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 1 2 396 2 5 12 934
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 0 2 2 265 2 5 5 931
A Review of Nonfundamentalness and Identification in Structural VAR Models 0 1 1 96 2 6 7 250
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 0 0 103 3 6 8 304
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 0 1 1 64 3 6 8 232
A review of nonfundamentalness and identification in structural VAR models 0 0 0 183 3 4 7 617
A robust criterion for determining the number of static factors in approximate factor models 0 0 1 133 0 4 8 447
A sustainability transition on the move? Evidence based on the disconnect from market fundamentals 1 1 3 17 1 1 7 35
Accounting for climate transition risk in banks' capital requirements 0 0 1 76 4 6 11 149
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 1 38 1 3 8 110
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 2 5 11 161
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 1 1 201 6 11 18 682
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 0 0 4 473 4 4 19 1,241
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 1 88 3 4 5 250
Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors 0 0 0 72 2 4 5 182
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 0 0 0 213 3 6 8 552
Identifying excessive credit growth and leverage 0 0 0 121 0 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 2 3 6 239
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 0 1 3 139 3 5 16 441
Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal 0 0 0 29 3 5 11 67
Quantitative assessment of the financial materiality of climate physical risks: a case study 0 0 9 10 1 3 17 19
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 1 1 3 200
The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL 0 0 3 87 0 0 12 149
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 1 4 154 3 9 22 521
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 0 39 0 1 3 105
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 2 121 2 4 14 455
The response of asset prices to monetary policy shocks: stronger than thought 1 1 1 108 4 6 10 323
Towards a Framework for a New Research Ecosystem 0 0 1 7 1 5 8 17
Towards a Framework for a New Research Ecosystem 0 0 0 5 1 2 2 9
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 0 3 119 3 8 25 288
What drives bank coverage ratios: Evidence from the euro area 0 0 0 52 5 7 11 232
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 2 55 1 3 8 133
Total Working Papers 2 10 46 3,874 71 148 324 11,895

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 4 7 18 21
Accounting for the EU Green Taxonomy: exploring its concept, data and analytics 0 2 2 3 1 4 9 13
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* 0 0 2 4 0 1 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 3 5 14 206
Cover your assets: non-performing loans and coverage ratios in Europe 1 2 2 3 6 12 20 26
Erratum to: Cover your assets: non-performing loans and coverage ratios in Europe 0 0 1 2 1 1 2 5
From risks to opportunities: The impact of green public investment programs on sovereign yields 0 0 0 0 7 8 11 11
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 0 0 28 4 6 10 126
Identifying Excessive Credit Growth and Leverage 0 1 1 8 8 14 17 74
Identifying excessive credit growth and leverage 1 2 6 85 3 7 20 350
Improved penalization for determining the number of factors in approximate factor models 0 0 8 163 4 15 27 446
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 5 6 9 140
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 3 13
On policymakers’ loss functions and the evaluation of early warning systems: Comment 0 1 1 44 1 5 9 129
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 36 0 3 7 157
Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal 1 2 3 3 4 13 22 25
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 1 1 4 749 9 17 30 1,743
Rejoinder 0 0 1 19 1 3 4 91
The Resilience of EU Member States to the Financial and Economic Crisis 0 0 1 13 4 5 12 96
The common component of firm growth 0 1 1 25 0 2 4 114
The distribution of household consumption-expenditure budget shares 0 0 1 51 3 4 7 209
The response of asset prices to monetary policy shocks: Stronger than thought 0 0 5 38 2 3 14 166
Towards a framework for a new research ecosystem 0 0 0 0 1 1 2 2
Travelling down the green brick road: a status quo assessment of the EU taxonomy 0 0 7 280 4 6 32 588
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 0 6 11 1 6 25 41
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures 1 2 11 58 8 15 46 178
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 1 5 8 8 12 26
Total Journal Articles 5 14 70 1,679 93 179 392 5,006

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 2 2 6 61
Resilience in the EU Banking Sector and Beyond 0 0 1 7 1 6 8 19
Sustainable Growth in the European Framework and the Role of Finance 0 1 1 1 0 3 12 37
Total Chapters 0 1 2 10 3 11 26 117

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Statistics updated 2025-12-06