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Tommaso Proietti

Global rank #3717 95%

Institution: Università degli Studi di Roma "Tor Vergata"

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1997

Most Recent: 2025

RePEc ID: ppr15 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 3.02 0.34 0.00 6.37
Last 10 Years 0.00 3.02 3.02 0.00 9.05
All Time 0.00 4.02 14.81 0.00 26.38

Publication Statistics

Raw Publications 20
Coauthorship-Adjusted Count 25.98

Publications (20)

Year Article Journal Tier Authors
2025 Another Look at Dependence: The Most Predictable Aspects of Time Series Journal of Business & Economic Statistics A 1
2024 Modelling cycles in climate series: The fractional sinusoidal waveform process Journal of Econometrics A 2
2021 Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach International Journal of Forecasting B 6
2020 Forecasting volatility with time-varying leverage and volatility of volatility effects International Journal of Forecasting B 2
2017 Euromind‐ <math xmlns="http://www.w3.org/1998/Math/MathML" display="inline" altimg="urn:x-wiley:jae:media:jae2556:jae2556-math-0001" wiley:location="equation/jae2556-math-0001.png"><mi mathvariant="script">D</mi></math>: A Density Estimate of Monthly Gross Domestic Product for the Euro Area Journal of Applied Econometrics B 3
2016 Outlier detection in structural time series models: The indicator saturation approach International Journal of Forecasting B 2
2015 EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries International Journal of Forecasting B 5
2015 The generalised autocovariance function Journal of Econometrics A 2
2013 Does the Box–Cox transformation help in forecasting macroeconomic time series? International Journal of Forecasting B 2
2012 SEASONALITY, FORECAST EXTENSIONS AND BUSINESS CYCLE UNCERTAINTY Journal of Economic Surveys C 1
2012 The Variance Profile Journal of the American Statistical Association B 3
2011 Direct and iterated multistep AR methods for difference stationary processes International Journal of Forecasting B 1
2011 Direct and iterated multistep AR methods for difference stationary processes International Journal of Forecasting B 1
2010 ON THE SPECTRAL PROPERTIES OF MATRICES ASSOCIATED WITH TREND FILTERS Econometric Theory B 2
2008 Band spectral estimation for signal extraction Economic Modeling C 1
2005 Convergence in Italian regional per-capita GDP Applied Economics C 1
2004 Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area Oxford Bulletin of Economics and Statistics B 3
2000 A Beveridge-Nelson smoother Economics Letters C 2
2000 Comparing seasonal components for structural time series models International Journal of Forecasting B 1
1997 Short-Run Dynamics in Cointegrated Systems. Oxford Bulletin of Economics and Statistics B 1