LUISS

Info docente

Note biografiche

Nato a Roma il 6 giugno 1964. Coniugato con Angela Lisanti, padre di Giulia, Elisa e Margherita.

Web: www.economia.uniroma2.it/def,

RePEc webpage http://ideas.repec.org/e/ppr15.html.

Titoli di studio: Ph.D. Statistics, The University of London, M.Sc. Statistics, The London School of Economics and Political Science. Laurea in Economia, Università degli Studi di Perugia.

Posizione attuale e affiliazioni:

  • Professore ordinario di Statistica Economica, Dipartimento di Economia e Finanza (DEF), Università di Roma, “Tor Vergata”, 2005-.
  • Visiting Professor affiliated with the Center for Research in Economic Analysis of Time Series (CREATES), Aarhus University, Denmark.

Posizioni precedenti:

  • Associate Professor of Business Statistics, The University of Sydney Business School, Discipline of Business Analytics, Sydney, NSW, Australia (luglio 2011 – novembre 2012).
  • Prof. Ord di Statistica Economica, Dipartimento di Scienze Statistiche, Università di Udine, 2002-2005. Prof. Associato di Statistica Economica, Dipartimento di Scienze Statistiche, Università di Udine, 1998-2002.
  • Ricercatore di Statistica Economica, Dipartimento di Scienze Statistiche, Università di Perugia, Italy, 1990-1998.
  • Jean Monnet Fellow, Department of Economics, European University Institute, Firenze, 2002.
  • Visiting Professor, University of Technology, Sydney, June-July 2001.
  • Visiting Erskine Fellow, University of Canterbury, New Zealand, July-August 2010.

CV dettagliato: https://dl.dropboxusercontent.com/u/4954980/Tommaso_Proietti_CV.pdf.

Ruoli editoriali:

  • Associate Editor di Computational Statistical and Data Analysis (2006-), Econometrics (2012-).
  • Editor of Statistical Methods and Applications, Section: Applications.
  • Regional Editor of Palgrave-MacMillan Texts in Econometrics Series (http://www.palgrave.com/econometrics/).

Pubblicazioni recenti

 

