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 0 2 396 4 7 15 939
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 1 1 3 266 5 12 15 941
A Review of Nonfundamentalness and Identification in Structural VAR Models 0 0 1 96 5 11 16 259
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 0 0 103 1 4 9 305
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 0 0 1 64 2 6 11 235
A review of nonfundamentalness and identification in structural VAR models 0 0 0 183 3 6 10 620
A robust criterion for determining the number of static factors in approximate factor models 0 0 1 133 5 9 17 456
A sustainability transition on the move? Evidence based on the disconnect from market fundamentals 0 1 3 17 4 7 13 41
Accounting for climate transition risk in banks' capital requirements 0 0 1 76 0 5 12 150
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 1 38 4 9 14 118
Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences 0 0 0 73 9 12 20 171
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 0 1 201 12 25 35 701
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 0 0 4 473 3 9 23 1,246
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 1 88 6 10 12 257
Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors 0 0 0 72 5 9 11 189
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 0 0 0 213 0 5 10 554
Identifying excessive credit growth and leverage 0 0 0 121 4 4 7 339
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 2 5 9 242
On the distributional properties of household consumption expenditures. The case of Italy 0 0 0 52 2 4 5 216
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options 0 0 1 139 4 9 18 447
Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal 0 0 0 29 4 9 15 73
Quantitative assessment of the financial materiality of climate physical risks: a case study 0 0 5 10 2 7 20 25
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 46 1 3 5 202
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 3 4 5 248
The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL 0 0 2 87 15 31 40 180
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 4 154 10 13 31 531
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 0 39 4 5 8 110
The distribution of households consumption-expenditure budget shares 0 0 0 157 2 4 7 833
The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? 0 2 3 123 9 17 24 470
The response of asset prices to monetary policy shocks: stronger than thought 0 1 1 108 3 16 21 335
Towards a Framework for a New Research Ecosystem 0 0 0 5 0 1 2 9
Towards a Framework for a New Research Ecosystem 0 0 0 7 2 6 12 22
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 0 0 119 4 12 28 297
What drives bank coverage ratios: Evidence from the euro area 1 1 1 53 7 14 19 241
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 2 55 1 6 12 138
Total Working Papers 2 6 38 3,878 147 316 531 12,140

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 2 5 5 14 23 31
Accounting for the EU Green Taxonomy: exploring its concept, data and analytics 0 0 2 3 3 6 13 18
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* 0 0 1 4 2 3 8 13
Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences 0 0 2 44 5 11 22 214
Cover your assets: non-performing loans and coverage ratios in Europe 0 2 3 4 10 22 36 42
Erratum to: Cover your assets: non-performing loans and coverage ratios in Europe 0 0 1 2 5 7 8 11
From risks to opportunities: The impact of green public investment programs on sovereign yields 0 0 0 0 8 17 21 21
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 0 0 28 4 13 19 135
Identifying Excessive Credit Growth and Leverage 0 0 1 8 3 12 20 78
Identifying excessive credit growth and leverage 0 1 4 85 6 10 24 357
Improved penalization for determining the number of factors in approximate factor models 0 1 9 164 6 18 40 460
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 1 7 11 142
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 5 7 8 19
On policymakers’ loss functions and the evaluation of early warning systems: Comment 0 0 1 44 4 6 14 134
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 36 1 2 9 159
Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal 0 1 3 3 3 11 29 32
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 0 1 3 749 3 29 47 1,763
Rejoinder 1 1 2 20 2 3 6 93
The Resilience of EU Member States to the Financial and Economic Crisis 1 1 2 14 3 7 14 99
The common component of firm growth 0 0 1 25 3 5 9 119
The distribution of household consumption-expenditure budget shares 0 0 0 51 9 16 19 222
The response of asset prices to monetary policy shocks: Stronger than thought 0 0 4 38 7 9 20 173
Towards a framework for a new research ecosystem 0 1 1 1 2 7 8 8
Travelling down the green brick road: a status quo assessment of the EU taxonomy 1 1 6 281 5 11 29 595
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 0 4 11 3 8 27 48
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures 1 2 10 59 9 19 49 189
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 1 5 12 21 25 39
Total Journal Articles 4 12 63 1,686 129 301 558 5,214

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 2 6 10 65
Resilience in the EU Banking Sector and Beyond 0 0 1 7 4 6 12 24
Sustainable Growth in the European Framework and the Role of Finance 0 0 1 1 4 5 13 42
Total Chapters 0 0 2 10 10 17 35 131

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Statistics updated 2026-02-12