Lucia Alessi : Citation Profile

Are you Lucia Alessi?

European Commission

9

H index

9

i10 index

402

Citations

RESEARCH PRODUCTION:

10

Articles

23

Papers

RESEARCH ACTIVITY:

   10 years (2006 - 2016). See details.
   Cites by year: 40
   Journals where Lucia Alessi has often published
   Relations with other researchers
   Recent citing documents: 89.    Total self citations: 12 (2.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal837
   Updated: 2017-07-15    RAS profile: 2017-07-10    
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Relations with other researchers

Works with:

Potter, Simon (3)

Peach, Richard (3)

onorante, luca (3)

Capasso, Marco (2)

Detken, Carsten (2)

Bonfim, Diana (2)

Barigozzi, Matteo (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)

Nadal De Simone, Francisco (13)

Lippi, Marco (12)

Hallin, Marc (12)

Forni, Mario (11)

Barigozzi, Matteo (10)

Rodríguez Caballero, Carlos (9)

BORIO, Claudio (9)

Vašíček, Bořek (8)

Gomez-Gonzalez, Jose (8)

Amador Torres, Juan (7)

Cites to:

Reichlin, Lucrezia (64)

Giannone, Domenico (45)

Forni, Mario (40)

Lippi, Marco (37)

Hallin, Marc (24)

Reinhart, Carmen (22)

Kaminsky, Graciela (19)

Watson, Mark (15)

Ng, Serena (15)

Bai, Jushan (14)

Blundell, Richard (13)

Main data

Where Lucia Alessi has published?

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

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank10
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.

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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.

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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.

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

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

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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.

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

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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.

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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.

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

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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.

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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.

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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.

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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.

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

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

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

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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.

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

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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

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

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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.

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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.

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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.

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

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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

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

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

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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2017A financially stressed euro area. (2017). Kappler, Marcus ; Schleer, Frauke . In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:20176.

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Works by Lucia Alessi:

YearTitleTypeCited
2011Non‐Fundamentalness in Structural Econometric Models: A Review In: International Statistical Review.
[Citation analysis]		article14
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]		paper9
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]		paper0
2008A review of nonfundamentalness and identification in structural VAR models In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2008A robust criterion for determining the number of static factors in approximate factor models. In: Working Paper Series.
[Full Text][Citation analysis]		paper11
2008A review of nonfundamentalness and identification in structural VAR models In: Working Paper Series.
[Full Text][Citation analysis]		paper1
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]		paper15
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: 15		article
2014Identifying excessive credit growth and leverage In: Working Paper Series.
[Full Text][Citation analysis]		paper14
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]		article116
2010Improved penalization for determining the number of factors in approximate factor models In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article76
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.
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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.
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2014Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options In: ESRB Occasional Paper Series.
[Full Text][Citation analysis]		paper21
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
2007A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models In: LEM Papers Series.
[Full Text][Citation analysis]		paper3
2007A Review of Nonfundamentalness and Identification in Structural VAR Models In: LEM Papers Series.
[Full Text][Citation analysis]		paper10
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.
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