On the use of area-wide models in the Euro-zone - The money demand case. - Giacomo Sbrana (Stat. Methods Appl., 2008)

Temporal aggregation of cyclical models with business cycle applications. - Giacomo Sbrana; Andrea Silvestrini (Stat. Methods Appl., 2012)

A closed-form estimator for the multivariate GARCH(1, 1)(1, 1) model. - Giacomo Sbrana; Federico Poloni (J. Multivar. Anal., 2013)

Feasible generalized least squares estimation of multivariate GARCH(1, 1) models. - Federico Poloni; Giacomo Sbrana (J. Multivar. Anal., 2014)

High-dimensional Holt-Winters trend model: Fast estimation and prediction. - Giacomo Sbrana (J. Oper. Res. Soc., 2021)

Modelling intermittent time series and forecasting COVID-19 spread in the USA. - Giacomo Sbrana (J. Oper. Res. Soc., 2023)

Forecasting retail fuel demand in Chinese gasoline stations: a structural (double) damped trend approach. - Giacomo Sbrana; Huan Yu 001 (J. Oper. Res. Soc., 2025)