Lucia Alessi : Citation Profile

Are you Lucia Alessi?

European Commission

10

H index

10

i10 index

416

Citations

RESEARCH PRODUCTION:

10

Articles

21

Papers

RESEARCH ACTIVITY:

   10 years (2006 - 2016). See details.
   Cites by year: 41
   Journals where Lucia Alessi has often published
   Relations with other researchers
   Recent citing documents: 102.    Total self citations: 13 (3.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal837
   Updated: 2017-09-16    RAS profile: 2017-07-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Peach, Richard (3)

onorante, luca (3)

Potter, Simon (3)

Barigozzi, Matteo (2)

Bonfim, Diana (2)

Detken, Carsten (2)

Capasso, Marco (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Lucia Alessi.

Is cited by:

Sarlin, Peter (15)

Hallin, Marc (13)

Nadal De Simone, Francisco (13)

Lippi, Marco (12)

Forni, Mario (12)

Rodríguez Caballero, Carlos (12)

Barigozzi, Matteo (11)

BORIO, Claudio (9)

Vašíček, Bořek (8)

Kabundi, Alain (8)

Gomez-Gonzalez, Jose (8)

Cites to:

Reichlin, Lucrezia (65)

Giannone, Domenico (39)

Forni, Mario (34)

Lippi, Marco (31)

Reinhart, Carmen (22)

Hallin, Marc (20)

Kaminsky, Graciela (19)

Watson, Mark (14)

Ng, Serena (13)

Blundell, Richard (13)

Bai, Jushan (12)

Main data

Where Lucia Alessi has published?

Journals with more than one article published# docs
Journal of Business & Economic Statistics2
Structural Change and Economic Dynamics2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank8
LEM Papers Series / Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy8
Working Papers ECARES / ULB -- Universite Libre de Bruxelles2

Recent works citing Lucia Alessi (2017 and 2016)

YearTitle of citing document
2016A Dynamic Multi-Level Factor Model with Long-Range Dependence. (2016). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Ergemen, Yunus Emre ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2016-23.

Full description at Econpapers || Download paper

2017The Impact of Monetary Policy on Agricultural Price Index in China: A FAVAR Approach. (2017). Paudel, Krishna ; Tan, Ying ; Sha, Wenbiao . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252676.

Full description at Econpapers || Download paper

2016An Exploration of Sustainable Customer Value and the Procedure of the Intelligent Digital Content Analysis Platform for Big Data Using Dynamic Decision Making. (2016). Wang, Shen-Tsu . In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2016:p:25-31.

Full description at Econpapers || Download paper

2016Toward robust early-warning models: A horse race, ensembles and model uncertainty. (2016). Sarlin, Peter ; Holopainen, Markus . In: Papers. RePEc:arx:papers:1501.04682.

Full description at Econpapers || Download paper

2016RiskRank: Measuring interconnected risk. (2016). Sarlin, Peter ; Mezei, J'Ozsef . In: Papers. RePEc:arx:papers:1601.06204.

Full description at Econpapers || Download paper

2016Short term prediction of extreme returns based on the recurrence interval analysis. (2016). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhou, Wei-Xing ; Stanley, Eugene H ; Xie, Chi ; Podobnik, Boris ; Canabarro, Askery . In: Papers. RePEc:arx:papers:1610.08230.

Full description at Econpapers || Download paper

2017Predicting Economic Recessions Using Machine Learning Algorithms. (2017). ormerod, paul ; Nyman, Rickard . In: Papers. RePEc:arx:papers:1701.01428.

Full description at Econpapers || Download paper

2017Sequential testing for structural stability in approximate factor models. (2017). Barigozzi, Matteo ; Trapani, Lorenzo . In: Papers. RePEc:arx:papers:1708.02786.

Full description at Econpapers || Download paper

2016Dating Systemic Financial Stress Episodes in the EU Countries. (2016). Peltonen, Tuomas ; Klaus, Benjamin ; Duprey, Thibaut. In: Staff Working Papers. RePEc:bca:bocawp:16-11.

