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 0 127 4 4 11 115
A regression discontinuity design for categorical ordered running variables with an application to central bank purchases of corporate bonds 0 0 0 83 5 9 23 380
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 0 0 0 5 29
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 61 1 1 11 207
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 0 7 3 4 10 36
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 0 16 5 6 21 65
Essays on aggregation and cointegration of econometric models 0 0 0 6 2 2 7 33
FINANCIAL SHOCKS AND THE REAL ECONOMY IN A NONLINEAR WORLD: FROM THEORY TO ESTIMATION 0 0 0 17 3 14 36 102
Financial shocks and the real economy in a nonlinear world: From theory to estimation 0 0 0 47 3 10 31 147
Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature 0 0 0 88 8 8 12 193
Firms’ and households’ investment in Italy: the role of credit constraints and other macro factors 0 1 1 47 5 8 16 114
Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 150 4 7 15 809
Forecasting corporate capital accumulation in Italy: the role of survey-based information 0 0 0 19 0 1 8 55
Gross bond issuance by Italian banks: key trends in times of crisis and unconventional monetary policy 0 0 0 11 3 5 16 34
Investment and investment financing in Italy: some evidence at the macro level 0 0 0 38 2 3 4 101
Investment decisions by European firms and financing constraints 0 0 0 38 1 1 6 87
Monitoring and forecasting annual public deficit every month: the case of France 0 0 0 10 1 2 8 44
Nowcasting Italian GDP growth: a Factor MIDAS approach 1 2 8 29 5 10 35 78
Nowcasting the state of the Italian economy: the role of financial markets 0 0 1 34 7 10 20 82
Random switching exponential smoothing and inventory forecasting 0 0 0 51 1 2 12 97
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 82 3 5 15 164
Seasonal adjustment of bank deposits and loans 0 0 2 102 1 1 6 416
Short term inflation forecasting: the M.E.T.A. approach 0 0 0 104 6 6 14 203
Temporal aggregation of cyclical models with business cycle applications 0 0 0 0 4 4 8 33
Temporal aggregation of univariate and multivariate time series models: A survey 0 0 0 10 2 9 91 123
Temporal aggregation of univariate and multivariate time series models: A survey 1 2 8 460 6 9 34 1,001
Temporal aggregation of univariate and multivariate time series models: a survey 0 0 0 0 0 1 68 109
Temporal aggregation of univariate linear time series models 0 0 0 96 0 4 10 297
Temporal aggregaton of univariate linear time series models 0 0 0 174 2 8 28 420
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 1 8 14 141
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 5 1 3 11 42
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 107 1 2 15 354
The Effects of Financial and Real Wealth on Consumption: New Evidence from OECD Countries 0 0 2 143 7 14 23 712
The Italian financial cycle: 1861-2011 0 0 1 131 4 5 23 252
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 0 70 0 5 12 279
The structural Theta method and its predictive performance in the M4-Competition 0 0 1 2 3 3 20 27
Using intra annual information to forecast the annual state deficit. The case of France 0 0 0 0 0 0 4 30
Using intra annual information to forecast the annual state deficits: the case of France 0 0 1 22 1 1 11 137
What do we know about comparing aggregate and disaggregate forecasts? 0 0 0 69 3 6 14 155
Total Working Papers 2 5 25 2,489 108 201 728 7,703


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 1 3 4 31 5 8 18 93
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 6 1 3 11 65
Assessing the usefulness of survey‐based data in forecasting firms' capital formation: Evidence from Italy 0 0 0 1 0 4 8 18
Causal analysis of central bank holdings of corporate bonds under interference 0 0 0 5 2 2 12 30
Comparing aggregate and disaggregate forecasts of first order moving average models 0 0 0 9 3 5 9 51
Do financial systems converge? New evidence from financial assets in OECD countries 1 1 1 57 4 5 8 300
Financial shocks and the real economy in a nonlinear world: From theory to estimation 0 0 3 36 0 1 17 113
Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 15 4 4 11 89
Forecasting with the damped trend model using the structural approach 1 1 1 2 3 4 12 45
Measuring core inflation in Italy comparing aggregate vs. disaggregate price data 0 0 0 26 1 3 10 139
Monitoring and forecasting annual public deficit every month: the case of France 1 2 2 37 2 4 9 144
Nowcasting the state of the Italian economy: The role of financial markets 0 0 0 6 0 7 15 26
Random coefficient state-space model: Estimation and performance in M3–M4 competitions 0 0 0 2 2 3 7 15
Random switching exponential smoothing and inventory forecasting 0 0 0 6 1 3 8 59
Random switching exponential smoothing: A new estimation approach 0 0 0 3 3 3 8 28
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 7 2 3 11 65
Short-term inflation forecasting: The M.E.T.A. approach 0 0 0 4 2 3 12 57
TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY 0 0 1 100 6 8 17 269
Temporal aggregation of cyclical models with business cycle applications 0 0 0 11 3 3 7 71
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 3 4 10 122
The Italian financial cycle: 1861-2011 0 0 0 35 1 2 12 143
The RWDAR model: A novel state-space approach to forecasting 0 0 1 3 2 3 13 23
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 1 42 3 4 11 168
The macro determinants of firms' and households' investment: Evidence from Italy 0 0 2 22 2 3 57 191
The nature and propagation of shocks in the euro area: a comparative SVAR analysis 0 0 1 19 4 6 11 57
The revision policy of seasonally adjusted balance sheet data in Italy 0 0 0 15 2 4 5 72
The role of financial factors for European corporate investment 0 0 1 18 0 2 7 78
The structural Theta method and its predictive performance in the M4-Competition 0 0 1 1 2 7 17 17
Total Journal Articles 4 7 19 552 63 111 353 2,548


Statistics updated 2026-05-06