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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

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

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

Peaks, gaps, and time reversibility of economic time series

Proietti, Tommaso - 2020

Persistent link: https://www.econbiz.de/10012487817

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

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

The multistep Beveridge-Nelson decomposition

Proietti, Tommaso - In: Econometric reviews 35 (2016) 1/4, pp. 373-395

Persistent link: https://www.econbiz.de/10011549941

Characterising the business cycle for accession countries

Artis, Michael J. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002158418

Dating the euro area business cycle

Artis, Michael J. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002158925

Characterizing the business cycle for accession countries

Artis, Michael J.; Marcellino, Massimiliano; Proietti, … - 2004

Persistent link: https://www.econbiz.de/10002160064

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