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Alessandro Giovannelli

University of L'Aquila (from arXiv:2305.06618, 2023) · ORCID · OpenAlex

14 papers in scope · 13 published · 2 on the econ.EM arXiv · 125 citations · h-index 6 (over the papers listed here)

Papers

(2 of 14)

External forcings and predictability of the Atlantic multidecadal oscillation: A model confidence set approach
published2026 · International Journal of Forecasting
with Umberto Triacca
International Journal of Forecasting
Band‐Pass Filtering With High‐Dimensional Time Series. A Synthetic Indicator of the Medium‐to‐Long Run Component of Growth
published2026 · Journal of Time Series Analysis · 3 citations · first circulated 2023
with Marco Lippi, Tommaso Proietti
Paper profile Journal of Time Series Analysis arXiv:2305.06618
Macroeconomic forecasting using factor models with martingale difference errors
published2025 · International Journal of Forecasting
with Luca Mattia Rolla
International Journal of Forecasting
Estimating the Output Gap with High‐Dimensional Time Series
published2024 · Econometrics and Statistics · 2 citations
with Tommaso Proietti
Econometrics and Statistics
The Forecasting performance of the Factor model with Martingale Difference errors
working paper2022 · arXiv
with Luca Mattia Rolla
Paper profile arXiv arXiv:2205.10256
Forecasting stock returns with large dimensional factor models
published2021 · Journal of Empirical Finance · 15 citations · first circulated 2017
with Daniele Massacci, Stefano Soccorsi
Journal of Empirical Finance
Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach
published2021 · International Journal of Forecasting · 17 citations · first circulated 2020
with Tommaso Proietti, Ottavio Ricchi, Ambra Citton, Christían Tegami, Cristina Tinti, Cristian Tegami
International Journal of Forecasting
Nowcasting Monthly GDP with Big Data: A Model Averaging Approach
published2021 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 11 citations · first circulated 2020
with Tommaso Proietti
Journal of the Royal Statistical Society Series A (Statistics in Society)
Are GDP forecasts optimal? Evidence on European countries
published2020 · International Journal of Forecasting · 6 citations
with Filippo Maria Pericoli
International Journal of Forecasting
A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices
published2018 · Biometrika · 2 citations · first circulated 2017
with Tommaso Proietti
Biometrika
Dynamic factor model with infinite‐dimensional factor space: Forecasting
published2018 · Journal of Applied Econometrics · 44 citations · first circulated 2016
with Mario Forni, Marco Lippi, Stefano Soccorsi
Journal of Applied Econometrics
Clarifying the Roles of Greenhouse Gases and ENSO in Recent Global Warming through Their Prediction Performance
published2014 · Journal of Climate · 7 citations
with Umberto Triacca, Antonello Pasini, Alessandro Attanasio, Marco Lippi
Journal of Climate
Corporate social responsibility and earnings forecasting unbiasedness
published2013 · Journal of Banking & Finance · 18 citations
with Leonardo Becchetti, Rocco Ciciretti
Journal of Banking & Finance
Nonlinear Forecasting Using a Large Number of Predictors
published2010 · Rivista italiana degli economisti
Rivista italiana degli economisti

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.