Giacomo Sbrana
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Sbrana |
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- Measuring core inflation in Italy comparing aggregate vs. disaggregate price data (RePEc:afc:cliome:v:5:y:2011:i:3:p:239-258)
by Giacomo Sbrana & Andrea Silvestrini - Forecasting damped trend exponential smoothing: an algebraic viewpoint (RePEc:afc:wpaper:10-08)
by Giacomo Sbrana - The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions (RePEc:afc:wpaper:10-09)
by Giacomo Sbrana - Some Financial Implications of Global Warming: an Empirical Assessment (RePEc:ags:feemci:268728)
by Morana, Claudio & Sbrana, Giacomo - Temperature Anomalies, Radiative Forcing and ENSO (RePEc:ags:feemmi:253732)
by Morana, Claudio & Sbrana, Giacomo - Short term inflation forecasting: the M.E.T.A. approach (RePEc:bdi:wptemi:td_1016_15)
by Giacomo Sbrana & Andrea Silvestrini & Fabrizio Venditti - Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework (RePEc:bdi:wptemi:td_929_13)
by Giacomo Sbrana & Andrea Silvestrini - Random switching exponential smoothing and inventory forecasting (RePEc:bdi:wptemi:td_971_14)
by Giacomo Sbrana & Andrea Silvestrini - Determinants And Dynamics Of Schooling And Child Labour In Bolivia (RePEc:bla:buecrs:v:65:y:2013:i::p:s17-s37)
by Francesco Grigoli & Giacomo Sbrana - Structural time series models and aggregation: some analytical results (RePEc:bla:jtsera:v:32:y:2011:i:3:p:315-316)
by Giacomo Sbrana - What do we know about comparing aggregate and disaggregate forecasts? (RePEc:cor:louvco:2009020)
by SBRANA, Giacomo & SILVESTRINI, Andrea - Aggregation of exponential smoothing processes with an application to portfolio risk evaluation (RePEc:cor:louvco:2010039)
by SBRANA, Giacomo & SILVESTRINI, Andrea - “Some financial implications of global warming: An empirical assessment" (RePEc:crp:wpaper:175)
by Claudio Morana & Giacomo Sbrana - Multivariate Trend–Cycle Extraction With The Hodrick–Prescott Filter (RePEc:cup:macdyn:v:21:y:2017:i:06:p:1336-1360_00)
by Poloni, Federico & Sbrana, Giacomo - The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions (RePEc:eee:ecmode:v:30:y:2013:i:c:p:311-316)
by Sbrana, Giacomo - Climate change implications for the catastrophe bonds market: An empirical analysis (RePEc:eee:ecmode:v:81:y:2019:i:c:p:274-294)
by Morana, Claudio & Sbrana, Giacomo - Closed-form results for vector moving average models with a univariate estimation approach (RePEc:eee:ecosta:v:10:y:2019:i:c:p:27-52)
by Poloni, Federico & Sbrana, Giacomo - Short-term inflation forecasting: The M.E.T.A. approach (RePEc:eee:intfor:v:33:y:2017:i:4:p:1065-1081)
by Sbrana, Giacomo & Silvestrini, Andrea & Venditti, Fabrizio - Random coefficient state-space model: Estimation and performance in M3–M4 competitions (RePEc:eee:intfor:v:38:y:2022:i:1:p:352-366)
by Sbrana, Giacomo & Silvestrini, Andrea - The RWDAR model: A novel state-space approach to forecasting (RePEc:eee:intfor:v:39:y:2023:i:2:p:922-937)
by Sbrana, Giacomo & Silvestrini, Andrea - Optimal hierarchical EWMA forecasting (RePEc:eee:intfor:v:40:y:2024:i:2:p:616-625)
by Sbrana, Giacomo & Pelagatti, Matteo - Aggregation of exponential smoothing processes with an application to portfolio risk evaluation (RePEc:eee:jbfina:v:37:y:2013:i:5:p:1437-1450)
by Sbrana, Giacomo & Silvestrini, Andrea - A closed-form estimator for the multivariate GARCH(1,1) model (RePEc:eee:jmvana:v:120:y:2013:i:c:p:152-162)
