Browsing All of EconStor by Author Proietti, Tommaso
Showing results 1 to 9 of 9
Year of Publication | Title | Author(s) |
2000 | Leave-k-out diagnostics in state space models | Proietti, Tommaso |
2007 | Growth accounting for the euro area: a structural approach | Proietti, Tommaso; Musso, Alberto |
2009 | The Multistep Beveridge-Nelson Decomposition | Proietti, Tommaso |
2010 | Characterizing economic trends by Bayesian stochastic model specification search | Grassi, Stefano; Proietti, Tommaso |
2014 | EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro | Grassi, Stefano; Proietti, Tommaso; Frale, Cecilia; Marcellino, Massimiliano; Mazzi, Gianluigi |
2014 | Outlier detection in structural time series models: The indicator saturation approach | Marczak, Martyna; Proietti, Tommaso |
2015 | EuroMInd-D: A density estimate of monthly gross domestic product for the euro area | Proietti, Tommaso; Marczak, Martyna; Mazzi, Gianluigi |
2015 | A data-cleaning augmented Kalman filter for robust estimation of state space models | Marczak, Martyna; Proietti, Tommaso; Grassi, Stefano |
2015 | Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach | Marczak, Martyna; Proietti, Tommaso |