IRIS
PROIETTI, TOMMASO
 Distribuzione geografica
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Continente #
NA - Nord America 26.090
EU - Europa 1.703
AS - Asia 611
SA - Sud America 13
OC - Oceania 8
AF - Africa 3
Continente sconosciuto - Info sul continente non disponibili 3
Totale 28.431
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Nazione #
US - Stati Uniti d'America 26.070
UA - Ucraina 344
IT - Italia 340
CN - Cina 309
IE - Irlanda 265
DE - Germania 238
SG - Singapore 181
SE - Svezia 180
GB - Regno Unito 96
FI - Finlandia 74
KR - Corea 74
RU - Federazione Russa 52
FR - Francia 41
CA - Canada 18
JP - Giappone 13
NL - Olanda 13
BE - Belgio 12
VN - Vietnam 11
AT - Austria 9
BR - Brasile 7
AU - Australia 6
ES - Italia 6
GR - Grecia 6
NO - Norvegia 5
PT - Portogallo 5
CH - Svizzera 4
IN - India 4
RO - Romania 4
AE - Emirati Arabi Uniti 3
CL - Cile 3
DK - Danimarca 3
DZ - Algeria 3
HK - Hong Kong 3
IL - Israele 3
TR - Turchia 3
A2 - ???statistics.table.value.countryCode.A2??? 2
ID - Indonesia 2
LU - Lussemburgo 2
MD - Moldavia 2
MX - Messico 2
NZ - Nuova Zelanda 2
SA - Arabia Saudita 2
VE - Venezuela 2
CO - Colombia 1
CZ - Repubblica Ceca 1
EU - Europa 1
IQ - Iraq 1
LK - Sri Lanka 1
MY - Malesia 1
SK - Slovacchia (Repubblica Slovacca) 1
Totale 28.431
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Città #
Woodbridge 7.700
Houston 6.760
Wilmington 6.738
Fairfield 991
Ann Arbor 610
Chandler 466
Seattle 388
Ashburn 375
Cambridge 340
Jacksonville 336
Dublin 265
Medford 191
Dearborn 169
Singapore 150
Beijing 146
Rome 135
Lawrence 90
Salerno 71
Mülheim 53
San Diego 52
San Mateo 45
Santa Clara 34
Menlo Park 33
New York 29
Center 23
Hangzhou 20
Milan 19
University Park 18
Saint Petersburg 16
Verona 16
London 14
Moscow 13
Hefei 12
Brussels 11
Norwalk 11
Nuremberg 10
Bologna 9
Dong Ket 9
Redwood City 9
Toronto 9
Zhengzhou 9
Philadelphia 7
Shanghai 7
Boardman 6
Guangzhou 6
Kunming 6
São Paulo 6
Kilburn 5
Ladispoli 5
L’Aquila 5
Melbourne 5
Nanjing 5
Ottawa 5
Phoenix 5
Ürümqi 5
Bodø 4
Falls Church 4
Helsinki 4
Napoli 4
New Bedfont 4
Newport 4
Parma 4
San Francisco 4
Seoul 4
Tokyo 4
Vienna 4
Abu Dhabi 3
Auburn Hills 3
Brandenburg 3
Changsha 3
Lancaster 3
Los Angeles 3
Mountain View 3
Padova 3
Porto 3
Shenyang 3
Simi Valley 3
Vitry-sur-Seine 3
Washington 3
Yancheng 3
Aarhus 2
Andover 2
Berlin 2
Cagliari 2
Central District 2
Chisinau 2
Chongqing 2
Clearwater 2
Cupar 2
Engelhard 2
Frankfurt am Main 2
Fuzhou 2
Giessen 2
Gustavo Adolfo Madero 2
Hounslow 2
Indiana 2
Jiaxing 2
Jinan 2
Kolkata 2
La Spezia 2
Totale 26.599
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Nome #
Estimation of common factors under cross-sectional and temporal aggregation constraints: nowcasting monthly GDP and its main components 471
On the estimation of nonlinearly aggregated mixed models 434
Direct and iterated multistep AR methods for difference stationary processes 427
Maximum likelihood estimation of time series models: the Kalman filter and beyond 426
EUROMIND: a monthly indicator of the Euro area economic conditions 419
Band spectral estimation for signal extraction 418
Signal extraction and filtering by linear semiparametric methods 417
On the model-based interpretation of filters and the reliability of trend-cycle estimates 411
Real time estimation in local polynomial regression, with application to trend-cycle analysis 411
Seasonal heteroscedasticity and trends 411
Forecasting the U.S. unemployment rate 409
New algorithms for dating the business cycle 408
Business cycles in the new EU member countries and their conformity with the Euro area 405
EuroMInd-C: a disaggregate monthly indicator of economic activity for the Euro area and member countries 402
Band spectral estimation for signal extraction 400
Estimation of common factors under cross-sectional and temporal aggregation constraints 399
Measuring core inflation by multivariate structural time series models 398
Extracting the cyclical component in hours worked 394
Dating the Euro area business cycle 392
Structural time series models for business cycle analysis 389
The effects of unification: markets, policy, and cyclical convergence in Italy, 1861–1913 387
Temporal disaggregation and the adjustment of quarterly national accounts for seasonal and calendar effects 384
Hyper-spherical and elliptical stochastic cycles 382
Missing data in time series: a note on the equivalence of the dummy variable and the skipping approaches 381
A Beveridge-Nelson smoother 380
New proposals for the quantification of qualitative survey data 379
On the equivalence of the weighted least squares and the generalised least squares estimators 378
Transformations and seasonal adjustment 377
Forecasting with structural time series models 373
Special issue on statistical signal extraction and filtering, 2nd 372
Convergence in Italian regional per-capita GDP 371
Dating business cycles: a methodological contribution with an application to the Euro area 366
