Details about Federico G. Poloni

Access statistics for papers by Federico G. Poloni.

Last updated 2019-05-08. Update your information in the RePEc Author Service.

Short-id: ppo574

Journal Articles

2019

1. Closed-form results for vector moving average models with a univariate estimation approach
   Econometrics and Statistics, 2019, 10, (C), 27-52

2017

2. MULTIVARIATE TREND–CYCLE EXTRACTION WITH THE HODRICK–PRESCOTT FILTER
   Macroeconomic Dynamics, 2017, 21, (6), 1336-1360 View citations (3)

2015

3. A note on forecasting demand using the multivariate exponential smoothing framework
   International Journal of Production Economics, 2015, 162, (C), 143-150 View citations (4)

2014

4. Feasible generalized least squares estimation of multivariate GARCH(1, 1) models
   Journal of Multivariate Analysis, 2014, 129, (C), 151-159 View citations (1)

2013

5. A closed-form estimator for the multivariate GARCH(1,1) model
   Journal of Multivariate Analysis, 2013, 120, (C), 152-162 View citations (3)