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 2 6 13 310 4 10 48 685
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 1 1 3 249 2 2 6 866
A Review of Nonfundamentalness and Identification in Structural VAR Models 0 0 0 93 0 0 1 203
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 1 1 87 3 7 30 216
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 0 1 9 61 0 1 14 200
A review of nonfundamentalness and identification in structural VAR models 0 0 0 0 1 1 1 1
A robust criterion for determining the number of static factors in approximate factor models 0 1 1 1 1 2 2 2
Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences 0 1 7 52 0 2 15 60
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 6 13 49 106 10 31 128 288
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 0 1 4 454 0 1 12 1,164
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 0 82 0 0 6 217
Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors 0 1 2 66 0 1 8 149
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 0 0 1 211 0 0 7 519
Identifying excessive credit growth and leverage 3 10 21 76 5 12 41 148
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 1 1 7 190
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options 2 4 17 17 5 11 27 27
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 0 1 9 204
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 40 0 0 2 147
The distribution of households consumption-expenditure budget shares 1 1 6 145 1 4 34 739
The response of asset prices to monetary policy shocks: stronger than thought 0 10 50 50 3 18 55 55
Total Working Papers 15 51 185 2,226 36 105 453 6,293
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 3 5 22 4 11 21 70
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 0 3 3 7 7 17 17
Improved penalization for determining the number of factors in approximate factor models 1 3 13 98 2 5 23 227
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 1 2 9 81
ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS 0 0 0 0 1 3 3 3
On policymakers’ loss functions and the evaluation of early warning systems: Comment 1 4 8 23 2 6 21 62
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 32 1 1 6 124
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 9 21 68 485 17 43 141 1,089
Rejoinder 1 1 3 9 1 4 7 29
The common component of firm growth 0 0 0 14 1 1 7 59
The distribution of household consumption-expenditure budget shares 0 0 2 45 1 1 10 151
Total Journal Articles 13 32 102 731 38 84 265 1,912


Statistics updated 2017-09-03