tommaso-proietti documents

Società per azioni s.p.a 2 Tipologia delle società di capitali
Documents Società per azioni s.p.a 2 Tipologia delle società di capitali
Persistence of shocks on seasonal processes
Documents Persistence of shocks on seasonal processes
Seasonal heteroscedasticity and trends
Documents Seasonal heteroscedasticity and trends
Forecasting and signal extraction with misspecified models
Documents Forecasting and signal extraction with misspecified models
New algorithms for dating the business cycle
Documents New algorithms for dating the business cycle
Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences
Documents Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences
Missing data in time series: A note on the equivalence of the dummy variable and the skipping approaches
Documents Missing data in time series: A note on the equivalence of the dummy variable and the skipping approaches
Forecasting the US unemployment rate
Documents Forecasting the US unemployment rate
Estimating potential output and the output gap for the euro area: a model-based production function approach
Documents Estimating potential output and the output gap for the euro area: a model-based production function approach
Unobserved components models with correlated disturbances
Documents Unobserved components models with correlated disturbances
Spurious Periodic Autoregressions
Documents Spurious Periodic Autoregressions
Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints
Documents Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints
The beveridge-nelson decomposition: Properties and extensions
Documents The beveridge-nelson decomposition: Properties and extensions
Direct and iterated multistep AR methods for difference stationary processes
Documents Direct and iterated multistep AR methods for difference stationary processes
Comparing seasonal components for structural time series models
Documents Comparing seasonal components for structural time series models
A Beveridge–Nelson smoother
Documents A Beveridge–Nelson smoother