Narrow search
Showing 1 - 10 of 24
Cover Image
Seasonality, forecast extensions and business cycle uncertainty
Proietti, Tommaso - In: Journal of economic surveys 26 (2012) 4, pp. 555-569
Persistent link: https://www.econbiz.de/10009711928
Cover Image
The multistep Beveridge-Nelson decomposition
Proietti, Tommaso - 2009
The Beveridge-Nelson decomposition defines the trend component in terms of the eventual forecast function, as the value the series would take if it were on its long-run path. The paper in-troduces the multistep Beveridge-Nelson decomposition, which arises when the forecast function is obtained...
Persistent link: https://www.econbiz.de/10011523928
Cover Image
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
Cover Image
Peaks, gaps, and time reversibility of economic time series
Proietti, Tommaso - 2020
Persistent link: https://www.econbiz.de/10012487817
Cover Image
Modelling and estimating large macroeconomic shocks during the pandemic
Corrado, Luisa; Grassi, Stefano; Paolillo, Aldo - 2021
Persistent link: https://www.econbiz.de/10012692255
Cover Image
Modelling and estimating large macroeconomic shocks during the pandemic
Corrado, Luisa; Grassi, Stefano; Paolillo, Aldo - 2021
Persistent link: https://www.econbiz.de/10012620771
Cover Image
Identifying economic shocks in a rare disaster environment
Corrado, Luisa; Grassi, Stefano; Paolillo, Aldo - 2021
Persistent link: https://www.econbiz.de/10013256340
Cover Image
The cyclical experience of the new Member States
Artis, Michael J.; Marcellino, Massimiliano; Proietti, … - In: The Central and Eastern European countries and the …, (pp. 135-158). 2006
Persistent link: https://www.econbiz.de/10003334588
Cover Image
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
Cover Image
The multistep Beveridge-Nelson decomposition
Proietti, Tommaso - In: Econometric reviews 35 (2016) 1/4, pp. 373-395
Persistent link: https://www.econbiz.de/10011549941