Full description at Econpapers || Download paper

2016Tracking Changes in the Intensity of Financial Sectors Systemic Risk. (2016). Jin, Xisong ; de Simone, Francisco Nadal . In: BCL working papers. RePEc:bcl:bclwop:bclwp102.

Full description at Econpapers || Download paper

2016Characterising the financial cycle in Luxembourg. (2016). Giordana, Gastón ; Gueddoudj, Sabbah . In: BCL working papers. RePEc:bcl:bclwop:bclwp103.

Full description at Econpapers || Download paper

2017Systemic Financial Sector and Sovereign Risks. (2017). Jin, Xisong ; de Simone, Francisco Nadal . In: BCL working papers. RePEc:bcl:bclwop:bclwp109.

Full description at Econpapers || Download paper

2016The countercyclical capital buffer in spain: an analysis of key guiding indicators. (2016). Castro, Christian ; Martinez, Jorge ; Estrada, Angel . In: Working Papers. RePEc:bde:wpaper:1601.

Full description at Econpapers || Download paper

2016Assessing financial stability risks from the real estate market in Italy. (2016). Cornacchia, Wanda ; Ciocchetta, Federica ; Loberto, Michele ; Felici, Roberto . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_323_16.

Full description at Econpapers || Download paper

2016Finance neutral potential output: an evaluation on an emerging market monetary policy context. (2016). Amador Torres, Juan ; Amador-Torres, Sebastian J. In: Borradores de Economia. RePEc:bdr:borrec:958.

Full description at Econpapers || Download paper

2016El requerimiento de capital contracíclico en Colombia. (2016). Hurtado, Jorge Luis ; Ramirez, Felipe Clavijo ; Nio, Javier Pirateque ; Jaulin, Oscar Fernando . In: Borradores de Economia. RePEc:bdr:borrec:963.

Full description at Econpapers || Download paper

2016An Early Warning System for Macro-prudential Policy in France.. (2016). Idier, Julien ; Coudert, Virginie. In: Working papers. RePEc:bfr:banfra:609.

Full description at Econpapers || Download paper

2016Experiences with the ex ante appraisal of macroprudential instruments. (2016). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:56.

Full description at Econpapers || Download paper

2017Macroprudential database. (2017). Boh, Samo ; Schepens, Thomas ; Calleja, Romain ; Koban, Anne ; Borgioli, Stefano . In: IFC Bulletins chapters. RePEc:bis:bisifc:43-06.

Full description at Econpapers || Download paper

2017Measuring cross-sectoral shifts in credit provisioning: an enhanced framework. (2017). Bijlsma, Melle ; Klaaijsen, Eric ; Kakes, Jan . In: IFC Bulletins chapters. RePEc:bis:bisifc:43-12.

Full description at Econpapers || Download paper

2017Accounting for debt service: the painful legacy of credit booms. (2017). Korinek, Anton ; Juselius, John ; Drehmann, Mathias. In: BIS Working Papers. RePEc:bis:biswps:645.

Full description at Econpapers || Download paper

2017Real-time determination of credit cycle phases in emerging markets. (2017). Ponomarenko, Alexey ; Deryugina, Elena. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps17.

Full description at Econpapers || Download paper

2016Nowcasting using news topics Big Data versus big bank. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0046.

Full description at Econpapers || Download paper

2016Assessing vulnerabilities to financial shocks in some key global economies. (2016). Lukasz, Rachel ; Fisher, Jack . In: Bank of England working papers. RePEc:boe:boeewp:0636.

Full description at Econpapers || Download paper

2016The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors. (2016). Comunale, Mariarosaria ; Simola, Heli . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2016_016.

Full description at Econpapers || Download paper

2016Use of unit root methods in early warning of financial crises. (2016). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_027.

Full description at Econpapers || Download paper

2017Formation of inflation expectations in turbulent times : Can ECB manage inflation expectations of professional forecasters?. (2017). Łyziak, Tomasz ; Paloviita, Maritta . In: Research Discussion Papers. RePEc:bof:bofrdp:2017_013.

