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 0 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 0 4 24 384
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 61 0 1 12 208
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 0 0 1 6 30
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 0 7 0 1 11 37
Effects of eligibility for central bank purchases on corporate bond spreads 0 0 0 16 0 0 21 65
Essays on aggregation and cointegration of econometric models 0 0 0 6 1 1 7 34
FINANCIAL SHOCKS AND THE REAL ECONOMY IN A NONLINEAR WORLD: FROM THEORY TO ESTIMATION 0 0 0 17 0 3 39 105
Financial shocks and the real economy in a nonlinear world: From theory to estimation 0 0 0 47 0 0 29 147
Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature 0 0 0 88 0 0 12 193
Firms’ and households’ investment in Italy: the role of credit constraints and other macro factors 0 0 1 47 0 1 15 115
Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 150 0 1 15 810
Forecasting corporate capital accumulation in Italy: the role of survey-based information 0 0 0 19 0 0 8 55
Gross bond issuance by Italian banks: key trends in times of crisis and unconventional monetary policy 0 0 0 11 0 0 14 34
Investment and investment financing in Italy: some evidence at the macro level 0 0 0 38 3 4 8 105
Investment decisions by European firms and financing constraints 0 0 0 38 0 3 9 90
Monitoring and forecasting annual public deficit every month: the case of France 0 0 0 10 0 1 9 45
Nowcasting Italian GDP growth: a Factor MIDAS approach 2 2 7 31 3 7 34 85
Nowcasting the state of the Italian economy: the role of financial markets 0 0 1 34 0 4 23 86
Random switching exponential smoothing and inventory forecasting 0 0 0 51 0 0 12 97
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 82 0 1 16 165
Seasonal adjustment of bank deposits and loans 0 0 2 102 0 0 5 416
Short term inflation forecasting: the M.E.T.A. approach 0 0 0 104 0 1 14 204
Temporal aggregation of cyclical models with business cycle applications 0 0 0 0 0 0 8 33
Temporal aggregation of univariate and multivariate time series models: A survey 0 0 0 10 0 4 95 127
Temporal aggregation of univariate and multivariate time series models: A survey 0 0 6 460 2 3 29 1,004
Temporal aggregation of univariate and multivariate time series models: a survey 0 0 0 0 0 2 69 111
Temporal aggregation of univariate linear time series models 0 0 0 96 1 1 10 298
Temporal aggregaton of univariate linear time series models 0 0 0 174 0 0 27 420
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 5 1 1 11 43
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 107 0 1 16 355
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 0 2 14 143
The Effects of Financial and Real Wealth on Consumption: New Evidence from OECD Countries 0 0 2 143 0 1 23 713
The Italian financial cycle: 1861-2011 0 0 0 131 0 1 23 253
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 0 70 0 3 14 282
The structural Theta method and its predictive performance in the M4-Competition 0 0 1 2 0 2 18 29
Using intra annual information to forecast the annual state deficit. The case of France 0 0 0 0 0 1 5 31
Using intra annual information to forecast the annual state deficits: the case of France 0 0 1 22 0 1 12 138
What do we know about comparing aggregate and disaggregate forecasts? 0 0 0 69 0 3 17 158
Total Working Papers 2 2 21 2,491 11 60 745 7,763


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 4 31 1 2 19 95
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation 0 0 0 6 1 1 10 66
Assessing the usefulness of survey‐based data in forecasting firms' capital formation: Evidence from Italy 0 0 0 1 0 1 8 19
Causal analysis of central bank holdings of corporate bonds under interference 0 0 0 5 0 3 15 33
Comparing aggregate and disaggregate forecasts of first order moving average models 0 0 0 9 0 0 9 51
Do financial systems converge? New evidence from financial assets in OECD countries 1 1 2 58 1 2 9 302
Financial shocks and the real economy in a nonlinear world: From theory to estimation 0 0 2 36 0 3 18 116
Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework 0 0 0 15 0 3 14 92
Forecasting with the damped trend model using the structural approach 0 1 2 3 0 2 14 47
Measuring core inflation in Italy comparing aggregate vs. disaggregate price data 0 0 0 26 0 1 11 140
Monitoring and forecasting annual public deficit every month: the case of France 0 0 2 37 0 0 9 144
Nowcasting the state of the Italian economy: The role of financial markets 0 0 0 6 0 1 15 27
Random coefficient state-space model: Estimation and performance in M3–M4 competitions 0 0 0 2 1 1 8 16
Random switching exponential smoothing and inventory forecasting 0 0 0 6 0 2 10 61
Random switching exponential smoothing: A new estimation approach 0 0 0 3 0 0 7 28
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 7 1 2 13 67
Short-term inflation forecasting: The M.E.T.A. approach 0 0 0 4 0 1 12 58
TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY 1 2 3 102 1 6 23 275
Temporal aggregation of cyclical models with business cycle applications 0 0 0 11 0 0 7 71
Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration 0 0 0 33 1 2 10 124
The Italian financial cycle: 1861-2011 0 0 0 35 0 3 14 146
The RWDAR model: A novel state-space approach to forecasting 1 1 2 4 1 4 16 27
The effects of financial and real wealth on consumption: new evidence from OECD countries 0 0 0 42 1 2 11 170
The macro determinants of firms' and households' investment: Evidence from Italy 0 0 1 22 0 0 55 191
The nature and propagation of shocks in the euro area: a comparative SVAR analysis 0 0 1 19 1 1 12 58
The revision policy of seasonally adjusted balance sheet data in Italy 0 0 0 15 1 1 6 73
The role of financial factors for European corporate investment 0 0 1 18 1 2 9 80
The structural Theta method and its predictive performance in the M4-Competition 0 1 2 2 0 5 22 22
Total Journal Articles 3 6 22 558 12 51 386 2,599


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Marginalization and aggregation of exponential smoothing models in forecasting portfolio volatility 0 0 0 0 0 2 11 11
Total Chapters 0 0 0 0 0 2 11 11


Statistics updated 2026-08-07