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 4 7 111
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 19 375
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 0 0 2 5 29
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 61 0 2 10 206
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 0 7 1 5 7 33
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 0 16 1 6 16 60
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 6 30 33 99
Financial shocks and the real economy in a nonlinear world: From theory to estimation 0 0 1 47 2 20 30 144
Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature 0 0 0 88 0 3 4 185
Firms’ and households’ investment in Italy: the role of credit constraints and other macro factors 0 1 1 47 0 3 11 109
Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 150 2 3 11 805
Forecasting corporate capital accumulation in Italy: the role of survey-based information 0 0 0 19 1 3 8 55
Gross bond issuance by Italian banks: key trends in times of crisis and unconventional monetary policy 0 0 0 11 1 6 13 31
Investment and investment financing in Italy: some evidence at the macro level 0 0 0 38 0 1 2 99
Investment decisions by European firms and financing constraints 0 0 0 38 0 0 5 86
Monitoring and forecasting annual public deficit every month: the case of France 0 0 0 10 0 4 7 43
Nowcasting Italian GDP growth: a Factor MIDAS approach 0 1 8 28 2 11 31 73
Nowcasting the state of the Italian economy: the role of financial markets 0 0 1 34 0 6 13 75
Random switching exponential smoothing and inventory forecasting 0 0 0 51 0 5 11 96
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 82 2 6 12 161
Seasonal adjustment of bank deposits and loans 0 0 2 102 0 1 5 415
Short term inflation forecasting: the M.E.T.A. approach 0 0 0 104 0 2 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 5 57 89 121
Temporal aggregation of univariate and multivariate time series models: A survey 1 1 7 459 3 14 29 995
Temporal aggregation of univariate and multivariate time series models: a survey 0 0 0 0 1 27 68 109
Temporal aggregation of univariate linear time series models 0 0 0 96 3 6 10 297
Temporal aggregaton of univariate linear time series models 0 0 0 174 2 24 26 418
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 5 2 5 10 41
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 107 1 8 14 353
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 2 9 13 140
The Effects of Financial and Real Wealth on Consumption: New Evidence from OECD Countries 0 0 2 143 5 9 16 705
The Italian financial cycle: 1861-2011 0 0 1 131 0 4 19 248
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 0 70 3 8 12 279
The structural Theta method and its predictive performance in the M4-Competition 0 0 1 2 0 4 17 24
Using intra annual information to forecast the annual state deficit. The case of France 0 0 0 0 0 0 4 30
Using intra annual information to forecast the annual state deficits: the case of France 0 0 1 22 0 4 10 136
What do we know about comparing aggregate and disaggregate forecasts? 0 0 0 69 2 5 11 152
Total Working Papers 1 3 26 2,487 49 323 625 7,595


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 2 3 30 1 8 13 88
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 6 0 4 10 64
Assessing the usefulness of survey‐based data in forecasting firms' capital formation: Evidence from Italy 0 0 0 1 1 6 8 18
Causal analysis of central bank holdings of corporate bonds under interference 0 0 0 5 0 5 10 28
Comparing aggregate and disaggregate forecasts of first order moving average models 0 0 0 9 1 3 6 48
Do financial systems converge? New evidence from financial assets in OECD countries 0 0 2 56 0 2 6 296
Financial shocks and the real economy in a nonlinear world: From theory to estimation 0 0 3 36 1 5 17 113
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 1 3 9 42
Measuring core inflation in Italy comparing aggregate vs. disaggregate price data 0 0 0 26 1 4 9 138
Monitoring and forecasting annual public deficit every month: the case of France 1 1 1 36 1 3 7 142
Nowcasting the state of the Italian economy: The role of financial markets 0 0 0 6 1 7 15 26
Random coefficient state-space model: Estimation and performance in M3–M4 competitions 0 0 0 2 0 4 5 13
Random switching exponential smoothing and inventory forecasting 0 0 0 6 2 4 7 58
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 1 4 9 63
Short-term inflation forecasting: The M.E.T.A. approach 0 0 0 4 0 5 10 55
TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY 0 0 1 100 2 8 11 263
Temporal aggregation of cyclical models with business cycle applications 0 0 0 11 0 1 5 68
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 0 4 7 119
The Italian financial cycle: 1861-2011 0 0 0 35 1 1 11 142
The RWDAR model: A novel state-space approach to forecasting 0 0 2 3 0 4 12 21
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 1 42 1 3 8 165
The macro determinants of firms' and households' investment: Evidence from Italy 0 0 2 22 0 31 55 189
The nature and propagation of shocks in the euro area: a comparative SVAR analysis 0 0 1 19 1 3 7 53
The revision policy of seasonally adjusted balance sheet data in Italy 0 0 0 15 0 3 3 70
The role of financial factors for European corporate investment 0 1 1 18 1 6 7 78
The structural Theta method and its predictive performance in the M4-Competition 0 0 1 1 3 6 15 15
Total Journal Articles 2 4 18 548 20 141 294 2,485


Statistics updated 2026-04-09