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 1 2 396 3 4 11 932
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 2 2 2 265 2 3 4 929
A Review of Nonfundamentalness and Identification in Structural VAR Models 0 1 1 96 2 4 5 248
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 0 0 103 3 3 5 301
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 1 1 1 64 2 3 5 229
A review of nonfundamentalness and identification in structural VAR models 0 0 0 183 0 2 4 614
A robust criterion for determining the number of static factors in approximate factor models 0 0 1 133 2 4 9 447
A sustainability transition on the move? Evidence based on the disconnect from market fundamentals 0 0 2 16 0 0 6 34
Accounting for climate transition risk in banks' capital requirements 0 0 2 76 1 2 8 145
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 1 1 38 2 3 7 109
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 4 9 159
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 1 1 1 201 3 5 15 676
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 0 0 4 473 0 1 17 1,237
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 1 88 0 1 2 247
Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors 0 0 0 72 1 2 3 180
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 0 0 0 213 1 3 6 549
Identifying excessive credit growth and leverage 0 0 0 121 1 3 4 335
On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters 0 0 0 60 0 1 4 237
On the distributional properties of household consumption expenditures. The case of Italy 0 0 0 52 0 1 1 212
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options 1 1 4 139 1 4 16 438
Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal 0 0 1 29 0 3 9 64
Quantitative assessment of the financial materiality of climate physical risks: a case study 0 0 10 10 2 2 18 18
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 0 1 1 244
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 46 0 1 2 199
The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL 0 0 3 87 0 1 12 149
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 0 39 1 1 4 105
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 1 6 154 2 7 24 518
The distribution of households consumption-expenditure budget shares 0 0 0 157 0 1 3 829
The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? 0 0 3 121 1 2 13 453
The response of asset prices to monetary policy shocks: stronger than thought 0 0 0 107 0 3 6 319
Towards a Framework for a New Research Ecosystem 0 0 1 7 4 5 7 16
Towards a Framework for a New Research Ecosystem 0 0 0 5 1 1 1 8
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 0 3 119 3 8 22 285
What drives bank coverage ratios: Evidence from the euro area 0 0 0 52 0 2 6 227
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 3 55 0 2 9 132
Total Working Papers 6 9 52 3,872 38 93 278 11,824

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Accounting for climate transition risk in banks’ capital requirements 0 0 4 5 3 3 15 17
Accounting for the EU Green Taxonomy: exploring its concept, data and analytics 1 2 3 3 2 4 12 12
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* 0 0 2 4 1 2 6 10
Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences 0 0 2 44 2 3 11 203
Cover your assets: non-performing loans and coverage ratios in Europe 1 1 1 2 5 6 14 20
Erratum to: Cover your assets: non-performing loans and coverage ratios in Europe 0 0 1 2 0 0 1 4
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 0 0 28 0 2 7 122
Identifying Excessive Credit Growth and Leverage 1 1 1 8 3 6 10 66
Identifying excessive credit growth and leverage 1 1 5 84 3 4 18 347
Improved penalization for determining the number of factors in approximate factor models 0 1 11 163 10 13 28 442
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 1 1 5 135
ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS 0 0 0 2 0 1 2 12
On policymakers’ loss functions and the evaluation of early warning systems: Comment 1 1 1 44 2 5 8 128
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 36 2 4 7 157
Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal 1 1 2 2 4 12 20 21
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 0 0 3 748 5 10 21 1,734
Rejoinder 0 0 1 19 1 2 3 90
The Resilience of EU Member States to the Financial and Economic Crisis 0 0 2 13 1 2 11 92
The common component of firm growth 1 1 1 25 1 2 4 114
The distribution of household consumption-expenditure budget shares 0 0 1 51 1 2 4 206
The response of asset prices to monetary policy shocks: Stronger than thought 0 1 5 38 0 4 13 164
Travelling down the green brick road: a status quo assessment of the EU taxonomy 0 0 9 280 0 2 32 584
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 0 7 11 2 5 27 40
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures 1 1 12 57 4 10 42 170
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 1 5 0 0 5 18
Total Journal Articles 8 11 75 1,674 53 105 326 4,908

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Financial Regulation for Sustainable Finance in the European Landscape 0 0 0 2 0 0 7 59
Resilience in the EU Banking Sector and Beyond 0 0 2 7 4 5 8 18
Sustainable Growth in the European Framework and the Role of Finance 0 1 1 1 0 3 13 37
Total Chapters 0 1 3 10 4 8 28 114

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