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 3 5 13 313 8 13 51 694
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 0 1 3 249 0 3 7 867
A Review of Nonfundamentalness and Identification in Structural VAR Models 0 0 0 93 0 1 2 204
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 0 1 87 1 6 28 219
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 0 0 3 61 0 1 6 201
A review of nonfundamentalness and identification in structural VAR models 0 0 0 0 0 3 3 3
A robust criterion for determining the number of static factors in approximate factor models 0 0 1 1 0 1 2 2
Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences 1 1 7 53 3 3 12 63
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 5 16 55 116 14 37 137 315
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 0 0 4 454 2 4 15 1,168
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 0 82 0 1 3 218
Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors 0 0 1 66 0 1 8 150
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 0 0 1 211 0 0 6 519
Identifying excessive credit growth and leverage 3 6 22 79 4 11 45 154
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 0 48 0 1 6 190
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options 9 11 26 26 9 15 37 37
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 0 0 7 204
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 1 1 41 0 2 3 149
The distribution of households consumption-expenditure budget shares 0 1 4 145 1 2 25 740
The response of asset prices to monetary policy shocks: stronger than thought 2 2 20 52 4 7 49 59
Total Working Papers 23 44 162 2,255 46 112 452 6,369


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 1 4 22 3 8 23 74
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 1 4 4 0 9 14 19
Improved penalization for determining the number of factors in approximate factor models 0 1 10 98 0 2 17 227
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 2 3 11 83
ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS 1 1 1 1 1 2 4 4
On policymakers’ loss functions and the evaluation of early warning systems: Comment 1 2 8 24 1 3 18 63
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 32 0 1 4 124
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 7 21 76 497 16 41 150 1,113
Rejoinder 0 2 4 10 1 3 9 31
The common component of firm growth 0 1 1 15 1 3 7 61
The distribution of household consumption-expenditure budget shares 0 0 1 45 0 1 9 151
Total Journal Articles 9 30 109 748 25 76 266 1,950


Statistics updated 2017-11-04