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 2 395 1 2 20 927
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 0 0 0 263 0 0 1 926
A Review of Nonfundamentalness and Identification in Structural VAR Models 0 0 0 95 0 0 0 243
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 0 0 103 0 0 2 298
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 0 0 0 63 0 0 1 225
A review of nonfundamentalness and identification in structural VAR models 0 0 1 183 0 0 5 612
A robust criterion for determining the number of static factors in approximate factor models 1 1 1 133 2 2 8 443
A sustainability transition on the move? Evidence based on the disconnect from market fundamentals 1 2 3 16 1 2 6 33
Accounting for climate transition risk in banks' capital requirements 0 0 5 76 0 3 13 143
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 0 37 0 1 11 106
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 1 3 4 154
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 0 0 200 1 2 13 671
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 0 1 3 472 1 3 16 1,234
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 0 87 0 0 1 245
Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors 0 0 0 72 0 0 1 178
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 0 0 0 213 1 1 5 546
Identifying excessive credit growth and leverage 0 0 1 121 0 0 4 332
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 1 3 236
On the distributional properties of household consumption expenditures. The case of Italy 0 0 0 52 0 0 0 211
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options 0 0 4 138 0 2 17 434
Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal 0 0 1 29 1 1 8 61
Quantitative assessment of the financial materiality of climate physical risks: a case study 0 5 10 10 2 7 15 15
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 0 0 0 243
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 46 1 1 2 198
The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL 0 1 3 87 2 4 13 148
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 0 39 0 0 6 104
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 1 2 7 153 2 7 24 511
The distribution of households consumption-expenditure budget shares 0 0 1 157 0 1 4 827
The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? 0 1 4 121 0 1 11 447
The response of asset prices to monetary policy shocks: stronger than thought 0 0 1 107 0 1 7 316
Towards a Framework for a New Research Ecosystem 0 0 7 7 0 0 9 10
Towards a Framework for a New Research Ecosystem 0 0 0 5 0 0 0 7
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 0 4 119 2 5 19 276
What drives bank coverage ratios: Evidence from the euro area 0 0 1 52 0 1 7 224
When do investors go green? Evidence from a time-varying asset-pricing model 2 2 3 55 2 3 8 129
Total Working Papers 6 16 62 3,861 20 54 264 11,713

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 5 5 0 3 13 13
Accounting for the EU Green Taxonomy: exploring its concept, data and analytics 0 0 1 1 1 3 8 8
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* 0 0 4 4 0 1 6 8
Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences 0 1 3 44 1 2 8 199
Cover your assets: non-performing loans and coverage ratios in Europe 0 0 0 1 4 5 8 12
Erratum to: Cover your assets: non-performing loans and coverage ratios in Europe 0 1 1 2 0 1 1 4
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 0 0 28 1 4 7 120
Identifying Excessive Credit Growth and Leverage 0 0 0 7 0 1 8 60
Identifying excessive credit growth and leverage 0 1 7 83 0 4 23 342
Improved penalization for determining the number of factors in approximate factor models 3 4 8 160 3 4 17 427
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 0 0 6 134
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 0 1 11
On policymakers’ loss functions and the evaluation of early warning systems: Comment 0 0 0 43 0 1 3 122
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 36 0 0 1 151
Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal 1 1 1 1 2 6 9 9
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 0 0 5 748 0 1 19 1,724
Rejoinder 1 1 1 19 1 1 3 88
The Resilience of EU Member States to the Financial and Economic Crisis 0 1 3 13 0 3 17 89
The common component of firm growth 0 0 0 24 0 0 3 112
The distribution of household consumption-expenditure budget shares 0 0 1 51 0 0 3 203
The response of asset prices to monetary policy shocks: Stronger than thought 0 1 5 37 0 1 10 158
Travelling down the green brick road: a status quo assessment of the EU taxonomy 0 1 14 279 0 4 50 579
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 1 1 9 10 7 8 26 33
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures 1 2 13 55 5 8 38 157
When do investors go green? Evidence from a time-varying asset-pricing model 0 1 2 5 1 3 8 18
Total Journal Articles 7 17 83 1,658 26 64 296 4,781

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 2 2 0 1 12 58
Resilience in the EU Banking Sector and Beyond 1 1 6 7 1 1 7 13
Sustainable Growth in the European Framework and the Role of Finance 0 0 0 0 2 2 10 32
Total Chapters 1 1 8 9 3 4 29 103

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Statistics updated 2025-07-04