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 1 394 0 1 20 925
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 0 1 243
A Robust Criterion for Determining the Number of Factors in Approximate Factor Models 0 0 0 103 0 2 2 298
A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models 0 0 0 63 0 1 1 225
A review of nonfundamentalness and identification in structural VAR models 0 0 1 183 0 2 6 612
A robust criterion for determining the number of static factors in approximate factor models 0 0 3 132 0 2 12 441
A sustainability transition on the move? Evidence based on the disconnect from market fundamentals 0 0 3 14 0 3 7 31
Accounting for climate transition risk in banks' capital requirements 0 1 7 76 2 4 16 142
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 0 37 1 2 13 106
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 1 2 152
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 0 2 200 1 4 15 670
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 1 3 3 472 2 10 17 1,233
Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 0 0 0 87 0 0 1 245
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 4 545
Identifying excessive credit growth and leverage 0 0 1 121 0 0 4 332
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 1 3 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 1 4 18 433
Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal 0 0 1 29 0 2 7 60
Quantitative assessment of the financial materiality of climate physical risks: a case study 2 2 7 7 2 5 10 10
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 0 0 1 197
The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL 0 1 3 86 0 4 11 144
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 1 39 0 2 11 104
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 1 5 151 0 4 22 504
The distribution of households consumption-expenditure budget shares 0 0 1 157 1 1 5 827
The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? 1 1 4 121 1 1 11 447
The response of asset prices to monetary policy shocks: stronger than thought 0 0 3 107 1 2 10 316
Towards a Framework for a New Research Ecosystem 0 0 7 7 0 0 10 10
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 7 119 2 4 21 273
What drives bank coverage ratios: Evidence from the euro area 0 0 1 52 1 2 10 224
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 1 53 1 1 9 127
Total Working Papers 4 9 66 3,849 18 68 282 11,677

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 1 2 5 5 1 3 11 11
Accounting for the EU Green Taxonomy: exploring its concept, data and analytics 0 0 1 1 1 1 6 6
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* 0 1 4 4 0 2 5 7
Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences 0 1 2 43 0 5 7 197
Cover your assets: non-performing loans and coverage ratios in Europe 0 0 0 1 0 1 4 7
Erratum to: Cover your assets: non-performing loans and coverage ratios in Europe 0 0 0 1 0 0 1 3
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 0 0 28 0 0 3 116
Identifying Excessive Credit Growth and Leverage 0 0 0 7 1 2 9 60
Identifying excessive credit growth and leverage 0 1 6 82 0 5 22 338
Improved penalization for determining the number of factors in approximate factor models 1 2 6 157 1 4 16 424
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 0 3 6 134
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 3 122
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 36 0 1 1 151
Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal 0 0 0 0 2 2 5 5
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 0 2 8 748 0 7 23 1,723
Rejoinder 0 0 0 18 0 0 3 87
The Resilience of EU Member States to the Financial and Economic Crisis 0 0 2 12 1 2 16 87
The common component of firm growth 0 0 0 24 0 2 3 112
The distribution of household consumption-expenditure budget shares 0 0 1 51 0 0 4 203
The response of asset prices to monetary policy shocks: Stronger than thought 1 3 5 37 1 5 14 158
Travelling down the green brick road: a status quo assessment of the EU taxonomy 0 3 18 278 1 10 55 576
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 2 8 9 0 4 18 25
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures 1 5 13 54 2 11 40 151
When do investors go green? Evidence from a time-varying asset-pricing model 1 1 2 5 2 3 8 17
Total Journal Articles 5 23 81 1,646 14 75 284 4,731

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 2 2 0 2 14 57
Resilience in the EU Banking Sector and Beyond 0 0 5 6 0 0 10 12
Sustainable Growth in the European Framework and the Role of Finance 0 0 0 0 0 1 9 30
Total Chapters 0 0 7 8 0 3 33 99

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12