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 2 394 1 3 21 925
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 0 0 0 263 0 0 2 926
A Review of Nonfundamentalness and Identification in Structural VAR Models 0 0 0 95 0 0 1 243
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 0 0 103 2 2 4 298
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 0 0 0 63 0 0 0 224
A review of nonfundamentalness and identification in structural VAR models 0 0 1 183 1 1 5 611
A robust criterion for determining the number of static factors in approximate factor models 0 0 3 132 2 2 14 441
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 0 37 0 2 13 104
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 0 1 1 151
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 0 2 200 3 5 16 669
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 0 0 0 469 4 5 14 1,227
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 1 1 178
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 0 0 0 213 1 1 4 545
Identifying excessive credit growth and leverage 0 0 1 121 0 1 5 332
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 2 2 2 235
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 2 7 138 3 7 23 432
Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal 0 0 3 29 2 4 10 60
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 46 0 0 1 197
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 0 0 0 243
The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL 0 1 2 85 2 5 9 142
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 1 39 1 1 10 103
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 1 1 6 151 3 4 24 503
The distribution of households consumption-expenditure budget shares 0 0 1 157 0 0 4 826
The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? 0 1 6 120 0 5 17 446
The response of asset prices to monetary policy shocks: stronger than thought 0 0 4 107 1 2 11 315
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 3 9 119 2 8 26 271
What drives bank coverage ratios: Evidence from the euro area 0 0 1 52 1 2 9 223
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 3 53 0 1 14 126
Total Working Papers 1 8 52 3,735 31 65 262 11,452

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 1 1 2 43 5 5 8 197
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 0 0 28 0 0 4 116
Identifying Excessive Credit Growth and Leverage 0 0 1 7 1 2 11 59
Identifying excessive credit growth and leverage 0 2 6 81 2 5 27 335
Improved penalization for determining the number of factors in approximate factor models 1 1 6 156 3 4 20 423
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 2 2 6 133
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 1 1 11
On policymakers’ loss functions and the evaluation of early warning systems: Comment 0 0 0 43 1 1 2 121
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 36 1 1 1 151
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 1 2 10 747 3 6 24 1,719
Rejoinder 0 0 0 18 0 0 3 87
The Resilience of EU Member States to the Financial and Economic Crisis 0 0 3 12 1 2 16 86
The common component of firm growth 0 0 0 24 2 2 3 112
The distribution of household consumption-expenditure budget shares 0 1 1 51 0 1 4 203
The response of asset prices to monetary policy shocks: Stronger than thought 1 2 5 35 2 3 15 155
Travelling down the green brick road: a status quo assessment of the EU taxonomy 0 2 21 275 6 16 59 572
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures 0 2 12 49 2 10 37 142
Total Journal Articles 4 13 67 1,607 31 61 241 4,622

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Statistics updated 2025-03-03