Browsing by Author "PROIETTI, Tommaso"

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Browsing by Author "PROIETTI, Tommaso"

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    Title: EUROMIND: A monthly indicator of the euro area economic conditions  Author(s): FRALE, Cecilia; MARCELLINO, Massimiliano; MAZZI, Gianluigi; PROIETTI, Tommaso Date: 2011 Type of Publication: Article Abstract: Continuous monitoring of the evolution of the economy is fundamental for the decisions of public and private decision makers. The paper proposes EUROMIND, which is a new monthly indicator of the euro area economic conditions, ...
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    Title: Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?  Author(s): PROIETTI, Tommaso; LUETKEPOHL, Helmut Date: 2011 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: The paper investigates whether transforming a time series leads to an improvement in forecasting accuracy. The class of transformations that is considered is the Box-Cox power transformation, which applies to series measured ...
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    Title: Survey Data as Coincident or Leading Indicators  Author(s): FRALE, Cecilia; MARCELLINO, Massimiliano; MAZZI, Gian Luigi; PROIETTI, Tommaso Date: 2010-01-01 Type of Publication: Article Abstract: In this paper we propose a monthly measure for the euro area gross domestic product (GDP) based on a small-scale factor model for mixed-frequency data, featuring two factors: the first is driven by hard data, whereas the ...
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    Title: Survey Data as Coincident or Leading Indicators  Author(s): FRALE, Cecilia; MARCELLINO, Massimiliano; MAZZI, Gian Luigi; PROIETTI, Tommaso Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: In this paper we propose a monthly measure for the euro area Gross Domestic Product (GDP) based on a small scale factor model for mixed frequency data, featuring two factors: the first is driven by hard data, whereas the ...
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    Title: A Monthly Indicator of the Euro Area GDP  Author(s): FRALE, Cecilia; MARCELLINO, Massimiliano; MAZZI, Gian Luigi; PROIETTI, Tommaso Date: 2008 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: A continuous monitoring of the evolution of the economy is fundamental for the decisions of public and private decision makers. This paper proposes a new monthly indicator of the euro area real Gross Domestic Product (GDP), ...
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    Title: Dating the EuroArea Business Cycle  Author(s): ARTIS, Michael J.; MARCELLINO, Massimiliano; PROIETTI, Tommaso Date: 2005 Type of Publication: Contribution to book Abstract: Proposes a number of improvements to standard techniques to detect the peaks and troughs of business cycles that allow them to isolate major fluctuations in economic activity. For the US economy their model produces a good ...
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    Title: Characterising the Business Cycle for Accession Countries  Author(s): ARTIS, Michael J.; MARCELLINO, Massimiliano; PROIETTI, Tommaso Date: 2004 Type of Publication: Working Paper Series/Report no.: CEPR Discussion Papers
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    Title: Dating Business Cycles: a Methodological Contribution with an Application to the Euro Area  Author(s): ARTIS, Michael J.; MARCELLINO, Massimiliano; PROIETTI, Tommaso Date: 2004 Type of Publication: Article
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    Title: Some Reflections on Trend-Cycle Decompositions with Correlated Components  Author(s): PROIETTI, Tommaso Date: 2002 Type of Publication: Working Paper Series/Report no.: EUI ECO
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    Title: Estimating Potential Output and the Output Gap for the Euro Area: a Model-Based Production Function Approach  Author(s): PROIETTI, Tommaso; MUSSO, Alberto; WESTERMANN, Thomas Date: 2002 Type of Publication: Working Paper Series/Report no.: EUI ECO
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    Title: Seasonal Specific Structural Time Series Models  Author(s): PROIETTI, Tommaso Date: 2002 Type of Publication: Working Paper Series/Report no.: EUI ECO
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    Title: Dating the Euro Area Business Cycle  Author(s): ARTIS, Michael J.; MARCELLINO, Massimiliano; PROIETTI, Tommaso Date: 2002 Type of Publication: Working Paper Series/Report no.: EUI ECO