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Proietti, Tommaso's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,175 |
Total
Citations
93 |
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1.
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Proietti, Tommaso
University of Rome II - Dipartimento S.E.F. e Me.Q.
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190
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common trends, dynamic factor analysis, homogeneity, exponential smoothing
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Proietti, Tommaso
University of Rome II - Dipartimento S.E.F. e Me.Q.
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01 Apr 08
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Last Revised:
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25 May 08
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163
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2
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State Space Models, Kalman Filter and Smoother, Bayesian Estimation
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Dating the Euro Area Business Cycle
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Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Artis, Michael J.
University of Manchester - Institute for Political & Economic Governance (IPEG) Proietti, Tommaso
University of Rome II - Dipartimento S.E.F. e Me.Q.
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Posted:
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31 Jan 03
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Last Revised:
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23 Jul 03
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159
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26
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Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Artis, Michael J.
University of Manchester - Institute for Political & Economic Governance (IPEG) Proietti, Tommaso
University of Rome II - Dipartimento S.E.F. e Me.Q.
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141
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25
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Business cycle, Euro area, cycle dating, cycle synchronization
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Artis, Michael J.
University of Manchester - Institute for Political & Economic Governance (IPEG) Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Proietti, Tommaso
University of Rome II - Dipartimento S.E.F. e Me.Q.
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18
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26
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Business cycle, euro area, cycle dating, cycle synchronization
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4.
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Artis, Michael J.
University of Manchester - Institute for Political & Economic Governance (IPEG) Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Proietti, Tommaso
University of Rome II - Dipartimento S.E.F. e Me.Q.
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114
(124,226)
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11
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Business cycles, dating algorithms, cycle synchronization, EU enlargement, seasonal adjustment
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5.
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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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6.
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Proietti, Tommaso
University of Rome II - Dipartimento S.E.F. e Me.Q. Luati, Alessandra
University of Bologna - Department of Statistics
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92
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Henderson filter, Trend estimation, Nearest Neighbour Bandwidth, Musgrave asymmetric
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7.
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Proietti, Tommaso
University of Rome II - Dipartimento S.E.F. e Me.Q.
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81
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3
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Signal Extraction, Revisions, Kalman filter and Smoother, Bandpass
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8.
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Proietti, Tommaso
University of Rome II - Dipartimento S.E.F. e Me.Q. Musso, Alberto
European Central Bank (ECB)
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79
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1
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Potential output, Output gap, Euro area, Unobserved components, Production function approach, Low-pass filters.
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9.
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Proietti, Tommaso
University of Rome II - Dipartimento S.E.F. e Me.Q.
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41
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Temporal Aggregation, Seasonal Adjustment, Trend Component, Frequency Domain
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10.
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Ciccarelli, Carlo
University of Rome II - Faculty of Economics Fenoaltea, Stefano
affiliation not provided to SSRN Proietti, Tommaso
University of Rome II - Dipartimento S.E.F. e Me.Q.
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38
(226,378)
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11.
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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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31
(243,031)
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Survey data, Forecasting, Temporal Disaggregation, Dynamic factor modes, Kalman Filter and smoother
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12.
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Proietti, Tommaso
University of Rome II - Dipartimento S.E.F. e Me.Q.
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26
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10
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13.
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Proietti, Tommaso
University of Rome II - Dipartimento S.E.F. e Me.Q. Luati, Alessandra
University of Bologna - Department of Statistics
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13
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Stationary Gaussian processes, Non-parametric spectral estimation, White noise tests, Feature matching, Discriminant Analysis
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14.
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Artis, Michael J.
University of Manchester - Institute for Political & Economic Governance (IPEG) Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Proietti, Tommaso
University of Rome II - Dipartimento S.E.F. e Me.Q.
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11
(309,939)
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23
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15.
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Artis, Michael J.
University of Manchester - Institute for Political & Economic Governance (IPEG) Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Proietti, Tommaso
University of Rome II - Dipartimento S.E.F. e Me.Q.
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10
(313,256)
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9
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Business cycles, dating algorithms, cycle synchronization, EU enlargement, seasonal adjustment
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16.
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Proietti, Tommaso
University of Rome II - Dipartimento S.E.F. e Me.Q. Luati, Alessandra
University of Bologna - Department of Statistics
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8
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Frequency Domain Methods, Generalized linear models, Long Memory, Boosting
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17.
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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
(325,548)
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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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18.
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Luati, Alessandra
University of Bologna - Department of Statistics Proietti, Tommaso
University of Rome II - Dipartimento S.E.F. e Me.Q.
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2
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19.
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Proietti, Tommaso
University of Rome II - Dipartimento S.E.F. e Me.Q. Riani, Marco
University of Parma
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1
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1
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20.
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Proietti, Tommaso
University of Rome II - Dipartimento S.E.F. e Me.Q.
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0
(353,049)
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Linear filters, Reliability, Seasonal adjustment, Unobserved components
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21.
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Proietti, Tommaso
University of Rome II - Dipartimento S.E.F. e Me.Q.
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