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 1 1 21 926
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 0 243
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 0 1 1 225
A review of nonfundamentalness and identification in structural VAR models 0 0 1 183 0 1 5 612
A robust criterion for determining the number of static factors in approximate factor models 0 0 2 132 0 0 10 441
A sustainability transition on the move? Evidence based on the disconnect from market fundamentals 1 1 4 15 1 2 8 32
Accounting for climate transition risk in banks' capital requirements 0 0 5 76 1 4 14 143
Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data 0 0 0 37 0 2 12 106
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 2 3 153
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 0 1 200 0 1 13 670
Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series 0 3 3 472 0 6 15 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 0 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 0 1 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 2 17 434
Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal 0 0 1 29 0 0 7 60
Quantitative assessment of the financial materiality of climate physical risks: a case study 3 5 10 10 3 6 13 13
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 1 2 4 87 2 4 13 146
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 1 1 6 152 5 6 24 509
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices 0 0 0 39 0 1 7 104
The distribution of households consumption-expenditure budget shares 0 0 1 157 0 1 5 827
The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? 0 1 4 121 0 1 11 447
The response of asset prices to monetary policy shocks: stronger than thought 0 0 1 107 0 1 7 316
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 5 119 1 3 19 274
What drives bank coverage ratios: Evidence from the euro area 0 0 1 52 0 1 9 224
When do investors go green? Evidence from a time-varying asset-pricing model 0 0 1 53 0 1 6 127
Total Working Papers 6 13 63 3,855 16 48 267 11,693

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 2 5 5 2 5 13 13
Accounting for the EU Green Taxonomy: exploring its concept, data and analytics 0 0 1 1 1 2 7 7
Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* 0 1 4 4 1 3 6 8
Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences 1 1 3 44 1 1 8 198
Cover your assets: non-performing loans and coverage ratios in Europe 0 0 0 1 1 2 5 8
Erratum to: Cover your assets: non-performing loans and coverage ratios in Europe 1 1 1 2 1 1 2 4
Global liquidity as an early warning indicator for asset price boom/bust cycles 0 0 0 28 3 3 6 119
Identifying Excessive Credit Growth and Leverage 0 0 0 7 0 1 9 60
Identifying excessive credit growth and leverage 1 2 7 83 4 7 23 342
Improved penalization for determining the number of factors in approximate factor models 0 1 6 157 0 1 16 424
Non‐Fundamentalness in Structural Econometric Models: A Review 0 0 0 0 0 1 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 0 1 3 122
On the distributional properties of household consumption expenditures: the case of Italy 0 0 0 36 0 0 1 151
Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal 0 0 0 0 2 4 7 7
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity 0 1 6 748 1 5 20 1,724
Rejoinder 0 0 0 18 0 0 3 87
The Resilience of EU Member States to the Financial and Economic Crisis 1 1 3 13 2 3 17 89
The common component of firm growth 0 0 0 24 0 0 3 112
The distribution of household consumption-expenditure budget shares 0 0 1 51 0 0 3 203
The response of asset prices to monetary policy shocks: Stronger than thought 0 2 5 37 0 3 11 158
Travelling down the green brick road: a status quo assessment of the EU taxonomy 1 4 17 279 3 7 55 579
Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios 0 1 8 9 1 2 19 26
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures 0 5 13 54 1 10 38 152
When do investors go green? Evidence from a time-varying asset-pricing model 0 1 2 5 0 2 8 17
Total Journal Articles 5 23 82 1,651 24 64 290 4,755

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 1 1 13 58
Resilience in the EU Banking Sector and Beyond 0 0 5 6 0 0 8 12
Sustainable Growth in the European Framework and the Role of Finance 0 0 0 0 0 0 8 30
Total Chapters 0 0 7 8 1 1 29 100

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Statistics updated 2025-06-06