Tommaso Proietti
Tommaso Proietti
University of Rome Tor Vergata, Dipartimento di Economia e Finanza
Verified email at uniroma2.it
Title
Cited by
Cited by
Year
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
2402004
Short‐run dynamics in cointegrated systems
T Proietti
Oxford Bulletin of Economics and Statistics 59 (3), 405-422, 1997
1461997
Characterizing the business cycle for accession countries
MJ Artis, MG Marcellino, T Proietti
CEPR discussion paper, 2004
1382004
Temporal disaggregation by state space methods: Dynamic regression methods revisited
T Proietti
The Econometrics Journal 9 (3), 357-372, 2006
1062006
Dating the euro area business cycle
MJ Artis, M Marcellino, T Proietti
The Euro Area Business Cycle: Stylized facts and Measurement Issues. London …, 2004
932004
Dynamic factor analysis with non‐linear temporal aggregation constraints
T Proietti, F Moauro
Journal of the Royal Statistical Society: Series C (Applied Statistics) 55 …, 2006
852006
Readings in unobserved components models
AC Harvey, T Proietti
Oxford University Press on Demand, 2005
822005
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 (1), 85-113, 2007
802007
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 …, 2011
742011
Comparing seasonal components for structural time series models
T Proietti
International Journal of Forecasting 16 (2), 247-260, 2000
632000
Trend–cycle decompositions with correlated components
T Proietti
Econometric Reviews 25 (1), 61-84, 2006
592006
Forecasting the US unemployment rate
T Proietti
Computational statistics & data analysis 42 (3), 451-476, 2003
512003
Survey data as coincident or leading indicators
C Frale, M Marcellino, GL Mazzi, T Proietti
Journal of Forecasting 29 (1‐2), 109-131, 2010
502010
A Beveridge–Nelson smoother
T Proietti, A Harvey
Economics Letters 67 (2), 139-146, 2000
432000
Seasonal heteroscedasticity and trends
T Proietti
Journal of Forecasting 17 (1), 1-17, 1998
411998
Characterizing asymmetries in business cycles using smooth-transition structural time-series models
T Proietti
Studies in Nonlinear Dynamics & Econometrics 3 (3), 1998
401998
Does the Box–Cox transformation help in forecasting macroeconomic time series?
T Proietti, H Lütkepohl
International Journal of Forecasting 29 (1), 88-99, 2013
382013
Convergence in Italian regional per-capita GDP
T Proietti
Applied Economics 37 (5), 497-506, 2005
372005
Forecasting with structural time series models
T Proietti
A companion to economic forecasting 105132, 2002
322002
On the estimation of nonlinearly aggregated mixed models
T Proietti
Journal of Computational and Graphical Statistics 15 (1), 18-38, 2006
282006
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Articles 1–20