PROIETTI, TOMMASO
PROIETTI, TOMMASO
Dipartimento di Economia e Finanza
A Beveridge-Nelson smoother
2000-01-01 Proietti, T; Harvey, A
A class of periodic trend models for seasonal time series
2018-01-01 Proietti, T; Marczak, M; Mazzi, G
A data-cleaning augmented Kalman filter for robust estimation of state space models
2018-01-01 Marczak, M; Proietti, T; Grassi, S
A Durbin--Levinson regularized estimator of high-dimensional autocovariance matrices
2018-01-01 Proietti, T; Giovannelli, A
A Systemic Approach to Estimating the Output Gap for the Italian Economy
2020-01-01 Proietti, T; Fioramanti, M; Frale, C; Monteforte, L
Alla ricerca di un indicatore del ciclo per l'Italia: un approccio basato sull'analisi fattoriale dinamica
1999-01-01 Pellegrini, G; Proietti, T
Automatic Outlier Detection for the Basic Structural Time Series Model
2018-01-01 Grassi, S; Mazzi, G; and Proietti, T
Band spectral estimation for signal extraction
2007-05-01 Proietti, T
Band spectral estimation for signal extraction
2008-01-01 Proietti, T
Bayesian stochastic model specification search for seasonal and calendar effects
2012-01-01 Proietti, T; Musso, A
Business cycles in the new EU member countries and their conformity with the Euro area
2005-01-01 Artis, M; Marcellino, M; Proietti, T
Characterising asymmetries in business cycles using smooth transition structural time series models
1998-01-01 Proietti, T
Characterising economic trends by Bayesian stochastic model specification search
2014-01-01 Grassi, S; Proietti, T
Comparing seasonal components for structural time series models
2000-01-01 Proietti, T
Component-wise Representations of Long-memory Models and Volatility Prediction
2016-01-01 Proietti, T
Convergence in Italian regional per-capita GDP
2005-01-01 Proietti, T
Dating business cycles: a methodological contribution with an application to the Euro area
2004-01-01 Artis, M; Marcellino, M; Proietti, T
Dating the Euro area business cycle
2005-01-01 Artis, M; Marcellino, M; Proietti, T
Direct and iterated multistep AR methods for difference stationary processes
2011-01-01 Proietti, T
Discussion of The class of CUB models: statistical foundations, inferential issues and empirical evidence
2019-01-01 Proietti, T