Via Nazionale 91
Rome, 00184
Italy
Bank of Italy
SSRN RANKINGS
in Total Papers Citations
short term forecasting, LASSO, mixed frequency models, Kalman smoothing, payment systems, TARGET2
Forecasting, Text Mining, Sentiment, Economic Policy Uncertainty, Big data, BMA
foreign direct investment, capital controls, national security
short term forecasting, high-frequency data, payment systems, TARGET2, money laundering, COVID-19
factor analysis, frequency-domain, LASSO regression, business cycle
measurement of economic activity, business cycle, Covid-19, frequency domain, dynamic factor model
business cycle, financial cycle, real time estimation, Markow-switching model, state-space model