  • Proietti T. and Luetkepohl H (2013). Does the BoxCox transformation help in forecasting macroeconomic time series?. International Journal of Forecasting, vol.29, 88–99.
  • Grassi S. and Proietti T. (2013). Characterizing Economic Trends by Bayesian Stochastic Model Specification Search, Computational Statistics and Data Analysis, in press.
  • Luati A., Proietti T. and Reale M. (2012). The Variance Profile. Journal of the American Statistical Association, 107, 607–621.
  • Proietti, T. (2012). Seasonality, Forecast Extensions and Business Cycle Uncertainty. Journal of Economic Surveys, 26, 555-569.
  • Proietti T. and Musso A. (2012). Growth accounting for the euro area. A structural approach. Empirical Economics, 43, 219-244.
  • Proietti T. (2012). Discussion of “Testing Time Series Data Compatibility for Benchmarking by Benoit Quenneville and Christian Gagne”, Forthcoming, International Journal of Forecasting.
  • Luati, A. and Proietti, T. (2011). On the equivalence of the weighted least squares and the generalised least squares estimators. Annals of the Institute of Statistical Mathematics, 63, 851–871.
  • Proietti, T. (2011). Direct and iterated multistep AR methods for difference stationary processes, International Journal of Forecasting, 26, 266–280.
  • Frale, C., Marcellino, M., Mazzi, G. and Proietti, T. (2011). EUROMIND: A Monthly Indicator of the Euro Area Economic Conditions, Journal of the Royal Statistical Society – Series A, 174, 439-470.
  • Proietti, T. (2011). Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints, International Statistical Review, 79, 455–76.
  • Bernardi M., Della Corte G., and Proietti T. (2011), Extracting the cyclical component in hours worked. Studies in Nonlinear Dynamics and Econometrics, Vol. 15: No. 3, Article 5.
  • Proietti, T. (2011). Multivariate Temporal Disaggregation with Cross-Sectional constraints, Journal of  Applied Statistics, 38, 1455–1466.
  • Proietti, T. and Luati, A. (2011). Low-Pass Filter Design using LocallyWeighted Polynomial Regression and Discrete Prolate Spheroidal Sequences, Journal of Statistical Planning and Inference, 141, 831–845.
  • Proietti, T., Frale C. (2011). New proposals for the quantification of qualitative survey data. Journal of Forecasting, 30, 393-408.
  • Grassi, S. and Proietti, T. (2010). Has the Volatility of U.S. Inflation Changed and How? Journal of Time Series Econometrics, Vol. 2, Iss. 1, Article 6.
  • Frale, C., Marcellino, M., Mazzi, G. and Proietti, T. (2010). Survey Data as Coicident or Leading Indicators. Journal of Forecasting, 29. 109-131.
  • Luati, A. and Proietti, T. (2010). Hyper-spherical and Elliptical Stochastic Cycles, Journal of Time Series Analysis, 31, 169-181.
  • Proietti, T., Frale C. (2010). New proposals for the quantification of qualitative survey data. Forthcoming in the Journal of Forecasting.
  • Ciccarelli, C., Fenoaltea, S., and Proietti T. (2010). The effects of unification: markets, policy, and cyclical convergence in Italy, 1861-1913. Cliometrica, 4, 269–292.
  • Luati, A. and Proietti, T. (2010). On the spectral properties of matrices associated with trend filters, Econometric Theory, 26, 1247–1261.
  • Luati, A. and Proietti, T. (2009). On the equivalence of the weighted least squares and the generalised least squares estimators. Forthcoming in the Annals of the Institute of Statistical Mathematics. Available online at http://www.springerlink.com/content/v439605707681345/.
  • Proietti T. (2009), On the Model Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates. Econometric Reviews, 28, 186–208.
  • Proietti, T., Riani, M. (2009). Transformations and Seasonal Adjustment. Journal of Time Series Analysis, 30, 47–69.
  • Proietti, T., Luati, A. (2008). Real Time Estimation in Local Polynomial Regression, with an Application to Trend-Cycle Analysis. Annals of Applied Statistics, 2, 1523-1553.
  • Proietti T. (2008). Missing Data in Time Series: A Note on the Equivalence of the Dummy Variable and the Skipping Approaches, Statistics and Probability Letters, 78, 257–264.
  • Proietti T. (2008). Band spectral estimation for signal extraction, Economic Modelling, 25, 54–69.
  • Proietti T. (2008). Structural Time Series Models for Business Cycle Analysis. To appear in the Handbook of Econometrics: Vol. 2, Applied Econometrics, Part 3.4., ed. T. Mills and K. Patterson, Palgrave, London, 2008.
  • Proietti T., Luati, A. (2007), Least squares regression: graduation and filters. In M. Boumans ed.) Measurement in Economics: A Handbook, Academic Press, Elsevier.
  • Proietti T. (2007) Signal extraction and filtering by linear semiparametric methods. Computational Statistics & Data Analysis, Volume 52, Issue 2, Pages 935-958.
  • Proietti T., Musso A. and Westermann T. (2007), Estimating Potential Output and the Output Gap for the Euro Area: a Model-Based Production Function Approach, Empirical Economics, 33, 85-113.
  • Proietti T. (2006) Trend–Cycle Decompositions with Correlated Components, Econometric Reviews, Vol. 25 pp. 61-84
  • Proietti T. (2006), Temporal disaggregation by state space methods: Dynamic regression methods revisited, Econometrics Journal, Vol. 9, pp. 357-372.
  • Proietti T. and Moauro F. (2006), Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints, Journal of the Royal Statistical Society (Series C – Applied Statistics), 55, 81-300.
  • Proietti T. (2006), On the Estimation of Nonlinearly Aggregated Mixed Models, Journal of Computational and Graphical Statistics, Vol. 15, No. 1. (March 2006), pp. 18-38.
  • Proietti T. (2006), Measuring Core Inflation by Multivariate Structural Time Series Models. In Advances in Computational Economics, Finance and Management Science, Springer.
  • Artis, M., Marcellino, M. and Proietti T. (2006), The cyclical experience of the new Member States, in Artis M, Banerjee A. and Marcellino M. (eds.) The Central and Eastern European Countries and the European Union, Cambridge University Press.
  • Artis, M., Marcellino, M. and Proietti, T. (2005), Business Cycles in the New EU Member Countries and their Conformity with the Euro Area, Journal of Business Cycle Measurement and Analysis, Vol. 2, No. 1
  • Proietti, T. (2005), New Methods for Dating the Business Cycle. Computational Statistics and Data Analysis, 49, 477-498
  • Proietti T. (2005), Convergence in Italian regional per-capita GDP. Applied Economics, 37, 497-506.
  • Proietti T. (2005), Forecasting and Signal Extraction with Misspecified Models, Journal of Forecasting, 24, 539-556.
  • Harvey, A. C. and T. Proietti (2005). Readings in Unobserved Components Models. Advanced Texts in Econometrics. Oxford University Press.

Lavori recenti (working papers) http://ideas.repec.org/e/ppr15.html