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 1 3 105
A regression discontinuity design for categorical ordered running variables with an application to central bank purchases of corporate bonds 0 0 2 83 1 1 11 361
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 61 0 1 1 197
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 0 1 1 2 25
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 0 16 0 0 2 44
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 0 7 0 0 2 26
Essays on aggregation and cointegration of econometric models 0 0 0 6 0 1 1 27
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 3 182
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 0 0 3 795
Forecasting corporate capital accumulation in Italy: the role of survey-based information 0 0 0 19 2 2 2 49
Gross bond issuance by Italian banks: key trends in times of crisis and unconventional monetary policy 0 0 0 11 1 3 5 22
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 0 10 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 1 11 25 2 5 26 53
Nowcasting the state of the Italian economy: the role of financial markets 1 1 1 34 1 4 9 66
Random switching exponential smoothing and inventory forecasting 0 0 0 51 1 1 2 86
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 82 2 2 3 151
Seasonal adjustment of bank deposits and loans 0 0 1 100 0 1 4 411
Short term inflation forecasting: the M.E.T.A. approach 0 0 0 104 1 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 1 3 6 456 2 8 22 978
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 42
Temporal aggregation of univariate linear time series models 0 0 0 96 0 1 3 289
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 5 0 2 2 33
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 0 2 3 129
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 107 0 0 2 339
The Effects of Financial and Real Wealth on Consumption: New Evidence from OECD Countries 0 0 0 141 1 2 7 691
The Italian financial cycle: 1861-2011 0 1 2 131 0 3 6 232
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 0 70 1 1 4 269
The structural Theta method and its predictive performance in the M4-Competition 0 0 0 1 0 1 11 12
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 0 0 1 141
Total Working Papers 3 7 26 2,475 17 52 173 7,053


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 10 77
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 6 0 2 4 56
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 0 1 1 43
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 0 1 3 35 0 1 5 99
Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 15 2 2 5 80
Forecasting with the damped trend model using the structural approach 0 0 0 1 2 2 3 35
Measuring core inflation in Italy comparing aggregate vs. disaggregate price data 0 0 0 26 0 0 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 0 6 0 0 3 12
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 0 2 51
Random switching exponential smoothing: A new estimation approach 0 0 0 3 0 1 3 22
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 7 0 0 1 54
Short-term inflation forecasting: The M.E.T.A. approach 0 0 0 4 0 0 1 46
TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY 0 0 0 99 0 0 1 252
Temporal aggregation of cyclical models with business cycle applications 0 0 0 11 1 1 4 65
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 0 2 4 114
The Italian financial cycle: 1861-2011 0 0 0 35 0 2 7 133
The RWDAR model: A novel state-space approach to forecasting 0 0 1 2 1 2 6 12
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 2 42 0 0 3 159
The macro determinants of firms' and households' investment: Evidence from Italy 0 0 1 21 0 1 3 136
The nature and propagation of shocks in the euro area: a comparative SVAR analysis 0 1 2 19 0 1 2 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 0 0 2 71
The structural Theta method and its predictive performance in the M4-Competition 0 0 0 0 0 2 2 2
Total Journal Articles 0 2 17 538 6 22 88 2,228


Statistics updated 2025-10-06