Access Statistics for Lucia Alessi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
'Real time'early warning indicators for costly asset price boom/bust cycles: a role for global liquidity 1 3 10 305 1 6 44 676
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 0 0 2 248 0 0 4 864
A Review of Nonfundamentalness and Identification in Structural VAR Models 0 0 1 93 0 0 2 203
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 1 1 1 87 2 13 26 211
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 1 2 9 61 1 3 15 200
Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences 0 1 7 51 1 3 21 59
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 3 17 49 96 7 31 127 264
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 0 1 3 453 0 4 13 1,163
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 0 82 0 1 10 217
Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors 1 1 3 66 1 4 9 149
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 0 0 1 211 0 0 8 519
Identifying excessive credit growth and leverage 3 6 17 69 3 13 41 139
On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters 0 0 0 56 0 0 0 213
On the distributional properties of household consumption expenditures. The case of Italy 0 0 1 48 0 0 8 189
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 40 0 0 3 147
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 0 0 10 203
The distribution of households consumption-expenditure budget shares 0 1 7 144 1 3 43 736
The response of asset prices to monetary policy shocks: stronger than thought 3 5 43 43 6 11 43 43
Total Working Papers 13 38 154 2,175 23 92 427 6,195
2 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences 1 1 5 20 3 4 19 62
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 0 3 3 0 1 10 10
Improved penalization for determining the number of factors in approximate factor models 2 6 12 97 2 7 25 224
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 1 2 14 80
On policymakers’ loss functions and the evaluation of early warning systems: Comment 0 0 5 19 0 3 19 56
On the distributional properties of household consumption expenditures: the case of Italy 0 0 1 32 0 0 8 123
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 5 22 63 469 9 35 142 1,055
Rejoinder 0 2 2 8 0 2 6 25
The common component of firm growth 0 0 1 14 0 1 8 58
The distribution of household consumption-expenditure budget shares 0 1 2 45 0 2 13 150
Total Journal Articles 8 32 94 707 15 57 264 1,843
1 registered items for which data could not be found


Statistics updated 2017-07-04