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 2 9 304 4 13 44 675
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 0 1 2 248 0 2 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 0 0 0 86 7 12 24 209
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 0 2 8 60 0 3 14 199
Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences 1 1 7 51 2 2 21 58
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 6 16 47 93 12 36 128 257
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 1 3 5 453 1 6 16 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 0 0 3 65 0 3 9 148
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 0 0 1 211 0 0 10 519
Identifying excessive credit growth and leverage 0 6 18 66 1 15 44 136
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 1 10 203
The distribution of households consumption-expenditure budget shares 1 1 7 144 1 4 45 735
The response of asset prices to monetary policy shocks: stronger than thought 2 2 40 40 2 9 37 37
Total Working Papers 12 34 149 2,162 30 107 429 6,172
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 0 0 4 19 1 1 17 59
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 1 3 3 0 2 10 10
Improved penalization for determining the number of factors in approximate factor models 3 5 10 95 4 7 23 222
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 1 3 14 79
On policymakers’ loss functions and the evaluation of early warning systems: Comment 0 0 6 19 3 3 20 56
On the distributional properties of household consumption expenditures: the case of Italy 0 0 1 32 0 0 9 123
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 12 23 64 464 19 37 147 1,046
Rejoinder 1 2 3 8 1 2 8 25
The common component of firm growth 0 0 1 14 1 2 11 58
The distribution of household consumption-expenditure budget shares 0 1 3 45 0 3 16 150
Total Journal Articles 16 32 95 699 30 60 275 1,828
1 registered items for which data could not be found


Statistics updated 2017-06-02