by Sbrana, Giacomo & Poloni, Federico - Feasible generalized least squares estimation of multivariate GARCH(1, 1) models (RePEc:eee:jmvana:v:129:y:2014:i:c:p:151-159)
by Poloni, Federico & Sbrana, Giacomo - Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework (RePEc:eee:proeco:v:146:y:2013:i:1:p:185-198)
by Sbrana, Giacomo & Silvestrini, Andrea - Random switching exponential smoothing and inventory forecasting (RePEc:eee:proeco:v:156:y:2014:i:c:p:283-294)
by Sbrana, Giacomo & Silvestrini, Andrea - A note on forecasting demand using the multivariate exponential smoothing framework (RePEc:eee:proeco:v:162:y:2015:i:c:p:143-150)
by Poloni, Federico & Sbrana, Giacomo - Random switching exponential smoothing: A new estimation approach (RePEc:eee:proeco:v:211:y:2019:i:c:p:211-220)
by Sbrana, Giacomo & Silvestrini, Andrea - Forecasting with the damped trend model using the structural approach (RePEc:eee:proeco:v:226:y:2020:i:c:s0925527320300505)
by Sbrana, Giacomo & Silvestrini, Andrea - Temperature Anomalies, Radiative Forcing and ENSO (RePEc:fem:femwpa:2017.09)
by Claudio Morana & Giacomo Sbrana - Some Financial Implications of Global Warming: an Empirical Assessment (RePEc:fem:femwpa:2018.01)
by Claudio Morana & Giacomo Sbrana - Testing for Model Selection in Predicting Aggregate Variables (RePEc:gde:journl:gde_v66_n1_p3-28)
by Giacomo Sbrana - The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions (RePEc:hal:journl:hal-00779344)
by Giacomo Sbrana - Aggregation of exponential smoothing processes with an application to portfolio risk evaluation (RePEc:hal:journl:hal-00779483)
by Giacomo Sbrana & Andrea Silvestrini - Determinants and dynamics of schooling and child labor in Bolivia (RePEc:hal:journl:hal-00779674)
by Francesco Grigoli & Giacomo Sbrana - Temporal aggregation of cyclical models with business cycle applications (RePEc:hal:journl:hal-00809247)
by Giacomo Sbrana & Andrea Silvestrini - Temperature anomalies, radiative forcing and ENSO (RePEc:mib:wpaper:361)
by Claudio, Morana & Giacomo, Sbrana - Some Financial Implications of Global Warming: An Empirical Assessment (RePEc:mib:wpaper:377)
by Claudio, Morana & Giacomo, Sbrana - Estimating high dimensional multivariate stochastic volatility models (RePEc:mib:wpaper:428)
by Matteo Pelagatti & Giacomo Sbrana - Temperature anomalies, radiative forcing and ENSO (RePEc:rim:rimwps:17-06)
by Claudio Morana & Giacomo Sbrana - Some financial implications of global warming: An empirical assessment (RePEc:rim:rimwps:18-09)
by Claudio Morana & Giacomo Sbrana - Aggregation and marginalization of GARCH processes: some further results (RePEc:spr:metron:v:70:y:2012:i:2:p:165-172)
by Giacomo Sbrana - On the use of area-wide models in the Euro-zone (RePEc:spr:stmapp:v:17:y:2008:i:4:p:499-518)
by Giacomo Sbrana - Temporal aggregation of cyclical models with business cycle applications (RePEc:spr:stmapp:v:21:y:2012:i:1:p:93-107)
by Giacomo Sbrana & Andrea Silvestrini - Comparing aggregate and disaggregate forecasts of first order moving average models (RePEc:spr:stpapr:v:53:y:2012:i:2:p:255-263)
by Giacomo Sbrana & Andrea Silvestrini - Modelling intermittent time series and forecasting COVID-19 spread in the USA (RePEc:taf:tjorxx:v:74:y:2023:i:2:p:465-475)
by Giacomo Sbrana - Determinants and dynamics of schooling and child labor in Bolivia (RePEc:wbk:wbrwps:5534)
by Grigoli, Francesco & Sbrana, Giacomo - Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate (RePEc:wly:jforec:v:31:y:2012:i:1:p:85-98)
by Giacomo Sbrana