Tommaso Proietti

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Massimiliano MarcellinoUniversità BocconiVerified email at unibocconi.it
Martyna MarczakAssistant Professor in Economics, Trinity College DublinVerified email at tcd.ie
Federico MaddanuPostdoc researcher at Laboratory AGM UMR8088, CY Cergy Paris Université, FranceVerified email at alumni.uniroma2.eu
Marco RianiUniversity of ParmaVerified email at unipr.it
Eric HillebrandProfessor, Department of Economics and Business Economics, Aarhus UniversityVerified email at econ.au.dk
Carlo CiccarelliDep. Economics and Finance, Univ. of Rome "Tor Vergata", Research associate CAGEVerified email at uniroma2.it
Helmut LütkepohlDIW, Freie Universitaet BerlinVerified email at diw.de
Leopoldo CataniaAssociate Professor, Aarhus University and CREATESVerified email at econ.au.dk
Diego J. PedregalUniversidad Castilla-La ManchaVerified email at uclm.es
Marco RealeAssociate Professor, University of CanterburyVerified email at canterbury.ac.nz
Felix PretisUniversity of Victoria, Dept. of Economics, University of Oxford, Nuffield CollegeVerified email at uvic.ca
Mauro BernardiAssociate Professor, Department of Statistical Sciences, University of PadovaVerified email at unipd.it
Guido PellegriniDipartimento di Scienze Sociali ed Economiche, Università La Sapienza, RomaVerified email at uniroma1.it
Libero MonteforteBanca d'Italia e Ufficio Parlamentare di BilancioVerified email at upbilancio.it
Marco FioramantiUfficio Parlamentare di BilancioVerified email at upbilancio.it
Enzo D'InnocenzoAssistant Professor, Alma Mater Studiorum Università di BolognaVerified email at unibo.it

Tommaso Proietti

University of Rome Tor Vergata, Dipartimento di Economia e Finanza

Verified email at uniroma2.it

Time series analysis


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Dating business cycles: a methodological contribution with an application to the Euro area M Artis, M Marcellino, T Proietti Oxford Bulletin of Economics and Statistics 66 (4), 537-565, 2004	371*	2004
Short‐run dynamics in cointegrated systems T Proietti Oxford Bulletin of Economics and Statistics 59 (3), 405-422, 1997	152	1997
Characterizing business cycles for accession countries M Marcellino, M Artis, T Proietti JOURNAL OF BUSINESS CYCLE ANALYSIS AND MEASUREMENT 2, 7-41, 2005	150*	2005
Temporal disaggregation by state space methods: Dynamic regression methods revisited T Proietti The Econometrics Journal 9 (3), 357-372, 2006	137	2006
Dynamic factor analysis with non-linear temporal aggregation constraints T Proietti, F Moauro Journal of the Royal Statistical Society Series C: Applied Statistics 55 (2 …, 2006	108	2006
EUROMIND: a monthly indicator of the euro area economic conditions C Frale, M Marcellino, GL Mazzi, T Proietti Journal of the Royal Statistical Society Series A: Statistics in Society 174 …, 2011	100	2011
Estimating potential output and the output gap for the euro area: a model-based production function approach T Proietti, A Musso, T Westermann Empirical Economics 33, 85-113, 2007	100	2007
Trend–cycle decompositions with correlated components T Proietti Econometric Reviews 25 (1), 61-84, 2006	91*	2006
Readings in unobserved components models A Harvey, T Proietti OUP Oxford, 2005	87	2005
Comparing seasonal components for structural time series models T Proietti International Journal of Forecasting 16 (2), 247-260, 2000	84	2000
Forecasting the US unemployment rate T Proietti Computational Statistics & Data Analysis 42 (3), 451-476, 2003	79	2003
Does the Box–Cox transformation help in forecasting macroeconomic time series? T Proietti, H Lütkepohl International Journal of Forecasting 29 (1), 88-99, 2013	78	2013
Survey data as coincident or leading indicators C Frale, M Marcellino, GL Mazzi, T Proietti Journal of Forecasting 29 (1‐2), 109-131, 2010	59	2010
A beveridge–nelson smoother T Proietti, A Harvey Economics Letters 67 (2), 139-146, 2000	55	2000
Forecasting with structural time series models T Proietti A companion to economic forecasting 105132, 2002	51	2002
Outlier detection in structural time series models: The indicator saturation approach M Marczak, T Proietti International Journal of Forecasting 32 (1), 180-202, 2016	49	2016
Seasonal heteroscedasticity and trends T Proietti Journal of Forecasting 17 (1), 1-17, 1998	44	1998
Fractionally differenced Gegenbauer processes with long memory: A review GS Dissanayake, MS Peiris, T Proietti Statistical Science 33 (3), 413-426, 2018	42	2018
Characterizing asymmetries in business cycles using smooth-transition structural time-series models T Proietti Studies in Nonlinear Dynamics & Econometrics 3 (3), 1998	42	1998
New algorithms for dating the business cycle T Proietti Computational Statistics & Data Analysis 49 (2), 477-498, 2005	41	2005

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