WOS:000425742700006 (6) - scopus: 2-s2.0-85044462730 (9)
2108/216209 - 2018 -
Automatic Outlier Detection for the Basic Structural Time Series Model Grassi, Stefano; Proietti, Tommaso - 03 - Contributo in libro
libro: Handbook on Seasonal Adjustment - (978-92-79-80169-3)
2108/216207 - 2018 -
Seasonal Adjustment of Daily andWeekly Data Proietti, Tommaso - 03 - Contributo in libro
libro: Handbook on Seasonal Adjustment - ()
2108/216205 - 2018 -
Transformation and Seasonal Adjustment of Economic Time Series. Proietti, Tommaso - 03 - Contributo in libro
libro: Handbook on Seasonal Adjustment. - (978-92-79-80169-3)
2108/216193 - 2017 -
Phase changes and seasonal warming in early instrumental temperature records Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF CLIMATE (American Meteorological Society:45 Beacon Street:Boston, MA 02108:(617)227-2425, EMAIL: amssubs@ametsoc.org, INTERNET: http://www.ametsoc.org, Fax: (617)742-8718) pp. 6795-6821 - issn: 0894-8755 - wos: WOS:000407276600012 (11) - scopus: 2-s2.0-85027281881 (11)
2108/216211 - 2017 -
Multivariate Temporal Disaggregation Proietti, Tommaso - 03 - Contributo in libro
libro: Handbook on Rapid Estimates - (978-92-79-68896-6)
2108/216201 - 2017 -
Seasonal Changes in Central England Temperatures Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES A. STATISTICS IN SOCIETY (Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591) pp. 769-791 - issn: 0964-1998 - wos: WOS:000405312400004 (18) - scopus: 2-s2.0-84985945390 (17)
2108/216197 - 2017 -
Euromind‐ D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF APPLIED ECONOMETRICS (John Wiley & Sons Limited:1 Oldlands Way, Bognor Regis, P022 9SA United Kingdom:011 44 1243 779777, EMAIL: cs-journals@wiley.co.uk, INTERNET: http://www.wiley.co.uk, Fax: 011 44 1243 843232) pp. 683-703 - issn: 0883-7252 - wos: WOS:000398636400010 (8) - scopus: 2-s2.0-85004092981 (7)
2108/102007 - 2016 -
The Multistep Beveridge-Nelson decomposition Proietti, Tommaso - 01 - Articolo su rivista
rivista: ECONOMETRIC REVIEWS (-PHILADELPHIA:TAYLOR & FRANCIS INC,
-New York : Marcel Dekker, c1984-) pp. 373-395 - issn: 0747-4938 - wos: WOS:000367284000003 (2) - scopus: 2-s2.0-84953364667 (2)
2108/216175 - 2016 -
State space modeling of Gegenbauer processes with long memory Proietti, Tommaso - 01 - Articolo su rivista
rivista: COMPUTATIONAL STATISTICS & DATA ANALYSIS (Amsterdam: Elsevier Science) pp. 115-130 - issn: 0167-9473 - wos: WOS:000378368100009 (17) - scopus: 2-s2.0-84908240463 (17)
2108/216181 - 2016 -
On the selection of common factors for macroeconomic forecasting Proietti, Tommaso - 03 - Contributo in libro
libro: Dynamic Factor Models - ()
2108/216187 - 2016 -
Generalised partial autocorrelations and the mutual information between past and future Proietti, Tommaso - 03 - Contributo in libro
libro: The Fascination of Probability, Statistics and their Applications. In Honour of Ole E. Barndorff-Nielsen. - (9783319258249)
2108/216618 - 2016 -
Component-wise Representations of Long-memory Models and Volatility Prediction Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF FINANCIAL ECONOMETRICS (Cary, N.C. Oxford : Oxford University Press.) pp. 668-692 - issn: 1479-8409 - wos: WOS:000385345100002 (7) - scopus: 2-s2.0-84993990839 (7)
2108/115824 - 2015 -
