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 1 1 127 0 2 2 104
A regression discontinuity design for categorical ordered running variables with an application to central bank purchases of corporate bonds 1 2 2 83 1 4 15 357
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 0 0 0 1 24
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 61 0 0 0 196
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 1 7 0 1 3 26
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 0 16 0 1 3 44
Essays on aggregation and cointegration of econometric models 0 0 0 6 0 0 1 26
FINANCIAL SHOCKS AND THE REAL ECONOMY IN A NONLINEAR WORLD: FROM THEORY TO ESTIMATION 0 0 0 17 0 1 2 66
Financial shocks and the real economy in a nonlinear world: From theory to estimation 1 1 1 47 2 2 2 116
Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature 0 0 0 88 0 1 3 181
Firms’ and households’ investment in Italy: the role of credit constraints and other macro factors 0 0 0 46 0 0 1 98
Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 150 0 1 2 794
Forecasting corporate capital accumulation in Italy: the role of survey-based information 0 0 0 19 0 0 1 47
Gross bond issuance by Italian banks: key trends in times of crisis and unconventional monetary policy 0 0 0 11 0 0 2 18
Investment and investment financing in Italy: some evidence at the macro level 0 0 0 38 0 0 1 97
Investment decisions by European firms and financing constraints 0 0 0 38 0 3 14 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 14 21 1 6 35 43
Nowcasting the state of the Italian economy: the role of financial markets 0 0 1 33 0 0 9 62
Random switching exponential smoothing and inventory forecasting 0 0 0 51 0 0 1 85
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 82 0 1 2 149
Seasonal adjustment of bank deposits and loans 0 0 2 100 0 1 11 410
Short term inflation forecasting: the M.E.T.A. approach 0 0 1 104 0 0 2 189
Temporal aggregation of cyclical models with business cycle applications 0 0 0 0 0 0 2 25
Temporal aggregation of univariate and multivariate time series models: A survey 0 1 4 452 1 2 15 967
Temporal aggregation of univariate and multivariate time series models: A survey 0 0 0 10 0 0 1 32
Temporal aggregation of univariate and multivariate time series models: a survey 0 0 0 0 0 0 3 41
Temporal aggregation of univariate linear time series models 0 0 0 96 0 1 1 287
Temporal aggregaton of univariate linear time series models 0 0 0 174 0 0 0 392
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 1 107 0 1 4 339
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 5 0 0 0 31
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 0 0 1 127
The Effects of Financial and Real Wealth on Consumption: New Evidence from OECD Countries 0 0 1 141 0 2 10 689
The Italian financial cycle: 1861-2011 0 1 1 130 0 2 4 229
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 0 70 0 0 4 267
The structural Theta method and its predictive performance in the M4-Competition 0 0 1 1 0 1 7 7
Using intra annual information to forecast the annual state deficit. The case of France 0 0 0 0 0 0 0 26
Using intra annual information to forecast the annual state deficits: the case of France 0 0 0 21 0 0 0 126
What do we know about comparing aggregate and disaggregate forecasts? 0 0 0 69 0 0 1 141
Total Working Papers 3 8 31 2,464 5 33 166 6,975


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 6 27 0 4 18 75
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 6 0 0 2 54
Assessing the usefulness of survey‐based data in forecasting firms' capital formation: Evidence from Italy 0 0 0 1 0 0 0 10
Causal analysis of central bank holdings of corporate bonds under interference 0 0 3 5 0 0 5 18
Comparing aggregate and disaggregate forecasts of first order moving average models 0 0 0 9 0 0 1 42
Do financial systems converge? New evidence from financial assets in OECD countries 2 3 5 56 2 4 10 292
Financial shocks and the real economy in a nonlinear world: From theory to estimation 0 0 2 33 0 1 3 96
Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 1 15 0 2 4 78
Forecasting with the damped trend model using the structural approach 0 0 0 1 0 0 2 33
Measuring core inflation in Italy comparing aggregate vs. disaggregate price data 0 0 0 26 0 1 1 129
Monitoring and forecasting annual public deficit every month: the case of France 0 0 0 35 0 0 1 135
Nowcasting the state of the Italian economy: The role of financial markets 0 0 2 6 0 0 6 11
Random coefficient state-space model: Estimation and performance in M3–M4 competitions 0 0 0 2 0 0 1 8
Random switching exponential smoothing and inventory forecasting 0 0 0 6 0 1 2 51
Random switching exponential smoothing: A new estimation approach 0 0 0 3 0 0 1 20
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 7 0 1 1 54
Short-term inflation forecasting: The M.E.T.A. approach 0 0 0 4 0 0 0 45
TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY 0 0 0 99 0 0 3 252
Temporal aggregation of cyclical models with business cycle applications 0 0 0 11 1 2 3 64
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 0 0 2 112
The Italian financial cycle: 1861-2011 0 0 2 35 0 2 8 131
The RWDAR model: A novel state-space approach to forecasting 1 1 1 2 1 2 5 10
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 1 41 0 0 1 157
The macro determinants of firms' and households' investment: Evidence from Italy 0 0 1 20 0 1 2 134
The nature and propagation of shocks in the euro area: a comparative SVAR analysis 0 0 2 18 0 0 2 46
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 1 17 0 0 3 71
Total Journal Articles 3 4 27 533 4 21 87 2,195


Statistics updated 2025-05-12