Giacomo Sbrana
Title
Cited by
Cited by
Year
Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework
G Sbrana, A Silvestrini
International Journal of Production Economics 146 (1), 185-198, 2013
432013
Random switching exponential smoothing and inventory forecasting
G Sbrana, A Silvestrini
International Journal of Production Economics 156, 283-294, 2014
342014
Short-term inflation forecasting: the META approach
G Sbrana, A Silvestrini, F Venditti
International Journal of Forecasting 33 (4), 1065-1081, 2017
232017
Determinants of education attainment and development goals in Yemen
MV Sánchez, G Sbrana
Prepared for the Project Assessing Development Strategies to achieve the …, 2009
222009
Determinants and dynamics of schooling and child labour in Bolivia
F Grigoli, G Sbrana
Bulletin of Economic Research 65, s17-s37, 2013
212013
Technical note on the determinants of water and sanitation in Yemen
G Sbrana
Prepared for the Project Assessing Development Strategies to achieve the …, 2009
212009
Climate change implications for the catastrophe bonds market: An empirical analysis
C Morana, G Sbrana
Economic Modelling 81, 274-294, 2019
192019
A note on forecasting demand using the multivariate exponential smoothing framework
F Poloni, G Sbrana
International Journal of Production Economics 162, 143-150, 2015
162015
Some financial implications of global warming: An empirical assessment
C Morana, G Sbrana
FEEM Working Paper, 2018
122018
A closed-form estimator for the multivariate GARCH (1, 1) model
G Sbrana, F Poloni
Journal of Multivariate Analysis 120, 152-162, 2013
92013
Damped trend exponential smoothing: Prediction and control
G Sbrana
Journal of Quantitative Economics 10 (2), 152-192, 2012
92012
Forecasting aggregated moving average processes with an application to the euro area real interest rate
G Sbrana
Journal of Forecasting 31 (1), 85-98, 2012
82012
Structural time series models and aggregation: some analytical results
G Sbrana
Journal of Time Series Analysis 32 (3), 315-316, 2011
82011
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
G Sbrana, A Silvestrini
Journal of Banking & Finance 37 (5), 1437-1450, 2013
72013
What do we know about comparing aggregate and disaggregate forecasts?
G Sbrana, A Silvestrini
CORE, 2009
62009
Random switching exponential smoothing: A new estimation approach
G Sbrana, A Silvestrini
International Journal of Production Economics 211, 211-220, 2019
52019
MULTIVARIATE TREND–CYCLE EXTRACTION WITH THE HODRICK–PRESCOTT FILTER
F Poloni, G Sbrana
Macroeconomic dynamics 21 (6), 1336-1360, 2017
52017
Comparing aggregate and disaggregate forecasts of first order moving average models
G Sbrana, A Silvestrini
Statistical Papers 53 (2), 255-263, 2012
52012
The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions
G Sbrana
Economic Modelling 30, 311-316, 2013
32013
Determinants of attendance in Jordan’s education
MV Sánchez, G Sbrana
Department of Economic and Social Affairs (DESA), United Nations, New York, 2009
32009
The system can't perform the operation now. Try again later.
Articles 1–20