Donato Ceci

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

2

DOWNLOADS

131

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

A Horse Race in High Dimensional Space

CEIS Working Paper No. 452
Number of pages: 31 Posted: 15 Feb 2019
Paolo Andreini and Donato Ceci
University of Rome Tor Vergata and Bank of Italy
Downloads 92 (417,571)

Abstract:

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Variable selection, High-dimensional time series, Dynamic factor models, Shrinkage methods, Cross-validation

2.

Nowcasting the State of the Italian Economy: The Role of Financial Markets

Bank of Italy Temi di Discussione (Working Paper) No. 1362
Number of pages: 61 Posted: 11 Feb 2022
Donato Ceci and Andrea Silvestrini
Bank of Italy and Bank of Italy
Downloads 39 (634,208)

Abstract:

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financial markets, probit models, factor-augmented probit models, model confidence set, penalized likelihood, forecast evaluation