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Tommaso Proietti
Tommaso Proietti
University of Rome Tor Vergata, Dipartimento di Economia e Finanza
Verifisert e-postadresse på uniroma2.it
Tittel
Sitert av
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Dating business cycles: a methodological contribution with an application to the Euro area
M Artis, M Marcellino, T Proietti
Oxford Bulletin of Economics and Statistics 66 (4), 537-565, 2004
369*2004
Short‐run dynamics in cointegrated systems
T Proietti
Oxford Bulletin of Economics and Statistics 59 (3), 405-422, 1997
1511997
Characterizing business cycles for accession countries
M Marcellino, M Artis, T Proietti
JOURNAL OF BUSINESS CYCLE ANALYSIS AND MEASUREMENT 2, 7-41, 2005
149*2005
Temporal disaggregation by state space methods: Dynamic regression methods revisited
T Proietti
The Econometrics Journal 9 (3), 357-372, 2006
1392006
Dynamic factor analysis with non-linear temporal aggregation constraints
T Proietti, F Moauro
Journal of the Royal Statistical Society Series C: Applied Statistics 55 (2 …, 2006
1032006
EUROMIND: a monthly indicator of the euro area economic conditions
C Frale, M Marcellino, GL Mazzi, T Proietti
Journal of the Royal Statistical Society Series A: Statistics in Society 174 …, 2011
1012011
Estimating potential output and the output gap for the euro area: a model-based production function approach
T Proietti, A Musso, T Westermann
Empirical Economics 33, 85-113, 2007
1002007
Trend–cycle decompositions with correlated components
T Proietti
Econometric Reviews 25 (1), 61-84, 2006
91*2006
Comparing seasonal components for structural time series models
T Proietti
International Journal of Forecasting 16 (2), 247-260, 2000
852000
Readings in unobserved components models
A Harvey, T Proietti
OUP Oxford, 2005
822005
Forecasting the US unemployment rate
T Proietti
Computational Statistics & Data Analysis 42 (3), 451-476, 2003
802003
Does the Box–Cox transformation help in forecasting macroeconomic time series?
T Proietti, H Lütkepohl
International Journal of Forecasting 29 (1), 88-99, 2013
792013
Survey data as coincident or leading indicators
C Frale, M Marcellino, GL Mazzi, T Proietti
Journal of Forecasting 29 (1‐2), 109-131, 2010
572010
A beveridge–nelson smoother
T Proietti, A Harvey
Economics Letters 67 (2), 139-146, 2000
532000
Forecasting with structural time series models
T Proietti
A companion to economic forecasting 105132, 2002
522002
Outlier detection in structural time series models: The indicator saturation approach
M Marczak, T Proietti
International Journal of Forecasting 32 (1), 180-202, 2016
482016
Seasonal heteroscedasticity and trends
T Proietti
Journal of Forecasting 17 (1), 1-17, 1998
441998
Fractionally differenced Gegenbauer processes with long memory: A review
GS Dissanayake, MS Peiris, T Proietti
Statistical Science 33 (3), 413-426, 2018
422018
Characterizing asymmetries in business cycles using smooth-transition structural time-series models
T Proietti
Studies in Nonlinear Dynamics & Econometrics 3 (3), 1998
421998
Estimation of common factors under cross‐sectional and temporal aggregation constraints
T Proietti
International Statistical Review 79 (3), 455-476, 2011
40*2011
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Artikler 1–20