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 0 2 394 1 3 20 924
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 0 0 1 263 0 1 3 926
A Review of Nonfundamentalness and Identification in Structural VAR Models 0 0 0 95 0 0 1 243
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 0 0 103 0 0 2 296
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 0 0 0 63 0 0 0 224
A review of nonfundamentalness and identification in structural VAR models 0 0 1 183 0 0 5 610
A robust criterion for determining the number of static factors in approximate factor models 0 0 3 132 0 1 12 439
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 0 37 0 2 13 104
Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences 0 0 0 73 0 1 1 151
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 0 2 200 1 5 13 666
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 0 0 0 469 0 3 10 1,223
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 0 87 0 0 1 245
Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors 0 0 0 72 0 1 1 178
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 0 0 0 213 0 1 3 544
Identifying excessive credit growth and leverage 0 0 1 121 0 1 6 332
On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters 0 0 2 60 0 0 2 233
On the distributional properties of household consumption expenditures. The case of Italy 0 0 0 52 0 0 1 211
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options 1 3 7 138 2 7 22 429
Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal 0 1 3 29 0 3 8 58
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 0 0 0 243
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 46 0 0 2 197
The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL 1 1 2 85 1 3 7 140
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 1 39 0 1 9 102
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 2 5 150 0 6 22 500
The distribution of households consumption-expenditure budget shares 0 0 1 157 0 0 5 826
The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? 1 2 6 120 4 6 19 446
The response of asset prices to monetary policy shocks: stronger than thought 0 0 4 107 0 1 11 314
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 2 3 11 119 3 6 29 269
What drives bank coverage ratios: Evidence from the euro area 0 0 1 52 0 1 8 222
When do investors go green? Evidence from a time-varying asset-pricing model 0 1 3 53 0 3 15 126
Total Working Papers 5 13 56 3,734 12 56 251 11,421


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 1 42 0 0 3 192
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 0 0 28 0 1 4 116
Identifying Excessive Credit Growth and Leverage 0 0 1 7 1 2 10 58
Identifying excessive credit growth and leverage 1 2 7 81 2 4 28 333
Improved penalization for determining the number of factors in approximate factor models 0 3 5 155 0 6 17 420
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 0 1 4 131
ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS 0 0 1 2 1 1 2 11
On policymakers’ loss functions and the evaluation of early warning systems: Comment 0 0 0 43 0 0 1 120
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 36 0 0 1 150
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 0 1 9 746 2 3 24 1,716
Rejoinder 0 0 0 18 0 0 3 87
The Resilience of EU Member States to the Financial and Economic Crisis 0 1 3 12 1 4 15 85
The common component of firm growth 0 0 0 24 0 0 1 110
The distribution of household consumption-expenditure budget shares 0 1 1 51 0 1 6 203
The response of asset prices to monetary policy shocks: Stronger than thought 0 1 4 34 0 2 14 153
Travelling down the green brick road: a status quo assessment of the EU taxonomy 1 4 23 275 6 14 58 566
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures 0 4 13 49 4 12 38 140
Total Journal Articles 2 17 68 1,603 17 51 229 4,591


Statistics updated 2025-02-05