Tommaso Proietti - Publications, H-index & Citations

Tommaso Proietti

Università di Roma Tor Vergata

25H指数

206论文数

2.3K被引数

收录论文 30

发表时间

On the estimation of climate normals and anomalies 关于气候平均值和异常值的估计

The Econometrics Journal

IF0

2026-07-21

PREAI

Tommaso Proietti; Alessandro Giovannelli

A note on forecast reconciliation 关于预测协调的笔记

International Journal of Forecasting

IF7.1

2026-04-27

OAAI

Tommaso Proietti

Band-Pass Filtering With High-Dimensional Time Series. A Synthetic Indicator of the Medium-to-Long Run Component of Growth 高维时间序列的带通滤波。衡量增长中短期成分的一个合成指标

Journal of Time Series Analysis

IF1

2026-02-01

OAAI

Giovannelli, Alessandro; Lippi, Marco; Proietti, Tommaso

Climate and Sustainable Energy Econometrics and Statistics 气候与可持续能源计量经济学和统计学

ENVIRONMETRICS

IF1.7

2025-12-01

PREAI

Castle, Jennifer L.; Miller, J. Isaac (Zack); Morana, Claudio; Proietti, Tommaso

Ups and (draw) downs 起起落落

International Journal of Forecasting

IF7.1

2025-08-14

OAAI

Tommaso Proietti

Another Look at Dependence: The Most Predictable Aspects of Time Series 再探依赖性：时间序列中最可预测的方面

Journal of Business & Economic Statistics

IF2.5

2024-12-18

PREAI

Tommaso Proietti

Modeling trends and periodic components in geodetic time series: a unified approach

JOURNAL OF GEODESY

IF4

2024-03-04

OAAI

Kermarrec, Gaeel; Maddanu, Federico; Klos, Anna; Proietti, Tommaso; Bogusz, Janusz

Modelling cycles in climate series: The fractional sinusoidal waveform process

JOURNAL OF ECONOMETRICS

IF4

2024-02-01

PREAI

Proietti, Tommaso; Maddanu, Federico

Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach 在数据丰富的环境中临近预测GDP及其组成部分: 间接方法的优点

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2021-10-01

PREAI

Proietti, Tommaso; Giovannelli, Alessandro; Ricchi, Ottavio; Citton, Ambra; Tegami, Christian; Tinti, Cristina

Forecasting volatility with time-varying leverage and volatility of volatility effects 预测具有时变杠杆的波动率和波动率效应的波动率

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2020-10-01

PREAI

Catania, Leopoldo; Proietti, Tommaso

Econometric models of climate change: Introduction by the guest editors

JOURNAL OF ECONOMETRICS

IF4

2020-01-01

PREAI

Hillebrand, Eric; Pretis, Felix; Proietti, Tommaso

A class of periodic trend models for seasonal time series

JOURNAL OF FORECASTING

IF2.7

2018-12-21

PREAI

Proietti, Tommaso; Marczak, Martyna; Mazzi, Gianluigi

Fractionally Differenced Gegenbauer Processes with Long Memory: A Review

STATISTICAL SCIENCE

IF3.4

2018-08-01

OAAI

Dissanayake, G. S.; Peiris, M. S.; Proietti, T.

Discussion of the paper Deciding between alternative approaches in macroeconomics

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2018-01-01

PREAI

Proietti, Tommaso

Phase Changes and Seasonal Warming in Early Instrumental Temperature Records

JOURNAL OF CLIMATE

IF4

2017-09-01

OAAI

Hillebrand, Eric; Proietti, Tommaso

Outlier detection in structural time series models: The indicator saturation approach

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2016-01-01

OAAI

Marczak, Martyna; Proietti, Tommaso

EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries EuroMInd-C: 欧元区和成员国经济活动的月度分类指标

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2015-07-01

PREAI

Grassi, Stefano; Proietti, Tommaso; Frale, Cecilia; Marcellino, Massimiliano; Mazzi, Gianluigi

The generalised autocovariance function

JOURNAL OF ECONOMETRICS

IF4

2015-05-01

OAAI

Proietti, Tommaso; Luati, Alessandra

Discussion of the paper Testing Time Series Data Compatibility for Benchmarking, by Benoit Quenneville and Christian Gagne

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2013-10-01

PREAI

Proietti, Tommaso

Does the Box-Cox transformation help in forecasting macroeconomic time series?

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2013-01-01

OAAI

Proietti, Tommaso; Luetkepohl, Helmut

研究方向