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 11 115
A regression discontinuity design for categorical ordered running variables with an application to central bank purchases of corporate bonds 0 0 0 83 3 10 25 383
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 61 0 1 11 207
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 0 0 0 5 29
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 0 7 0 4 10 36
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 0 16 0 6 21 65
Essays on aggregation and cointegration of econometric models 0 0 0 6 0 2 7 33
FINANCIAL SHOCKS AND THE REAL ECONOMY IN A NONLINEAR WORLD: FROM THEORY TO ESTIMATION 0 0 0 17 3 12 39 105
Financial shocks and the real economy in a nonlinear world: From theory to estimation 0 0 0 47 0 5 30 147
Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature 0 0 0 88 0 8 12 193
Firms’ and households’ investment in Italy: the role of credit constraints and other macro factors 0 0 1 47 0 5 14 114
Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 150 0 6 15 809
Forecasting corporate capital accumulation in Italy: the role of survey-based information 0 0 0 19 0 1 8 55
Gross bond issuance by Italian banks: key trends in times of crisis and unconventional monetary policy 0 0 0 11 0 4 16 34
Investment and investment financing in Italy: some evidence at the macro level 0 0 0 38 0 2 4 101
Investment decisions by European firms and financing constraints 0 0 0 38 3 4 9 90
Monitoring and forecasting annual public deficit every month: the case of France 0 0 0 10 1 2 9 45
Nowcasting Italian GDP growth: a Factor MIDAS approach 0 1 5 29 4 11 36 82
Nowcasting the state of the Italian economy: the role of financial markets 0 0 1 34 0 7 20 82
Random switching exponential smoothing and inventory forecasting 0 0 0 51 0 1 12 97
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 82 1 6 16 165
Seasonal adjustment of bank deposits and loans 0 0 2 102 0 1 6 416
Short term inflation forecasting: the M.E.T.A. approach 0 0 0 104 1 7 14 204
Temporal aggregation of cyclical models with business cycle applications 0 0 0 0 0 4 8 33
Temporal aggregation of univariate and multivariate time series models: A survey 0 0 0 10 3 10 94 126
Temporal aggregation of univariate and multivariate time series models: A survey 0 2 7 460 1 10 34 1,002
Temporal aggregation of univariate and multivariate time series models: a survey 0 0 0 0 1 2 68 110
Temporal aggregation of univariate linear time series models 0 0 0 96 0 3 9 297
Temporal aggregaton of univariate linear time series models 0 0 0 174 0 4 28 420
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 5 0 3 11 42
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 107 1 3 16 355
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 1 4 15 142
The Effects of Financial and Real Wealth on Consumption: New Evidence from OECD Countries 0 0 2 143 1 13 24 713
The Italian financial cycle: 1861-2011 0 0 1 131 1 5 24 253
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 0 70 2 5 14 281
The structural Theta method and its predictive performance in the M4-Competition 0 0 1 2 1 4 20 28
Using intra annual information to forecast the annual state deficit. The case of France 0 0 0 0 1 1 5 31
Using intra annual information to forecast the annual state deficits: the case of France 0 0 1 22 1 2 12 138
What do we know about comparing aggregate and disaggregate forecasts? 0 0 0 69 2 7 16 157
Total Working Papers 0 3 21 2,489 32 189 748 7,735


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 2 4 31 1 7 19 94
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 6 0 1 11 65
Assessing the usefulness of survey‐based data in forecasting firms' capital formation: Evidence from Italy 0 0 0 1 0 1 8 18
Causal analysis of central bank holdings of corporate bonds under interference 0 0 0 5 2 4 14 32
Comparing aggregate and disaggregate forecasts of first order moving average models 0 0 0 9 0 4 9 51
Do financial systems converge? New evidence from financial assets in OECD countries 0 1 1 57 0 4 7 300
Financial shocks and the real economy in a nonlinear world: From theory to estimation 0 0 2 36 3 4 18 116
Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 15 1 5 12 90
Forecasting with the damped trend model using the structural approach 0 1 1 2 1 5 13 46
Measuring core inflation in Italy comparing aggregate vs. disaggregate price data 0 0 0 26 1 3 11 140
Monitoring and forecasting annual public deficit every month: the case of France 0 2 2 37 0 3 9 144
Nowcasting the state of the Italian economy: The role of financial markets 0 0 0 6 1 2 15 27
Random coefficient state-space model: Estimation and performance in M3–M4 competitions 0 0 0 2 0 2 7 15
Random switching exponential smoothing and inventory forecasting 0 0 0 6 1 4 9 60
Random switching exponential smoothing: A new estimation approach 0 0 0 3 0 3 8 28
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 7 1 4 12 66
Short-term inflation forecasting: The M.E.T.A. approach 0 0 0 4 0 2 11 57
TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY 1 1 2 101 3 11 20 272
Temporal aggregation of cyclical models with business cycle applications 0 0 0 11 0 3 7 71
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 1 4 11 123
The Italian financial cycle: 1861-2011 0 0 0 35 3 5 15 146
The RWDAR model: A novel state-space approach to forecasting 0 0 1 3 3 5 16 26
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 0 42 0 4 9 168
The macro determinants of firms' and households' investment: Evidence from Italy 0 0 1 22 0 2 56 191
The nature and propagation of shocks in the euro area: a comparative SVAR analysis 0 0 1 19 0 5 11 57
The revision policy of seasonally adjusted balance sheet data in Italy 0 0 0 15 0 2 5 72
The role of financial factors for European corporate investment 0 0 1 18 1 2 8 79
The structural Theta method and its predictive performance in the M4-Competition 1 1 2 2 4 9 21 21
Total Journal Articles 2 8 18 554 27 110 372 2,575


Statistics updated 2026-06-04