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 2 4 106
A regression discontinuity design for categorical ordered running variables with an application to central bank purchases of corporate bonds 0 0 2 83 1 2 11 362
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 0 0 1 1 25
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 61 1 2 2 198
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 0 7 1 1 2 27
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 1 1 2 28
FINANCIAL SHOCKS AND THE REAL ECONOMY IN A NONLINEAR WORLD: FROM THEORY TO ESTIMATION 0 0 0 17 0 1 2 67
Financial shocks and the real economy in a nonlinear world: From theory to estimation 0 0 1 47 0 0 4 118
Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature 0 0 0 88 0 1 2 182
Firms’ and households’ investment in Italy: the role of credit constraints and other macro factors 0 0 0 46 0 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 2 2 5 797
Forecasting corporate capital accumulation in Italy: the role of survey-based information 0 0 0 19 0 2 2 49
Gross bond issuance by Italian banks: key trends in times of crisis and unconventional monetary policy 0 0 0 11 0 2 4 22
Investment and investment financing in Italy: some evidence at the macro level 0 0 0 38 1 1 2 98
Investment decisions by European firms and financing constraints 0 0 0 38 0 0 8 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 1 2 9 26 2 4 25 55
Nowcasting the state of the Italian economy: the role of financial markets 0 1 1 34 2 5 9 68
Random switching exponential smoothing and inventory forecasting 0 0 0 51 1 2 3 87
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 82 1 3 4 152
Seasonal adjustment of bank deposits and loans 2 2 2 102 3 3 6 414
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 1 25
Temporal aggregation of univariate and multivariate time series models: A survey 0 0 0 10 1 1 1 33
Temporal aggregation of univariate and multivariate time series models: A survey 2 4 7 458 2 5 18 980
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 2 3 5 291
Temporal aggregaton of univariate linear time series models 0 0 0 174 0 1 2 394
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 107 1 1 2 340
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 5 1 2 3 34
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 0 0 3 129
The Effects of Financial and Real Wealth on Consumption: New Evidence from OECD Countries 1 1 1 142 2 3 8 693
The Italian financial cycle: 1861-2011 0 0 2 131 4 6 10 236
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 0 70 1 2 3 270
The structural Theta method and its predictive performance in the M4-Competition 1 1 1 2 3 4 13 15
Using intra annual information to forecast the annual state deficit. The case of France 0 0 0 0 0 2 2 28
Using intra annual information to forecast the annual state deficits: the case of France 0 1 1 22 0 1 1 127
What do we know about comparing aggregate and disaggregate forecasts? 0 0 0 69 1 1 2 142
Total Working Papers 7 12 28 2,482 35 70 183 7,088


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 0 1 9 77
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 6 1 1 4 57
Assessing the usefulness of survey‐based data in forecasting firms' capital formation: Evidence from Italy 0 0 0 1 0 0 1 11
Causal analysis of central bank holdings of corporate bonds under interference 0 0 2 5 0 1 4 19
Comparing aggregate and disaggregate forecasts of first order moving average models 0 0 0 9 1 2 2 44
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 2 4 36 1 2 6 100
Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 15 1 3 6 81
Forecasting with the damped trend model using the structural approach 0 0 0 1 2 4 5 37
Measuring core inflation in Italy comparing aggregate vs. disaggregate price data 0 0 0 26 1 1 2 130
Monitoring and forecasting annual public deficit every month: the case of France 0 0 0 35 2 2 3 137
Nowcasting the state of the Italian economy: The role of financial markets 0 0 0 6 2 2 4 14
Random coefficient state-space model: Estimation and performance in M3–M4 competitions 0 0 0 2 1 1 1 9
Random switching exponential smoothing and inventory forecasting 0 0 0 6 1 1 3 52
Random switching exponential smoothing: A new estimation approach 0 0 0 3 1 2 4 23
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 7 2 2 3 56
Short-term inflation forecasting: The M.E.T.A. approach 0 0 0 4 2 2 3 48
TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY 0 0 0 99 0 0 0 252
Temporal aggregation of cyclical models with business cycle applications 0 0 0 11 1 2 5 66
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 1 1 3 115
The Italian financial cycle: 1861-2011 0 0 0 35 2 3 9 135
The RWDAR model: A novel state-space approach to forecasting 0 0 1 2 1 2 7 13
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 2 42 3 3 6 162
The macro determinants of firms' and households' investment: Evidence from Italy 1 1 2 22 1 1 4 137
The nature and propagation of shocks in the euro area: a comparative SVAR analysis 0 1 1 19 0 1 1 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 1 1 3 72
The structural Theta method and its predictive performance in the M4-Competition 0 0 0 0 0 2 2 2
Total Journal Articles 2 4 18 540 28 43 108 2,256


Statistics updated 2025-11-08