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Giacomo Sbrana
Giacomo Sbrana
Geverifieerd e-mailadres voor neoma-bs.fr
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Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework
G Sbrana, A Silvestrini
International Journal of Production Economics 146 (1), 185-198, 2013
592013
Climate change implications for the catastrophe bonds market: An empirical analysis
C Morana, G Sbrana
Economic Modelling 81, 274-294, 2019
562019
Random switching exponential smoothing and inventory forecasting
G Sbrana, A Silvestrini
International Journal of Production Economics 156, 283-294, 2014
532014
Determinants of education attainment and development goals in Yemen
MV Sánchez, G Sbrana
Prepared for the Project Assessing Development Strategies to achieve the …, 2009
322009
Some financial implications of global warming: An empirical assessment
C Morana, G Sbrana
FEEM Working Paper, 2018
31*2018
Short-term inflation forecasting: the META approach
G Sbrana, A Silvestrini, F Venditti
International Journal of Forecasting 33 (4), 1065-1081, 2017
302017
Determinants and dynamics of schooling and child labour in Bolivia
F Grigoli, G Sbrana
Bulletin of Economic Research 65, s17-s37, 2013
252013
A note on forecasting demand using the multivariate exponential smoothing framework
F Poloni, G Sbrana
International Journal of Production Economics 162, 143-150, 2015
242015
Technical note on the determinants of water and sanitation in Yemen
G Sbrana
Prepared for the Project Assessing Development Strategies to achieve the …, 2009
202009
Random switching exponential smoothing: A new estimation approach
G Sbrana, A Silvestrini
International Journal of Production Economics 211, 211-220, 2019
192019
Forecasting with the damped trend model using the structural approach
G Sbrana, A Silvestrini
International Journal of Production Economics 226, 107654, 2020
132020
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
G Sbrana, A Silvestrini
Journal of Banking & Finance 37 (5), 1437-1450, 2013
132013
Damped trend exponential smoothing: prediction and control
G Sbrana
Journal of Quantitative Economics 10 (2), 152-192, 2012
122012
Structural time series models and aggregation: some analytical results
G Sbrana
Journal of Time Series Analysis 32 (3), 315-316, 2011
102011
Multivariate trend–cycle extraction with the Hodrick–Prescott filter
F Poloni, G Sbrana
Macroeconomic dynamics 21 (6), 1336-1360, 2017
92017
A closed-form estimator for the multivariate GARCH (1, 1) model
G Sbrana, F Poloni
Journal of Multivariate Analysis 120, 152-162, 2013
92013
Forecasting aggregated moving average processes with an application to the euro area real interest rate
G Sbrana
Journal of Forecasting 31 (1), 85-98, 2012
72012
What do we know about comparing aggregate and disaggregate forecasts?
G Sbrana, A Silvestrini
CORE, 2009
62009
Comparing aggregate and disaggregate forecasts of first order moving average models
G Sbrana, A Silvestrini
Statistical Papers 53, 255-263, 2012
52012
Random coefficient state-space model: Estimation and performance in M3–M4 competitions
G Sbrana, A Silvestrini
International Journal of Forecasting 38 (1), 352-366, 2022
42022
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Artikelen 1–20