Gian Luigi Mazzi

Eurostat

Senior Statistician

JMO Building Bech A2/44

Luxembourg, L-2920

Luxembourg

SCHOLARLY PAPERS

6

DOWNLOADS

105

CITATIONS
Rank 20,962

SSRN RANKINGS

Top 20,962

in Total Papers Citations

14

Scholarly Papers (6)

1.

Survey Data as Coincident or Leading Indicators

Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 3
Number of pages: 33 Posted: 01 Jul 2009
Government of the Italian Republic (Italy) - Department of the Treasury, European University Institute, Eurostat and University of Rome II - Department of Economics and Finance
Downloads 32 (356,266)
Citation 2

Abstract:

Survey data, Forecasting, Temporal Disaggregation, Dynamic factor modes, Kalman Filter and smoother

2.

EuroMInd-C: A Disaggregate Monthly Indicator of Economic Activity for the Euro Area and Member Countries

CEIS Working Paper No. 287
Number of pages: 40 Posted: 03 Oct 2013
Government of the Italian Republic (Italy) - Department of the Treasury, University of Aarhus - CREATES, European University Institute, Eurostat and University of Rome II - Department of Economics and Finance
Downloads 31 (336,399)

Abstract:

Index of coincident indicators, Temporal Disaggregation, Multivariate State Space Models, Dynamic factor Models, Quarterly National accounts

3.

EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area

CEIS Working Paper No. 340
Number of pages: 45 Posted: 14 Apr 2015
Tommaso Proietti, Martyna Marczak and Gian Luigi Mazzi Sr.
University of Rome II - Department of Economics and Finance, University of Hohenheim and Eurostat
Downloads 10 (430,900)

Abstract:

Density Forecast Combination and Evaluation; Mixed–Frequency Data; Dynamic Factor Models; State Space Models

4.

A Monthly Indicator of the Euro Area GDP

CEPR Discussion Paper No. DP7007
Number of pages: 41 Posted: 18 Dec 2008
Government of the Italian Republic (Italy) - Department of the Treasury, European University Institute, Eurostat and University of Rome II - Department of Economics and Finance
Downloads 6 (495,761)
Citation 7

Abstract:

Chain-linking, Dynamic factor Models, euro area GDP, Kalman filter and smoother, Multivariate State Space Models, Temporal Disaggregation

5.

A System for Dating and Detecting Turning Points in the Euro Area

Manchester School, Vol. 76, Issue 5, pp. 549-577, September 2008
Number of pages: 29 Posted: 18 Aug 2008
Jacques Anas, Monica Billio, Laurent Ferrara and Gian Luigi Mazzi Sr.
affiliation not provided to SSRN, Ca Foscari University of Venice - Dipartimento di Economia, Banque de France and Eurostat
Downloads 2 (514,527)
Citation 4

Abstract:

6.

Density Nowcasts and Model Combination: Nowcasting Euro‐Area GDP Growth Over the 2008–09 Recession

Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 2, pp. 233-256, 2014
Number of pages: 24 Posted: 08 Mar 2014
Gian Luigi Mazzi Sr., James Mitchell and Gaetana Montana
Eurostat, Warwick Business School and European Parliament
Downloads 0 (532,661)
Citation 1

Abstract: