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Does the Box-Cox transformation help in forecasting macroeconomic time series?
Proietti, Tommaso; Lütkepohl, Helmut - In: International journal of forecasting 29 (2013) 1, pp. 88-99
Persistent link: https://www.econbiz.de/10009706171
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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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Forecasting economic and financial time-series with non-linear models
Clements, Michael P.; Franses, Philip Hans; Swanson, … - In: International journal of forecasting 20 (2004) 2, pp. 169-183
Persistent link: https://www.econbiz.de/10002033263
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Comparing seasonal components for structural time series models
Proietti, Tommaso - In: International journal of forecasting 16 (2000) 2, pp. 247-260
Persistent link: https://www.econbiz.de/10001476898
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Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
Swanson, Norman R. - In: International journal of forecasting 13 (1997) 4, pp. 439-461
Persistent link: https://www.econbiz.de/10001240454
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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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Discussion of the paper "Testing time series data compatibility for benchmarking" by Benoît Quennevillle and Christian Gagné
Proietti, Tommaso - In: International journal of forecasting 29 (2013) 4, pp. 767-771
Persistent link: https://www.econbiz.de/10010221278
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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