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 4 8 111
A regression discontinuity design for categorical ordered running variables with an application to central bank purchases of corporate bonds 0 0 1 83 2 10 18 373
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 61 0 8 10 206
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 0 0 3 5 29
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 0 16 0 9 15 59
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 0 7 0 5 7 32
Essays on aggregation and cointegration of econometric models 0 0 0 6 0 2 5 31
FINANCIAL SHOCKS AND THE REAL ECONOMY IN A NONLINEAR WORLD: FROM THEORY TO ESTIMATION 0 0 0 17 5 25 27 93
Financial shocks and the real economy in a nonlinear world: From theory to estimation 0 0 1 47 5 19 28 142
Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature 0 0 0 88 0 3 5 185
Firms’ and households’ investment in Italy: the role of credit constraints and other macro factors 1 1 1 47 3 4 11 109
Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 150 1 5 9 803
Forecasting corporate capital accumulation in Italy: the role of survey-based information 0 0 0 19 0 3 7 54
Gross bond issuance by Italian banks: key trends in times of crisis and unconventional monetary policy 0 0 0 11 1 6 12 30
Investment and investment financing in Italy: some evidence at the macro level 0 0 0 38 1 1 2 99
Investment decisions by European firms and financing constraints 0 0 0 38 0 1 6 86
Monitoring and forecasting annual public deficit every month: the case of France 0 0 0 10 1 6 7 43
Nowcasting Italian GDP growth: a Factor MIDAS approach 1 1 8 28 3 11 31 71
Nowcasting the state of the Italian economy: the role of financial markets 0 0 1 34 3 7 13 75
Random switching exponential smoothing and inventory forecasting 0 0 0 51 1 6 11 96
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 82 0 4 11 159
Seasonal adjustment of bank deposits and loans 0 0 2 102 0 1 6 415
Short term inflation forecasting: the M.E.T.A. approach 0 0 0 104 0 6 8 197
Temporal aggregation of cyclical models with business cycle applications 0 0 0 0 0 4 4 29
Temporal aggregation of univariate and multivariate time series models: A survey 0 0 0 10 2 81 84 116
Temporal aggregation of univariate and multivariate time series models: A survey 0 0 6 458 0 11 26 992
Temporal aggregation of univariate and multivariate time series models: a survey 0 0 0 0 0 65 67 108
Temporal aggregation of univariate linear time series models 0 0 0 96 1 3 8 294
Temporal aggregaton of univariate linear time series models 0 0 0 174 4 22 24 416
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 107 0 8 13 352
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 5 7 11 138
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 5 0 4 8 39
The Effects of Financial and Real Wealth on Consumption: New Evidence from OECD Countries 0 0 2 143 2 6 12 700
The Italian financial cycle: 1861-2011 0 0 2 131 1 8 20 248
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 0 70 2 5 9 276
The structural Theta method and its predictive performance in the M4-Competition 0 0 1 2 0 9 17 24
Using intra annual information to forecast the annual state deficit. The case of France 0 0 0 0 0 2 4 30
Using intra annual information to forecast the annual state deficits: the case of France 0 0 1 22 0 5 10 136
What do we know about comparing aggregate and disaggregate forecasts? 0 0 0 69 1 6 9 150
Total Working Papers 2 2 27 2,486 44 395 588 7,546


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 2 29 2 8 16 87
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 6 2 6 10 64
Assessing the usefulness of survey‐based data in forecasting firms' capital formation: Evidence from Italy 0 0 0 1 3 5 7 17
Causal analysis of central bank holdings of corporate bonds under interference 0 0 0 5 0 6 10 28
Comparing aggregate and disaggregate forecasts of first order moving average models 0 0 0 9 1 3 5 47
Do financial systems converge? New evidence from financial assets in OECD countries 0 0 2 56 1 2 7 296
Financial shocks and the real economy in a nonlinear world: From theory to estimation 0 0 3 36 0 7 16 112
Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 15 0 3 7 85
Forecasting with the damped trend model using the structural approach 0 0 0 1 0 4 8 41
Measuring core inflation in Italy comparing aggregate vs. disaggregate price data 0 0 0 26 1 5 9 137
Monitoring and forecasting annual public deficit every month: the case of France 0 0 0 35 1 3 6 141
Nowcasting the state of the Italian economy: The role of financial markets 0 0 0 6 6 8 14 25
Random coefficient state-space model: Estimation and performance in M3–M4 competitions 0 0 0 2 1 4 5 13
Random switching exponential smoothing and inventory forecasting 0 0 0 6 0 2 6 56
Random switching exponential smoothing: A new estimation approach 0 0 0 3 0 1 5 25
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 7 0 4 8 62
Short-term inflation forecasting: The M.E.T.A. approach 0 0 0 4 1 7 10 55
TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY 0 0 1 100 0 6 9 261
Temporal aggregation of cyclical models with business cycle applications 0 0 0 11 0 2 6 68
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 1 4 7 119
The Italian financial cycle: 1861-2011 0 0 0 35 0 1 10 141
The RWDAR model: A novel state-space approach to forecasting 0 1 2 3 1 5 12 21
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 1 42 0 2 7 164
The macro determinants of firms' and households' investment: Evidence from Italy 0 0 2 22 1 52 55 189
The nature and propagation of shocks in the euro area: a comparative SVAR analysis 0 0 1 19 1 4 6 52
The revision policy of seasonally adjusted balance sheet data in Italy 0 0 0 15 2 3 3 70
The role of financial factors for European corporate investment 0 1 1 18 1 5 6 77
The structural Theta method and its predictive performance in the M4-Competition 0 0 1 1 2 6 12 12
Total Journal Articles 1 3 16 546 28 168 282 2,465


Statistics updated 2026-03-04