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 5 399 2 10 27 953
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 0 0 3 266 0 3 20 946
A Review of Nonfundamentalness and Identification in Structural VAR Models 0 0 1 96 0 4 21 264
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 0 0 103 0 9 16 314
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 0 0 1 64 1 4 14 239
A review of nonfundamentalness and identification in structural VAR models 1 1 2 185 2 6 16 628
A robust criterion for determining the number of static factors in approximate factor models 0 0 1 133 2 7 22 463
A sustainability transition on the move? Evidence based on the disconnect from market fundamentals 0 0 3 18 0 2 14 46
Accounting for climate transition risk in banks' capital requirements 0 0 0 76 3 4 13 156
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 1 38 1 5 18 124
Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences 0 0 1 74 0 1 22 175
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 0 2 202 1 7 41 711
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 0 0 1 473 0 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 0 2 16 194
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 0 0 0 213 1 6 16 561
Identifying excessive credit growth and leverage 0 0 1 122 0 6 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 0 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 4 142 4 11 26 460
Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal 0 0 0 29 0 2 17 77
Quantitative assessment of the financial materiality of climate physical risks: a case study 0 0 2 12 1 7 23 36
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 0 2 7 250
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 46 0 2 8 205
The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL 0 0 0 87 0 6 41 187
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 1 1 40 1 10 20 124
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 2 154 0 4 31 540
The distribution of households consumption-expenditure budget shares 0 0 0 157 0 2 8 835
The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? 1 2 4 125 3 7 32 479
The response of asset prices to monetary policy shocks: stronger than thought 0 0 1 108 0 6 27 343
Towards a Framework for a New Research Ecosystem 0 0 0 5 0 2 4 11
Towards a Framework for a New Research Ecosystem 0 0 0 7 0 1 14 24
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 1 2 121 1 5 37 311
What drives bank coverage ratios: Evidence from the euro area 0 0 1 53 0 4 21 245
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 2 55 0 5 21 148
Total Working Papers 4 8 42 3,897 23 162 675 12,368

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 5 10 30 43
Accounting for the EU Green Taxonomy: exploring its concept, data and analytics 0 1 4 5 0 6 19 26
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* 0 0 0 4 0 1 9 17
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 1 3 22 220
Cover your assets: non-performing loans and coverage ratios in Europe 0 0 3 4 0 5 39 47
Erratum to: Cover your assets: non-performing loans and coverage ratios in Europe 0 0 0 2 2 8 15 19
From risks to opportunities: The impact of green public investment programs on sovereign yields 0 0 0 0 0 6 26 27
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 0 0 28 0 3 19 138
Identifying Excessive Credit Growth and Leverage 0 0 1 8 0 2 20 80
Identifying excessive credit growth and leverage 0 0 2 85 1 2 19 361
Improved penalization for determining the number of factors in approximate factor models 0 1 8 165 1 10 46 470
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 0 0 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 2 3 11 22
On policymakers’ loss functions and the evaluation of early warning systems: Comment 0 0 1 44 0 1 21 143
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 36 0 5 14 165
Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal 0 0 3 3 1 10 36 43
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 3 4 7 755 3 9 54 1,778
Rejoinder 1 1 3 21 1 6 12 99
The Resilience of EU Member States to the Financial and Economic Crisis 0 1 2 15 5 12 23 112
The common component of firm growth 0 0 1 25 2 5 14 126
The distribution of household consumption-expenditure budget shares 0 0 0 51 0 2 23 226
The response of asset prices to monetary policy shocks: Stronger than thought 0 2 3 40 1 8 24 182
Towards a framework for a new research ecosystem 0 0 2 2 1 3 13 13
Travelling down the green brick road: a status quo assessment of the EU taxonomy 0 0 2 281 1 4 23 602
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 1 1 3 12 3 6 32 58
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures 2 2 8 62 9 21 63 215
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 1 6 5 7 31 48
Total Journal Articles 7 13 55 1,706 44 158 667 5,423

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 71
Resilience in the EU Banking Sector and Beyond 0 0 2 8 1 3 17 29
Sustainable Growth in the European Framework and the Role of Finance 0 0 1 1 0 1 14 44
Total Chapters 0 0 3 11 1 5 44 144

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Statistics updated 2026-06-04