Affiliation: Department of Economics and Finance (DEF) - University of Tor Vergata

Address: via Columbia n. 2, 00133 Roma

Telephone: +39 06 72595941

Web page: ideas.repec.org/e/ppr15.html

Research Interests: Time Series Analysis

Biography

Tommaso Proietti (MSc Statistics, PhD Statistics, University of London) is Professor of Economic Statistics at the University of Rome Tor Vergata. He has previously held positions at the University of Perugia, Udine (Italy) and Sydney (Australia).

Publications

• Proietti T. and Luetkepohl H (2013). Does the BoxCox transformation help in forecasting macroeconomic time series?. International Journal of Forecasting, vol.29, 88–99.
• Luati A., Proietti T. and Reale M. (2012). The Variance Profile. Journal of the American Statistical Association, 107, 607–621.
• 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., 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.

More CEIS Publications »

Events & Presentations

Research Programs & Projects

• National Coordinator of the Research Group PRIN (Programmi di Ricerca Scientifica di Rilevante Interesse Nazionale) Forecasting economic and financial time series: understanding
  the complexity and modelling structural change.