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Frale , Cecilia's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
541 |
Total
Citations
12 |
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1.
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Frale , Cecilia
Government of the Italian Republic (Italy) - Department of the Treasury Veredas, David
Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
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25 Mar 08
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02 Feb 09
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179
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4
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Great Moderation, temporal disaggregation, volatility, dynamic factor models, Kalman filter
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2.
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Proietti, Tommaso
University of Rome II - Dipartimento S.E.F. e Me.Q. Frale , Cecilia
Government of the Italian Republic (Italy) - Department of the Treasury
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110
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1
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Spectral envelope, Seasonality, Deviation cycles, Cumulative Logit
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3.
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Di Carluccio, Adolfo
Ministry of the Economy and Finance, Government of the Republic of Italy Ferri, Giovanni
Maria Assunta Free University Frale , Cecilia
Government of the Italian Republic (Italy) - Department of the Treasury Ricchi, Ottavio
Government of the Italian Republic (Italy) - Ministry of Economy and Finance - RGS
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84
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1
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Household portfolio choice, Information, Privatizations
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4.
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Frale , Cecilia
Government of the Italian Republic (Italy) - Department of the Treasury Gros, Daniel
Centre for European Policy Studies, Brussels
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56
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Economic Policy, Macroeconomic Policy
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5.
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Famidas: A Mixed Frequency Factor Model with MIDAS Structure
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Frale , Cecilia
Government of the Italian Republic (Italy) - Department of the Treasury Monteforte, Libero
Bank of Italy
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Posted:
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26 Aug 10
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Last Revised:
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11 May 11
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46
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Frale , Cecilia
Government of the Italian Republic (Italy) - Department of the Treasury Monteforte, Libero
Bank of Italy
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30
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mixed frequency models, dynamic factor models, MIDAS, forecasting
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Frale , Cecilia
Government of the Italian Republic (Italy) - Department of the Treasury Monteforte, Libero
Bank of Italy
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16
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Mixed frequency models, Dynamic factor Models, MIDAS, Forecasting
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6.
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Frale , Cecilia
Government of the Italian Republic (Italy) - Department of the Treasury Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Mazzi, Gian Luigi
European Union - European Commission Proietti, Tommaso
University of Rome II - Dipartimento S.E.F. e Me.Q.
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30
(243,127)
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Survey data, Forecasting, Temporal Disaggregation, Dynamic factor modes, Kalman Filter and smoother
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7.
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Frale , Cecilia
Government of the Italian Republic (Italy) - Department of the Treasury
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17
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Temporal Disaggregation, Multivariate State Space Models, Dynamic Factor Models, Kalman filter and smoother
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8.
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Frale , Cecilia
Government of the Italian Republic (Italy) - Department of the Treasury Raponi, Valentina
affiliation not provided to SSRN
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03 Apr 12
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Last Revised:
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31 Jul 12
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13
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Data revisions, real-time dataset, mixed frequency, Dynamic factor Model
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9.
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Frale , Cecilia
Government of the Italian Republic (Italy) - Department of the Treasury Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Mazzi, Gian Luigi
European Union - European Commission Proietti, Tommaso
University of Rome II - Dipartimento S.E.F. e Me.Q.
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6
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6
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Chain-linking, Dynamic factor Models, euro area GDP, Kalman filter and smoother, Multivariate State Space Models, Temporal Disaggregation
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