Tommaso Proietti
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Tommaso |
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Proietti |
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Affiliations
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Università degli Studi di Roma "Tor Vergata"
/ Facoltà di Economia
/ Dipartimento di Economia e Finanza
Research profile
author of:
- Bayesian stochastic model specification search for seasonal and calendar effects (RePEc:aah:create:2011-08)
by Stefano Grassi & Tommaso Proietti - Characterizing economic trends by Bayesian stochastic model specification search (RePEc:aah:create:2011-16)
by Stefano Grassi & Tommaso Proietti - Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search (RePEc:aah:create:2011-30)
by Stefano Grassi & Tommaso Proietti - The Exponential Model for the Spectrum of a Time Series: Extensions and Applications (RePEc:aah:create:2013-34)
by Tommaso Proietti & Alessandra Luati - Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach (RePEc:aah:create:2014-20)
by Martyna Marczak & Tommaso Proietti - On the Selection of Common Factors for Macroeconomic Forecasting (RePEc:aah:create:2014-46)
by Alessandro Giovannelli & Tommaso Proietti - EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area (RePEc:aah:create:2015-12)
by Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi - Generalised partial autocorrelations and the mutual information between past and future (RePEc:aah:create:2015-24)
by Tommaso Proietti & Alessandra Luati - Seasonal Changes in Central England Temperatures (RePEc:aah:create:2015-28)
by Tommaso Proietti & Eric Hillebrand - Exponential Smoothing, Long Memory and Volatility Prediction (RePEc:aah:create:2015-51)
by Tommaso Proietti - A generalized exponential time series regression model for electricity prices (RePEc:aah:create:2016-08)
by Niels Haldrup & Oskar Knapik & Tommaso Proietti - A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices (RePEc:aah:create:2017-20)
by Tommaso Proietti & Alessandro Giovannelli - Spikes and memory in (Nord Pool) electricity price spot prices (RePEc:aah:create:2017-39)
by Tommaso Proietti & Niels Haldrup & Oskar Knapik - The effects of unification: markets, policy, and cyclical convergence in Italy, 1861–1913 (RePEc:afc:cliome:v:4:y:2010:i:3:p:269-292)
by Carlo Ciccarelli & Stefano Fenoaltea & Tommaso Proietti - Band-Pass Filtering with High-Dimensional Time Series (RePEc:arx:papers:2305.06618)
by Alessandro Giovannelli & Marco Lippi & Tommaso Proietti - Estimation of Common Factors under Cross‐Sectional and Temporal Aggregation Constraints (RePEc:bla:istatr:v:79:y:2011:i:3:p:455-476)
by Tommaso Proietti - Seasonality, Forecast Extensions And Business Cycle Uncertainty (RePEc:bla:jecsur:v:26:y:2012:i:4:p:555-569)
by Tommaso Proietti - EUROMIND: a monthly indicator of the euro area economic conditions (RePEc:bla:jorssa:v:174:y:2011:i:2:p:439-470)
by Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti - Seasonal changes in central England temperatures (RePEc:bla:jorssa:v:180:y:2017:i:3:p:769-791)
by Tommaso Proietti & Eric Hillebrand - 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 analysis with non‐linear temporal aggregation constraints (RePEc:bla:jorssc:v:55:y:2006:i:2:p:281-300)
by Tommaso Proietti & Filippo Moauro - Leave‐K‐Out Diagnostics In State‐Space Models (RePEc:bla:jtsera:v:24:y:2003:i:2:p:221-236)
by Tommaso Proietti - Transformations and seasonal adjustment (RePEc:bla:jtsera:v:30:y:2009:i:1:p:47-69)