EuroMInd-C: a disaggregate monthly indicator of economic activity for the Euro area and member countries Grassi, Stefano; Proietti, Tommaso - 01 - Articolo su rivista
rivista: INTERNATIONAL JOURNAL OF FORECASTING (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 712-738 - issn: 0169-2070 - wos: WOS:000357836500011 (8) - scopus: 2-s2.0-84923356773 (10)
2108/91090 - 2014 -
Characterising economic trends by Bayesian stochastic model specification search Grassi, Stefano; Proietti, Tommaso - 01 - Articolo su rivista
rivista: COMPUTATIONAL STATISTICS & DATA ANALYSIS (Amsterdam: Elsevier Science) pp. 359-374 - issn: 0167-9473 - wos: WOS:000328869000028 (4) - scopus: 2-s2.0-84889091027 (6)
2108/216189 - 2014 -
The generalised autocovariance function Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF ECONOMETRICS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 245-257 - issn: 0304-4076 - wos: WOS:000352661600015 (8) - scopus: 2-s2.0-85012187145 (2)
2108/101896 - 2014 -
The generalised autocovariance function Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF ECONOMETRICS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 245-257 - issn: 0304-4076 - wos: WOS:000352661600015 (9) - scopus: 2-s2.0-85027930086 (11)
2108/91091 - 2013 -
Discussion of the paper "Testing time series data compatibility for benchmarking", by Benoit Quenneville and Christian Gagné Proietti, Tommaso - 01 - Articolo su rivista
rivista: INTERNATIONAL JOURNAL OF FORECASTING (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 767-771 - issn: 0169-2070 - wos: WOS:000326556800023 (0) - scopus: 2-s2.0-84885184597 (0)
2108/88251 - 2013 -
Patterns of industrial specialisation in post-Unification Italy Ciccarelli, Carlo; Proietti, Tommaso - 01 - Articolo su rivista
rivista: SCANDINAVIAN ECONOMIC HISTORY REVIEW (Jyväskylä : Scandinavian Society for Economic and Social History and Historical Geography.) pp. 259-286 - issn: 0358-5522 - wos: (0) - scopus: 2-s2.0-84887040656 (11)
2108/91092 - 2013 -
Does the Box–Cox transformation help in forecasting macroeconomic time series? Proietti, Tommaso - 01 - Articolo su rivista
rivista: INTERNATIONAL JOURNAL OF FORECASTING (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 88-99 - issn: 0169-2070 - wos: WOS:000319246900008 (26) - scopus: 2-s2.0-84865583025 (29)
2108/101905 - 2012 -
Growth accounting for the euro area Proietti, Tommaso - 01 - Articolo su rivista
rivista: EMPIRICAL ECONOMICS (Physica-Verlag GmBh & Company:Tiergartenstrasse 17, D 69121 Heidelberg Germany:011 49 6221 487492, INTERNET: http://www.springer.de, Fax: 011 49 6221 487177) pp. 219-244 - issn: 0377-7332 - wos: WOS:000306284200011 (4) - scopus: 2-s2.0-84864335459 (1)
Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (American Statistical Association:1429 Duke Street:Alexandria, VA 22314:(888)231-3473, (703)684-1221, EMAIL: memdept@amstat.org, INTERNET: http://www.amstat.org, Fax: (703)684-2037) pp. 607-621 - issn: 0162-1459 - wos: WOS:000307490500016 (4) - scopus: 2-s2.0-84864390330 (5)
2108/101911 - 2012 -
Bayesian stochastic model specification search for seasonal and calendar effects Proietti, Tommaso - 03 - Contributo in libro
libro: Economic time series: modeling and seasonality - (9781439846575)
2108/101919 - 2012 -
Maximum likelihood estimation of time series models: the Kalman filter and beyond Proietti, Tommaso - 03 - Contributo in libro
