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Browsing Working Papers by Author "PROIETTI, Tommaso"
Now showing items 1-8 of 8
Title:Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?
Author(s):PROIETTI, Tommaso; LUETKEPOHL, HelmutDate:2011Type of Publication:Working PaperSeries/Report no.:EUI ECOAbstract: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 ...
Title:Survey Data as Coincident or Leading Indicators
Author(s):FRALE, Cecilia; MARCELLINO, Massimiliano; MAZZI, Gian Luigi; PROIETTI, TommasoDate:2009Type of Publication:Working PaperSeries/Report no.:EUI ECOAbstract: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 ...
Title:A Monthly Indicator of the Euro Area GDP
Author(s):FRALE, Cecilia; MARCELLINO, Massimiliano; MAZZI, Gian Luigi; PROIETTI, TommasoDate:2008Type of Publication:Working PaperSeries/Report no.:EUI ECOAbstract: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), ...
Title:Dating the Euro Area Business Cycle
Author(s):ARTIS, Michael J.; MARCELLINO, Massimiliano; PROIETTI, TommasoDate:2002Type of Publication:Working PaperSeries/Report no.:EUI ECO
