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 4 399 2 7 30 958
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 0 0 3 266 1 1 21 947
A Review of Nonfundamentalness and Identification in Structural VAR Models 0 0 1 96 0 1 21 265
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 0 0 103 0 1 17 315
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 0 0 1 64 0 2 14 240
A review of nonfundamentalness and identification in structural VAR models 0 1 2 185 0 2 16 628
A robust criterion for determining the number of static factors in approximate factor models 0 0 0 133 0 2 20 463
A sustainability transition on the move? Evidence based on the disconnect from market fundamentals 0 0 2 18 1 1 13 47
Accounting for climate transition risk in banks' capital requirements 0 0 0 76 0 3 13 156
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 1 38 0 2 19 125
Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences 0 1 2 75 0 2 22 177
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 0 2 202 1 2 41 712
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 0 0 0 473 0 1 17 1,253
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 0 88 0 0 11 257
Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors 0 0 0 72 0 0 16 194
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 0 0 0 213 1 3 17 563
Identifying excessive credit growth and leverage 0 0 1 122 0 0 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 0 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 0 1 4 142 2 8 30 464
Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal 0 1 1 30 0 1 17 78
Quantitative assessment of the financial materiality of climate physical risks: a case study 0 1 3 13 0 4 23 39
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 46 0 0 7 205
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 0 1 8 251
The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL 0 0 0 87 0 0 39 187
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 1 154 0 0 29 540
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 1 40 0 3 22 126
The distribution of households consumption-expenditure budget shares 1 2 2 159 2 4 11 839
The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? 0 1 4 125 1 5 30 481
The response of asset prices to monetary policy shocks: stronger than thought 0 0 1 108 0 0 27 343
Towards a Framework for a New Research Ecosystem 0 0 0 7 0 0 13 24
Towards a Framework for a New Research Ecosystem 0 0 0 5 0 0 4 11
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 0 2 121 0 4 37 314
What drives bank coverage ratios: Evidence from the euro area 0 0 1 53 0 1 21 246
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 0 55 0 0 18 148
Total Working Papers 1 9 39 3,902 11 61 675 12,406

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 1 8 32 46
Accounting for the EU Green Taxonomy: exploring its concept, data and analytics 0 0 4 5 0 1 19 27
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* 0 0 0 4 2 2 11 19
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 4 5 24 224
Cover your assets: non-performing loans and coverage ratios in Europe 0 1 4 5 0 3 36 50
Erratum to: Cover your assets: non-performing loans and coverage ratios in Europe 0 0 0 2 0 3 16 20
From risks to opportunities: The impact of green public investment programs on sovereign yields 0 0 0 0 0 1 27 28
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 0 0 28 2 3 21 141
Identifying Excessive Credit Growth and Leverage 0 0 1 8 1 1 21 81
Identifying excessive credit growth and leverage 1 1 3 86 1 5 22 365
Improved penalization for determining the number of factors in approximate factor models 0 0 3 165 0 2 42 471
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 1 1 10 144
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 3 12 23
On policymakers’ loss functions and the evaluation of early warning systems: Comment 0 0 1 44 1 2 22 145
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 36 1 1 13 166
Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal 0 1 3 4 1 4 37 46
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 3 6 10 758 5 13 64 1,788
Rejoinder 0 1 2 21 0 1 11 99
The Resilience of EU Member States to the Financial and Economic Crisis 0 1 3 16 1 10 27 117
The common component of firm growth 0 0 1 25 0 3 15 127
The distribution of household consumption-expenditure budget shares 0 0 0 51 1 1 23 227
The response of asset prices to monetary policy shocks: Stronger than thought 0 0 3 40 0 2 23 183
Towards a framework for a new research ecosystem 0 0 2 2 1 2 14 14
Travelling down the green brick road: a status quo assessment of the EU taxonomy 1 2 3 283 1 3 22 604
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 1 1 12 1 4 24 59
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures 1 3 7 63 2 12 58 218
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 1 6 0 6 31 49
Total Journal Articles 6 17 53 1,716 27 102 677 5,481

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 1 13 72
Resilience in the EU Banking Sector and Beyond 0 0 1 8 1 3 18 31
Sustainable Growth in the European Framework and the Role of Finance 0 0 1 1 0 0 10 44
Total Chapters 0 0 2 11 2 4 41 147

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Statistics updated 2026-08-07