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 4 5 9 111
A regression discontinuity design for categorical ordered running variables with an application to central bank purchases of corporate bonds 0 0 2 83 6 9 18 371
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 61 2 8 10 206
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 0 2 4 5 29
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 0 16 5 15 16 59
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 0 7 4 5 7 32
Essays on aggregation and cointegration of econometric models 0 0 0 6 2 3 5 31
FINANCIAL SHOCKS AND THE REAL ECONOMY IN A NONLINEAR WORLD: FROM THEORY TO ESTIMATION 0 0 0 17 19 21 23 88
Financial shocks and the real economy in a nonlinear world: From theory to estimation 0 0 1 47 13 19 23 137
Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature 0 0 0 88 3 3 5 185
Firms’ and households’ investment in Italy: the role of credit constraints and other macro factors 0 0 0 46 0 4 8 106
Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 150 0 5 9 802
Forecasting corporate capital accumulation in Italy: the role of survey-based information 0 0 0 19 2 5 7 54
Gross bond issuance by Italian banks: key trends in times of crisis and unconventional monetary policy 0 0 0 11 4 7 11 29
Investment and investment financing in Italy: some evidence at the macro level 0 0 0 38 0 0 1 98
Investment decisions by European firms and financing constraints 0 0 0 38 0 5 8 86
Monitoring and forecasting annual public deficit every month: the case of France 0 0 0 10 3 6 6 42
Nowcasting Italian GDP growth: a Factor MIDAS approach 0 1 8 27 6 13 31 68
Nowcasting the state of the Italian economy: the role of financial markets 0 0 1 34 3 4 10 72
Random switching exponential smoothing and inventory forecasting 0 0 0 51 4 8 10 95
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 82 4 7 11 159
Seasonal adjustment of bank deposits and loans 0 0 2 102 1 1 6 415
Short term inflation forecasting: the M.E.T.A. approach 0 0 0 104 2 6 8 197
Temporal aggregation of cyclical models with business cycle applications 0 0 0 0 4 4 4 29
Temporal aggregation of univariate and multivariate time series models: A survey 0 0 0 10 50 81 82 114
Temporal aggregation of univariate and multivariate time series models: A survey 0 0 7 458 11 12 27 992
Temporal aggregation of univariate and multivariate time series models: a survey 0 0 0 0 26 66 67 108
Temporal aggregation of univariate linear time series models 0 0 0 96 2 2 7 293
Temporal aggregaton of univariate linear time series models 0 0 0 174 18 18 20 412
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 2 4 6 133
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 5 3 5 8 39
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 107 7 12 14 352
The Effects of Financial and Real Wealth on Consumption: New Evidence from OECD Countries 0 1 2 143 2 5 11 698
The Italian financial cycle: 1861-2011 0 0 2 131 3 11 20 247
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 0 70 3 4 7 274
The structural Theta method and its predictive performance in the M4-Competition 0 0 1 2 4 9 18 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 4 9 10 136
What do we know about comparing aggregate and disaggregate forecasts? 0 0 0 69 2 7 8 149
Total Working Papers 0 2 28 2,484 230 414 560 7,502


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 1 1 28 5 8 14 85
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 6 2 5 8 62
Assessing the usefulness of survey‐based data in forecasting firms' capital formation: Evidence from Italy 0 0 0 1 2 3 4 14
Causal analysis of central bank holdings of corporate bonds under interference 0 0 0 5 5 9 10 28
Comparing aggregate and disaggregate forecasts of first order moving average models 0 0 0 9 1 2 4 46
Do financial systems converge? New evidence from financial assets in OECD countries 0 0 3 56 1 2 7 295
Financial shocks and the real economy in a nonlinear world: From theory to estimation 0 0 3 36 4 12 17 112
Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 15 3 4 9 85
Forecasting with the damped trend model using the structural approach 0 0 0 1 2 4 8 41
Measuring core inflation in Italy comparing aggregate vs. disaggregate price data 0 0 0 26 2 6 8 136
Monitoring and forecasting annual public deficit every month: the case of France 0 0 0 35 1 3 5 140
Nowcasting the state of the Italian economy: The role of financial markets 0 0 0 6 0 5 8 19
Random coefficient state-space model: Estimation and performance in M3–M4 competitions 0 0 0 2 3 3 4 12
Random switching exponential smoothing and inventory forecasting 0 0 0 6 2 4 6 56
Random switching exponential smoothing: A new estimation approach 0 0 0 3 1 2 5 25
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 7 3 6 9 62
Short-term inflation forecasting: The M.E.T.A. approach 0 0 0 4 4 6 9 54
TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY 0 1 1 100 6 9 9 261
Temporal aggregation of cyclical models with business cycle applications 0 0 0 11 1 2 6 68
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 3 3 6 118
The Italian financial cycle: 1861-2011 0 0 0 35 0 6 12 141
The RWDAR model: A novel state-space approach to forecasting 0 1 2 3 3 7 12 20
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 1 42 2 2 7 164
The macro determinants of firms' and households' investment: Evidence from Italy 0 0 2 22 30 51 55 188
The nature and propagation of shocks in the euro area: a comparative SVAR analysis 0 0 1 19 1 4 5 51
The revision policy of seasonally adjusted balance sheet data in Italy 0 0 0 15 1 1 1 68
The role of financial factors for European corporate investment 1 1 1 18 4 4 5 76
The structural Theta method and its predictive performance in the M4-Competition 0 1 1 1 1 8 10 10
Total Journal Articles 1 5 16 545 93 181 263 2,437


Statistics updated 2026-02-12