libro: Handbook of research methods and applications in empirical macroeconomics - (9780857931016)
2108/10476 - 2011 -
Provincial aspects of industrial growth in post-unification Italy Ciccarelli, Carlo; Proietti, Tommaso - 02 - Intervento a convegno
congresso: Annual conference of the Economic history society (Cambridge (UK))
2108/14418 - 2011 -
On the equivalence of the weighted least squares and the generalised least squares estimators Proietti, Tommaso - 01 - Articolo su rivista
rivista: ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS (-Tokyo ; London ; Dordrecht ; Boston : Kluwer Academic Publishers : Institute of Statistical Mathematics
-Dordrecht Netherlands: Kluwer Academic Publishers
-HEIDELBERG, GERMANY: SPRINGER HEIDELBERG) pp. 851-871 - issn: 0020-3157 - wos: WOS:000291160500010 (10) - scopus: 2-s2.0-79960071431 (12)
2108/101898 - 2011 -
Estimation of common factors under cross-sectional and temporal aggregation constraints Proietti, Tommaso - 01 - Articolo su rivista
rivista: INTERNATIONAL STATISTICAL REVIEW (International Statistical Institute:428 Prinses Beatrixlaan, 2270 AZ Voorburg Netherlands:011 31 70 3375740, EMAIL: shse@cbs.nl, INTERNET: http://www.cbs.nl/isi, Fax: 011 31 70 3860025
Editore precedente:Longman Group.) pp. 455-476 - issn: 0306-7734 - wos: WOS:000297508700010 (9) - scopus: 2-s2.0-82055200212 (10)
2108/101948 - 2011 -
Multivariate temporal disaggregation with cross-sectional constraints Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF APPLIED STATISTICS (Carfax Publishing Limited:Rankine Road, Basingstoke RG24 8PR United Kingdom:011 44 1256 813000, EMAIL: madeline.sims@tandf.co.uk, INTERNET: http://www.carfax.co.uk, http://www.tandf.co.uk, Fax: 011 44 1256 330245) pp. 1455-1466 - issn: 0266-4763 - wos: WOS:000290406300011 (7) - scopus: 2-s2.0-79956369574 (8)
2108/101939 - 2011 -
Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF STATISTICAL PLANNING AND INFERENCE (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 831-845 - issn: 0378-3758 - wos: WOS:000284386500023 (6) - scopus: 2-s2.0-84908675106 (8)
2108/101935 - 2011 -
New proposals for the quantification of qualitative survey data Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF FORECASTING (Bognor Regis, United Kingdom: John Wiley & Sons Limited) pp. 393-408 - issn: 0277-6693 - wos: WOS:000292475100002 (7) - scopus: 2-s2.0-79959558905 (8)
Proietti, Tommaso - 03 - Contributo in libro
libro: International encyclopedia of statistical
science - (978-3-642-04897-5)
2108/14465 - 2011 -
Direct and iterated multistep AR methods for difference stationary processes Proietti, Tommaso - 01 - Articolo su rivista
rivista: INTERNATIONAL JOURNAL OF FORECASTING (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 266-280 - issn: 0169-2070 - wos: WOS:000287269300006 (10) - scopus: 2-s2.0-78650951410 (13)
2108/14366 - 2011 -
EUROMIND: a monthly indicator of the Euro area economic conditions Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES A. STATISTICS IN SOCIETY (Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591) pp. 439-470 - issn: 0964-1998 - wos: WOS:000288380300009 (39) - scopus: 2-s2.0-79952599339 (43)
2108/14508 - 2011 -
Seasonality, forecast extensions and business cycle uncertainty Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF ECONOMIC SURVEYS (-Clevedon: Tieto.
