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 2 396 1 6 12 935
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 0 2 2 265 5 9 10 936
A Review of Nonfundamentalness and Identification in Structural VAR Models 0 0 1 96 4 8 11 254
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 0 0 103 0 6 8 304
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 0 1 1 64 1 6 9 233
A review of nonfundamentalness and identification in structural VAR models 0 0 0 183 0 3 7 617
A robust criterion for determining the number of static factors in approximate factor models 0 0 1 133 4 6 12 451
A sustainability transition on the move? Evidence based on the disconnect from market fundamentals 0 1 3 17 2 3 9 37
Accounting for climate transition risk in banks' capital requirements 0 0 1 76 1 6 12 150
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 1 38 4 7 10 114
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 11 162
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 1 1 201 7 16 24 689
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 0 0 4 473 2 6 20 1,243
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 1 88 1 4 6 251
Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors 0 0 0 72 2 5 6 184
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 0 0 0 213 2 6 10 554
Identifying excessive credit growth and leverage 0 0 0 121 0 1 3 335
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 1 3 7 240
On the distributional properties of household consumption expenditures. The case of Italy 0 0 0 52 2 2 3 214
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options 0 1 2 139 2 6 16 443
Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal 0 0 0 29 2 5 11 69
Quantitative assessment of the financial materiality of climate physical risks: a case study 0 0 9 10 4 7 21 23
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 46 1 2 4 201
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 1 1 2 245
The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL 0 0 3 87 16 16 26 165
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 4 154 0 5 21 521
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 0 39 1 2 4 106
The distribution of households consumption-expenditure budget shares 0 0 0 157 2 2 5 831
The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? 2 2 4 123 6 9 19 461
The response of asset prices to monetary policy shocks: stronger than thought 0 1 1 108 9 13 18 332
Towards a Framework for a New Research Ecosystem 0 0 0 7 3 8 10 20
Towards a Framework for a New Research Ecosystem 0 0 0 5 0 2 2 9
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 0 2 119 5 11 27 293
What drives bank coverage ratios: Evidence from the euro area 0 0 0 52 2 7 12 234
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 2 55 4 5 11 137
Total Working Papers 2 10 45 3,876 98 207 399 11,993

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 3 5 5 12 21 26
Accounting for the EU Green Taxonomy: exploring its concept, data and analytics 0 1 2 3 2 5 10 15
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* 0 0 2 4 1 2 7 11
Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences 0 0 2 44 3 8 17 209
Cover your assets: non-performing loans and coverage ratios in Europe 1 3 3 4 6 17 26 32
Erratum to: Cover your assets: non-performing loans and coverage ratios in Europe 0 0 1 2 1 2 3 6
From risks to opportunities: The impact of green public investment programs on sovereign yields 0 0 0 0 2 10 13 13
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 0 0 28 5 9 15 131
Identifying Excessive Credit Growth and Leverage 0 1 1 8 1 12 18 75
Identifying excessive credit growth and leverage 0 2 5 85 1 7 20 351
Improved penalization for determining the number of factors in approximate factor models 1 1 9 164 8 22 34 454
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 1 7 10 141
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 2 4 14
On policymakers’ loss functions and the evaluation of early warning systems: Comment 0 1 1 44 1 4 10 130
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 36 1 3 8 158
Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal 0 2 3 3 4 12 26 29
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 0 1 3 749 17 31 46 1,760
Rejoinder 0 0 1 19 0 2 4 91
The Resilience of EU Member States to the Financial and Economic Crisis 0 0 1 13 0 5 12 96
The common component of firm growth 0 1 1 25 2 3 6 116
The distribution of household consumption-expenditure budget shares 0 0 0 51 4 8 10 213
The response of asset prices to monetary policy shocks: Stronger than thought 0 0 4 38 0 2 13 166
Towards a framework for a new research ecosystem 1 1 1 1 4 5 6 6
Travelling down the green brick road: a status quo assessment of the EU taxonomy 0 0 6 280 2 6 30 590
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 0 4 11 4 7 26 45
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures 0 2 9 58 2 14 44 180
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 1 5 1 9 13 27
Total Journal Articles 3 16 63 1,682 79 226 452 5,085

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 2 4 8 63
Resilience in the EU Banking Sector and Beyond 0 0 1 7 1 6 8 20
Sustainable Growth in the European Framework and the Role of Finance 0 0 1 1 1 1 12 38
Total Chapters 0 0 2 10 4 11 28 121

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Statistics updated 2026-01-09