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Characterizing asymmetries in business cycles using smooth-transition structural time-series models

Proietti, Tommaso (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 3, pp. 141-156

Persistent link: https://www.econbiz.de/10001769713

The multistep Beveridge-Nelson decomposition

Proietti, Tommaso - 2009

The Beveridge-Nelson decomposition defines the trend component in terms of the eventual forecast function, as the value the series would take if it were on its long-run path. The paper in-troduces the multistep Beveridge-Nelson decomposition, which arises when the forecast function is obtained...

Persistent link: https://www.econbiz.de/10011523928

Seasonality, forecast extensions and business cycle uncertainty

Proietti, Tommaso - In: Journal of economic surveys 26 (2012) 4, pp. 555-569

Persistent link: https://www.econbiz.de/10009711928

Peaks, gaps, and time reversibility of economic time series

Proietti, Tommaso - 2020

Persistent link: https://www.econbiz.de/10012487817

Dating the Euro area business cycle

Artis, Michael J. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001725658

Dating business cycles : a methodological contribution with an application to the euro area

Artis, Michael J.; Marcellino, Massimiliano; Proietti, … - In: Oxford bulletin of economics and statistics 66 (2004) 4, pp. 537-565

Persistent link: https://www.econbiz.de/10002242743

Dating the euro area business cycle

Artis, Michael J.; Marcellino, Masimiliano; Proietti, … - In: The Euro area business cycle : stylized facts and …, (pp. 7-33). 2004

Persistent link: https://www.econbiz.de/10003041444

Business cycles in the new EU member countries and their conformity with the Euro Area

Artis, Michael J.; Marcellino, Massimiliano; Proietti, … - In: Journal of business cycle measurement and analysis : a … 2 (2005) 1, pp. 7-41

Persistent link: https://www.econbiz.de/10002906432

The cyclical experience of the new Member States

Artis, Michael J.; Marcellino, Massimiliano; Proietti, … - In: The Central and Eastern European countries and the …, (pp. 135-158). 2006

Persistent link: https://www.econbiz.de/10003334588

State space decomposition under the hypothesis of non zero correlation between trend and cycle, with an application to the euro-zone

Proietti, Tommaso - In: Monographs of official statistics : papers and …, (pp. 292 - 325). 2004

Persistent link: https://www.econbiz.de/10003398185

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