Via Columbia n.2
Rome, rome 00100
University of Rome II - Department of Economics and Finance
in Total Papers Downloads
in Total Papers Citations
common trends, dynamic factor analysis, homogeneity, exponential smoothing
Business cycle, Euro area, cycle dating, cycle synchronization
Business cycle, euro area, cycle dating, cycle synchronization
State Space Models, Kalman Filter and Smoother, Bayesian Estimation
Business cycles, dating algorithms, cycle synchronization, EU enlargement, seasonal adjustment
Spectral envelope, Seasonality, Deviation cycles, Cumulative Logit
Henderson filter, Trend estimation, Nearest Neighbour Bandwidth, Musgrave asymmetric
Signal Extraction, Revisions, Kalman filter and Smoother, Bandpass
Potential output, Output gap, Euro area, Unobserved components, Production function approach, Low-pass filters.
Realized Volatility, Signal Extraction, Permanent-Transitory Decomposition, Fractional equal-root IMA model
Temporal Aggregation, Seasonal Adjustment, Trend Component, Frequency Domain
Indicator saturation, seasonal adjustment, structural time series model, outliers, structural change, general-to-specific approach, state space model
Frequency Domain Methods, Generalized linear models, Long Memory, Boosting
Variable selection; Multiple testing; p-value weighting
Survey data, Forecasting, Temporal Disaggregation, Dynamic factor modes, Kalman Filter and smoother
Index of coincident indicators, Temporal Disaggregation, Multivariate State Space Models, Dynamic factor Models, Quarterly National accounts
Stationary Gaussian processes, Non-parametric spectral estimation, White noise tests, Feature matching, Discriminant Analysis
generalized linear models, iteratively weighted least squares, frequency domain methods
Global Warming, Seasonal Models, Structural Change, Amplitude and Phase Shifts
Density Forecast Combination and Evaluation; Mixed–Frequency Data; Dynamic Factor Models; State Space Models
Generalised autocovariance, Spectral models, Whittle likelihood, Reparameterisation.
Chain-linking, Dynamic factor Models, euro area GDP, Kalman filter and smoother, Multivariate State Space Models, Temporal Disaggregation
Linear filters, Reliability, Seasonal adjustment, Unobserved components
robust filtering, augmented Kalman filter, structural time series model, additive outlier, innovation outlier
Periodic models, Seasonality, Trend
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