Articles in international peer-review journals
1. "The structural Theta method and its predictive performance in the M4-Competition", with Giacomo Sbrana. International Journal of Forecasting, Volume 41, Issue 3, July-September 2025, pages 940-952.
2. "Nowcasting the state of the Italian economy: the role of financial markets", with Donato Ceci. Journal of Forecasting, Volume 42, Issue 7, November 2023, pages 1569-1593.
3. "The RWDAR model: A novel state-space approach to forecasting", with Giacomo Sbrana. International Journal of Forecasting, Volume 39, Issue 2, April-June 2023, pages 922-937.
4. "Causal analysis of central bank holdings of corporate bonds under interference", with Taneli Mäkinen, Fan Li and Andrea Mercatanti. Economic Modelling, Volume 113, August 2022, 105873.
5. "Assessing the usefulness of survey-based data in forecasting firms' capital formation: evidence from Italy", with Claire Giordano and Marco Marinucci. Journal of Forecasting, Volume 41, Issue 3, April 2022, pages 491-513.
6. "Random coefficient state-space model: Estimation and performance in M3-M4 competitions", with Giacomo Sbrana. International Journal of Forecasting, Volume 38, Issue 1, January-March 2022, pages 352–366.
7. "A regression discontinuity design for ordinal running variables: Evaluating Central Bank purchases of corporate bonds", with Fan Li, Andrea Mercatanti and Taneli Mäkinen. The Annals of Applied Statistics, 2021, Vol. 15, No. 1, pages 1-19.
Computer code available at:
8. "A new global database on agriculture investment and capital stock", with Marie Vander Donckt and Philip Chan. Food Policy, Volume 100, April 2021, 101961.
9. "Forecasting with the damped trend model using the structural approach", with Giacomo Sbrana. International Journal of Production Economics, Volume 226, August 2020, 107654.
10. "The role of financial factors for European corporate investment", with Andrea Mercatanti and Taneli Mäkinen. Journal of International Money and Finance, Volume 96, September 2019, pages 246-258.
11. "Real and financial cycles: estimates using unobserved component models for the Italian economy", with Guido Bulligan, Lorenzo Burlon and Davide Delle Monache. Statistical Methods & Applications, September 2019, Volume 28, Issue 3, pages 541-569.
12. "Random switching exponential smoothing: A new estimation approach", with Giacomo Sbrana. International Journal of Production Economics, Volume 211, May 2019, pages 211-220.
13. “The macro determinants of firms' and households' investment: Evidence from Italy”, with Claire Giordano and Marco Marinucci. Economic Modelling , Volume 78, May 2019, pages 118-133.
14. “Short-term inflation forecasting: the M.E.T.A. approach”, with Giacomo Sbrana and Fabrizio Venditti. International Journal of Forecasting, Volume 33, Issue 4, October–December 2017, pages 1065-1081.
15. Preface to the Special Issue on "Recent Developments in Forecasting and Macroeconometrics", with Lyudmila Grigoryeva and Juan-Pablo Ortega. International Journal of Computational Economics and Econometrics, Volume 7, Numbers 1/2, 2017, pages 1-4.
16. "The nature and propagation of shocks in the euro area: a comparative SVAR analysis", with Alberto Coco. International Journal of Computational Economics and Econometrics, Volume 7, Numbers 1/2, 2017, pages 95-114.
17. "Financial shocks and the real economy in a nonlinear world: From theory to estimation", with Andrea Zaghini. Journal of Policy Modeling, Volume 37, Issue 6, November-December 2015, pages 915-929.
18. "Random switching exponential smoothing and inventory forecasting", with Giacomo Sbrana. International Journal of Production Economics, Volume 156, Issue 1, October 2014, pages 283-294.
19. "The Italian financial cycle: 1861-2011", with Riccardo De Bonis. Cliometrica, Volume 8, Issue 3, September 2014, pages 301-334.
20. "Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework", with Giacomo Sbrana. International Journal of Production Economics, Volume 146, Issue 1, November 2013, pages 185-198.
21. "Aggregation of exponential smoothing processes with an application to portfolio risk evaluation", with Giacomo Sbrana. Journal of Banking and Finance, Volume 37, Issue 5, May 2013, pages 1437-1450.
22."Temporal aggregation of cyclical models with business cycle applications", with Giacomo Sbrana. Statistical Methods and Applications, Volume 21, Number 1, March 2012, pages 93-107.
23. “Do financial systems converge? New evidence from financial assets in OECD countries”, with Giuseppe Bruno and Riccardo De Bonis. Journal of Comparative Economics, Volume 40, Issue 1, February 2012, pages 141-155.
24. “The effects of financial and real wealth on consumption: New evidence from OECD countries”, with Riccardo De Bonis. Applied Financial Economics, Volume 22, Issue 5, 2012, pages 409-425.
25. “Comparing aggregate and disaggregate forecasts of first order moving average models”, with Giacomo Sbrana. Statistical Papers, Volume 53, Issue 2, 2012, pages 255-263.
26. “The revision policy of seasonally adjusted balance sheet data in Italy”. Applied Economics Letters, Volume 18, Issue 17, 2011, pages 1713-1717.
27. “Measuring core inflation in Italy comparing aggregate vs. disaggregate price data”, with Giacomo Sbrana. Cliometrica, Volume 5, Issue 3, October 2011, pages 239-258.
28. “Testing fiscal sustainability in Poland: A Bayesian analysis of cointegration”. Empirical Economics, Volume 39, Number 1, August 2010, pages 241-274.
29. “Temporal aggregation of univariate and multivariate time series models: A survey”, with David Veredas. Journal of Economic Surveys, Volume 22, Issue 3, July 2008, pages 458-497.
30. “Monitoring and forecasting annual public deficit every month: The case of France”, with Matteo Salto, Laurent Moulin and David Veredas. Empirical Economics, Volume 34, Number 3, June 2008, pages 493-524.
Chapters and articles in edited collective volumes
31. ”Investment and investment financing in Italy: Twenty years of macro evidence”, with Claire Giordano and Marco Marinucci. In ”Investment financing”, Banca d'Italia, Workshops and Conferences Series, October 2017, number 22, pages 137-176.
32. ”Investment decisions by European firms and financing constraints”, with Taneli Mäkinen. In ”Investment financing”, Banca d'Italia, Workshops and Conferences Series, October 2017, number 22, pages 12-74.
33. ”Marginalization and aggregation of exponential smoothing models in forecasting portfolio volatility”, with Giacomo Sbrana. In C. Perna and M. Sibillo (Eds.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer, 2012.