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 1 3 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 1 3 12 363
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 0 1 2 2 26
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 61 0 1 2 198
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 0 7 0 1 2 27
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 0 16 6 6 7 50
Essays on aggregation and cointegration of econometric models 0 0 0 6 1 2 3 29
FINANCIAL SHOCKS AND THE REAL ECONOMY IN A NONLINEAR WORLD: FROM THEORY TO ESTIMATION 0 0 0 17 1 1 3 68
Financial shocks and the real economy in a nonlinear world: From theory to estimation 0 0 1 47 5 5 9 123
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 3 3 7 105
Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 150 1 3 6 798
Forecasting corporate capital accumulation in Italy: the role of survey-based information 0 0 0 19 2 4 4 51
Gross bond issuance by Italian banks: key trends in times of crisis and unconventional monetary policy 0 0 0 11 2 3 6 24
Investment and investment financing in Italy: some evidence at the macro level 0 0 0 38 0 1 2 98
Investment decisions by European firms and financing constraints 0 0 0 38 4 4 11 85
Monitoring and forecasting annual public deficit every month: the case of France 0 0 0 10 1 1 1 37
Nowcasting Italian GDP growth: a Factor MIDAS approach 1 3 10 27 5 9 29 60
Nowcasting the state of the Italian economy: the role of financial markets 0 1 1 34 0 3 8 68
Random switching exponential smoothing and inventory forecasting 0 0 0 51 3 5 6 90
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 82 3 6 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 0 1 2 191
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 3 7 458 1 5 18 981
Temporal aggregation of univariate and multivariate time series models: A survey 0 0 0 10 2 3 3 35
Temporal aggregation of univariate and multivariate time series models: a survey 0 0 0 0 1 1 4 43
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 5 1 2 4 35
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 2 2 5 131
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 107 4 5 6 344
The Effects of Financial and Real Wealth on Consumption: New Evidence from OECD Countries 1 2 2 143 1 4 9 694
The Italian financial cycle: 1861-2011 0 0 2 131 4 8 13 240
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 0 70 1 3 4 271
The structural Theta method and its predictive performance in the M4-Competition 0 1 1 2 0 3 12 15
Using intra annual information to forecast the annual state deficit. The case of France 0 0 0 0 0 0 2 28
Using intra annual information to forecast the annual state deficits: the case of France 0 0 1 22 4 4 5 131
What do we know about comparing aggregate and disaggregate forecasts? 0 0 0 69 2 3 4 144
Total Working Papers 2 12 30 2,484 63 115 237 7,151


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 1 3 28 2 2 10 79
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 6 1 2 5 58
Assessing the usefulness of survey‐based data in forecasting firms' capital formation: Evidence from Italy 0 0 0 1 1 1 2 12
Causal analysis of central bank holdings of corporate bonds under interference 0 0 2 5 3 3 7 22
Comparing aggregate and disaggregate forecasts of first order moving average models 0 0 0 9 0 1 2 44
Do financial systems converge? New evidence from financial assets in OECD countries 0 0 3 56 1 1 7 294
Financial shocks and the real economy in a nonlinear world: From theory to estimation 0 1 4 36 5 6 11 105
Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 15 1 4 7 82
Forecasting with the damped trend model using the structural approach 0 0 0 1 0 4 5 37
Measuring core inflation in Italy comparing aggregate vs. disaggregate price data 0 0 0 26 2 3 4 132
Monitoring and forecasting annual public deficit every month: the case of France 0 0 0 35 1 3 4 138
Nowcasting the state of the Italian economy: The role of financial markets 0 0 0 6 3 5 7 17
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 2 3 5 54
Random switching exponential smoothing: A new estimation approach 0 0 0 3 1 2 5 24
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 7 2 4 5 58
Short-term inflation forecasting: The M.E.T.A. approach 0 0 0 4 0 2 3 48
TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY 1 1 1 100 3 3 3 255
Temporal aggregation of cyclical models with business cycle applications 0 0 0 11 0 2 4 66
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 5 7 13 140
The RWDAR model: A novel state-space approach to forecasting 0 0 1 2 3 5 10 16
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 2 42 0 3 6 162
The macro determinants of firms' and households' investment: Evidence from Italy 0 1 2 22 0 1 4 137
The nature and propagation of shocks in the euro area: a comparative SVAR analysis 0 0 1 19 1 1 2 48
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 2 72
The structural Theta method and its predictive performance in the M4-Competition 1 1 1 1 4 4 6 6
Total Journal Articles 3 5 20 543 41 75 143 2,297


Statistics updated 2025-12-06