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Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo; Proietti, Tommaso - In: International journal of forecasting 36 (2020) 4, pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
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Comparing seasonal components for structural time series models
Proietti, Tommaso - In: International journal of forecasting 16 (2000) 2, pp. 247-260
Persistent link: https://www.econbiz.de/10001476898
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Direct and iterated multistep AR methods for difference stationary processes
Proietti, Tommaso - In: International journal of forecasting 27 (2011) 2, pp. 266-280
Persistent link: https://www.econbiz.de/10009247503
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Discussion of the paper "Testing time series data compatibility for benchmarking" by Benoît Quennevillle and Christian Gagné
Proietti, Tommaso - In: International journal of forecasting 29 (2013) 4, pp. 767-771
Persistent link: https://www.econbiz.de/10010221278
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Discussion of the paper "Deciding between alternative approaches in macroeconomics"
Proietti, Tommaso - In: International journal of forecasting 34 (2018) 1, pp. 136-138
Persistent link: https://www.econbiz.de/10012030849
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Does the Box-Cox transformation help in forecasting macroeconomic time series?
Proietti, Tommaso; Lütkepohl, Helmut - In: International journal of forecasting 29 (2013) 1, pp. 88-99
Persistent link: https://www.econbiz.de/10009706171
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EuroMInd-C : a disaggregate monthly indicator of economic activity for the Euro area and member countries
Grassi, Stefano; Proietti, Tommaso; Frale, Cecilia; … - In: International journal of forecasting 31 (2015) 3, pp. 712-738
Persistent link: https://www.econbiz.de/10011474534
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Outlier detection in structural time series models : the indicator saturation approach
Marczak, Martyna; Proietti, Tommaso - In: International journal of forecasting 32 (2016) 1, pp. 180-202
Persistent link: https://www.econbiz.de/10011596512
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Response to the discussants of "Deciding between alternative approaches in macroeconomics"
Hendry, David F. - In: International journal of forecasting 34 (2018) 1, pp. 142-146
Persistent link: https://www.econbiz.de/10012030854
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Nowcasting GDP and its components in a data-rich environment : the merits of the indirect approach
Proietti, Tommaso; Giovannelli, Alessandro; Ricchi, Ottavio - In: International journal of forecasting 37 (2021) 4, pp. 1376-1398
Persistent link: https://www.econbiz.de/10013274282