by Tommaso Proietti & Marco Riani - Hyper‐spherical and elliptical stochastic cycles (RePEc:bla:jtsera:v:31:y:2010:i:3:p:169-181)
by Alessandra Luati & Tommaso Proietti - Peaks, gaps, and time‐reversibility of economic time series (RePEc:bla:jtsera:v:44:y:2023:i:1:p:43-68)
by Tommaso Proietti - Short-Run Dynamics in Cointegrated Systems (RePEc:bla:obuest:v:59:y:1997:i:3:p:405-22)
by Proietti, Tommaso - Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area (RePEc:bla:obuest:v:66:y:2004:i:4:p:537-565)
by Michael Artis & Massimiliano Marcellino & Tommaso Proietti - A seasonal integration analysis of the italian consumption quarterly time series (RePEc:bot:quadip:39)
by Pierluigi Daddi & Tommaso Proietti - Structural properties of the new quarterly series on consumption (RePEc:bot:quadip:45)
by Tommaso Proietti - A seasonal integration analysis of the italian consumption quarterly time series (RePEc:bot:quadip:wpaper:39)
by Pierluigi Daddi & Tommaso Proietti - Structural properties of the new quarterly series on consumption (RePEc:bot:quadip:wpaper:45)
by Tommaso Proietti - Has the Volatility of U.S. Inflation Changed and How? (RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:6)
by Grassi Stefano & Proietti Tommaso - Extracting the Cyclical Component in Hours Worked (RePEc:bpj:sndecm:v:15:y:2011:i:3:n:5)
by Bernardi Mauro & Della Corte Giuseppe & Proietti Tommaso - Characterizing Asymmetries in Business Cycles Using Smooth-Transition Structural Time-Series Models (RePEc:bpj:sndecm:v:3:y:1998:i:3:n:2)
by Proietti Tommaso - Introduction (RePEc:bpj:sndecm:v:8:y:2004:i:2:n:1)
by Dagum Estela Bee & Proietti Tommaso - Seasonal Specific Structural Time Series (RePEc:bpj:sndecm:v:8:y:2004:i:2:n:16)
by Proietti Tommaso - Dating the Euro Area Business Cycle (RePEc:cpr:ceprdp:3696)
by Artis, Michael & Marcellino, Massimiliano & Proietti, Tommaso - Characterizing the Business Cycle for Accession Countries (RePEc:cpr:ceprdp:4457)
by Artis, Michael & Marcellino, Massimiliano & Proietti, Tommaso - A Monthly Indicator of the Euro Area GDP (RePEc:cpr:ceprdp:7007)
by Marcellino, Massimiliano & Proietti, Tommaso & Frale, Cecilia & Mazzi, Gian Luigi - On The Spectral Properties Of Matrices Associated With Trend Filters (RePEc:cup:etheor:v:26:y:2010:i:04:p:1247-1261_99)
by Luati, Alessandra & Proietti, Tommaso - Growth accounting for the euro area: a structural approach (RePEc:ecb:ecbwps:2007804)
by Musso, Alberto & Proietti, Tommaso - Spurious periodic autoregressions (RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c1-c22)
by Tommaso Proietti - Temporal disaggregation by state space methods: Dynamic regression methods revisited (RePEc:ect:emjrnl:v:9:y:2006:i:3:p:357-372)
by Tommaso Proietti - State space modeling of Gegenbauer processes with long memory (RePEc:eee:csdana:v:100:y:2016:i:c:p:115-130)
by Dissanayake, G.S. & Peiris, M.S. & Proietti, T. - Forecasting the US unemployment rate (RePEc:eee:csdana:v:42:y:2003:i:3:p:451-476)
by Proietti, Tommaso - New algorithms for dating the business cycle (RePEc:eee:csdana:v:49:y:2005:i:2:p:477-498)
by Proietti, Tommaso - 2nd Special Issue on Statistical Signal Extraction and Filtering (RePEc:eee:csdana:v:52:y:2007:i:2:p:817-820)
by Pollock, D.S.G. & Proietti, Tommaso - Signal extraction and filtering by linear semiparametric methods (RePEc:eee:csdana:v:52:y:2007:i:2:p:935-958)
by Proietti, Tommaso - Characterising economic trends by Bayesian stochastic model specification search (RePEc:eee:csdana:v:71:y:2014:i:c:p:359-374)
by Grassi, S. & Proietti, T. - Band spectral estimation for signal extraction (RePEc:eee:ecmode:v:25:y:2008:i:1:p:54-69)
by Proietti, Tommaso - A Beveridge-Nelson smoother (RePEc:eee:ecolet:v:67:y:2000:i:2:p:139-146)
by Proietti, Tommaso & Harvey, Andrew - The generalised autocovariance function (RePEc:eee:econom:v:186:y:2015:i:1:p:245-257)
by Proietti, Tommaso & Luati, Alessandra - Modelling cycles in climate series: The fractional sinusoidal waveform process (RePEc:eee:econom:v:239:y:2024:i:1:s0304407622000987)
by Proietti, Tommaso & Maddanu, Federico - Seasonality in High Frequency Time Series (RePEc:eee:ecosta:v:27:y:2023:i:c:p:62-82)
by Proietti, Tommaso & Pedregal, Diego J. - A data-cleaning augmented Kalman filter for robust estimation of state space models (RePEc:eee:ecosta:v:5:y:2018:i:c:p:107-123)
by Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano - Comparing seasonal components for structural time series models (RePEc:eee:intfor:v:16:y:2000:i:2:p:247-260)
by [Reference to Proietti], Tommaso - Direct and iterated multistep AR methods for difference stationary processes (RePEc:eee:intfor:v:27:y::i:2:p:266-280)
by Proietti, Tommaso - Direct and iterated multistep AR methods for difference stationary processes (RePEc:eee:intfor:v:27:y:2011:i:2:p:266-280)
by Proietti, Tommaso - Does the Box–Cox transformation help in forecasting macroeconomic time series? (RePEc:eee:intfor:v:29:y:2013:i:1:p:88-99)
by Proietti, Tommaso & Lütkepohl, Helmut - EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries (RePEc:eee:intfor:v:31:y:2015:i:3:p:712-738)
by Grassi, Stefano & Proietti, Tommaso & Frale, Cecilia & Marcellino, Massimiliano & Mazzi, Gianluigi - Outlier detection in structural time series models: The indicator saturation approach (RePEc:eee:intfor:v:32:y:2016:i:1:p:180-202)
by Marczak, Martyna & Proietti, Tommaso - Forecasting volatility with time-varying leverage and volatility of volatility effects (RePEc:eee:intfor:v:36:y:2020:i:4:p:1301-1317)
by Catania, Leopoldo & Proietti, Tommaso - 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 - Missing data in time series: A note on the equivalence of the dummy variable and the skipping approaches (RePEc:eee:stapro:v:78:y:2008:i:3:p:257-264)
by Proietti, Tommaso - The Multistep Beveridge-Nelson Decomposition (RePEc:eei:rpaper:eeri_rp_2009_24)
by Tommaso Proietti - Characterizing economic trends by Bayesian stochastic model specification search (RePEc:eei:rpaper:eeri_rp_2010_25)
by Stefano Grassi & Tommaso Proietti - Patterns of industrial specialisation in post-unification Italy (RePEc:ehs:wpaper:11010)
by Carlo Ciccarelli & Tommaso Proietti - Maximum likelihood estimation of time series models: the Kalman filter and beyond (RePEc:elg:eechap:14327_15)
by Tommaso Proietti & Alessandra Luati - On the Selection of Common Factors for Macroeconomic Forecasting (RePEc:eme:aecozz:s0731-905320150000035015)
by Tommaso Proietti - Estimating Potential Output and the Output Gap for the Euro Area: a Model-Based Production Function Approach (RePEc:eui:euiwps:eco2002/09)
by Tommaso PROIETTI & Alberto MUSSO & Thomas WESTERMANN - Seasonal Specific Structural Time Series Models (RePEc:eui:euiwps:eco2002/10)
by Tommaso PROIETTI - Some Reflections on Trend-Cycle Decompositions with Correlated Components (RePEc:eui:euiwps:eco2002/23)
by Tommaso PROIETTI - Dating the Euro Area Business Cycle (RePEc:eui:euiwps:eco2002/24)
