Alessandro Giovannelli

University of Rome, Tor Vergata

Via di Tor Vergata

Rome, Lazio 00133

Italy

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 38,242

SSRN RANKINGS

Top 38,242

in Total Papers Downloads

897

CITATIONS

0

Scholarly Papers (7)

1.

Corporate Social Responsibility and Earnings Forecasting Unbiasedness

CEIS Working Paper No. 233
Number of pages: 32 Posted: 04 May 2012 Last Revised: 28 Nov 2014
Leonardo Becchetti, Rocco Ciciretti and Alessandro Giovannelli
University of Rome, Tor Vergata - Faculty of Economics, University of Rome II - Department of Economics and Finance and University of Rome, Tor Vergata
Downloads 466 (39,285)

Abstract:

Earnings per Share, Analyst Forecast, Corporate Social Responsibility

2.

Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies

CEIS Working Paper No. 255
Number of pages: 30 Posted: 07 Nov 2012
Alessandro Giovannelli
University of Rome, Tor Vergata
Downloads 62 (261,164)

Abstract:

Kernel Principal Component Analysis, Large Dataset, Artificial Neural Networks, QuickNet, Forecasting

3.

On the Selection of Common Factors for Macroeconomic Forecasting

CEIS Working Paper No. 332
Number of pages: 33 Posted: 14 Mar 2015
Alessandro Giovannelli and Tommaso Proietti
University of Rome, Tor Vergata and University of Rome II - Department of Economics and Finance
Downloads 32 (269,454)

Abstract:

Variable selection; Multiple testing; p-value weighting

4.

A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices

CEIS Working Paper No. 410
Number of pages: 26 Posted: 19 Jul 2017
Tommaso Proietti and Alessandro Giovannelli
University of Rome II - Department of Economics and Finance and University of Rome, Tor Vergata
Downloads 0 (482,708)

Abstract:

Toeplitz systems; Optimal linear prediction; Partial autocorrelation function

5.

Forecasting Stock Returns with Large Dimensional Factor Models

Number of pages: 46 Posted: 26 Apr 2017
Alessandro Giovannelli, Daniele Massacci and Stefano Soccorsi
University of Rome, Tor Vergata, Bank of England and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Downloads 0 (143,679)

Abstract:

Stock Returns Forecasting, Factor Model, Large Data Sets, Forecast Evaluation

6.

Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting

CEPR Discussion Paper No. DP11161
Number of pages: 43 Posted: 18 Apr 2016
Mario Forni, Alessandro Giovannelli, Marco Lippi and Stefano Soccorsi
Università di Modena; Centre for Economic Policy Research (CEPR), University of Rome, Tor Vergata, Dipartimento di Scienze Economiche (DiSSE) and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Downloads 0 (561,242)
  • Add to Cart

Abstract:

7.

Nonlinear Forecasting Using a Large Number of Predictors

Rivista Italiana degli Economisti, Vol. 1, April 2012
Posted: 12 Mar 2012
Alessandro Giovannelli
University of Rome, Tor Vergata

Abstract:

artificial neural networks, Bayesian regularization, factor model, forecasting, principal components analysis