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 0 1 11 116
A regression discontinuity design for categorical ordered running variables with an application to central bank purchases of corporate bonds 0 0 0 83 0 2 25 386
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 61 1 3 14 211
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 0 1 2 7 32
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 0 7 0 1 12 38
Effects of eligibility for central bank purchases on corporate bond spreads 0 1 1 17 1 3 24 68
Essays on aggregation and cointegration of econometric models 0 0 0 6 0 1 7 34
FINANCIAL SHOCKS AND THE REAL ECONOMY IN A NONLINEAR WORLD: FROM THEORY TO ESTIMATION 0 0 0 17 1 2 40 107
Financial shocks and the real economy in a nonlinear world: From theory to estimation 0 0 0 47 0 0 29 147
Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature 0 0 0 88 0 1 12 194
Firms’ and households’ investment in Italy: the role of credit constraints and other macro factors 0 0 1 47 1 1 14 116
Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 150 1 2 17 812
Forecasting corporate capital accumulation in Italy: the role of survey-based information 0 0 0 19 0 0 6 55
Gross bond issuance by Italian banks: key trends in times of crisis and unconventional monetary policy 0 0 0 11 0 2 14 36
Investment and investment financing in Italy: some evidence at the macro level 0 0 0 38 0 3 8 105
Investment decisions by European firms and financing constraints 0 0 0 38 0 0 9 90
Monitoring and forecasting annual public deficit every month: the case of France 0 0 0 10 1 2 11 47
Nowcasting Italian GDP growth: a Factor MIDAS approach 0 2 6 31 1 6 35 88
Nowcasting the state of the Italian economy: the role of financial markets 1 1 1 35 2 2 22 88
Random switching exponential smoothing and inventory forecasting 0 0 0 51 2 2 13 99
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 82 0 0 14 165
Seasonal adjustment of bank deposits and loans 0 0 2 102 0 1 6 417
Short term inflation forecasting: the M.E.T.A. approach 0 0 0 104 0 0 13 204
Temporal aggregation of cyclical models with business cycle applications 0 0 0 0 0 0 8 33
Temporal aggregation of univariate and multivariate time series models: A survey 0 0 0 10 0 0 95 127
Temporal aggregation of univariate and multivariate time series models: A survey 0 0 4 460 3 6 30 1,008
Temporal aggregation of univariate and multivariate time series models: a survey 0 0 0 0 0 0 69 111
Temporal aggregation of univariate linear time series models 0 0 0 96 0 2 10 299
Temporal aggregaton of univariate linear time series models 0 0 0 174 0 0 26 420
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 107 0 0 16 355
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 5 0 1 10 43
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 0 0 14 143
The Effects of Financial and Real Wealth on Consumption: New Evidence from OECD Countries 0 0 2 143 1 1 23 714
The Italian financial cycle: 1861-2011 0 0 0 131 0 0 21 253
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 0 70 0 0 13 282
The structural Theta method and its predictive performance in the M4-Competition 0 1 2 3 0 1 18 30
Using intra annual information to forecast the annual state deficit. The case of France 0 0 0 0 0 0 3 31
Using intra annual information to forecast the annual state deficits: the case of France 0 0 0 22 0 1 12 139
What do we know about comparing aggregate and disaggregate forecasts? 0 0 0 69 0 2 19 160
Total Working Papers 1 5 19 2,494 16 51 750 7,803


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 4 31 1 2 19 96
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 6 1 3 12 68
Assessing the usefulness of survey‐based data in forecasting firms' capital formation: Evidence from Italy 0 0 0 1 0 1 9 20
Causal analysis of central bank holdings of corporate bonds under interference 0 0 0 5 0 0 14 33
Comparing aggregate and disaggregate forecasts of first order moving average models 0 0 0 9 0 0 8 51
Do financial systems converge? New evidence from financial assets in OECD countries 0 1 2 58 1 3 11 304
Financial shocks and the real economy in a nonlinear world: From theory to estimation 0 0 1 36 0 1 18 117
Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 15 0 1 13 93
Forecasting with the damped trend model using the structural approach 0 0 2 3 0 0 12 47
Measuring core inflation in Italy comparing aggregate vs. disaggregate price data 0 0 0 26 0 0 11 140
Monitoring and forecasting annual public deficit every month: the case of France 0 0 2 37 1 1 10 145
Nowcasting the state of the Italian economy: The role of financial markets 1 1 1 7 1 1 16 28
Random coefficient state-space model: Estimation and performance in M3–M4 competitions 0 0 0 2 0 2 9 17
Random switching exponential smoothing and inventory forecasting 0 0 0 6 0 0 10 61
Random switching exponential smoothing: A new estimation approach 0 0 0 3 0 1 7 29
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 7 0 1 13 67
Short-term inflation forecasting: The M.E.T.A. approach 0 0 0 4 1 1 13 59
TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY 0 1 3 102 1 2 24 276
Temporal aggregation of cyclical models with business cycle applications 0 0 0 11 0 0 6 71
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 1 1 1 34 1 2 11 125
The Italian financial cycle: 1861-2011 0 0 0 35 0 0 13 146
The RWDAR model: A novel state-space approach to forecasting 0 1 2 4 1 3 17 29
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 0 42 0 2 12 171
The macro determinants of firms' and households' investment: Evidence from Italy 0 1 2 23 1 2 57 193
The nature and propagation of shocks in the euro area: a comparative SVAR analysis 0 0 0 19 0 59 69 116
The revision policy of seasonally adjusted balance sheet data in Italy 0 0 0 15 0 2 7 74
The role of financial factors for European corporate investment 0 0 1 18 0 1 9 80
The structural Theta method and its predictive performance in the M4-Competition 0 0 2 2 0 2 22 24
Total Journal Articles 2 6 23 561 10 93 452 2,680


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Marginalization and aggregation of exponential smoothing models in forecasting portfolio volatility 0 0 0 0 1 1 12 12
Total Chapters 0 0 0 0 1 1 12 12


Statistics updated 2026-10-11