by Michael ARTIS & Massimiliano MARCELLINO & Tommaso PROIETTI - A Monthly Indicator of the Euro Area GDP (RePEc:eui:euiwps:eco2008/32)
by Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti - Survey Data as Coicident or Leading Indicators (RePEc:eui:euiwps:eco2009/19)
by Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti - Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series? (RePEc:eui:euiwps:eco2011/29)
by Tommaso Proietti & Helmut Luetkepohl - Dating the Euro Area Business Cycle (RePEc:igi:igierp:237)
by Michael Artis & Massimiliano Marcellino & Tommaso Proietti - Characterising the Business Cycle for Accession Countries (RePEc:igi:igierp:261)
by Michael Artis & Massimiliano Marcellino & Tommaso Proietti - Survey Data as Coincident or Leading Indicators (RePEc:itt:wpaper:wp2009-3)
by Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti - Persistence of Shocks on Seasonal Processes (RePEc:jae:japmet:v:11:y:1996:i:4:p:383-98)
by Proietti, Tommaso - Forecasting and signal extraction with misspecified models (RePEc:jof:jforec:v:24:y:2005:i:8:p:539-556)
by Tommaso Proietti - Survey data as coincident or leading indicators (RePEc:jof:jforec:v:29:y:2010:i:1-2:p:109-131)
by Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti - New proposals for the quantification of qualitative survey data (RePEc:jof:jforec:v:30:y:2011:i:4:p:393-408)
by Tommaso Proietti & Cecilia Frale - Business Cycles in the New EU Member Countries and their Conformity with the Euro Area (RePEc:oec:stdkaa:5km7v183wfr5)
by Michael Artis & Massimiliano Marcellino & Tommaso Proietti - 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 - Component-wise Representations of Long-memory Models and Volatility Prediction (RePEc:oup:jfinec:v:14:y:2016:i:4:p:668-692.)
by Tommaso Proietti - Readings in Unobserved Components Models (RePEc:oxp:obooks:9780199278695)
by None - A Systemic Approach to Estimating the Output Gap for the Italian Economy (RePEc:pal:compes:v:62:y:2020:i:3:d:10.1057_s41294-020-00127-y)
by Tommaso Proietti & Marco Fioramanti & Cecilia Frale & Libero Monteforte - Structural Time Series Models for Business Cycle Analysis (RePEc:pal:palchp:978-0-230-24440-5_9)
by Tommaso Proietti - Direct and iterated multistep AR methods for difference stationary processes (RePEc:pra:mprapa:10859)
by Proietti, Tommaso - Has the Volatility of U.S. Inflation Changed and How? (RePEc:pra:mprapa:11453)
by Grassi, Stefano & Proietti, Tommaso - On the Spectral Properties of Matrices Associated with Trend Filters (RePEc:pra:mprapa:11502)
by Luati, Alessandra & Proietti, Tommaso - Hyper-spherical and Elliptical Stochastic Cycles (RePEc:pra:mprapa:15169)
by Luati, Alessandra & Proietti, Tommaso - The Multistep Beveridge-Nelson Decomposition (RePEc:pra:mprapa:15345)
by Proietti, Tommaso - Low-Pass Filter Design using Locally Weighted Polynomial Regression and Discrete Prolate Spheroidal Sequences (RePEc:pra:mprapa:15510)
by Proietti, Tommaso & Luati, Alessandra - Seasonality, Forecast Extensions and Business Cycle Uncertainty (RePEc:pra:mprapa:20868)
by Proietti, Tommaso - Trend Estimation (RePEc:pra:mprapa:21607)
by Proietti, Tommaso - Characterizing economic trends by Bayesian stochastic model specifi cation search (RePEc:pra:mprapa:22569)
by Grassi, Stefano & Proietti, Tommaso - Bayesian stochastic model specification search for seasonal and calendar effects (RePEc:pra:mprapa:27305)
by Tommaso, Proietti & Stefano, Grassi - The Variance Profile (RePEc:pra:mprapa:30378)
