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 4 399 2 6 33 962
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 0 0 3 266 0 1 20 947
A Review of Nonfundamentalness and Identification in Structural VAR Models 0 0 0 96 1 2 21 267
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 0 0 103 0 0 17 315
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 0 0 1 64 0 0 13 240
A review of nonfundamentalness and identification in structural VAR models 1 1 3 186 3 3 17 631
A robust criterion for determining the number of static factors in approximate factor models 0 0 0 133 0 0 18 463
A sustainability transition on the move? Evidence based on the disconnect from market fundamentals 0 0 2 18 0 1 13 47
Accounting for climate transition risk in banks' capital requirements 0 0 0 76 0 0 12 156
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 0 38 0 2 20 127
Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences 0 0 2 75 0 1 19 178
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 0 2 202 0 1 39 712
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 0 0 0 473 0 0 16 1,253
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 0 88 1 1 11 258
Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors 0 0 0 72 0 0 15 194
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 0 0 0 213 0 2 16 564
Identifying excessive credit growth and leverage 0 0 1 122 1 1 15 349
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 1 1 10 247
On the distributional properties of household consumption expenditures. The case of Italy 0 0 0 52 0 0 4 216
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options 0 1 5 143 0 4 29 466
Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal 0 0 1 30 0 0 14 78
Quantitative assessment of the financial materiality of climate physical risks: a case study 0 0 3 13 1 1 24 40
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 1 1 8 252
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 46 0 0 6 205
The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL 0 0 0 87 1 1 39 188
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 0 154 0 0 24 540
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 1 40 0 4 26 130
The distribution of households consumption-expenditure budget shares 0 1 2 159 0 2 10 839
The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? 1 1 5 126 3 7 35 487
The response of asset prices to monetary policy shocks: stronger than thought 0 0 1 108 0 2 26 345
Towards a Framework for a New Research Ecosystem 0 0 0 7 1 2 14 26
Towards a Framework for a New Research Ecosystem 0 0 0 5 1 2 6 13
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 1 1 3 122 3 4 36 318
What drives bank coverage ratios: Evidence from the euro area 0 0 1 53 1 1 20 247
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 0 55 1 2 18 150
Total Working Papers 3 5 40 3,906 22 55 664 12,450

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 1 6 0 1 32 46
Accounting for the EU Green Taxonomy: exploring its concept, data and analytics 0 1 4 6 2 5 22 32
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* 0 0 0 4 0 2 10 19
Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences 0 0 0 44 0 4 23 224
Cover your assets: non-performing loans and coverage ratios in Europe 0 0 4 5 0 0 35 50
Erratum to: Cover your assets: non-performing loans and coverage ratios in Europe 0 0 0 2 0 0 16 20
From risks to opportunities: The impact of green public investment programs on sovereign yields 0 0 0 0 0 0 25 28
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 0 0 28 1 3 20 142
Identifying Excessive Credit Growth and Leverage 0 0 1 8 0 3 20 83
Identifying excessive credit growth and leverage 0 1 3 86 1 3 23 367
Improved penalization for determining the number of factors in approximate factor models 0 1 3 166 4 6 45 477
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 1 2 11 145
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 1 2 13 25
On policymakers’ loss functions and the evaluation of early warning systems: Comment 0 1 2 45 1 3 21 147
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 36 0 1 11 166
Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal 0 0 3 4 1 2 30 47
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 2 5 12 760 3 14 68 1,797
Rejoinder 0 0 2 21 0 0 10 99
The Resilience of EU Member States to the Financial and Economic Crisis 0 0 3 16 3 5 30 121
The common component of firm growth 0 0 1 25 1 1 15 128
The distribution of household consumption-expenditure budget shares 1 1 1 52 1 2 23 228
The response of asset prices to monetary policy shocks: Stronger than thought 0 0 2 40 1 3 22 186
Towards a framework for a new research ecosystem 0 0 2 2 0 1 13 14
Travelling down the green brick road: a status quo assessment of the EU taxonomy 0 1 3 283 0 1 20 604
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 0 1 12 0 1 21 59
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures 1 2 8 64 2 5 55 221
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 1 6 0 1 32 50
Total Journal Articles 4 13 57 1,723 23 71 666 5,525

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 1 13 72
Resilience in the EU Banking Sector and Beyond 1 1 2 9 2 3 19 33
Sustainable Growth in the European Framework and the Role of Finance 0 0 0 1 0 0 7 44
Total Chapters 1 1 2 12 2 4 39 149

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Statistics updated 2026-10-11