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 2 5 107
A regression discontinuity design for categorical ordered running variables with an application to central bank purchases of corporate bonds 0 0 2 83 2 4 12 365
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 61 6 7 8 204
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 0 1 2 3 27
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 0 7 1 2 3 28
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 0 16 4 10 11 54
Essays on aggregation and cointegration of econometric models 0 0 0 6 0 2 3 29
FINANCIAL SHOCKS AND THE REAL ECONOMY IN A NONLINEAR WORLD: FROM THEORY TO ESTIMATION 0 0 0 17 1 2 4 69
Financial shocks and the real economy in a nonlinear world: From theory to estimation 0 0 1 47 1 6 10 124
Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature 0 0 0 88 0 0 2 182
Firms’ and households’ investment in Italy: the role of credit constraints and other macro factors 0 0 0 46 1 4 8 106
Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 150 4 7 10 802
Forecasting corporate capital accumulation in Italy: the role of survey-based information 0 0 0 19 1 3 5 52
Gross bond issuance by Italian banks: key trends in times of crisis and unconventional monetary policy 0 0 0 11 1 3 7 25
Investment and investment financing in Italy: some evidence at the macro level 0 0 0 38 0 1 1 98
Investment decisions by European firms and financing constraints 0 0 0 38 1 5 10 86
Monitoring and forecasting annual public deficit every month: the case of France 0 0 0 10 2 3 3 39
Nowcasting Italian GDP growth: a Factor MIDAS approach 0 2 9 27 2 9 28 62
Nowcasting the state of the Italian economy: the role of financial markets 0 0 1 34 1 3 8 69
Random switching exponential smoothing and inventory forecasting 0 0 0 51 1 5 6 91
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 82 0 4 7 155
Seasonal adjustment of bank deposits and loans 0 2 2 102 0 3 5 414
Short term inflation forecasting: the M.E.T.A. approach 0 0 0 104 4 4 6 195
Temporal aggregation of cyclical models with business cycle applications 0 0 0 0 0 0 0 25
Temporal aggregation of univariate and multivariate time series models: A survey 0 2 7 458 0 3 18 981
Temporal aggregation of univariate and multivariate time series models: A survey 0 0 0 10 29 32 32 64
Temporal aggregation of univariate and multivariate time series models: a survey 0 0 0 0 39 40 43 82
Temporal aggregation of univariate linear time series models 0 0 0 96 0 2 5 291
Temporal aggregaton of univariate linear time series models 0 0 0 174 0 0 2 394
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 107 1 6 7 345
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 5 1 3 5 36
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 0 2 5 131
The Effects of Financial and Real Wealth on Consumption: New Evidence from OECD Countries 0 2 2 143 2 5 11 696
The Italian financial cycle: 1861-2011 0 0 2 131 4 12 17 244
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 0 70 0 2 4 271
The structural Theta method and its predictive performance in the M4-Competition 0 1 1 2 5 8 16 20
Using intra annual information to forecast the annual state deficit. The case of France 0 0 0 0 2 2 4 30
Using intra annual information to forecast the annual state deficits: the case of France 0 0 1 22 1 5 6 132
What do we know about comparing aggregate and disaggregate forecasts? 0 0 0 69 3 6 7 147
Total Working Papers 0 9 29 2,484 121 219 347 7,272


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 1 2 28 1 3 10 80
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 6 2 4 7 60
Assessing the usefulness of survey‐based data in forecasting firms' capital formation: Evidence from Italy 0 0 0 1 0 1 2 12
Causal analysis of central bank holdings of corporate bonds under interference 0 0 0 5 1 4 6 23
Comparing aggregate and disaggregate forecasts of first order moving average models 0 0 0 9 1 2 3 45
Do financial systems converge? New evidence from financial assets in OECD countries 0 0 3 56 0 1 7 294
Financial shocks and the real economy in a nonlinear world: From theory to estimation 0 1 3 36 3 9 13 108
Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 15 0 2 7 82
Forecasting with the damped trend model using the structural approach 0 0 0 1 2 4 7 39
Measuring core inflation in Italy comparing aggregate vs. disaggregate price data 0 0 0 26 2 5 6 134
Monitoring and forecasting annual public deficit every month: the case of France 0 0 0 35 1 4 5 139
Nowcasting the state of the Italian economy: The role of financial markets 0 0 0 6 2 7 8 19
Random coefficient state-space model: Estimation and performance in M3–M4 competitions 0 0 0 2 0 1 1 9
Random switching exponential smoothing and inventory forecasting 0 0 0 6 0 3 4 54
Random switching exponential smoothing: A new estimation approach 0 0 0 3 0 2 5 24
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 7 1 5 6 59
Short-term inflation forecasting: The M.E.T.A. approach 0 0 0 4 2 4 5 50
TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY 0 1 1 100 0 3 3 255
Temporal aggregation of cyclical models with business cycle applications 0 0 0 11 1 2 5 67
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 0 1 3 115
The Italian financial cycle: 1861-2011 0 0 0 35 1 8 14 141
The RWDAR model: A novel state-space approach to forecasting 1 1 2 3 1 5 9 17
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 1 42 0 3 5 162
The macro determinants of firms' and households' investment: Evidence from Italy 0 1 2 22 21 22 25 158
The nature and propagation of shocks in the euro area: a comparative SVAR analysis 0 0 1 19 2 3 4 50
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 1 1 72
The structural Theta method and its predictive performance in the M4-Competition 0 1 1 1 3 7 9 9
Total Journal Articles 1 6 16 544 47 116 180 2,344


Statistics updated 2026-01-09