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 3 11 29 956
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 0 0 3 266 0 1 20 946
A Review of Nonfundamentalness and Identification in Structural VAR Models 0 0 1 96 1 2 22 265
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 0 0 103 1 4 17 315
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 0 0 1 64 1 5 15 240
A review of nonfundamentalness and identification in structural VAR models 0 1 2 185 0 5 16 628
A robust criterion for determining the number of static factors in approximate factor models 0 0 0 133 0 6 20 463
A sustainability transition on the move? Evidence based on the disconnect from market fundamentals 0 0 2 18 0 1 13 46
Accounting for climate transition risk in banks' capital requirements 0 0 0 76 0 4 13 156
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 1 38 1 5 19 125
Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences 1 1 2 75 2 3 23 177
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 0 2 202 0 6 40 711
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 0 0 1 473 1 5 19 1,253
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 1 88 0 0 12 257
Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors 0 0 0 72 0 2 16 194
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 0 0 0 213 1 5 16 562
Identifying excessive credit growth and leverage 0 0 1 122 0 4 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 3 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 2 4 142 2 11 28 462
Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal 1 1 1 30 1 2 17 78
Quantitative assessment of the financial materiality of climate physical risks: a case study 1 1 3 13 3 9 24 39
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 1 3 8 251
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 46 0 1 7 205
The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL 0 0 0 87 0 5 39 187
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 1 40 2 5 22 126
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 1 154 0 4 29 540
The distribution of households consumption-expenditure budget shares 1 1 1 158 2 4 10 837
The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? 0 2 4 125 1 6 33 480
The response of asset prices to monetary policy shocks: stronger than thought 0 0 1 108 0 3 27 343
Towards a Framework for a New Research Ecosystem 0 0 0 5 0 2 4 11
Towards a Framework for a New Research Ecosystem 0 0 0 7 0 1 14 24
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 0 2 121 3 6 38 314
What drives bank coverage ratios: Evidence from the euro area 0 0 1 53 1 3 22 246
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 0 55 0 4 19 148
Total Working Papers 4 10 40 3,901 27 141 682 12,395

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 2 10 32 45
Accounting for the EU Green Taxonomy: exploring its concept, data and analytics 0 0 4 5 1 5 19 27
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* 0 0 0 4 0 1 9 17
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 0 3 21 220
Cover your assets: non-performing loans and coverage ratios in Europe 1 1 4 5 3 5 38 50
Erratum to: Cover your assets: non-performing loans and coverage ratios in Europe 0 0 0 2 1 7 16 20
From risks to opportunities: The impact of green public investment programs on sovereign yields 0 0 0 0 1 3 27 28
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 0 0 28 1 4 19 139
Identifying Excessive Credit Growth and Leverage 0 0 1 8 0 1 20 80
Identifying excessive credit growth and leverage 0 0 2 85 3 5 22 364
Improved penalization for determining the number of factors in approximate factor models 0 0 5 165 1 9 44 471
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 0 0 9 143
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 1 3 12 23
On policymakers’ loss functions and the evaluation of early warning systems: Comment 0 0 1 44 1 2 22 144
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 36 0 4 14 165
Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal 1 1 3 4 2 11 36 45
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 0 3 7 755 5 12 59 1,783
Rejoinder 0 1 2 21 0 5 11 99
The Resilience of EU Member States to the Financial and Economic Crisis 1 2 3 16 4 15 27 116
The common component of firm growth 0 0 1 25 1 6 15 127
The distribution of household consumption-expenditure budget shares 0 0 0 51 0 2 23 226
The response of asset prices to monetary policy shocks: Stronger than thought 0 1 3 40 1 6 25 183
Towards a framework for a new research ecosystem 0 0 2 2 0 3 13 13
Travelling down the green brick road: a status quo assessment of the EU taxonomy 1 1 3 282 1 4 24 603
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 1 2 12 0 4 25 58
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures 0 2 7 62 1 18 59 216
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 1 6 1 8 31 49
Total Journal Articles 4 13 52 1,710 31 156 672 5,454

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 0 1 13 71
Resilience in the EU Banking Sector and Beyond 0 0 1 8 1 4 17 30
Sustainable Growth in the European Framework and the Role of Finance 0 0 1 1 0 1 12 44
Total Chapters 0 0 2 11 1 6 42 145

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Statistics updated 2026-07-10