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Tommaso Proietti · Study
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Author
Tommaso Proietti
22 works
· latest 2014
· 4 institutions
cluster: provisional
ORCID 0000-0001-5285-7522
Works
22 shown
Outlier Detection in Structural Time Series Models: The Indicator Saturation Approach
International Journal of Forecasting
·
2014
·
2 authors
·
Open access
47
citations
Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints
International Statistical Review
·
2011
·
1 author
31
citations
Does the Box-Cox transformation help in forecasting macroeconomic time series?
Munich Personal RePEc Archive (Ludwig Maximilian University of Munich)
·
2011
·
1 author
·
report
55
citations
EUROMIND: A Monthly Indicator of the Euro Area Economic Conditions
Journal of the Royal Statistical Society Series A (Statistics in Society)
·
2010
·
4 authors
93
citations
Has the Volatility of U.S. Inflation Changed and How?
Journal of Time Series Econometrics
·
2010
·
2 authors
20
citations
Survey data as coincident or leading indicators
Journal of Forecasting
·
2009
·
4 authors
·
Open access
48
citations
Structural Time Series Models for Business Cycle Analysis
Palgrave Macmillan UK eBooks
·
2009
·
1 author
·
chapter
·
Open access
18
citations
Growth Accounting for the Euro Area: A Structural Approach
SSRN Electronic Journal
·
2007
·
2 authors
·
preprint
·
Open access
28
citations
Temporal disaggregation by state space methods: Dynamic regression methods revisited
Econometrics Journal
·
2006
·
1 author
83
citations
Estimating potential output and the output gap for the euro area: a model-based production function approach
Empirical Economics
·
2006
·
3 authors
75
citations
Trend–Cycle Decompositions with Correlated Components
Econometric Reviews
·
2006
·
1 author
83
citations
Dynamic Factor Analysis with Non-Linear Temporal Aggregation Constraints
Journal of the Royal Statistical Society Series C (Applied Statistics)
·
2006
·
2 authors
106
citations
Business Cycles in the New EU Member Countries and their Conformity with the Euro Area
Journal of Business Cycle Measurement and Analysis
·
2005
·
3 authors
22
citations
Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area
Oxford Bulletin of Economics and Statistics
·
2004
·
3 authors
128
citations
New algorithms for dating the business cycle
Computational Statistics & Data Analysis
·
2004
·
1 author
20
citations
Characterising the Business Cycle for Accession Countries
SSRN Electronic Journal
·
2004
·
3 authors
·
preprint
·
Open access
72
citations
Forecasting the US unemployment rate
Computational Statistics & Data Analysis
·
2003
·
1 author
102
citations
Dating the Euro Area Business Cycle
SSRN Electronic Journal
·
2003
·
3 authors
·
preprint
·
Open access
108
citations
Dating the Euro Area Business Cycle
RePEc: Research Papers in Economics
·
2003
·
3 authors
·
preprint
·
Open access
40
citations
Comparing seasonal components for structural time series models
International Journal of Forecasting
·
2000
·
1 author
67
citations
Characterizing Asymmetries in Business Cycles Using Smooth-Transition Structural Time-Series Models
Studies in Nonlinear Dynamics and Econometrics
·
1998
·
1 author
27
citations
Short‐Run Dynamics in Cointegrated Systems
Oxford Bulletin of Economics and Statistics
·
1997
·
1 author
135
citations