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 3 394 0 4 8 909
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 0 0 1 263 0 0 4 925
A Review of Nonfundamentalness and Identification in Structural VAR Models 0 0 0 95 0 0 5 243
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 0 0 103 0 0 3 296
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 0 0 0 63 0 0 3 224
A review of nonfundamentalness and identification in structural VAR models 0 1 2 183 1 3 10 610
A robust criterion for determining the number of static factors in approximate factor models 0 2 5 132 0 6 16 437
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 1 37 4 6 11 100
Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences 0 0 1 73 0 0 8 150
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 1 3 200 0 1 8 658
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 0 0 3 469 1 1 11 1,219
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 0 87 1 1 1 245
Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors 0 0 0 72 0 0 1 177
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 0 0 0 213 1 1 3 542
Identifying excessive credit growth and leverage 0 0 1 120 1 1 7 329
On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters 0 0 2 60 0 0 2 233
On the distributional properties of household consumption expenditures. The case of Italy 0 0 0 52 0 0 1 211
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options 0 0 7 134 1 3 31 420
Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal 0 0 4 28 1 2 11 55
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 46 0 0 3 196
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 0 0 1 243
The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL 0 1 2 84 0 2 4 135
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 2 39 0 1 8 98
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 3 146 3 7 24 492
The distribution of households consumption-expenditure budget shares 0 1 1 157 0 2 3 824
The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? 0 0 7 117 1 1 29 437
The response of asset prices to monetary policy shocks: stronger than thought 0 1 5 107 1 3 11 312
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 2 17 116 1 8 51 263
What drives bank coverage ratios: Evidence from the euro area 0 1 1 52 0 3 4 218
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 7 52 0 1 25 122
Total Working Papers 0 11 78 3,716 17 57 307 11,323

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 41 0 1 3 191
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 0 0 28 0 0 7 113
Identifying Excessive Credit Growth and Leverage 0 0 2 7 2 3 10 54
Identifying excessive credit growth and leverage 0 0 3 76 2 3 24 322
Improved penalization for determining the number of factors in approximate factor models 0 1 7 152 0 4 18 412
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 1 1 4 129
ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS 0 0 1 2 0 0 1 10
On policymakers’ loss functions and the evaluation of early warning systems: Comment 0 0 1 43 0 1 4 120
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 36 0 0 2 150
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 0 1 14 743 1 2 34 1,706
Rejoinder 0 0 2 18 1 2 5 86
The Resilience of EU Member States to the Financial and Economic Crisis 0 1 2 11 3 6 13 78
The common component of firm growth 0 0 0 24 0 0 0 109
The distribution of household consumption-expenditure budget shares 0 0 0 50 0 1 6 201
The response of asset prices to monetary policy shocks: Stronger than thought 0 0 5 32 0 1 13 148
Travelling down the green brick road: a status quo assessment of the EU taxonomy 1 5 22 267 6 19 51 543
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures 0 2 12 43 0 7 43 121
Total Journal Articles 1 10 71 1,573 16 51 238 4,493

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Statistics updated 2024-09-04