Details about Barbara Guardabascio

Access statistics for papers by Barbara Guardabascio.

Last updated 2025-04-07. Update your information in the RePEc Author Service.

Short-id: pgu443

Working Papers

2024

1. A new mapping of technological interdependence
   Papers, arXiv.org
   See also Journal Article A new mapping of technological interdependence, Research Policy, Elsevier (2025) View citations (1) (2025)
2. The Time-Varying Multivariate Autoregressive Index Model
   CEIS Research Paper, Tor Vergata University, CEIS
   Also in Papers, arXiv.org (2022)
   See also Journal Article The time-varying Multivariate Autoregressive Index model, International Journal of Forecasting, Elsevier (2025) View citations (1) (2025)

2023

3. Forecasting consumer confidence through semantic network analysis of online news
   Papers, arXiv.org

2021

4. Using social network and semantic analysis to analyze online travel forums and forecast tourism demand
   Papers, arXiv.org

2018

5. Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model
   CEIS Research Paper, Tor Vergata University, CEIS View citations (4)
   See also Journal Article Representation, estimation and forecasting of the multivariate index-augmented autoregressive model, International Journal of Forecasting, Elsevier (2019) View citations (14) (2019)

2016

6. A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures
   CEIS Research Paper, Tor Vergata University, CEIS
   Also in Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) (2015) View citations (3)
   See also Journal Article A vector heterogeneous autoregressive index model for realized volatility measures, International Journal of Forecasting, Elsevier (2017) View citations (24) (2017)

2013

7. Estimating the dose-response function through the GLM approach
   MPRA Paper, University Library of Munich, Germany View citations (7)
   Also in German Stata Users' Group Meetings 2013, Stata Users Group (2013) View citations (6)

2012

8. A General to Specific Approach for Constructing Composite Business Cycle Indicators
   CEIS Research Paper, Tor Vergata University, CEIS View citations (1)
   See also Journal Article A general to specific approach for constructing composite business cycle indicators, Economic Modelling, Elsevier (2013) View citations (4) (2013)

2010

9. A Medium-N Approach to Macroeconomic Forecasting
   CEIS Research Paper, Tor Vergata University, CEIS
   See also Journal Article A medium-N approach to macroeconomic forecasting, Economic Modelling, Elsevier (2012) View citations (16) (2012)

Journal Articles

2025

1. A new mapping of technological interdependence
   Research Policy, 2025, 54, (1) View citations (1)
   See also Working Paper A new mapping of technological interdependence, Papers (2024) (2024)
2. The time-varying Multivariate Autoregressive Index model
   International Journal of Forecasting, 2025, 41, (1), 175-190 View citations (1)
   See also Working Paper The Time-Varying Multivariate Autoregressive Index Model, CEIS Research Paper (2024) (2024)

2024

3. Indirect estimation of the monthly transport turnover indicator in Italy
   Empirical Economics, 2024, 67, (2), 531-566
4. Measuring human mobility in times of trouble: an investigation of the mobility of European populations during COVID-19 using big data
   Quality & Quantity: International Journal of Methodology, 2024, 58, (6), 5181-5199

2022

5. The management of COVID-19 epidemic: estimate of the actual infected population, impact of social distancing and directions for an efficient testing strategy. The case of Italy
   International Journal of Computational Economics and Econometrics, 2022, 12, (4), 342-365

2019

6. Representation, estimation and forecasting of the multivariate index-augmented autoregressive model
   International Journal of Forecasting, 2019, 35, (1), 67-79 View citations (14)
   See also Working Paper Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model, CEIS Research Paper (2018) View citations (4) (2018)

2017

7. A vector heterogeneous autoregressive index model for realized volatility measures
   International Journal of Forecasting, 2017, 33, (2), 337-344 View citations (24)
   See also Working Paper A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures, CEIS Research Paper (2016) (2016)

2015

8. The seasonal adjustment of quarterly service turnover indices
   Rivista di statistica ufficiale, 2015, 17, (1), 55-78

2014

9. Estimating the dose–response function through a generalized linear model approach
   Stata Journal, 2014, 14, (1), 141-158 View citations (27)

2013

10. A general to specific approach for constructing composite business cycle indicators
    Economic Modelling, 2013, 33, (C), 367-374 View citations (4)
    See also Working Paper A General to Specific Approach for Constructing Composite Business Cycle Indicators, CEIS Research Paper (2012) View citations (1) (2012)

2012

11. A medium-N approach to macroeconomic forecasting
    Economic Modelling, 2012, 29, (4), 1099-1105 View citations (16)
    See also Working Paper A Medium-N Approach to Macroeconomic Forecasting, CEIS Research Paper (2010) (2010)

Chapters

2023

1. The Role of ESG on Credit Rating in the Banking Sector: A Mediation Analysis to Disentangle the Direct and Indirect Effects
   Palgrave Macmillan

Software Items

2013

1. DOSERESPONSE2: Stata module to estimate generalized propensity score
   Statistical Software Components, Boston College Department of Economics
2. GPSCORE2: Stata module to estimate the parameters of the conditional distribution of the treatment via GLM
   Statistical Software Components, Boston College Department of Economics