by Luati, Alessandra & Proietti, Tommaso & Reale, Marco - Patterns of industrial specialisation in post-Unification Italy (RePEc:pra:mprapa:30431)
by Ciccarelli, Carlo & Proietti, Tommaso - Does the Box-Cox transformation help in forecasting macroeconomic time series? (RePEc:pra:mprapa:32294)
by Tommaso, Proietti & Helmut, Luetkepohl - Maximum likelihood estimation of time series models: the Kalman filter and beyond (RePEc:pra:mprapa:39600)
by Tommaso, Proietti & Alessandra, Luati - The Generalised Autocovariance Function (RePEc:pra:mprapa:43711)
by Tommaso, Proietti & Alessandra, Luati - The Exponential Model for the Spectrum of a Time Series: Extensions and Applications (RePEc:pra:mprapa:45280)
by Proietti, Tommaso & Luati, Alessandra - Exponential Smoothing, Long Memory and Volatility Prediction (RePEc:pra:mprapa:57230)
by Proietti, Tommaso - On the Selection of Common Factors for Macroeconomic Forecasting (RePEc:pra:mprapa:60673)
by Giovannelli, Alessandro & Proietti, Tommaso - Structural Time Series Modelling of Capacity Utilisation (RePEc:pra:mprapa:62621)
by Proietti, Tommaso - Structural Time Series Models for Business Cycle Analysis (RePEc:pra:mprapa:6854)
by Proietti, Tommaso - Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components (RePEc:pra:mprapa:6860)
by Proietti, Tommaso - Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies (RePEc:pra:mprapa:7862)
by Proietti, Tommaso & Riani, Marco - The comovements of construction in Italy's regions, 1861-1913 (RePEc:pra:mprapa:8870)
by Ciccarelli, Carlo & Fenoaltea, Stefano & Proietti, Tommaso - On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing (RePEc:pra:mprapa:8910)
by Luati, Alessandra & Proietti, Tommaso - Extracting the Cyclical Component in Hours Worked: a Bayesian Approach (RePEc:pra:mprapa:8967)
by Bernardi, Mauro & Della Corte, Giuseppe & Proietti, Tommaso - CEIS Research Paper (RePEc:rtv:ceisrp)
from Tor Vergata University, CEIS as editor - Band Spectral Estimation for Signal Extraction (RePEc:rtv:ceisrp:104)
by Tommaso Proietti - Structural Time Series Models for Business Cycle Analysis (RePEc:rtv:ceisrp:109)
by Tommaso Proietti - Real Time Estimation in Local Polynomial Regression, with Application to Trend-Cycle Analysis (RePEc:rtv:ceisrp:112)
by Tommaso Proietti & Alessandra Luati - The Effects of Unification: Markets, Policy and Cyclical Convergence in Italy, 1861-1913 (RePEc:rtv:ceisrp:133)
by Carlo Ciccarelli & Stefano Fenoaltea & Tommaso Proietti - The Exponential Model for the Spectrum of a Time Series: Extensions and Applications (RePEc:rtv:ceisrp:272)
by Tommaso Proietti & Alessandra Luati - The Generalised Autocovariance Function (RePEc:rtv:ceisrp:276)
by Tommaso Proietti & Alessandra Luati - EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries (RePEc:rtv:ceisrp:287)
by Cecilia Frale & Stefano Grassi & Massimiliano Marcellino & Gianluigi Mazzi & Tommaso Proietti - Generalised Linear Spectral Models (RePEc:rtv:ceisrp:290)
by Tommaso Proietti & Alessandra Luati - Exponential Smoothing, Long Memory and Volatility Prediction (RePEc:rtv:ceisrp:319)
by Tommaso Proietti - Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach (RePEc:rtv:ceisrp:325)
by Martyna Marczak & Tommaso Proietti - On the Selection of Common Factors for Macroeconomic Forecasting (RePEc:rtv:ceisrp:332)
by Alessandro Giovannelli & Tommaso Proietti - EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area (RePEc:rtv:ceisrp:340)
by Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi - Generalised partial autocorrelations and the mutual information between past and future (RePEc:rtv:ceisrp:344)
by Alessandra Luati & Tommaso Proietti - Seasonal Changes in Central England Temperatures (RePEc:rtv:ceisrp:347)
by Tommaso Proietti & Eric Hillebrand - A Data–Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models (RePEc:rtv:ceisrp:374)
by Martyna Marczak & Tommaso Proietti & Stefano Grassi - A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices (RePEc:rtv:ceisrp:410)
by Tommaso Proietti & Alessandro Giovannelli - Spikes and memory in (Nord Pool) electricity price spot prices (RePEc:rtv:ceisrp:422)
by Tommaso Proietti & Niels Haldrup & Oskar Knapik - Forecasting Volatility with Time-Varying Leverage and Volatility of Volatility Effects (RePEc:rtv:ceisrp:450)
by Leopoldo Catania & Tommaso Proietti - Predictability, Real Time Estimation, and the Formulation of Unobserved Components Models (RePEc:rtv:ceisrp:455)
by Tommaso Proietti - 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 - Peaks, Gaps, and Time Reversibility of Economic Time Series (RePEc:rtv:ceisrp:492)
by Tommaso Proietti - Seasonality in High Frequency Time Series (RePEc:rtv:ceisrp:508)
by Tommaso Proietti & Diego J. Pedregal - Efficient Nonparametric Estimation of Generalized Autocovariances (RePEc:rtv:ceisrp:515)
by Alessandra Luati & Francesca Papagni & Tommaso Proietti - Modelling Cycles in Climate Series: the Fractional Sinusoidal Waveform Process (RePEc:rtv:ceisrp:518)
by Tommaso Proietti & Federico Maddanu - Band-Pass Filtering with High-Dimensional Time Series (RePEc:rtv:ceisrp:559)
by Alessandro Giovannelli & Marco Lippi & Tommaso Proietti - Measuring Core Inflation by Multivariate Structural Time Series Models (RePEc:rtv:ceisrp:83)
by Tommaso Proietti - On the Model Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates (RePEc:rtv:ceisrp:84)
by Tommaso Proietti - New proposals for the quantification of qualitative survey data (RePEc:rtv:ceisrp:98)
by Tommaso Proietti & Cecilia Frale - On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing (RePEc:spr:aistmt:v:63:y:2011:i:4:p:851-871)
by Alessandra Luati & Tommaso Proietti - Trends in atmospheric ethane (RePEc:spr:climat:v:176:y:2023:i:5:d:10.1007_s10584-023-03508-1)
by Federico Maddanu & Tommaso Proietti - Estimating potential output and the output gap for the euro area: a model-based production function approach (RePEc:spr:empeco:v:33:y:2007:i:1:p:85-113)
by Tommaso Proietti & Alberto Musso & Thomas Westermann - Growth accounting for the euro area (RePEc:spr:empeco:v:43:y:2012:i:1:p:219-244)
by Tommaso Proietti & Alberto Musso - Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search (RePEc:spr:empeco:v:48:y:2015:i:3:p:983-1011)
by Tommaso Proietti & Stefano Grassi - Statistical Methods & Applications (RePEc:spr:stmapp)
from Springer;Società Italiana di Statistica as editor - Unobserved components models with correlated disturbances (RePEc:spr:stmapp:v:12:y:2004:i:3:d:10.1007_s10260-003-0074-y)
by Tommaso Proietti - Discussion of The class of CUB models: statistical foundations, inferential issues and empirical evidence (RePEc:spr:stmapp:v:28:y:2019:i:3:d:10.1007_s10260-019-00469-7)
by Tommaso Proietti - Editorial (RePEc:spr:stmapp:v:28:y:2019:i:3:d:10.1007_s10260-019-00490-w)
by Tommaso Proietti - Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search (RePEc:syb:wpbsba:2123/8166)
