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 1 7 18 320 4 13 48 707
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 0 1 4 250 0 2 9 869
A Review of Nonfundamentalness and Identification in Structural VAR Models 0 0 0 93 0 0 1 204
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 0 1 87 1 1 24 220
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 0 0 3 61 0 0 5 201
A review of nonfundamentalness and identification in structural VAR models 0 0 0 0 0 1 4 4
A robust criterion for determining the number of static factors in approximate factor models 0 0 1 1 0 0 2 2
Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences 1 1 5 54 1 2 11 65
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 3 10 53 126 7 26 129 341
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 1 1 5 455 2 3 16 1,171
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 0 82 0 0 2 218
Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors 0 0 1 66 0 0 6 150
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 1 1 1 212 1 1 2 520
Identifying excessive credit growth and leverage 0 4 24 83 1 13 48 167
On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters 0 0 0 56 0 0 0 213
On the distributional properties of household consumption expenditures. The case of Italy 1 2 2 50 1 2 7 192
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options 5 12 38 38 8 17 54 54
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 2 2 7 206
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 2 3 43 1 6 9 155
The distribution of households consumption-expenditure budget shares 1 1 4 146 1 2 16 742
The response of asset prices to monetary policy shocks: stronger than thought 1 3 20 55 3 13 50 72
Total Working Papers 15 45 183 2,300 33 104 450 6,473


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 3 22 0 2 20 76
Global liquidity as an early warning indicator for asset price boom/bust cycles 1 4 6 8 2 6 18 25
Improved penalization for determining the number of factors in approximate factor models 0 2 10 100 2 6 18 233
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 1 3 12 86
ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS 0 0 1 1 1 1 5 5
On policymakers’ loss functions and the evaluation of early warning systems: Comment 2 4 10 28 2 5 16 68
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 32 1 1 3 125
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 8 21 81 518 14 42 159 1,155
Rejoinder 0 0 4 10 0 1 10 32
The common component of firm growth 0 2 3 17 0 3 9 64
The distribution of household consumption-expenditure budget shares 1 1 2 46 1 2 10 153
Total Journal Articles 12 34 120 782 24 72 280 2,022


Statistics updated 2018-02-05