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 2 389 3 4 27 879
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 1 1 1 258 1 1 4 912
A Review of Nonfundamentalness and Identification in Structural VAR Models 0 0 2 95 1 1 9 235
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 1 2 103 0 1 9 289
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 0 0 0 62 0 0 5 215
A review of nonfundamentalness and identification in structural VAR models 0 0 0 180 0 0 9 591
A robust criterion for determining the number of static factors in approximate factor models 0 1 7 127 0 4 12 399
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 1 36 0 4 19 76
Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences 0 1 2 68 0 1 10 130
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 1 3 6 189 1 6 35 619
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 0 0 1 463 0 1 7 1,204
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 0 85 0 0 3 241
Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors 0 0 2 72 1 1 7 175
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 0 0 0 213 0 0 4 538
Identifying excessive credit growth and leverage 1 3 5 115 3 5 25 289
On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters 0 0 0 57 0 0 4 227
On the distributional properties of household consumption expenditures. The case of Italy 0 0 1 52 0 0 7 208
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options 0 7 34 105 2 22 107 282
Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal 0 14 15 15 3 19 21 21
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 0 0 5 240
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 1 46 0 0 5 193
The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL 0 0 1 80 0 1 3 128
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 3 4 25 131 6 21 139 411
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 2 4 35 2 6 24 80
The distribution of households consumption-expenditure budget shares 0 0 2 155 0 1 8 817
The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? 2 5 20 88 7 16 96 304
The response of asset prices to monetary policy shocks: stronger than thought 0 1 5 100 0 4 32 276
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 2 36 47 47 7 57 79 79
What drives bank coverage ratios: Evidence from the euro area 1 1 3 48 5 9 47 136
When do investors go green? Evidence from a time-varying asset-pricing model 2 22 25 25 9 33 37 37
Total Working Papers 13 102 214 3,461 51 218 799 10,231

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 0 0 0 40 0 0 19 185
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 0 1 24 2 4 12 88
Identifying Excessive Credit Growth and Leverage 0 0 1 4 1 2 7 36
Identifying excessive credit growth and leverage 0 2 10 64 1 10 39 259
Improved penalization for determining the number of factors in approximate factor models 1 3 7 134 1 5 18 364
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 0 0 9 121
ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS 0 0 0 1 0 0 0 8
On policymakers’ loss functions and the evaluation of early warning systems: Comment 0 0 3 40 0 0 6 112
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 35 0 0 5 146
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 4 10 32 705 9 19 79 1,614
Rejoinder 1 1 1 16 1 4 16 78
The Resilience of EU Member States to the Financial and Economic Crisis 0 0 1 7 1 1 21 51
The common component of firm growth 0 0 1 22 0 0 5 100
The distribution of household consumption-expenditure budget shares 0 0 0 49 0 0 7 192
The response of asset prices to monetary policy shocks: Stronger than thought 0 1 7 21 0 4 44 118
Travelling down the green brick road: a status quo assessment of the EU taxonomy 16 56 127 127 31 105 247 247
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures 2 3 9 9 5 11 31 31
Total Journal Articles 24 76 200 1,298 52 165 565 3,750

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Statistics updated 2022-05-04