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Information about:
Tommaso Proietti

Personal Details | Affiliation | Works
This is information that was supplied by Tommaso Proietti in registering through RePEc. If you are Tommaso Proietti , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Tommaso
Middle Name:
Last Name: Proietti
Suffix:

RePEc Short-ID: ppr15

Email:
Homepage: http://www.economia.uniroma2.it/nuovo/home.asp
Postal Address: Dipartimento S.E.F. e ME.Q. Via Columbia, 2 00133 Roma, Italy
Phone: +39 06 7259 5941

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors
  2. Number of Downloads through RePEc Services over the past 12 months
  3. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Luati, Alessandra & Proietti, Tommaso, 2009. "Hyper-spherical and Elliptical Stochastic Cycles," MPRA Paper 15169, University Library of Munich, Germany. [Downloadable!]

  2. Proietti, Tommaso & Luati, Alessandra, 2009. "Low-Pass Filter Design using Locally Weighted Polynomial Regression and Discrete Prolate Spheroidal Sequences," MPRA Paper 15510, University Library of Munich, Germany. [Downloadable!]

  3. Proietti, Tommaso, 2009. "The Multistep Beveridge-Nelson Decomposition," MPRA Paper 15345, University Library of Munich, Germany. [Downloadable!]
    Other versions:

  4. Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2008. "A Monthly Indicator of the Euro Area GDP," Economics Working Papers ECO2008/32, European University Institute. [Downloadable!]
    Other versions:

  5. Proietti, Tommaso, 2008. "Structural Time Series Models for Business Cycle Analysis," MPRA Paper 6854, University Library of Munich, Germany. [Downloadable!]
    Other versions:

  6. Ciccarelli, Carlo & Fenoaltea, Stefano & Proietti, Tommaso, 2008. "The comovements of construction in Italy's regions, 1861-1913," MPRA Paper 8870, University Library of Munich, Germany. [Downloadable!]

  7. Proietti, Tommaso, 2008. "Direct and iterated multistep AR methods for difference stationary processes," MPRA Paper 10859, University Library of Munich, Germany, revised 01 Apr 2009. [Downloadable!]

  8. Proietti, Tommaso, 2008. "Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components," MPRA Paper 6860, University Library of Munich, Germany. [Downloadable!]

  9. Tommaso Proietti & Alessandra Luati, 2008. "Real Time Estimation in Local Polynomial Regression, with Application to Trend-Cycle Analysis," CEIS Research Paper 112, Tor Vergata University, CEIS, revised 14 Jul 2008. [Downloadable!]

  10. Bernardi, Mauro & Della Corte, Giuseppe & Proietti, Tommaso, 2008. "Extracting the Cyclical Component in Hours Worked: a Bayesian Approach," MPRA Paper 8967, University Library of Munich, Germany. [Downloadable!]

  11. Luati, Alessandra & Proietti, Tommaso, 2008. "On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing," MPRA Paper 8910, University Library of Munich, Germany. [Downloadable!]

  12. Luati, Alessandra & Proietti, Tommaso, 2008. "On the Spectral Properties of Matrices Associated with Trend Filters," MPRA Paper 11502, University Library of Munich, Germany. [Downloadable!]

  13. Carlo Ciccarelli & Stefano Fenoaltea & Tommaso Proietti, 2008. "The Effects of Unification: Markets, Policy and Cyclical Convergence in Italy, 1861-1913," CEIS Research Paper 133, Tor Vergata University, CEIS, revised 18 Nov 2008. [Downloadable!]

  14. Grassi, Stefano & Proietti, Tommaso, 2008. "Has the Volatility of U.S. Inflation Changed and How?," MPRA Paper 11453, University Library of Munich, Germany. [Downloadable!]

  15. Tommaso Proietti & Cecilia Frale, 2007. "New proposals for the quantification of qualitative survey data," CEIS Research Paper 98, Tor Vergata University, CEIS. [Downloadable!]

  16. Tommaso Proietti & Alberto Musso, 2007. "Growth accounting for the Euro area - a structural approach," Working Paper Series 804, European Central Bank. [Downloadable!]

  17. Proietti, Tommaso & Riani, Marco, 2007. "Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies," MPRA Paper 7862, University Library of Munich, Germany. [Downloadable!]

  18. Tommaso Proietti, 2007. "Band Spectral Estimation for Signal Extraction," CEIS Research Paper 104, Tor Vergata University, CEIS. [Downloadable!]
    Published as:

  19. Tommaso Proietti, 2006. "Measuring Core Inflation by Multivariate Structural Time Series Models," CEIS Research Paper 83, Tor Vergata University, CEIS. [Downloadable!]

