open menu

Fiche professeur


SBRANA Giacomo

  • briefcase Système d’Information, Supply Chain Management & aide à la Décision
  • quality Post-Doctorat en Econométrie
Domaines de spécialisation

    Analyse et prévisions des séries temporelles

Giacomo SBRANA is Full professor at NEOMA Business School since 2019. He joined the school as assistant professor in August 2011 and became Associate professor in 2014. Before, he was researcher at the Bureau d'Economie Théorique et Appliquée (BETA), Université de Strasbourg - France, from 2009 until 2011. Before joining the BETA, he was economist at the Department of Economic and Social Affairs of the United Nations (from 2005 until 2009).

Giacomo holds an M.Sc. in Economics and Econometrics from the University of Southampton and a PhD in Statistics from the University of Rome (Italy). He teaches several courses in Statistics and Quantitative Methods. His primary research interests include Time Series Models and Forecasting.

Dernières publications

  • Multivariate trend-cycle extraction with the Hodrick-Prescott filter
  • Short-term inflation forecasting: The M.E.T.A. approach
  • Closed-form results for vector moving average models with a univariate estimation approach
  • Random switching exponential smoothing : a new estimation approach
  • Climate change implications for the catastrophe bonds market: An empirical analysis
  • High-dimensional Holt-Winters trend model: Fast estimation and prediction
  • Forecasting with the damped trend model using the structural approach