Full description at Econpapers || Download paper

2016Systemic early warning systems for EU15 based on the 2008 crisis. (2016). Papadopoulos, Savas ; Sager, Thomas ; Stavroulias, Pantelis . In: Working Papers. RePEc:bog:wpaper:202.

Full description at Econpapers || Download paper

2017A ternary-state early warning system for the European Union. (2017). Papadopoulos, Savas ; Baranoff, Etti ; Sager, Thomas ; Stavroulias, Pantelis . In: Working Papers. RePEc:bog:wpaper:222.

Full description at Econpapers || Download paper

2016Oil-price density forecasts of US GDP. (2016). Ravazzolo, Francesco ; Francesco, Ravazzolo ; Philip, Rothman . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:4:p:441-453:n:7.

Full description at Econpapers || Download paper

2017Foreign Booms, Domestic Busts: The Global Dimension of Banking Crises. (2017). Thwaites, Gregory ; Eguren Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:1708.

Full description at Econpapers || Download paper

2016Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank. (2016). Laséen, Stefan ; Soderstrom, Ulf ; Lundvall, Henrik ; Iversen, Jens . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11203.

Full description at Econpapers || Download paper

2016Eigenvalue Ratio Estimators for the Number of Common Factors. (2016). Forni, Mario ; Cavicchioli, Maddalena ; Zaffaroni, Paolo ; Lippi, Marco . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11440.

Full description at Econpapers || Download paper

2017Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions. (2017). Wieland, Volker ; Lieberknecht, Philipp ; Quintana, Jorge ; Binder, Michael . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12013.

Full description at Econpapers || Download paper

2016Remittances in Mexico and their unobserved components. (2016). Orraca, Pedro ; Corona, Francisco . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:22674.

Full description at Econpapers || Download paper

2017Estimation of a Dynamic Multilevel Factor Model with possible long-range dependence. (2017). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodriguez, Carlos Vladimir ; Ergemen, Yunus Emre . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24614.

Full description at Econpapers || Download paper

2016Determining the number of factors after stationary univariate transformations. (2016). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1602.

Full description at Econpapers || Download paper

2016Measuring financial cycles with a model-based filter: Empirical evidence for the United States and the euro area. (2016). Koopman, Siem Jan ; Galati, Gabriele ; Vlekke, Marente ; Hindrayanto, Irma . In: DNB Working Papers. RePEc:dnb:dnbwpp:495.

Full description at Econpapers || Download paper

2016The signalling content of asset prices for inflation: Implications for Quantitative Easing. (2016). de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem . In: DNB Working Papers. RePEc:dnb:dnbwpp:516.

Full description at Econpapers || Download paper

2016Measuring Nonfundamentalness for Structural VARs. (2016). Soccorsi, Stefano . In: Working Papers ECARES. RePEc:eca:wpaper:2013/222962.

Full description at Econpapers || Download paper

2016Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting. (2016). Lippi, Marco ; Giovannelli, Alessandro ; Forni, Mario ; Soccorsi, Stefano . In: Working Papers ECARES. RePEc:eca:wpaper:2013/228908.

Full description at Econpapers || Download paper

2017A new database for financial crises in European countries. (2017). lo Duca, Marco ; Peltonen, Tuomas ; Detken, Carsten ; Lang, Jan Hannes ; Kusmierczyk, Piotr ; Klaus, Benjamin ; Bengtsson, Elias ; Basten, Marisa ; Koban, Anne . In: Occasional Paper Series. RePEc:ecb:ecbops:2017194.

Full description at Econpapers || Download paper

2016Assessing the costs and benefits of capital-based macroprudential policy. (2016). Behn, Markus ; Peltonen, Tuomas ; Gross, Marco . In: Working Paper Series. RePEc:ecb:ecbwps:20161935.

Full description at Econpapers || Download paper

2017Optimizing policymakers loss functions in crisis prediction: before, within or after?. (2017). von Schweinitz, Gregor ; Sarlin, Peter . In: Working Paper Series. RePEc:ecb:ecbwps:20172025.

Full description at Econpapers || Download paper

2017Detecting Asset Price Bubbles: A Multifactor Approach. (2017). Tomfort, Andre . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-08.