-United Kingdom: Blackwell Publishing Limited) pp. - - issn: 0950-0804 - wos: WOS:000307162600002 (0) - scopus: 2-s2.0-84864801620 (0)
2108/14469 - 2011 -
Extracting the cyclical component in hours
worked Proietti, Tommaso - 01 - Articolo su rivista
rivista: STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS (Berkeley Electronic Press:805 Camelia Street, Second Floor:Berkeley, CA 94710:(510)559-1500, EMAIL: info@bepress.com, INTERNET: http://www.bepress.com, Fax: (510)559-1550) pp. - - issn: 1081-1826 - wos: WOS:000291213300004 (1) - scopus: 2-s2.0-79958089903 (1)
2108/14419 - 2010 -
On the spectral properties of matrices associated with trend filters Proietti, Tommaso - 01 - Articolo su rivista
rivista: ECONOMETRIC THEORY (Cambridge University Press / New York:40 West 20th Street:New York, NY 10011:(800)872-7423, (212)924-3900, EMAIL: journals_subscriptions@cup.org, INTERNET: http://www.journals.cambridge.org, Fax: (212)691-3239) pp. 1247-1261 - issn: 0266-4666 - wos: WOS:000280021300010 (6) - scopus: 2-s2.0-77957270517 (7)
2108/14468 - 2010 -
Survey data as coincident or
leading indicators Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF FORECASTING (Bognor Regis, United Kingdom: John Wiley & Sons Limited) pp. 109-131 - issn: 0277-6693 - wos: WOS:000275623500007 (20) - scopus: 2-s2.0-77449117799 (27)
2108/14470 - 2010 -
The effects of unification: markets, policy, and cyclical convergence in Italy, 1861–1913 Ciccarelli, Carlo; Fenoaltea, Stefano; Proietti, Tommaso - 01 - Articolo su rivista
rivista: CLIOMETRICA () pp. 269-292 - issn: 1863-2505 - wos: WOS:000281238300002 (8) - scopus: 2-s2.0-77956010391 (11)
2108/14417 - 2010 -
Hyper-spherical and elliptical stochastic cycles Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF TIME SERIES ANALYSIS (MALDEN, USA:WILEY-BLACKWELL PUBLISHING, INC.
Clevedon, Avon: Tieto Ltd.) pp. 169-181 - issn: 0143-9782 - wos: WOS:000276793700004 (4) - scopus: 2-s2.0-77953342808 (3)
2108/14403 - 2010 -
Has the volatility of U.S. inflation changed and how? Grassi, Stefano; Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF TIME SERIES ECONOMETRICS (Berkeley, CA : Berkeley Electronic Press) pp. - - issn: 1941-1928 - wos: (0) - scopus: (0)
2108/14427 - 2009 -
Structural time series models for business cycle analysis Proietti, Tommaso - 03 - Contributo in libro
libro: Palgrave handbook of econometrics. Vol. 2, Applied econometrics - (978-1-4039-1799-7)
2108/14462 - 2009 -
Transformations and seasonal adjustment Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF TIME SERIES ANALYSIS (MALDEN, USA:WILEY-BLACKWELL PUBLISHING, INC.
Clevedon, Avon: Tieto Ltd.) pp. 47-69 - issn: 0143-9782 - wos: WOS:000262055700003 (12) - scopus: 2-s2.0-58149131696 (13)
2108/37040 - 2009 -
On the model-based interpretation of filters and the reliability of trend-cycle estimates Proietti, Tommaso - 01 - Articolo su rivista
rivista: ECONOMETRIC REVIEWS (-PHILADELPHIA:TAYLOR & FRANCIS INC,
-New York : Marcel Dekker, c1984-) pp. 186-208 - issn: 0747-4938 - wos: WOS:000261937600011 (8) - scopus: 2-s2.0-58149137008 (11)
2108/307302 - 2009 -
Structural time series models for business cycle analysis Proietti, Tommaso - 03 - Contributo in libro
libro: Handbook of econometrics. Vol. 2, Applied econometrics - N/A (9781403918000)
2108/41313 - 2008 -
Estimation of common factors under cross-sectional and temporal aggregation constraints: nowcasting monthly GDP and its main components Proietti, Tommaso - 02 - Intervento a convegno
congresso: Symposium on computational statistics (COMSTAT 2008) (Oporto (Portugal))
libro: COMPSTAT 2008: proceedings in computational statistics: 18th Symposium held in Porto, Portugal, 2008 / Paula Brito (Ed.) - (978-3-7908-2083-6)
2108/41297 - 2008 -
