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 0 1 8 302 8 12 45 670
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 1 2 2 248 2 4 4 864
A Review of Nonfundamentalness and Identification in Structural VAR Models 0 0 1 93 0 0 5 203
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 0 2 86 1 2 16 198
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 1 1 8 59 1 1 15 197
A review of nonfundamentalness and identification in structural VAR models 0 0 2 170 1 7 18 426
A robust criterion for determining the number of static factors in approximate factor models 0 0 0 114 1 2 13 357
Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences 0 3 7 50 0 3 23 56
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 2 11 42 79 12 37 126 233
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 2 2 4 452 2 4 15 1,159
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 1 82 0 0 16 216
Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors 0 0 3 65 0 1 7 145
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 0 0 1 211 0 3 11 519
Identifying excessive credit growth and leverage 3 5 17 63 5 10 43 126
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 4 11 189
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 1 5 12 203
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 40 0 1 6 147
The distribution of households consumption-expenditure budget shares 0 1 6 143 2 11 52 733
The response of asset prices to monetary policy shocks: stronger than thought 0 3 38 38 4 14 32 32
Total Working Papers 9 29 143 2,421 40 121 470 6,886


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 0 0 7 19 0 4 21 58
Global liquidity as an early warning indicator for asset price boom/bust cycles 1 2 3 3 1 3 9 9
Improved penalization for determining the number of factors in approximate factor models 1 1 9 91 2 3 23 217
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 2 4 17 78
ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS 0 0 0 31 0 1 3 162
On policymakers’ loss functions and the evaluation of early warning systems: Comment 0 2 7 19 0 4 20 53
On the distributional properties of household consumption expenditures: the case of Italy 0 0 1 32 0 1 11 123
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 6 17 64 447 11 34 165 1,020
Rejoinder 0 0 2 6 0 1 9 23
The common component of firm growth 0 0 5 14 1 3 16 57
The distribution of household consumption-expenditure budget shares 0 0 3 44 1 5 17 148
Total Journal Articles 8 22 101 706 18 63 311 1,948


Statistics updated 2017-04-03