Full description at Econpapers || Download paper

2017Transformed contribution ratio test for the number of factors in static approximate factor models. (2017). Xia, Qiang ; Wu, Jianhong ; Liang, Rubing . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:112:y:2017:i:c:p:235-241.

Full description at Econpapers || Download paper

2017Credit expansion and financial stability in Malaysia. (2017). Law, Siong Hook ; Ibrahim, Mansor ; Koong, Seow Shin . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:339-350.

Full description at Econpapers || Download paper

2016Efficient estimation of approximate factor models via penalized maximum likelihood. (2016). Liao, Yuan ; Bai, Jushan. In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:1-18.

Full description at Econpapers || Download paper

2017Least squares estimation of large dimensional threshold factor models. (2017). Massacci, Daniele . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:101-129.

Full description at Econpapers || Download paper

2017Determining the number of factors when the number of factors can increase with sample size. (2017). Shi, Yutang ; Li, QI. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:76-86.

Full description at Econpapers || Download paper

2017Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis. (2017). Hallin, Marc ; Forni, Mario ; Zaffaroni, Paolo ; Lippi, Marco . In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:74-92.

Full description at Econpapers || Download paper

2016Mind the gap: Computing finance-neutral output gaps in Latin-American economies. (2016). Ojeda-Joya, Jair ; Gomez-Gonzalez, Jose ; Amador Torres, Juan ; Amador-Torres, Juan S ; Tenjo-Galarza, Fernando ; Jaulin-Mendez, Oscar F. In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:3:p:444-452.

Full description at Econpapers || Download paper

2016Comparing logit-based early warning systems: Does the duration of systemic banking crises matter?. (2016). Caggiano, Giovanni ; Calice, Pietro ; Kapetanios, George . In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:104-116.

Full description at Econpapers || Download paper

2016Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. (2016). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Haldrup, Niels ; Ergemen, Yunus Emre ; Rodriguez-Caballero, Carlos Vladimir . In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:79-96.

Full description at Econpapers || Download paper

2017Implicit rating: A potential new method to alert crisis on the interbank lending market. (2017). Berlinger, Edina. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:277-283.

Full description at Econpapers || Download paper

2016Model risk of risk models. (2016). Danielsson, Jon ; Zer, Ilknur ; Valenzuela, Marcela ; James, Kevin R. In: Journal of Financial Stability. RePEc:eee:finsta:v:23:y:2016:i:c:p:79-91.

Full description at Econpapers || Download paper

2016Evaluating measures of adverse financial conditions. (2016). Oet, Mikhail V ; Sarlin, Peter ; Gramlich, Dieter . In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:234-249.

Full description at Econpapers || Download paper

2016An entropy-based early warning indicator for systemic risk. (2016). Billio, Monica ; Pasqualini, Andrea ; Costola, Michele ; Casarin, Roberto . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:42-59.

Full description at Econpapers || Download paper

2016Predicting Finnish economic activity using firm-level data. (2016). Fornaro, Paolo. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:10-19.

Full description at Econpapers || Download paper

2016Forecasting and nowcasting economic growth in the euro area using factor models. (2016). Koopman, Siem Jan ; de Winter, Jasper ; Hindrayanto, Irma . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1284-1305.

Full description at Econpapers || Download paper

2017Forecasting GDP with global components: This time is different. (2017). Thorsrud, Leif ; Ravazzolo, Francesco ; Bjørnland, Hilde. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:153-173.

Full description at Econpapers || Download paper

2017Monetary policy and balance sheets. (2017). Tamirisa, Natalia ; Kabundi, Alain ; Igan, Deniz ; de Simone, Francisco Nadal . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:1:p:169-184.

Full description at Econpapers || Download paper

2016Invariant features of spatial inequality in consumption: The case of India. (2016). Nandi, Tushar ; Chakraborti, Anirban ; Chatterjee, Arnab ; Chakrabarti, Anindya S ; Ghosh, Asim . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:442:y:2016:i:c:p:169-181.

