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 2 10 20 945
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 0 1 3 266 2 9 19 945
A Review of Nonfundamentalness and Identification in Structural VAR Models 0 0 1 96 3 9 20 263
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 0 0 103 6 7 13 311
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 0 0 1 64 0 2 10 235
A review of nonfundamentalness and identification in structural VAR models 0 1 1 184 1 6 11 623
A robust criterion for determining the number of static factors in approximate factor models 0 0 1 133 1 6 16 457
A sustainability transition on the move? Evidence based on the disconnect from market fundamentals 0 1 4 18 1 8 14 45
Accounting for climate transition risk in banks' capital requirements 0 0 0 76 0 2 12 152
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 1 38 1 6 15 120
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 0 12 23 174
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 1 2 202 1 16 36 705
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 0 0 2 473 2 5 17 1,248
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 1 88 0 6 12 257
Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors 0 0 0 72 0 8 14 192
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 0 0 0 213 2 3 12 557
Identifying excessive credit growth and leverage 0 1 1 122 2 9 12 344
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 3 8 243
On the distributional properties of household consumption expenditures. The case of Italy 0 0 0 52 0 2 5 216
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options 0 1 2 140 2 8 19 451
Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal 0 0 0 29 1 7 16 76
Quantitative assessment of the financial materiality of climate physical risks: a case study 0 2 7 12 1 7 22 30
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 0 3 5 248
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 46 1 3 7 204
The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL 0 0 1 87 1 17 38 182
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 3 154 0 15 32 536
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 1 1 1 40 7 15 17 121
The distribution of households consumption-expenditure budget shares 0 0 0 157 0 2 7 833
The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? 0 0 3 123 2 13 28 474
The response of asset prices to monetary policy shocks: stronger than thought 0 0 1 108 3 8 25 340
Towards a Framework for a New Research Ecosystem 0 0 0 7 0 3 13 23
Towards a Framework for a New Research Ecosystem 0 0 0 5 0 0 2 9
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 1 2 2 121 2 15 37 308
What drives bank coverage ratios: Evidence from the euro area 0 1 1 53 2 9 20 243
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 2 55 1 7 18 144
Total Working Papers 2 15 46 3,891 48 261 595 12,254

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 2 6 2 9 25 35
Accounting for the EU Green Taxonomy: exploring its concept, data and analytics 1 2 4 5 2 7 17 22
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* 0 0 0 4 0 5 9 16
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 0 8 20 217
Cover your assets: non-performing loans and coverage ratios in Europe 0 0 3 4 3 13 38 45
Erratum to: Cover your assets: non-performing loans and coverage ratios in Europe 0 0 1 2 2 7 10 13
From risks to opportunities: The impact of green public investment programs on sovereign yields 0 0 0 0 4 12 25 25
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 0 0 28 0 4 19 135
Identifying Excessive Credit Growth and Leverage 0 0 1 8 1 4 20 79
Identifying excessive credit growth and leverage 0 0 3 85 0 8 21 359
Improved penalization for determining the number of factors in approximate factor models 1 1 9 165 2 8 39 462
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 0 2 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 1 6 9 20
On policymakers’ loss functions and the evaluation of early warning systems: Comment 0 0 1 44 0 12 21 142
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 36 1 3 10 161
Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal 0 0 3 3 1 5 31 34
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 1 3 4 752 2 11 48 1,771
Rejoinder 0 1 2 20 1 3 7 94
The Resilience of EU Member States to the Financial and Economic Crisis 0 1 2 14 1 5 15 101
The common component of firm growth 0 0 1 25 0 5 9 121
The distribution of household consumption-expenditure budget shares 0 0 0 51 0 11 21 224
The response of asset prices to monetary policy shocks: Stronger than thought 1 1 3 39 3 11 20 177
Towards a framework for a new research ecosystem 0 1 2 2 0 4 10 10
Travelling down the green brick road: a status quo assessment of the EU taxonomy 0 1 3 281 1 9 24 599
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 0 2 11 2 9 29 54
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures 0 2 7 60 4 18 49 198
When do investors go green? Evidence from a time-varying asset-pricing model 0 1 2 6 0 14 26 41
Total Journal Articles 4 15 56 1,697 33 213 581 5,298

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 7 13 70
Resilience in the EU Banking Sector and Beyond 0 1 2 8 0 6 14 26
Sustainable Growth in the European Framework and the Role of Finance 0 0 1 1 0 5 13 43
Total Chapters 0 1 3 11 0 18 40 139

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Statistics updated 2026-04-09