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Forecasting aggregated moving average processes with an application to the euro area real interest rate

Sbrana, Giacomo - In: Journal of forecasting 31 (2012) 1, pp. 85-98

Persistent link: https://www.econbiz.de/10009503693

Damped trend exponential smoothing : prediction and control

Sbrana, Giacomo - In: Journal of quantitative economics : official journal of … 10 (2012) 2, pp. 152-159

Persistent link: https://www.econbiz.de/10010338412

Aggregation of exponential smoothing processes with an application to portfolio risk evaluation

Sbrana, Giacomo; Silvestrini, Andrea - In: Journal of banking & finance 37 (2013) 5, pp. 1437-1450

Persistent link: https://www.econbiz.de/10009729085

Random switching exponential smoothing and inventory forecasting

Sbrana, Giacomo; Silvestrini, Andrea - In: International journal of production economics 156 (2014), pp. 283-294

Persistent link: https://www.econbiz.de/10010410207

What do we know about comparing aggregate and disaggregate forecasts?

Sbrana, Giacomo; Silvestrini, Andrea - 2009

Persistent link: https://www.econbiz.de/10003850961

Random switching exponential smoothing and inventory forecasting

Sbrana, Giacomo; Silvestrini, Andrea - 2014

Persistent link: https://www.econbiz.de/10011528919

Multivariate trend-cycle extraction with the Hodrick-Prescott filter

Poloni, Federico; Sbrana, Giacomo - In: Macroeconomic dynamics 21 (2017) 6, pp. 1336-1360

Persistent link: https://www.econbiz.de/10011805476

Random switching exponential smoothing : a new estimation approach

Sbrana, Giacomo; Silvestrini, Andrea - In: International journal of production economics 211 (2019), pp. 211-220

Persistent link: https://www.econbiz.de/10012013955

Random Switching Exponential Smoothing and Inventory Forecasting

Sbrana, Giacomo - 2014

Exponential smoothing models are an important prediction tool in macroeconomics, finance and business. This paper presents the analytical forecasting properties of the random coefficient exponential smoothing model in the multiple source of error framework. The random coefficient state-space...

Persistent link: https://www.econbiz.de/10013043968