Full description at Econpapers || Download paper

2016Forecasting GDP with global components. This time is different. (2016). Thorsrud, Leif ; Ravazzolo, Francesco ; Bjørnland, Hilde. In: CAMA Working Papers. RePEc:een:camaaa:2016-26.

Full description at Econpapers || Download paper

2016Identifying the independent sources of consumption variation. (2016). Moneta, Alessio ; Barigozzi, Matteo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:60979.

Full description at Econpapers || Download paper

2016Learning from history: volatility and financial crises. (2016). Danielsson, Jon ; Zer, Ilknur ; Valenzuela, Marcela . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:66046.

Full description at Econpapers || Download paper

2016Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis. (2016). Lippi, Marco ; Hallin, Marc ; Forni, Mario ; Zaffaroni, Paolo . In: EIEF Working Papers Series. RePEc:eie:wpaper:1607.

Full description at Econpapers || Download paper

2016How big is the comeback? Japanese exchange rate pass-through assessed by Time-Varying FAVAR. (2016). Moussa, Zakaria. In: Working Papers. RePEc:hal:wpaper:hal-01282811.

Full description at Econpapers || Download paper

2016Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank. (2016). Laséen, Stefan ; Soderstrom, Ulf ; Lundvall, Henrik ; Laseen, Stefan ; Iversen, Jens . In: Working Paper Series. RePEc:hhs:rbnkwp:0318.

Full description at Econpapers || Download paper

2017The Determinants of Credit Growth in Lebanon. (2017). Awdeh, Ali . In: International Business Research. RePEc:ibn:ibrjnl:v:10:y:2017:i:2:p:9-19.

Full description at Econpapers || Download paper

2016Forecast Disagreement and the Inflation Outlook: New International Evidence. (2016). Siklos, Pierre. In: IMES Discussion Paper Series. RePEc:ime:imedps:16-e-03.

Full description at Econpapers || Download paper

2016Slovak Republic; Selected Issues. (2016). International Monetary Fund, . In: IMF Staff Country Reports. RePEc:imf:imfscr:16/14.

Full description at Econpapers || Download paper

2016Characteristics of Banking Crises: A Comparative Study with Geographical Contagion. (2016). Stremmel, Hanno ; Fendel, Ralf . In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:236:y:2016:i:1:p:349-388.

Full description at Econpapers || Download paper

2016Extracting the Information Shocks from the Bank of England Inflation Density Forecasts. (2016). Díaz, Carlos ; Vela, Carlos Diaz . In: Discussion Papers in Economics. RePEc:lec:leecon:16/13.

Full description at Econpapers || Download paper

2016The Pass-Through to Consumer Prices in CIS Economies: the Role of Exchange Rates, Commodities and Other Common Factors. (2016). Comunale, Mariarosaria ; Simola, Heli . In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:35.

Full description at Econpapers || Download paper

2016A comparison of pre- and post-crisis efficiency of OECD countries: evidence from a model with temporal heterogeneity in time and unobservable individual effect. (2016). Matkovskyy, Roman. In: European Journal of Comparative Economics. RePEc:liu:liucej:v:13:y:2016:i:2:p:135-167.

Full description at Econpapers || Download paper

2017Empirical Investigation of the Effect of Bank Long Term Debt on Loans and Output in the Euro-zone. (2017). Chevallier, Claire. In: CREA Discussion Paper Series. RePEc:luc:wpaper:17-04.

Full description at Econpapers || Download paper

2016Dynamic Factor model with infinite dimensional factor space: forecasting. (2016). Lippi, Marco ; Giovannelli, Alessandro ; Forni, Mario ; Soccorsi, Stefano . In: Center for Economic Research (RECent). RePEc:mod:recent:120.

Full description at Econpapers || Download paper

2016Does one size fit all at all times? The role of country specificities and state dependencies in predicting banking crises. (2016). Pirovano, Mara ; Ferrari, Stijn . In: Working Paper Research. RePEc:nbb:reswpp:201606-297.

Full description at Econpapers || Download paper

2017Forecasting with FAVAR: macroeconomic versus financial factors. (2017). Paccagnini, Alessia. In: NBP Working Papers. RePEc:nbp:nbpmis:256.

Full description at Econpapers || Download paper

2017Economic resilience: The usefulness of early warning indicators in OECD countries. (2017). Hermansen, Mikkel ; Rohn, Oliver . In: OECD Journal: Economic Studies. RePEc:oec:ecokac:5jg2ppjrd6r3.

Full description at Econpapers || Download paper

2017Evidence for a Presource Curse? Oil discoveries, Elevated Expectations, and Growth Disappointments. (2017). Cust, James ; Mihalyi, David . In: OxCarre Working Papers. RePEc:oxf:oxcrwp:193.

Full description at Econpapers || Download paper

2017Creating and assessing composite indicators: Dynamic applications for the port industry and seaborne trade. (2017). Angelopoulos, Jason . In: Maritime Economics & Logistics. RePEc:pal:marecl:v:19:y:2017:i:1:d:10.1057_s41278-016-0050-8.

Full description at Econpapers || Download paper

2016Commonality and Heterogeneity in Real Effective Exchange Rates: Evidence from Advanced and Developing Countries. (2016). Nagayasu, Jun. In: MPRA Paper. RePEc:pra:mprapa:70078.

Full description at Econpapers || Download paper

2016Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?. (2016). Telg, Sean ; Lieb, Lenard ; Hecq, Alain. In: MPRA Paper. RePEc:pra:mprapa:74922.

Full description at Econpapers || Download paper

2017Joint Forecast Combination of Macroeconomic Aggregates and Their Components. (2017). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:76556.

Full description at Econpapers || Download paper

2017Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors. (2017). Telg, Sean ; Hecq, Alain ; Issler, Joo Victor . In: MPRA Paper. RePEc:pra:mprapa:80767.

Full description at Econpapers || Download paper

2017Residual-based diagnostic tests for noninvertible ARMA models. (2017). Nyholm, Juho. In: MPRA Paper. RePEc:pra:mprapa:81033.

Full description at Econpapers || Download paper

2016Forecasting banking crises with dynamic panel probit models. (2016). Rodrigues, Paulo ; Bonfim, Diana ; Antunes, Antonio R ; Monteiro, Nuno . In: Working Papers. RePEc:ptu:wpaper:w201613.

Full description at Econpapers || Download paper

2017Analysing the Relevance of the MIP Scoreboards Indicators. (2017). Širaňová, Mária ; Tom, Domonkos ; Mria, Iraov ; Ivana, Ikulov ; Filip, Ostriho . In: National Institute Economic Review. RePEc:sae:niesru:v:239:y:2017:i:1:p:r32-r52.

Full description at Econpapers || Download paper

2017A Generalized Dynamic Factor Model for the U.S. Port Sector. (2017). Angelopoulos, Jason ; Chlomoudis, Costas I. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:67:y:2016:i:1:p:22-37.

Full description at Econpapers || Download paper

2017Does monetary policy generate asset price bubbles ?. (2017). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/2geqol5jud8hgonsak4roj21gh.

Full description at Econpapers || Download paper

2017Determining the number of factors after stationary univariate transformations. (2017). Corona, Francisco ; Ruiz, Esther ; Poncela, Pilar . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1158-5.

Full description at Econpapers || Download paper

2017On the determination of the number of factors using information criteria with data-driven penalty. (2017). Mishra, Sagarika ; Westerlund, Joakim . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:1:d:10.1007_s00362-015-0692-0.

Full description at Econpapers || Download paper

2016Assessing the costs and benefits of capital-based macroprudential policy. (2016). Behn, Markus ; Peltonen, Tuomas ; Gross, Marco . In: ESRB Working Paper Series. RePEc:srk:srkwps:201617.

Full description at Econpapers || Download paper

2016Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors. (2016). Behn, Markus ; Schudel, Willem ; Peltonen, Tuomas ; Detken, Carsten . In: ESRB Working Paper Series. RePEc:srk:srkwps:201629.

Full description at Econpapers || Download paper

2017Coherent financial cycles for G-7 countries: Why extending credit can be an asset. (2017). Schüler, Yves ; Schuler, Yves S ; Peltonen, Tuomas A ; Hiebert, Paul P. In: ESRB Working Paper Series. RePEc:srk:srkwps:201743.

