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Giacomo Sbrana

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

Personal Details

First Name: Giacomo
Middle Name:
Last Name: Sbrana
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RePEc Short-ID: psb12

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Affiliation

Neoma Business School
Location: Rouen/Reims, France
Homepage: http://www.neoma-bs.com/
Email:
Phone: +33 2 3282 5700
Fax: +33 2 3282 5701
Postal: 1 Rue du Maréchal Juin, BP 215, 76825 Mont Saint Aignan Cedex
Handle: RePEc:edi:neomafr (more details at EDIRC)

Works

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Working papers

  1. Giacomo Sbrana & Andrea Silvestrini, 2013. "Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework," Temi di discussione (Economic working papers) 929, Bank of Italy, Economic Research and International Relations Area.
  2. Grigoli, Francesco & Sbrana, Giacomo, 2011. "Determinants and dynamics of schooling and child labor in Bolivia," Policy Research Working Paper Series 5534, The World Bank.
  3. Giacomo Sbrana, 2010. "The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions," Working Papers 10-09, Association Française de Cliométrie (AFC).
  4. Giacomo Sbrana, 2010. "Forecasting damped trend exponential smoothing: an algebraic viewpoint," Working Papers 10-08, Association Française de Cliométrie (AFC).
  5. SBRANA, Giacomo & SILVESTRINI, Andrea, 2010. "Aggregation of exponential smoothing processes with an application to portfolio risk evaluation," CORE Discussion Papers 2010039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  6. SBRANA, Giacomo & SILVESTRINI, Andrea, 2009. "What do we know about comparing aggregate and disaggregate forecasts?," CORE Discussion Papers 2009020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Poloni, Federico & Sbrana, Giacomo, 2014. "Feasible generalized least squares estimation of multivariate GARCH(1, 1) models," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 151-159.
  2. Sbrana, Giacomo & Poloni, Federico, 2013. "A closed-form estimator for the multivariate GARCH(1,1) model," Journal of Multivariate Analysis, Elsevier, vol. 120(C), pages 152-162.
  3. Sbrana, Giacomo & Silvestrini, Andrea, 2013. "Aggregation of exponential smoothing processes with an application to portfolio risk evaluation," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1437-1450.
  4. Sbrana, Giacomo, 2013. "The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions," Economic Modelling, Elsevier, vol. 30(C), pages 311-316.
  5. Sbrana, Giacomo & Silvestrini, Andrea, 2013. "Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework," International Journal of Production Economics, Elsevier, vol. 146(1), pages 185-198.
  6. Francesco Grigoli & Giacomo Sbrana, 2013. "Determinants And Dynamics Of Schooling And Child Labour In Bolivia," Bulletin of Economic Research, Wiley Blackwell, vol. 65, pages s17-s37, 05.
  7. Giacomo Sbrana & Andrea Silvestrini, 2012. "Temporal aggregation of cyclical models with business cycle applications," Statistical Methods and Applications, Springer, vol. 21(1), pages 93-107, March.
  8. Giacomo Sbrana, 2012. "Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(1), pages 85-98, 01.
  9. Giacomo Sbrana, 2012. "Aggregation and marginalization of GARCH processes: some further results," METRON, Springer, vol. 70(2), pages 165-172, August.
  10. Giacomo Sbrana & Andrea Silvestrini, 2012. "Comparing aggregate and disaggregate forecasts of first order moving average models," Statistical Papers, Springer, vol. 53(2), pages 255-263, May.
  11. Giacomo Sbrana & Andrea Silvestrini, 2011. "Measuring core inflation in Italy comparing aggregate vs. disaggregate price data," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 5(3), pages 239-258, October.
  12. Giacomo Sbrana, 2011. "Structural time series models and aggregation: some analytical results," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(3), pages 315-316, 05.
  13. Giacomo Sbrana, 2008. "On the use of area-wide models in the Euro-zone," Statistical Methods and Applications, Springer, vol. 17(4), pages 499-518, October.
  14. Giacomo Sbrana, 2007. "Testing for Model Selection in Predicting Aggregate Variables," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 66(1), pages 3-28, March.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (4) 2010-03-28 2010-10-02 2011-01-16 2013-10-18. Author is listed
  2. NEP-EDU: Education (1) 2011-01-30
  3. NEP-ETS: Econometric Time Series (3) 2011-01-16 2011-01-16 2013-10-18. Author is listed
  4. NEP-FOR: Forecasting (4) 2010-03-28 2010-10-02 2011-01-16 2013-10-18. Author is listed
  5. NEP-LAB: Labour Economics (1) 2011-01-30
  6. NEP-RMG: Risk Management (1) 2010-10-02
  7. NEP-URE: Urban & Real Estate Economics (1) 2011-01-30

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