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 3 12 39 662
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 1 1 1 247 2 2 2 862
A Review of Nonfundamentalness and Identification in Structural VAR Models 0 0 1 93 0 1 5 203
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 0 2 86 1 6 15 197
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 0 0 7 58 0 0 17 196
A review of nonfundamentalness and identification in structural VAR models 0 0 2 170 4 8 17 425
A robust criterion for determining the number of static factors in approximate factor models 0 0 0 114 1 4 12 356
Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences 1 4 8 50 2 5 27 56
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 4 13 40 77 9 34 117 221
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 0 0 2 450 2 2 13 1,157
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 1 82 0 1 17 216
Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors 0 0 4 65 1 2 8 145
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 0 0 1 211 1 4 11 519
Identifying excessive credit growth and leverage 1 3 16 60 2 10 45 121
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 4 5 11 189
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 40 1 1 6 147
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 3 5 11 202
The distribution of households consumption-expenditure budget shares 1 1 8 143 5 12 61 731
The response of asset prices to monetary policy shocks: stronger than thought 3 4 38 38 6 14 28 28
Total Working Papers 11 27 140 2,412 47 128 462 6,846


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 2 6 22 58
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 2 2 2 1 3 8 8
Improved penalization for determining the number of factors in approximate factor models 0 2 8 90 0 5 22 215
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 2 4 16 76
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 1 1 4 162
On policymakers’ loss functions and the evaluation of early warning systems: Comment 1 2 8 19 1 6 21 53
On the distributional properties of household consumption expenditures: the case of Italy 0 0 1 32 1 2 12 123
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 4 16 66 441 13 38 167 1,009
Rejoinder 0 0 2 6 1 1 9 23
The common component of firm growth 0 0 5 14 1 2 16 56
The distribution of household consumption-expenditure budget shares 0 0 3 44 4 5 17 147
Total Journal Articles 5 22 102 698 27 73 314 1,930


Statistics updated 2017-03-07