  20. Tommaso Proietti, 2004. "Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited," Econometrics 0411011, EconWPA. [Downloadable!]
    Published as:

  21. Michael Artis & Massimiliano Marcellino & Tommaso Proietti, 2004. "Characterising the Business Cycle for Accession Countries," Econometrics 0403006, EconWPA. [Downloadable!]
    Other versions:

  22. Tommaso Proietti & Filippo Moauro, 2004. "Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints," Econometrics 0401003, EconWPA. [Downloadable!]
    Published as:

  23. Tommaso Proietti, 2004. "Forecasting and Signal Extraction with Misspecified Models," Econometrics 0401002, EconWPA. [Downloadable!]
    Published as:

  24. Tommaso Proietti, 2004. "On the Estimation of Nonlinearly Aggregated Mixed Models," Econometrics 0411012, EconWPA. [Downloadable!]

  25. Tommaso Proietti, 2004. "On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates," Econometrics 0403007, EconWPA. [Downloadable!]
    Other versions:
    Published as:

  26. Artis, Michael J & Marcellino, Massimiliano & Proietti, Tommaso, 2003. "Dating the Euro Area Business Cycle," CEPR Discussion Papers 3696, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:

  27. Tommaso PROIETTI, 2002. "Seasonal Specific Structural Time Series Models," Economics Working Papers ECO2002/10, European University Institute. [Downloadable!]

  28. Tommaso PROIETTI, 2002. "Some Reflections on Trend-Cycle Decompositions with Correlated Components," Economics Working Papers ECO2002/23, European University Institute. [Downloadable!]
    Other versions:

  29. Tommaso PROIETTI & Alberto MUSSO & Thomas WESTERMANN, 2002. "Estimating Potential Output and the Output Gap for the Euro Area: a Model-Based Production Function Approach," Economics Working Papers ECO2002/09, European University Institute. [Downloadable!]
    Published as:

  30. Tommaso Proietti, 1993. "Structural properties of the new quarterly series on consumption," Quaderni di Dipartimento 24, Department of Statistics, University of Bologna. [Downloadable!]

  31. Pierluigi Daddi & Tommaso Proietti, 1993. "A seasonal integration analysis of the italian consumption quarterly time series," Quaderni di Dipartimento 19, Department of Statistics, University of Bologna. [Downloadable!]

  32. Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, . "Survey Data as Coincident or Leading Indicators," Working Papers 3, Department of the Treasury, Ministry of the Economy and of Finance. [Downloadable!]
    Other versions:

  33. T. Proietti, . "Leave-k-out Diagnostics in State Space Models," Sonderforschungsbereich 373 2000-74, Humboldt Universitaet Berlin.
    Published as:

Articles

  1. Tommaso Proietti & Marco Riani, 2009. "Transformations and seasonal adjustment," Journal of Time Series Analysis, Blackwell Publishing, vol. 30(1), pages 47-69, 01. [Downloadable!] (restricted)

  2. Tommaso Proietti, 2009. "On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates," Econometric Reviews, Taylor and Francis Journals, vol. 28(1-3), pages 186-208. [Downloadable!] (restricted)
    Other versions:

  3. Proietti, Tommaso, 2008. "Missing data in time series: A note on the equivalence of the dummy variable and the skipping approaches," Statistics & Probability Letters, Elsevier, vol. 78(3), pages 257-264, February. [Downloadable!] (restricted)

  4. Proietti, Tommaso, 2008. "Band spectral estimation for signal extraction," Economic Modelling, Elsevier, vol. 25(1), pages 54-69, January. [Downloadable!] (restricted)
    Other versions:

  5. Tommaso Proietti & Alberto Musso & Thomas Westermann, 2007. "Estimating potential output and the output gap for the euro area: a model-based production function approach," Empirical Economics, Springer, vol. 33(1), pages 85-113, July. [Downloadable!] (restricted)
    Other versions:

  6. Pollock, D.S.G. & Proietti, Tommaso, 2007. "2nd Special Issue on Statistical Signal Extraction and Filtering," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 817-820, October. [Downloadable!] (restricted)

  7. Proietti, Tommaso, 2007. "Signal extraction and filtering by linear semiparametric methods," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 935-958, October. [Downloadable!] (restricted)

  8. Tommaso Proietti & Filippo Moauro, 2006. "Dynamic factor analysis with non-linear temporal aggregation constraints," Journal Of The Royal Statistical Society Series C, Royal Statistical Society, vol. 55(2), pages 281-300. [Downloadable!] (restricted)
    Other versions:

  9. Tommaso Proietti, 2006. "Temporal disaggregation by state space methods: Dynamic regression methods revisited," Econometrics Journal, Royal Economic Society, vol. 9(3), pages 357-372, November. [Downloadable!] (restricted)
    Other versions:

  10. Proietti, Tommaso, 2005. "New algorithms for dating the business cycle," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 477-498, April. [Downloadable!] (restricted)

  11. Tommaso Proietti, 2005. "Convergence in Italian regional per-capita GDP," Applied Economics, Taylor and Francis Journals, vol. 37(5), pages 497-506, March. [Downloadable!] (restricted)

  12. Tommaso Proietti, 2005. "Forecasting and signal extraction with misspecified models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(8), pages 539-556. [Downloadable!]
    Other versions:

  13. Estela Bee Dagum & Tommaso Proietti, 2004. "Introduction," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 8(2). [Downloadable!]

