Details about Barbara Guardabascio

Access statistics for papers by Barbara Guardabascio.

Last updated 2024-07-29. Update your information in the RePEc Author Service.

Short-id: pgu443

Working Papers

2018

1. 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

2. 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

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

2012

4. 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

5. 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

2019

1. 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

2. 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

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

2014

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

2013

5. 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

6. 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)

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