Giacomo Sbrana

Papers

Published papers

¨ “On the use of area-wide models in the Euro-zone: the money demand case”, Statistical Methods and Applications, 4, pp. 499-518 (2008)

¨ “Testing for model selection in predicting aggregate variables”, Giornale degli Economisti e Annali di Economia, 66, 1, pp.3-28 (2007)

¨ “A generalization of the Least Orthogonal Distance Estimator of structural parameters in simultaneous equations models”, Quaderni di Statistica, Vol. 3, 2001 (In Italian)

 

Works in progress

¨ “Aggregation of Vector ARMA processes: some further results” (Presented at the First Workshop of the ERCIM Working Group on Computing & Statistics, Neuchatel 19-22 June 2008)

¨ “What do we know about comparing aggregate and disaggregate forecasts? (with Andrea Silvestrini)”

¨ “Forecasting aggregated second order moving average processes”

¨ “Second order moving average estimation without iterations”