by Grassi, Stefano & Proietti, Tommaso - Does the Box-Cox transformation help in forecasting macroeconomic time series? (RePEc:syb:wpbsba:2123/8167)
by Lütkepohl, Helmut & Proietti, Tommaso - The Multistep Beveridge-Nelson Decomposition (RePEc:syb:wpbsba:2123/8168)
by Proietti, Tommaso - Maximum likelihood estimation of time series models: the Kalman filter and beyond (RePEc:syb:wpbsba:2123/8337)
by Luati, Alessandra & Proietti, Tommaso - Convergence in Italian regional per-capita GDP (RePEc:taf:applec:v:37:y:2005:i:5:p:497-506)
by Tommaso Proietti - Trend-Cycle Decompositions with Correlated Components (RePEc:taf:emetrv:v:25:y:2006:i:1:p:61-84)
by Tommaso Proietti - On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates (RePEc:taf:emetrv:v:28:y:2009:i:1-3:p:186-208)
by Tommaso Proietti - The Multistep Beveridge--Nelson Decomposition (RePEc:taf:emetrv:v:35:y:2016:i:3:p:373-395)
by Tommaso Proietti - Predictability, real time estimation, and the formulation of unobserved components models (RePEc:taf:emetrv:v:40:y:2021:i:5:p:433-454)
by Tommaso Proietti - Multivariate temporal disaggregation with cross-sectional constraints (RePEc:taf:japsta:v:38:y:2011:i:7:p:1455-1466)
by Tommaso Proietti - The Variance Profile (RePEc:taf:jnlasa:v:107:y:2012:i:498:p:607-621)
by Alessandra Luati & Tommaso Proietti & Marco Reale - Patterns of industrial specialisation in post-Unification Italy (RePEc:taf:sehrxx:v:61:y:2013:i:3:p:259-286)
by Carlo Ciccarelli & Tommaso Proietti - EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro (RePEc:ukc:ukcedp:1406)
by Stefano Grassi & Tommaso Proietti & Cecilia Frale & Massimiliano Marcellino & Gianluigi Mazzi - Euromind‐ D : A Density Estimate of Monthly Gross Domestic Product for the Euro Area (RePEc:wly:japmet:v:32:y:2017:i:3:p:683-703)
by Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi - A class of periodic trend models for seasonal time series (RePEc:wly:jforec:v:38:y:2019:i:2:p:106-121)
by Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi - Some Reflections on Trend-Cycle Decompositions with Correlated Components (RePEc:wpa:wuwpem:0209002)
by Tommaso Proietti - Forecasting and Signal Extraction with Misspecified Models (RePEc:wpa:wuwpem:0401002)
by Tommaso Proietti - Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints (RePEc:wpa:wuwpem:0401003)
by Tommaso Proietti & Filippo Moauro - Characterising the Business Cycle for Accession Countries (RePEc:wpa:wuwpem:0403006)
by Michael Artis & Massimiliano Marcellino & Tommaso Proietti - On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates (RePEc:wpa:wuwpem:0403007)
by Tommaso Proietti - Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited (RePEc:wpa:wuwpem:0411011)
by Tommaso Proietti - On the Estimation of Nonlinearly Aggregated Mixed Models (RePEc:wpa:wuwpem:0411012)
by Tommaso Proietti - Outlier detection in structural time series models: The indicator saturation approach (RePEc:zbw:fziddp:902014)
by Marczak, Martyna & Proietti, Tommaso - EuroMInd-D: A density estimate of monthly gross domestic product for the euro area (RePEc:zbw:hohdps:032015)
by Proietti, Tommaso & Marczak, Martyna & Mazzi, Gianluigi - A data-cleaning augmented Kalman filter for robust estimation of state space models (RePEc:zbw:hohdps:132015)
by Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano - Leave-k-out diagnostics in state space models (RePEc:zbw:sfb373:200074)
by Proietti, Tommaso - Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach (RePEc:zbw:vfsc15:113137)
by Marczak, Martyna & Proietti, Tommaso