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 0 1 395 0 2 18 929
A Dynamic Factor Analysis of Business Cycle on Firm-Level Data 0 0 0 263 1 1 2 927
A Review of Nonfundamentalness and Identification in Structural VAR Models 1 1 1 96 2 3 3 246
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 1 2 3 227
A review of nonfundamentalness and identification in structural VAR models 0 0 0 183 1 2 4 614
A robust criterion for determining the number of static factors in approximate factor models 0 0 1 133 2 2 8 445
A sustainability transition on the move? Evidence based on the disconnect from market fundamentals 0 0 2 16 0 1 6 34
Accounting for climate transition risk in banks' capital requirements 0 0 5 76 1 1 10 144
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 1 1 38 0 1 6 107
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 3 5 9 159
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 0 0 200 2 2 14 673
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 0 1 4 473 0 3 17 1,237
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 1 1 88 1 2 2 247
Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors 0 0 0 72 1 1 2 179
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction 0 0 0 213 2 2 6 548
Identifying excessive credit growth and leverage 0 0 1 121 2 2 5 334
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 1 4 237
On the distributional properties of household consumption expenditures. The case of Italy 0 0 0 52 1 1 1 212
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options 0 0 4 138 1 3 16 437
Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal 0 0 1 29 2 3 9 64
Quantitative assessment of the financial materiality of climate physical risks: a case study 0 0 10 10 0 1 16 16
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 22 1 1 1 244
The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households 0 0 0 46 0 1 3 199
The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL 0 0 3 87 0 1 14 149
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 0 39 0 0 4 104
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 1 1 8 154 4 5 24 516
The distribution of households consumption-expenditure budget shares 0 0 0 157 1 2 4 829
The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? 0 0 3 121 1 5 14 452
The response of asset prices to monetary policy shocks: stronger than thought 0 0 0 107 2 3 7 319
Towards a Framework for a New Research Ecosystem 0 0 2 7 0 2 4 12
Towards a Framework for a New Research Ecosystem 0 0 0 5 0 0 0 7
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 0 3 119 2 6 19 282
What drives bank coverage ratios: Evidence from the euro area 0 0 0 52 2 3 8 227
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 3 55 2 3 10 132
Total Working Papers 2 5 54 3,866 39 73 275 11,786

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 1 1 2 2 1 2 10 10
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* 0 0 2 4 0 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 2 44 0 2 9 201
Cover your assets: non-performing loans and coverage ratios in Europe 0 0 0 1 1 3 11 15
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 2 2 8 122
Identifying Excessive Credit Growth and Leverage 0 0 0 7 3 3 9 63
Identifying excessive credit growth and leverage 0 0 6 83 1 2 21 344
Improved penalization for determining the number of factors in approximate factor models 0 3 11 163 1 5 19 432
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 0 0 4 134
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 1 1 2 12
On policymakers’ loss functions and the evaluation of early warning systems: Comment 0 0 0 43 2 4 6 126
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 36 1 4 5 155
Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal 0 0 1 1 5 8 16 17
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 0 0 4 748 3 5 21 1,729
Rejoinder 0 0 1 19 1 1 3 89
The Resilience of EU Member States to the Financial and Economic Crisis 0 0 2 13 0 2 10 91
The common component of firm growth 0 0 0 24 1 1 3 113
The distribution of household consumption-expenditure budget shares 0 0 1 51 0 2 4 205
The response of asset prices to monetary policy shocks: Stronger than thought 0 1 5 38 1 6 14 164
Travelling down the green brick road: a status quo assessment of the EU taxonomy 0 1 10 280 2 5 36 584
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 1 8 11 3 5 28 38
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures 0 1 13 56 3 9 43 166
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 2 5 0 0 6 18
Total Journal Articles 1 8 75 1,666 32 74 306 4,855

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 9 59
Resilience in the EU Banking Sector and Beyond 0 0 3 7 1 1 5 14
Sustainable Growth in the European Framework and the Role of Finance 1 1 1 1 3 5 14 37
Total Chapters 1 1 4 10 4 7 28 110

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Statistics updated 2025-10-06