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Extracting the cyclical component in hours worked
Bernardi, Mauro; Della Corte, Giuseppe; Proietti, Tommaso - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10009521861
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The multistep Beveridge-Nelson decomposition
Proietti, Tommaso - In: Econometric reviews 35 (2016) 1/4, pp. 373-395
Persistent link: https://www.econbiz.de/10011549941
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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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Linear and nonlinear dynamics in time series
Dagum, Estela Bee (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002651642
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Seasonal specific structural time series
Proietti, Tommaso (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 2
Persistent link: https://www.econbiz.de/10002652144
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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
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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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Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso - In: Econometric reviews 40 (2021) 5, pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
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Component-wise representations of long-memory models and volatility prediction
Proietti, Tommaso - In: Journal of financial econometrics : official journal of … 14 (2016) 4, pp. 668-692
Persistent link: https://www.econbiz.de/10011623820
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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