Access Statistics for Andrea Silvestrini

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
A quantitative look at the Italian banking system: evidence from a new dataset since 1861 0 0 1 127 0 0 2 104
A regression discontinuity design for categorical ordered running variables with an application to central bank purchases of corporate bonds 0 0 2 83 0 2 11 360
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 61 1 1 1 197
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 0 0 0 1 24
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 1 7 0 0 3 26
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 0 16 0 0 2 44
Essays on aggregation and cointegration of econometric models 0 0 0 6 0 1 2 27
FINANCIAL SHOCKS AND THE REAL ECONOMY IN A NONLINEAR WORLD: FROM THEORY TO ESTIMATION 0 0 0 17 1 1 3 67
Financial shocks and the real economy in a nonlinear world: From theory to estimation 0 0 1 47 0 1 4 118
Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature 0 0 0 88 1 1 3 182
Firms’ and households’ investment in Italy: the role of credit constraints and other macro factors 0 0 0 46 2 2 4 102
Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 150 0 1 3 795
Forecasting corporate capital accumulation in Italy: the role of survey-based information 0 0 0 19 0 0 1 47
Gross bond issuance by Italian banks: key trends in times of crisis and unconventional monetary policy 0 0 0 11 1 3 4 21
Investment and investment financing in Italy: some evidence at the macro level 0 0 0 38 0 0 1 97
Investment decisions by European firms and financing constraints 0 0 0 38 0 0 10 81
Monitoring and forecasting annual public deficit every month: the case of France 0 0 0 10 0 0 0 36
Nowcasting Italian GDP growth: a Factor MIDAS approach 0 0 13 24 0 5 31 51
Nowcasting the state of the Italian economy: the role of financial markets 0 0 0 33 2 3 8 65
Random switching exponential smoothing and inventory forecasting 0 0 0 51 0 0 1 85
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 82 0 0 2 149
Seasonal adjustment of bank deposits and loans 0 0 1 100 0 1 5 411
Short term inflation forecasting: the M.E.T.A. approach 0 0 0 104 0 0 1 190
Temporal aggregation of cyclical models with business cycle applications 0 0 0 0 0 0 2 25
Temporal aggregation of univariate and multivariate time series models: A survey 1 2 5 455 1 8 20 976
Temporal aggregation of univariate and multivariate time series models: A survey 0 0 0 10 0 0 1 32
Temporal aggregation of univariate and multivariate time series models: a survey 0 0 0 0 0 0 3 42
Temporal aggregation of univariate linear time series models 0 0 0 96 1 1 3 289
Temporal aggregaton of univariate linear time series models 0 0 0 174 1 2 2 394
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 5 1 2 2 33
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 1 107 0 0 3 339
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 0 2 3 129
The Effects of Financial and Real Wealth on Consumption: New Evidence from OECD Countries 0 0 1 141 0 1 9 690
The Italian financial cycle: 1861-2011 0 1 2 131 2 3 7 232
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 0 70 0 1 3 268
The structural Theta method and its predictive performance in the M4-Competition 0 0 0 1 1 4 11 12
Using intra annual information to forecast the annual state deficit. The case of France 0 0 0 0 2 2 2 28
Using intra annual information to forecast the annual state deficits: the case of France 1 1 1 22 1 1 1 127
What do we know about comparing aggregate and disaggregate forecasts? 0 0 0 69 0 0 1 141
Total Working Papers 2 4 29 2,472 18 49 176 7,036


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new global database on agriculture investment and capital stock 0 0 2 27 1 2 13 77
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 6 0 2 4 56
Assessing the usefulness of survey‐based data in forecasting firms' capital formation: Evidence from Italy 0 0 0 1 0 1 1 11
Causal analysis of central bank holdings of corporate bonds under interference 0 0 2 5 1 1 4 19
Comparing aggregate and disaggregate forecasts of first order moving average models 0 0 0 9 1 1 1 43
Do financial systems converge? New evidence from financial assets in OECD countries 0 0 4 56 0 0 8 293
Financial shocks and the real economy in a nonlinear world: From theory to estimation 1 1 3 35 1 1 5 99
Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 15 0 0 3 78
Forecasting with the damped trend model using the structural approach 0 0 0 1 0 0 1 33
Measuring core inflation in Italy comparing aggregate vs. disaggregate price data 0 0 0 26 0 0 1 129
Monitoring and forecasting annual public deficit every month: the case of France 0 0 0 35 0 0 1 135
Nowcasting the state of the Italian economy: The role of financial markets 0 0 0 6 0 0 4 12
Random coefficient state-space model: Estimation and performance in M3–M4 competitions 0 0 0 2 0 0 1 8
Random switching exponential smoothing and inventory forecasting 0 0 0 6 0 0 2 51
Random switching exponential smoothing: A new estimation approach 0 0 0 3 1 2 3 22
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 7 0 0 1 54
Short-term inflation forecasting: The M.E.T.A. approach 0 0 0 4 0 0 1 46
TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY 0 0 0 99 0 0 1 252
Temporal aggregation of cyclical models with business cycle applications 0 0 0 11 0 0 3 64
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 0 2 4 114
The Italian financial cycle: 1861-2011 0 0 0 35 1 2 8 133
The RWDAR model: A novel state-space approach to forecasting 0 0 1 2 0 1 5 11
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 2 42 0 0 3 159
The macro determinants of firms' and households' investment: Evidence from Italy 0 0 1 21 0 1 3 136
The nature and propagation of shocks in the euro area: a comparative SVAR analysis 1 1 2 19 1 1 2 47
The revision policy of seasonally adjusted balance sheet data in Italy 0 0 0 15 0 0 0 67
The role of financial factors for European corporate investment 0 0 0 17 0 0 2 71
The structural Theta method and its predictive performance in the M4-Competition 0 0 0 0 2 2 2 2
Total Journal Articles 2 2 17 538 9 19 87 2,222


Statistics updated 2025-09-05