Full description at Econpapers || Download paper

2017What Has Publishing Inflation Forecasts Accomplished? Central Banks And Their Competitors. (2017). Siklos, Pierre. In: LCERPA Working Papers. RePEc:wlu:lcerpa:0098.

Full description at Econpapers || Download paper

2017Government Purchases Reloaded : Informational Insufficiency and Heterogeneity in Fiscal VARs. (2017). Ricco, Giovanni ; Ellahie, Atif . In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1138.

Full description at Econpapers || Download paper

2017The effects of US monetary policy shocks: Applying external instrument identification to a dynamic factor model. (2017). Kerssenfischer, Mark. In: Discussion Papers. RePEc:zbw:bubdps:082017.

Full description at Econpapers || Download paper

2016Measuring the instability of Chinas financial system: Indices construction and an early warning system. (2016). Sun, Lixin ; huang, yuqin. In: Economics Discussion Papers. RePEc:zbw:ifwedp:20164.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Lucia Alessi:

YearTitleTypeCited
2011Non‐Fundamentalness in Structural Econometric Models: A Review In: International Statistical Review.
[Citation analysis]		article17
2009Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors In: Working Papers ECARES.
[Full Text][Citation analysis]		paper0
2009A Robust Criterion for Determining the Number of Factors in Approximate Factor Models In: Working Papers ECARES.
[Full Text][Citation analysis]		paper10
2009Global liquidity as an early warning indicator for asset price boom/bust cycles In: Research Bulletin.
[Full Text][Citation analysis]		article1
2008A robust criterion for determining the number of static factors in approximate factor models. In: Working Paper Series.
[Full Text][Citation analysis]		paper15
2007A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models.(2007) In: LEM Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2008A review of nonfundamentalness and identification in structural VAR models In: Working Paper Series.
[Full Text][Citation analysis]		paper11
2007A Review of Nonfundamentalness and Identification in Structural VAR Models.(2007) In: LEM Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2009Real timeearly warning indicators for costly asset price boom/bust cycles: a role for global liquidity In: Working Paper Series.
[Full Text][Citation analysis]		paper68
2009The distribution of households consumption-expenditure budget shares In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2012The distribution of household consumption-expenditure budget shares.(2012) In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2009Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors In: Working Paper Series.
[Full Text][Citation analysis]		paper8
2014Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences In: Working Paper Series.
[Full Text][Citation analysis]		paper19
2014Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences.(2014) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		article
2014Identifying excessive credit growth and leverage In: Working Paper Series.
[Full Text][Citation analysis]		paper13
2016The response of asset prices to monetary policy shocks: stronger than thought In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2014On policymakers’ loss functions and the evaluation of early warning systems: Comment In: Economics Letters.
[Full Text][Citation analysis]		article2
2011Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity In: European Journal of Political Economy.
[Full Text][Citation analysis]		article117
2010Improved penalization for determining the number of factors in approximate factor models In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article82
2013The common component of firm growth In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article3
2008The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households In: Papers on Economics and Evolution.
[Citation analysis]		paper0
2008The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households.(2008) In: LEM Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2015Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network In: MPRA Paper.
[Full Text][Citation analysis]		paper8
2010On the distributional properties of household consumption expenditures: the case of Italy In: Empirical Economics.
[Full Text][Citation analysis]		article5
2007On the distributional properties of household consumption expenditures. The case of Italy..(2007) In: LEM Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2014Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options In: ESRB Occasional Paper Series.
[Full Text][Citation analysis]		paper20
2006Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction In: LEM Papers Series.
[Full Text][Citation analysis]		paper3
2006Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series In: LEM Papers Series.
[Full Text][Citation analysis]		paper8
2006A Dynamic Factor Analysis of Business Cycle on Firm-Level Data In: LEM Papers Series.
[Full Text][Citation analysis]		paper3
2007On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters In: LEM Papers Series.
[Full Text][Citation analysis]		paper0
2014Rejoinder In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated September, 5 2017. Contact: CitEc Team