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 1 392 0 1 7 904
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 0 1 2 263 0 1 5 924
A Review of Nonfundamentalness and Identification in Structural VAR Models 0 0 0 95 0 1 4 242
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 0 0 103 2 2 3 296
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 0 0 1 63 0 0 7 224
A review of nonfundamentalness and identification in structural VAR models 0 0 1 182 0 3 9 606
A robust criterion for determining the number of static factors in approximate factor models 0 0 2 129 0 0 12 427
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 1 37 2 2 6 93
Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences 0 0 3 73 0 0 14 150
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 0 2 198 1 2 13 654
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 0 1 3 469 2 3 7 1,215
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 0 87 0 0 1 244
Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors 0 0 0 72 0 0 1 177
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 0 0 0 213 0 0 2 541
Identifying excessive credit growth and leverage 0 0 2 120 0 1 18 327
On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters 0 2 2 60 0 2 4 233
On the distributional properties of household consumption expenditures. The case of Italy 0 0 0 52 0 1 2 211
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options 0 2 5 131 2 10 59 411
Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal 2 2 6 28 2 2 13 52
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 46 0 1 3 196
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 0 0 1 243
The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL 0 0 1 83 0 0 2 133
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 2 38 0 0 6 93
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 1 1 8 146 3 6 25 482
The distribution of households consumption-expenditure budget shares 0 0 1 156 0 1 3 822
The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? 1 2 11 115 3 9 53 432
The response of asset prices to monetary policy shocks: stronger than thought 0 0 1 103 1 2 11 305
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 1 6 21 111 3 14 72 248
What drives bank coverage ratios: Evidence from the euro area 0 0 0 51 0 0 23 214
When do investors go green? Evidence from a time-varying asset-pricing model 1 1 11 51 3 5 27 115
Total Working Papers 6 19 87 3,689 24 69 413 11,214


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences 0 0 0 41 1 1 2 190
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 0 2 28 0 2 13 112
Identifying Excessive Credit Growth and Leverage 1 2 2 7 2 4 7 50
Identifying excessive credit growth and leverage 0 2 4 75 4 9 26 312
Improved penalization for determining the number of factors in approximate factor models 1 2 11 151 1 3 21 404
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 0 0 4 127
ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS 0 1 1 2 0 1 1 10
On policymakers’ loss functions and the evaluation of early warning systems: Comment 0 0 1 43 0 1 3 119
On the distributional properties of household consumption expenditures: the case of Italy 0 0 1 36 0 2 3 150
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 2 4 13 739 4 12 39 1,699
Rejoinder 0 0 2 18 0 0 3 84
The Resilience of EU Member States to the Financial and Economic Crisis 1 1 1 10 1 2 7 71
The common component of firm growth 0 0 0 24 0 0 1 109
The distribution of household consumption-expenditure budget shares 0 0 0 50 0 2 6 199
The response of asset prices to monetary policy shocks: Stronger than thought 0 1 5 30 1 3 8 141
Travelling down the green brick road: a status quo assessment of the EU taxonomy 3 5 26 257 4 9 70 517
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures 2 3 16 39 3 11 46 108
Total Journal Articles 10 21 85 1,550 21 62 260 4,402


Statistics updated 2024-04-03