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Filippo Pellegrino

Imperial College London (from arXiv:2301.12499, 2023) · ORCID · OpenAlex

6 papers in scope · 3 published · 3 on the econ.EM arXiv · 135 citations · h-index 2 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Thomas Hasenzagl
  2. Lucrezia Reichlin
  3. G. Ricco
  4. Carlos Vladimir Rodríguez-Caballero
  5. Ignacio Garrón
  6. Claudio Lissona
  7. Esther Ruiz
  8. Matteo Barigozzi
  9. Matteo Luciani
  10. Philippe Goulet Coulombe
  11. Mike West
  12. Alessandro Morico
  13. Domenico Giannone
  14. Tobias Adrian
  15. Ovidijus Stauskas
  16. Lorenzo Tonni
  17. Diego Fresoli
  18. Pilar Poncela
  19. Mikael Frenette
  20. Philipp Gersing

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(4 of 6)

Selecting time-series hyperparameters with the artificial jackknife
published2025 · Computational Statistics & Data Analysis · 1 citations · first circulated 2020
Computational Statistics & Data Analysis
Multidimensional dynamic factor models
working paper2023 · arXiv · 2 citations
with Matteo Barigozzi
Paper profile arXiv arXiv:2301.12499
Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices
working paper2022 · arXiv
with Thomas Hasenzagl, Lucrezia Reichlin, G. Ricco
Paper profile arXiv arXiv:2201.05556
Factor-augmented tree ensembles
working paper2021 · arXiv
Paper profile arXiv arXiv:2111.14000
A preliminary simulation study about the impact of COVID-19 crisis on energy demand of a building mix at a district in Sweden
published2020 · Applied Energy · 69 citations
with Xingxing Zhang, Jingchun Shen, Benedetta Copertaro, Pei Huang, Puneet Saini, Marco Lovati
Applied Energy
A Model of the Fed's View on Inflation
published2020 · The Review of Economics and Statistics · 63 citations · first circulated 2017
with Thomas Hasenzagl, Lucrezia Reichlin, G. Ricco, Giovanni Ricco
Paper profile The Review of Economics and Statistics arXiv:2006.14110

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.