Real time estimation in local polynomial regression, with application to trend-cycle analysis Proietti, Tommaso - 01 - Articolo su rivista
rivista: THE ANNALS OF APPLIED STATISTICS (Bethesda, Maryland: Institute of Mathematical Statistics
Dues and Subscriptions Office
9650 Rockville Pike
Suite L3407A
Bethesda, Maryland 20814-3998.) pp. 1523-1553 - issn: 1932-6157 - wos: WOS:000262731100019 (12) - scopus: 2-s2.0-77957267755 (14)
2108/41311 - 2008 -
Temporal disaggregation and the adjustment of quarterly national accounts for seasonal and calendar effects Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF OFFICIAL STATISTICS (Stockholm: Statistics Sweden.) pp. 115-132 - issn: 0282-423X - wos: WOS:000268944900008 (2) - scopus: (0)
2108/41309 - 2008 -
Band spectral estimation for signal extraction Proietti, Tommaso - 01 - Articolo su rivista
rivista: ECONOMIC MODELLING (-[Amsterdam] : Elsevier Science Limited
-Guildford: Butterworth Scientific.) pp. 54-69 - issn: 0264-9993 - wos: WOS:000252878800005 (4) - scopus: 2-s2.0-37349122492 (4)
2108/14460 - 2007 -
Signal extraction and filtering by linear semiparametric methods Proietti, Tommaso - 01 - Articolo su rivista
rivista: COMPUTATIONAL STATISTICS & DATA ANALYSIS (Amsterdam: Elsevier Science) pp. 935-958 - issn: 0167-9473 - wos: WOS:000253365300026 (9) - scopus: 2-s2.0-35148895076 (10)
2108/14431 - 2007 -
Least squares regression: graduation and filters Proietti, Tommaso - 03 - Contributo in libro
libro: Measurement in economics: a handbook - (978-0-12-370489-4)
2108/14423 - 2007 -
Missing data in time series: a note on the equivalence of the dummy variable and the skipping approaches Proietti, Tommaso - 01 - Articolo su rivista
rivista: STATISTICS & PROBABILITY LETTERS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 257-264 - issn: 0167-7152 - wos: WOS:000253327100008 (2) - scopus: 2-s2.0-38149034338 (3)
2108/14466 - 2007 -
Estimating potential output and the output gap for the Euro area: a model-based production function approach Proietti, Tommaso - 01 - Articolo su rivista
rivista: EMPIRICAL ECONOMICS (Physica-Verlag GmBh & Company:Tiergartenstrasse 17, D 69121 Heidelberg Germany:011 49 6221 487492, INTERNET: http://www.springer.de, Fax: 011 49 6221 487177) pp. 85-113 - issn: 0377-7332 - wos: WOS:000248107300005 (28) - scopus: 2-s2.0-34447121850 (29)
2108/43295 - 2007 -
Special issue on statistical signal extraction and filtering, 2nd Proietti, Tommaso - 01 - Articolo su rivista
rivista: COMPUTATIONAL STATISTICS & DATA ANALYSIS (Amsterdam: Elsevier Science) pp. 817-820 - issn: 0167-9473 - wos: WOS:000253365300017 (2) - scopus: 2-s2.0-35148869163 (2)
2108/338 - 2007 -
Band spectral estimation for signal extraction Proietti, Tommaso - 99 - Altro
2108/348 - 2007 -
New proposals for the quantification of qualitative survey data Proietti, Tommaso - 99 - Altro
2108/14422 - 2006 -
On the estimation of nonlinearly aggregated mixed models Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS (American Statistical Association:1429 Duke Street:Alexandria, VA 22314:(888)231-3473, (703)684-1221, EMAIL: memdept@amstat.org, INTERNET: http://www.amstat.org, Fax: (703)684-2037) pp. 18-38 - issn: 1061-8600 - wos: WOS:000235953700002 (10) - scopus: 2-s2.0-33645642338 (10)
2108/14420 - 2006 -
Trend–cycle decompositions with correlated components Proietti, Tommaso - 01 - Articolo su rivista
rivista: ECONOMETRIC REVIEWS (-PHILADELPHIA:TAYLOR & FRANCIS INC,
-New York : Marcel Dekker, c1984-) pp. 61-84 - issn: 0747-4938 - wos: WOS:000235951200003 (33) - scopus: 2-s2.0-33644973593 (32)
2108/14456 - 2006 -
Temporal disaggregation by state space methods: dynamic regression methods revisited Proietti, Tommaso - 01 - Articolo su rivista
