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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
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Last Name: Sbrana
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RePEc Short-ID: psb12

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Affiliation

Works


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Working papers

  1. Grigoli, Francesco & Sbrana, Giacomo, 2011. "Determinants and dynamics of schooling and child labor in Bolivia," Policy Research Working Paper Series 5534, The World Bank.
  2. Giacomo Sbrana, 2010. "Forecasting damped trend exponential smoothing: an algebraic viewpoint," Working Papers 10-08, Association Française de Cliométrie (AFC).
  3. 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).
  4. 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).
  5. 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. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (3) 2010-03-28 2010-10-02 2011-01-16 Author is listed
  2. NEP-EDU: Education (1) 2011-01-30
  3. NEP-ETS: Econometric Time Series (2) 2011-01-16 2011-01-16 Author is listed
  4. NEP-FOR: Forecasting (3) 2010-03-28 2010-10-02 2011-01-16 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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