  14. Michael Artis & Massimiliano Marcellino & Tommaso Proietti, 2004. "Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(4), pages 537-565, 09. [Downloadable!] (restricted)

  15. Tommaso Proietti, 2004. "Seasonal Specific Structural Time Series," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 8(2). [Downloadable!]

  16. Tommaso Proietti, 2003. "Leave-K-Out Diagnostics In State-Space Models," Journal of Time Series Analysis, Blackwell Publishing, vol. 24(2), pages 221-236, 03. [Downloadable!] (restricted)
    Other versions:

  17. Proietti, Tommaso, 2003. "Forecasting the US unemployment rate," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 451-476, March. [Downloadable!] (restricted)

  18. [Reference to Proietti], Tommaso, 2000. "Comparing seasonal components for structural time series models," International Journal of Forecasting, Elsevier, vol. 16(2), pages 247-260. [Downloadable!] (restricted)

  19. Proietti, Tommaso & Harvey, Andrew, 2000. "A Beveridge-Nelson smoother," Economics Letters, Elsevier, vol. 67(2), pages 139-146, May. [Downloadable!] (restricted)

  20. Tommaso Proietti, 1998. "Characterizing Asymmetries in Business Cycles Using Smooth-Transition Structural Time-Series Models," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 3(3). [Downloadable!]

  21. Tommaso Proietti, 1998. "Spurious periodic autoregressions," Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages C1-C22.

  22. Proietti, Tommaso, 1997. "Short-Run Dynamics in Cointegrated Systems," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(3), pages 405-22, August.

  23. Proietti, Tommaso, 1996. "Persistence of Shocks on Seasonal Processes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(4), pages 383-98, July-Aug.. [Downloadable!] (restricted)

  24. RePEc:bep:sndecm:3:1998:3:141-156 is not listed on IDEAS

  25. RePEc:bep:sndecm:8:2004:2:1205-1205 is not listed on IDEAS

  26. RePEc:bep:sndecm:8:2004:2:1207-1207 is not listed on IDEAS

NEP Fields

37 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2007-07-13
  2. NEP-CBA: Central Banking (6) 2006-08-05 2007-09-24 2008-11-11 2008-12-14 2009-02-28 2009-07-03 Author is listed
  3. NEP-DCM: Discrete Choice Models (1) 2007-07-13
  4. NEP-DEV: Development (2) 2004-03-22 2004-03-22
  5. NEP-ECM: Econometrics (25) 2002-09-28 2003-03-11 2003-03-11 2004-01-25 2004-01-25 2004-03-22 2004-11-22 2004-11-22 2006-08-05 2007-07-13 2007-07-13 2008-02-02 2008-02-02 2008-03-25 2008-06-07 2008-07-20 2008-10-07 2008-11-11 2008-12-14 2009-02-28 2009-05-16 2009-05-30 2009-06-17 2009-07-03 2009-09-26 Author is listed
  6. NEP-EEC: European Economics (8) 2003-03-03 2003-03-14 2003-05-29 2004-05-26 2007-09-24 2008-12-14 2009-02-28 2009-07-03 Author is listed
  7. NEP-EFF: Efficiency & Productivity (1) 2007-09-24
  8. NEP-ETS: Econometric Time Series (18) 2002-09-28 2003-03-03 2003-03-03 2004-01-12 2004-01-12 2004-03-22 2004-11-22 2006-08-05 2006-08-05 2007-07-13 2008-02-02 2008-02-02 2008-06-07 2008-07-20 2008-10-07 2009-05-30 2009-06-17 2009-09-26 Author is listed
  9. NEP-FIN: Finance (1) 2003-03-03
  10. NEP-FOR: Forecasting (4) 2008-10-07 2009-05-30 2009-07-03 2009-09-26
  11. NEP-GEO: Economic Geography (1) 2008-05-31
  12. NEP-HIS: Business, Economic & Financial History (3) 2003-03-03 2008-05-31 2008-12-01
  13. NEP-IFN: International Finance (2) 2004-03-22 2004-05-26
  14. NEP-MAC: Macroeconomics (22) 2003-03-03 2003-03-03 2003-03-03 2003-03-17 2003-05-29 2004-03-22 2004-03-22 2007-07-13 2007-07-13 2007-09-24 2008-02-02 2008-02-02 2008-05-31 2008-06-13 2008-10-07 2008-11-11 2008-12-01 2008-12-14 2009-02-28 2009-05-30 2009-06-17 2009-07-03 Author is listed
  15. NEP-MON: Monetary Economics (2) 2006-08-05 2008-11-11
  16. NEP-ORE: Operations Research (4) 2008-03-25 2008-06-07 2008-06-13 2008-10-07
  17. NEP-PKE: Post Keynesian Economics (1) 2009-09-26
  18. NEP-RMG: Risk Management (1) 2003-03-03
  19. NEP-TRA: Transition Economics (1) 2004-05-16
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This page was last updated on 2009-11-11.

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