Trend–cycle decompositions with correlated components 362
Misurazione dell'inflazione: il ruolo dei prodotti a rilevazione trimestrale 362
Does the Box–Cox transformation help in forecasting macroeconomic time series? 361
Estimating potential output and the output gap for the Euro area: a model-based production function approach 359
Least squares regression: graduation and filters 357
On the spectral properties of matrices associated with trend filters 354
Leave-k-out diagnostics in state space models 352
Discussion of the paper "Testing time series data compatibility for benchmarking", by Benoit Quenneville and Christian Gagné 351
Measuring core inflation by multivariate structural time series models 350
Short run dynamics in cointegrated systems 349
Dynamic factor analysis with nonlinear temporal aggregation constraints 346
Temporal disaggregation by state space methods: dynamic regression methods revisited 344
Forecasting and signal extraction with misspecified models 344
Provincial aspects of industrial growth in post-unification Italy 344
New proposals for the quantification of qualitative survey data 343
Has the volatility of U.S. inflation changed and how? 340
Multivariate temporal disaggregation with cross-sectional constraints 334
Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences 328
Characterising economic trends by Bayesian stochastic model specification search 327
Distribution and interpolation revisited: a structural approach 322
Seasonal specific structural time series models 321
Survey data as coincident or leading indicators 318
The Seasonal adjustment of the Italian industrial production series 315
Patterns of industrial specialisation in post-Unification Italy 312
Characterising asymmetries in business cycles using smooth transition structural time series models 309
Seasonality, forecast extensions and business cycle uncertainty 308
null 308
Comparing seasonal components for structural time series models 306
The generalised autocovariance function 306
Growth accounting for the euro area 305
The Multistep Beveridge-Nelson decomposition 305
Unobserved components models with correlated disturbances 303
Alla ricerca di un indicatore del ciclo per l'Italia: un approccio basato sull'analisi fattoriale dinamica 301
The Variance profile 300
Spurious periodic autoregressions 299
Readings in unobserved components models 261
Trend estimation 256
Seasonal Changes in Central England Temperatures 237
The generalised autocovariance function 220
State space modeling of Gegenbauer processes with long memory 215
A Durbin--Levinson regularized estimator of high-dimensional autocovariance matrices 206
Fractionally differenced Gegenbauer processes with long memory: A review 206
A data-cleaning augmented Kalman filter for robust estimation of state space models 202
Automatic Outlier Detection for the Basic Structural Time Series Model 192
Seasonal Adjustment of Daily andWeekly Data 187
Component-wise Representations of Long-memory Models and Volatility Prediction 184
Phase changes and seasonal warming in early instrumental temperature records 172
Multivariate Temporal Disaggregation 169
Generalised partial autocorrelations and the mutual information between past and future 161
Econometric models of climate change: Introduction by the guest editors 157
A class of periodic trend models for seasonal time series 152
Discussion of The class of CUB models: statistical foundations, inferential issues and empirical evidence 150
null 138
On the selection of common factors for macroeconomic forecasting 138
Generalised Linear Cepstral Models for the Spectrum of a Time Series 122
Forecasting volatility with time-varying leverage and volatility of volatility effects 118
Transformation and Seasonal Adjustment of Economic Time Series. 102
Discussion of the paper “Deciding between alternative approaches in macroeconomics” 98
Econometric models of climate change: Introduction by the guest editors 38
Editorial 27
Modelling Persistent Cycles in Solar Activity 23
A Systemic Approach to Estimating the Output Gap for the Italian Economy 22
Bayesian stochastic model specification search for seasonal and calendar effects 22
Peaks, gaps, and time-reversibility of economic time series 20
Seasonality in High Frequency Time Series 20
Trends in atmospheric ethane 19
Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach 16
Predictability, real time estimation, and the formulation of unobserved components models 15
Totale 28.581
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Categoria #
all - tutte 54.570
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 54.570
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20207.574 0 626 537 902 681 851 677 832 783 661 431 593
2020/20214.634 575 538 568 614 417 497 497 407 117 113 189 102
2021/2022975 47 151 43 72 38 82 46 28 64 82 65 257
2022/20231.332 162 83 60 134 103 280 165 69 104 23 109 40
2023/2024395 62 69 26 19 35 41 27 9 24 9 11 63
2024/2025266 53 213 0 0 0 0 0 0 0 0 0 0
Totale 28.624