rivista: ECONOMETRICS JOURNAL (Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591) pp. 357-372 - issn: 1368-4221 - wos: WOS:000241673000001 (38) - scopus: 2-s2.0-33750442942 (42)
2108/14416 - 2006 -
Dynamic factor analysis with nonlinear temporal aggregation constraints Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS (Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591) pp. 281-300 - issn: 0035-9254 - wos: WOS:000235696600008 (36) - scopus: 2-s2.0-33644617194 (36)
2108/14426 - 2006 -
Measuring core inflation by multivariate structural time series models Proietti, Tommaso - 03 - Contributo in libro
libro: Optimisation, econometric and financial analysis - (978-3-540-36625-6)
2108/355 - 2006 -
Measuring core inflation by multivariate structural time series models Proietti, Tommaso - 99 - Altro
2108/14399 - 2005 -
Convergence in Italian regional per-capita GDP Proietti, Tommaso - 01 - Articolo su rivista
rivista: APPLIED ECONOMICS (Abingdon, UK: Routledge Taylor & Francis Group
-London: Chapman and Hall.) pp. 497-506 - issn: 0003-6846 - wos: WOS:000228186300002 (16) - scopus: 2-s2.0-16244414833 (25)
2108/14433 - 2005 -
Dating the Euro area business cycle Proietti, Tommaso - 03 - Contributo in libro
libro: Euro area business cycle: stylized facts and measurement issues - (1 898128 83 9)
2108/14396 - 2005 -
Forecasting and signal extraction with misspecified models Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF FORECASTING (Bognor Regis, United Kingdom: John Wiley & Sons Limited) pp. 539-556 - issn: 0277-6693 - wos: WOS:000234870000001 (12) - scopus: 2-s2.0-31344477347 (12)
2108/14436 - 2005 -
Business cycles in the new EU member countries and their conformity with the Euro area Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF BUSINESS CYCLE ANALYSIS AND MEASUREMENT (Paris : OECD) pp. 1-35 - issn: 1729-3618 - wos: (0) - scopus: (0)
2108/14398 - 2005 -
New algorithms for dating the business cycle Proietti, Tommaso - 01 - Articolo su rivista
rivista: COMPUTATIONAL STATISTICS & DATA ANALYSIS (Amsterdam: Elsevier Science) pp. 477-498 - issn: 0167-9473 - wos: WOS:000229358000012 (11) - scopus: 2-s2.0-17644394615 (15)
2108/14424 - 2005 -
Readings in unobserved components models Proietti, Tommaso - 04 - Monografia
2108/14395 - 2004 -
Dating business cycles: a methodological contribution with an application to the Euro area Proietti, Tommaso - 01 - Articolo su rivista
rivista: OXFORD BULLETIN OF ECONOMICS AND STATISTICS (Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591) pp. 537-564 - issn: 0305-9049 - wos: WOS:000223056400005 (53) - scopus: 2-s2.0-4744359712 (60)
2108/14397 - 2004 -
Seasonal specific structural time series models Proietti, Tommaso - 01 - Articolo su rivista
rivista: STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS (Berkeley Electronic Press:805 Camelia Street, Second Floor:Berkeley, CA 94710:(510)559-1500, EMAIL: info@bepress.com, INTERNET: http://www.bepress.com, Fax: (510)559-1550) pp. - - issn: 1081-1826 - wos: (0) - scopus: (0)
2108/14421 - 2003 -
Unobserved components models with correlated disturbances Proietti, Tommaso - 01 - Articolo su rivista
rivista: STATISTICAL METHODS & APPLICATIONS (Physica-Verlag, berlin) pp. 277-292 - issn: 1618-2510 - wos: (0) - scopus: 2-s2.0-84879158287 (1)
2108/14393 - 2003 -
Forecasting the U.S. unemployment rate Proietti, Tommaso - 01 - Articolo su rivista
rivista: COMPUTATIONAL STATISTICS & DATA ANALYSIS (Amsterdam: Elsevier Science) pp. 451-476 - issn: 0167-9473 - wos: WOS:000181550700012 (27) - scopus: 2-s2.0-0037471404 (30)
2108/14400 - 2003 -
Leave-k-out diagnostics in state space models Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF TIME SERIES ANALYSIS (MALDEN, USA:WILEY-BLACKWELL PUBLISHING, INC.
