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 1 395 1 3 20 929
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 1 1 244
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 1 2 226
A review of nonfundamentalness and identification in structural VAR models 0 0 0 183 1 1 3 613
A robust criterion for determining the number of static factors in approximate factor models 0 1 1 133 0 2 6 443
A sustainability transition on the move? Evidence based on the disconnect from market fundamentals 0 1 2 16 0 2 6 34
Accounting for climate transition risk in banks' capital requirements 0 0 5 76 0 0 10 143
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 1 1 1 38 1 1 7 107
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 6 156
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 0 0 200 0 1 13 671
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 0 1 4 473 1 4 18 1,237
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 1 1 88 0 1 1 246
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 0 1 4 546
Identifying excessive credit growth and leverage 0 0 1 121 0 0 3 332
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 0 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 2 2 16 436
Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal 0 0 1 29 1 2 7 62
Quantitative assessment of the financial materiality of climate physical risks: a case study 0 0 10 10 0 3 16 16
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 2 3 199
The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL 0 0 3 87 1 3 14 149
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 0 1 7 153 1 3 20 512
The distribution of households consumption-expenditure budget shares 0 0 0 157 0 1 4 828
The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? 0 0 4 121 0 4 14 451
The response of asset prices to monetary policy shocks: stronger than thought 0 0 0 107 1 1 5 317
Towards a Framework for a New Research Ecosystem 0 0 0 5 0 0 0 7
Towards a Framework for a New Research Ecosystem 0 0 2 7 1 2 5 12
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 0 3 119 3 6 17 280
What drives bank coverage ratios: Evidence from the euro area 0 0 0 52 0 1 7 225
When do investors go green? Evidence from a time-varying asset-pricing model 0 2 3 55 0 3 8 130
Total Working Papers 1 9 53 3,864 16 54 249 11,747

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 4 5 0 1 12 14
Accounting for the EU Green Taxonomy: exploring its concept, data and analytics 0 0 1 1 1 2 9 9
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* 0 0 2 4 1 1 5 9
Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences 0 0 3 44 1 3 10 201
Cover your assets: non-performing loans and coverage ratios in Europe 0 0 0 1 0 6 10 14
Erratum to: Cover your assets: non-performing loans and coverage ratios in Europe 0 0 1 2 0 0 1 4
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 0 0 28 0 1 7 120
Identifying Excessive Credit Growth and Leverage 0 0 0 7 0 0 6 60
Identifying excessive credit growth and leverage 0 0 7 83 0 1 21 343
Improved penalization for determining the number of factors in approximate factor models 1 6 11 163 2 7 19 431
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 0 0 5 134
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 1 2 4 124
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 36 1 3 4 154
Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal 0 1 1 1 3 5 12 12
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 0 0 5 748 2 2 20 1,726
Rejoinder 0 1 1 19 0 1 2 88
The Resilience of EU Member States to the Financial and Economic Crisis 0 0 2 13 1 2 13 91
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 1 2 4 205
The response of asset prices to monetary policy shocks: Stronger than thought 1 1 6 38 3 5 15 163
Travelling down the green brick road: a status quo assessment of the EU taxonomy 0 1 13 280 0 3 39 582
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 2 8 11 0 9 26 35
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures 0 2 13 56 3 11 42 163
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 2 5 0 1 6 18
Total Journal Articles 2 14 81 1,665 20 68 296 4,823

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 1 2 0 1 10 59
Resilience in the EU Banking Sector and Beyond 0 1 4 7 0 1 5 13
Sustainable Growth in the European Framework and the Role of Finance 0 0 0 0 0 4 11 34
Total Chapters 0 1 5 9 0 6 26 106

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Statistics updated 2025-09-05