Alessandro Giovannelli
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- On the Selection of Common Factors for Macroeconomic Forecasting (RePEc:aah:create:2014-46)
by Alessandro Giovannelli & Tommaso Proietti - A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices (RePEc:aah:create:2017-20)
by Tommaso Proietti & Alessandro Giovannelli - The Forecasting performance of the Factor model with Martingale Difference errors (RePEc:arx:papers:2205.10256)
by Luca Mattia Rolla & Alessandro Giovannelli - Band-Pass Filtering with High-Dimensional Time Series (RePEc:arx:papers:2305.06618)
by Alessandro Giovannelli & Marco Lippi & Tommaso Proietti - Nowcasting monthly GDP with big data: A model averaging approach (RePEc:bla:jorssa:v:184:y:2021:i:2:p:683-706)
by Tommaso Proietti & Alessandro Giovannelli - Dynamic Factor model with infinite dimensional factor space: forecasting (RePEc:cpr:ceprdp:11161)
by Forni, Mario & Giovannelli, Alessandro & Lippi, Marco & Soccorsi, Stefano - Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting (RePEc:eca:wpaper:2013/228908)
by Mario Forni & Alessandro Giovannelli & Marco Lippi & Stefano Soccorsi - Forecasting stock returns with large dimensional factor models (RePEc:eee:empfin:v:63:y:2021:i:c:p:252-269)
by Giovannelli, Alessandro & Massacci, Daniele & Soccorsi, Stefano - Are GDP forecasts optimal? Evidence on European countries (RePEc:eee:intfor:v:36:y:2020:i:3:p:963-973)
by Giovannelli, Alessandro & Pericoli, Filippo Maria - Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach (RePEc:eee:intfor:v:37:y:2021:i:4:p:1376-1398)
by Proietti, Tommaso & Giovannelli, Alessandro & Ricchi, Ottavio & Citton, Ambra & Tegami, Christían & Tinti, Cristina - Corporate social responsibility and earnings forecasting unbiasedness (RePEc:eee:jbfina:v:37:y:2013:i:9:p:3654-3668)
by Becchetti, Leonardo & Ciciretti, Rocco & Giovannelli, Alessandro - Forecasting Stock Returns with Large Dimensional Factor Models (RePEc:lan:wpaper:305661169)
by Alessandro Giovannelli & Daniele Massacci & Stefano Soccorsi - Dynamic Factor model with infinite dimensional factor space: forecasting (RePEc:mod:recent:120)
by Mario Forni & Alessandro Giovannelli & Marco Lippi & Stefano Soccorsi - Nonlinear Forecasting Using a Large Number of Predictors (RePEc:mul:jqat1f:doi:10.1427/36444:y:2012:i:1:p:143-150)
by Alessandro Giovannelli - A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices (RePEc:oup:biomet:v:105:y:2018:i:4:p:783-795.)
by Tommaso Proietti & Alessandro Giovannelli - On the Selection of Common Factors for Macroeconomic Forecasting (RePEc:pra:mprapa:60673)
by Giovannelli, Alessandro & Proietti, Tommaso - Corporate Social Responsibility and Earnings Forecasting Unbiasedness (RePEc:rtv:ceisrp:233)
by Leonardo Becchetti & Rocco Ciciretti & Alessandro Giovannelli - Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies (RePEc:rtv:ceisrp:255)
by Alessandro Giovannelli - On the Selection of Common Factors for Macroeconomic Forecasting (RePEc:rtv:ceisrp:332)
by Alessandro Giovannelli & Tommaso Proietti - A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices (RePEc:rtv:ceisrp:410)
by Tommaso Proietti & Alessandro Giovannelli - Nowcasting Monthly GDP with Big Data: a Model Averaging Approach (RePEc:rtv:ceisrp:482)
by Tommaso Proietti & Alessandro Giovannelli - Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach (RePEc:rtv:ceisrp:489)
by Alessandro Giovannelli & Tommaso Proietti & Ambra Citton & Ottavio Ricchi & Cristian Tegami & Cristina Tinti - A Test of Sufficient Condition for Infinite-step Granger Noncausality in Infinite Order Vector Autoregressive Process (RePEc:rtv:ceisrp:496)
by Umberto Triacca & Olivier Damette & Alessandro Giovannelli - Band-Pass Filtering with High-Dimensional Time Series (RePEc:rtv:ceisrp:559)
by Alessandro Giovannelli & Marco Lippi & Tommaso Proietti - On the impact of serial dependence on penalized regression methods (RePEc:ssa:lemwps:2022/21)
by Simone Tonini & Francesca Chiaromonte & Alessandro Giovannelli - Dynamic factor model with infinite‐dimensional factor space: Forecasting (RePEc:wly:japmet:v:33:y:2018:i:5:p:625-642)
by Mario Forni & Alessandro Giovannelli & Marco Lippi & Stefano Soccorsi