Clevedon, Avon: Tieto Ltd.) pp. 221-236 - issn: 0143-9782 - wos: WOS:000182292000009 (13) - scopus: 2-s2.0-0141991808 (15)
2108/14425 - 2002 -
Forecasting with structural time series models Proietti, Tommaso - 03 - Contributo in libro
libro: A Companion to economic forecasting - (0-631-21569-7)
Proietti, Tommaso - 01 - Articolo su rivista
rivista: ECONOMICS LETTERS (Amsterdam Netherlands: Elsevier BV) pp. 139-146 - issn: 0165-1765 - wos: WOS:000086756700003 (17) - scopus: 2-s2.0-0034410039 (22)
2108/14428 - 2000 -
The Seasonal adjustment of the Italian industrial production series Proietti, Tommaso - 03 - Contributo in libro
libro: Seasonal adjustment procedures : experiences and perspectives : proceedings of international Conference, 9-10 June, 1998 Rome, Italy - (8845802167)
2108/14392 - 2000 -
Comparing seasonal components for structural time series models Proietti, Tommaso - 01 - Articolo su rivista
rivista: INTERNATIONAL JOURNAL OF FORECASTING (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 247-260 - issn: 0169-2070 - wos: WOS:000087664900007 (34) - scopus: 2-s2.0-0007135998 (38)
2108/14435 - 1999 -
Alla ricerca di un indicatore del ciclo per l'Italia: un approccio basato sull'analisi fattoriale dinamica Proietti, Tommaso - 03 - Contributo in libro
libro: Modelli e strumenti per l'analisi economica a breve termine. - Annali di statistica, v. 17 - ()
2108/14458 - 1999 -
Misurazione dell'inflazione: il ruolo dei prodotti a rilevazione trimestrale Proietti, Tommaso - 01 - Articolo su rivista
rivista: CONGIUNTURA (pubblicata a Udine, senza indicazione editore) pp. 65-79 - issn: 1827-0727 - wos: (0) - scopus: (0)
2108/14372 - 1998 -
Spurious periodic autoregressions Proietti, Tommaso - 01 - Articolo su rivista
rivista: ECONOMETRICS JOURNAL (Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591) pp. 1-23 - issn: 1368-4221 - wos: (0) - scopus: (0)
2108/14391 - 1998 -
Characterising asymmetries in business cycles using smooth transition structural time series models Proietti, Tommaso - 01 - Articolo su rivista
rivista: STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS (Berkeley Electronic Press:805 Camelia Street, Second Floor:Berkeley, CA 94710:(510)559-1500, EMAIL: info@bepress.com, INTERNET: http://www.bepress.com, Fax: (510)559-1550) pp. 141-156 - issn: 1081-1826 - wos: WOS:000081902900002 (9) - scopus: (0)
2108/14402 - 1998 -
Distribution and interpolation revisited: a structural approach Proietti, Tommaso - 01 - Articolo su rivista
rivista: STATISTICA (CLUEB / Cooperativa Libraria Universitaria Editrice Balogna:via Marsala 31, I 40126 Bologna Italy:011 39 051 220736, 011 39 051 224780, EMAIL: clueb@clueb.com, Fax: 011 39 051 237758) pp. 411-432 - issn: 0390-590X - wos: (0) - scopus: (0)
2108/14368 - 1998 -
Seasonal heteroscedasticity and trends Proietti, Tommaso - 01 - Articolo su rivista
rivista: JOURNAL OF FORECASTING (Bognor Regis, United Kingdom: John Wiley & Sons Limited) pp. 1-17 - issn: 0277-6693 - wos: WOS:000072240000001 (16) - scopus: 2-s2.0-0031705067 (18)
2108/14367 - 1997 -
Short run dynamics in cointegrated systems Proietti, Tommaso - 01 - Articolo su rivista
rivista: OXFORD BULLETIN OF ECONOMICS AND STATISTICS (Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591) pp. 405-422 - issn: 0305-9049 - wos: WOS:A1997XP67400006 (35) - scopus: 2-s2.0-0031521967 (46)