This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook...

The paper focuses on a comparison between the direct and iterated AR predictors for difference stationary processes. In particular, it provides new methods for comparing the efficiency of the two predictors. The methods are based on an encompassing representation for the two predictors, which...

The variance profile is defined as the power mean of the spectral density function of a stationary stochastic process. It is a continuous and nondecreasing function of the power parameter, <italic>p</italic>, which returns the minimum of the spectrum (<italic>p</italic>→−∞), the interpolation error variance (harmonic mean,...

This paper investigates the main patterns of industrial specialisation in Italian provinces over half a century following the Unification of the country. To this end, we propose a multivariate graphical technique named <italic>dynamic specialisation biplot</italic>. In 1871, specialisation vocations towards the...