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 2 4 398 6 12 26 951
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 0 0 3 266 1 5 20 946
A Review of Nonfundamentalness and Identification in Structural VAR Models 0 0 1 96 1 5 21 264
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 0 0 103 3 9 16 314
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 0 0 1 64 3 3 13 238
A review of nonfundamentalness and identification in structural VAR models 0 1 1 184 3 6 14 626
A robust criterion for determining the number of static factors in approximate factor models 0 0 1 133 4 5 20 461
A sustainability transition on the move? Evidence based on the disconnect from market fundamentals 0 1 4 18 1 5 15 46
Accounting for climate transition risk in banks' capital requirements 0 0 0 76 1 3 11 153
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 1 38 3 5 17 123
Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences 0 1 1 74 1 4 23 175
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 1 2 202 5 9 40 710
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 0 0 1 473 4 6 19 1,252
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 1 88 0 0 12 257
Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors 0 0 0 72 2 5 16 194
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 0 0 0 213 3 6 15 560
Identifying excessive credit growth and leverage 0 1 1 122 4 9 16 348
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 3 4 10 246
On the distributional properties of household consumption expenditures. The case of Italy 0 0 0 52 0 0 5 216
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options 1 2 3 141 5 9 23 456
Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal 0 0 0 29 1 4 17 77
Quantitative assessment of the financial materiality of climate physical risks: a case study 0 2 5 12 5 10 25 35
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 2 2 7 250
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 46 1 3 8 205
The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL 0 0 1 87 5 7 43 187
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 1 1 40 2 13 19 123
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 3 154 4 9 36 540
The distribution of households consumption-expenditure budget shares 0 0 0 157 2 2 8 835
The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? 1 1 3 124 2 6 29 476
The response of asset prices to monetary policy shocks: stronger than thought 0 0 1 108 3 8 27 343
Towards a Framework for a New Research Ecosystem 0 0 0 7 1 2 14 24
Towards a Framework for a New Research Ecosystem 0 0 0 5 2 2 4 11
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 2 2 121 2 13 37 310
What drives bank coverage ratios: Evidence from the euro area 0 0 1 53 2 4 21 245
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 2 55 4 10 21 148
Total Working Papers 2 15 44 3,893 91 205 668 12,345

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 1 1 6 3 7 27 38
Accounting for the EU Green Taxonomy: exploring its concept, data and analytics 0 2 4 5 4 8 20 26
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* 0 0 0 4 1 4 10 17
Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences 0 0 1 44 2 5 22 219
Cover your assets: non-performing loans and coverage ratios in Europe 0 0 3 4 2 5 40 47
Erratum to: Cover your assets: non-performing loans and coverage ratios in Europe 0 0 1 2 4 6 14 17
From risks to opportunities: The impact of green public investment programs on sovereign yields 0 0 0 0 2 6 27 27
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 0 0 28 3 3 22 138
Identifying Excessive Credit Growth and Leverage 0 0 1 8 1 2 20 80
Identifying excessive credit growth and leverage 0 0 3 85 1 3 22 360
Improved penalization for determining the number of factors in approximate factor models 0 1 8 165 7 9 45 469
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 0 1 9 143
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 9 20
On policymakers’ loss functions and the evaluation of early warning systems: Comment 0 0 1 44 1 9 21 143
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 36 4 6 14 165
Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal 0 0 3 3 8 10 37 42
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 0 3 4 752 4 12 52 1,775
Rejoinder 0 0 2 20 4 5 11 98
The Resilience of EU Member States to the Financial and Economic Crisis 1 1 3 15 6 8 20 107
The common component of firm growth 0 0 1 25 3 5 12 124
The distribution of household consumption-expenditure budget shares 0 0 0 51 2 4 23 226
The response of asset prices to monetary policy shocks: Stronger than thought 1 2 3 40 4 8 23 181
Towards a framework for a new research ecosystem 0 1 2 2 2 4 12 12
Travelling down the green brick road: a status quo assessment of the EU taxonomy 0 0 3 281 2 6 25 601
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 0 2 11 1 7 30 55
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures 0 1 6 60 8 17 55 206
When do investors go green? Evidence from a time-varying asset-pricing model 0 1 1 6 2 4 26 43
Total Journal Articles 2 13 53 1,699 81 165 648 5,379

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 1 6 14 71
Resilience in the EU Banking Sector and Beyond 0 1 2 8 2 4 16 28
Sustainable Growth in the European Framework and the Role of Finance 0 0 1 1 1 2 14 44
Total Chapters 0 1 3 11 4 12 44 143

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Statistics updated 2026-05-06