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Tommaso Proietti

Titolare di Insegnamento

Note biografiche

Nato a Roma il 6 giugno 1964. Coniugato con Angela Lisanti, padre di Giulia, Elisa e Margherita.

Curriculum

Titoli di studio

  • Ph.D. Statistics, The University of London,
  • M.Sc. Statistics, The London School of Economics and Political Science.
  • Laurea in Economia, Università degli Studi di Perugia.

Posizione attuale e affiliazioni

Professore ordinario di Statistica Economica, Dipartimento di Economia e Finanza (DEF), Università di Roma, “Tor Vergata”,

2005-. Visiting Professor affiliated with the Center for Research in Economic Analysis of Time Series (CREATES), Aarhus University, Denmark.

Posizioni precedenti

Associate Professor of Business Statistics, The University of Sydney Business School, Discipline of Business Analytics, Sydney, NSW, Australia (luglio 2011 - novembre 2012).

Prof. Ord di Statistica Economica, Dipartimento di Scienze Statistiche, Università di Udine, 2002-2005.

Prof. Associato di Statistica Economica, Dipartimento di Scienze Statistiche, Università di Udine, 1998-2002.

Ricercatore di Statistica Economica, Dipartimento di Scienze Statistiche, Università di Perugia, Italy, 1990-1998.

Jean Monnet Fellow, Department of Economics, European University Institute, Firenze, 2002.

Visiting Professor, University of Technology, Sydney, June-July 2001.

Visiting Erskine Fellow, University of Canterbury, New Zealand, July-August 2010.

CV dettagliato: https://dl.dropboxusercontent.com/u/4954980/Tommaso_Proietti_CV.pdf.

Ruoli editoriali

Associate Editor di Computational Statistical and Data Analysis (2006-), Econometrics (2012-).

Editor of Statistical Methods and Applications, Section: Applications.

Regional Editor of Palgrave-MacMillan Texts in Econometrics Series.

Pubblicazioni

Pubblicazioni recenti

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.

Proietti T. and Musso A. (2012). Growth accounting for the euro area. A structural approach. Empirical Economics, 43, 219-244.

Luati, A. and Proietti, T. (2011). On the equivalence of the weighted least squares and the generalised least squares estimators. Annals of the Institute of Statistical Mathematics, 63, 851–871.

Proietti, T. (2011). Direct and iterated multistep AR methods for difference stationary processes, International Journal of Forecasting, 26, 266–280.

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.

Grassi, S. and Proietti, T. (2010). Has the Volatility of U.S. Inflation Changed and How? Journal of Time Series Econometrics, Vol. 2, Iss. 1, Article 6.

Proietti, T. and Luati, A. (2011). Low-Pass Filter Design using Locally Weighted Polynomial Regression and Discrete Prolate Spheroidal Sequences, Journal of Statistical Planning and Inference, 141, 831–845.

Proietti, T., Frale C. (2011). New proposals for the quantification of qualitative survey data. Journal of Forecasting, 30, 393-408.

Luati, A. and Proietti, T. (2010). Hyper-spherical and Elliptical Stochastic Cycles, Journal of Time Series Analysis, 31, 169-181.

Luati, A. and Proietti, T. (2010). On the spectral properties of matrices associated with trend filters. Econometric Theory, 26, 1247–1261.

Proietti T. (2009), On the Model Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates.  Econometric Reviews, 28, 186–208.

Proietti, T., Riani, M. (2009). Transformations and Seasonal Adjustment. Journal of Time Series Analysis, 30, 47–69.