Lucia Alessi : Citation Profile

European Commission

15

H index

17

i10 index

1446

Citations

RESEARCH PRODUCTION:

17

Articles

30

Papers

RESEARCH ACTIVITY:

   15 years (2006 - 2021). See details.
   Cites by year: 96
   Journals where Lucia Alessi has often published
   Relations with other researchers
   Recent citing documents: 73.    Total self citations: 20 (1.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal837
   Updated: 2025-03-08    RAS profile: 2022-01-21    
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Relations with other researchers

Works with:

Ossola, Elisa (4)

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

Is cited by:

Hallin, Marc (41)

Barigozzi, Matteo (36)

BORIO, Claudio (28)

Lippi, Marco (21)

Drehmann, Mathias (19)

Labondance, Fabien (17)

von Schweinitz, Gregor (17)

Forni, Mario (17)

Peltonen, Tuomas (17)

Sarlin, Peter (16)

Hubert, Paul (16)

Cites to:

Reichlin, Lucrezia (76)

Giannone, Domenico (48)

Forni, Mario (35)

Lippi, Marco (35)

Reinhart, Carmen (29)

Hallin, Marc (22)

Kaminsky, Graciela (22)

BORIO, Claudio (20)

Drehmann, Mathias (17)

Ng, Serena (16)

Mandel, Antoine (16)

Main data

Production by document typepaperarticle20062007200820092010201120122013201420152016201720182019202020210510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20062007200820092010201120122013201420152016201720182019202020210204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20062007200820092010201120122013201420152016201720182019202020210100200300400Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 15Most cited documents12345678910111213141516170200400Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250305101520h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Lucia Alessi has published?

Journals with more than one article published# docs
Journal of Financial Stability2
Structural Change and Economic Dynamics2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
LEM Papers Series / Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy8
Working Paper Series / European Central Bank8
JRC Working Papers in Economics and Finance / Joint Research Centre, European Commission7
Working Papers ECARES / ULB -- Universite Libre de Bruxelles2

Recent works citing Lucia Alessi (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2024Optimization of the Generalized Covariance Estimator in Noncausal Processes. (2023). Jasiak, Joann ; Hecq, Alain ; Cubadda, Gianluca ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2306.14653.

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2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2025Sequential Monte Carlo for Noncausal Processes. (2025). Grassi, Stefano ; Giancaterini, Francesco ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2501.03945.

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2024Was Covid-19 a wake-up call on climate risks? Evidence from the greenium. (2024). Liberati, Danilo ; Marinelli, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_832_24.

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2024.

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2024Calibrating the countercyclical capital buffer using AUROCs. (2024). Bologna, Pierluigi ; Galardo, Maddalena. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12230.

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2024Central bank forecasting: A survey. (2024). Sekkel, Rodrigo ; Binder, Carola. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:342-364.

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2024Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716.

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2024Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India. (2024). Bicchal, Motilal ; Mundra, Sruti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000457.

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2024Optimizing composite early warning indicators. (2024). Dalal, Vihar M ; Jahan-Parvar, Mohammad R ; Paine, Fiona A ; Beltran, Daniel O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400175x.

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2024Ecological design of a production plant. (2024). Hetesi, Zsolt ; Kiss, Viktor. In: Ecological Economics. RePEc:eee:ecolec:v:224:y:2024:i:c:s0921800924001873.

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2025Rising inequality: A material perspective on the Great Recession in the European Union. (2025). Duro, Juan Antonio ; Schaffartzik, Anke. In: Ecological Economics. RePEc:eee:ecolec:v:227:y:2025:i:c:s0921800924003148.

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2024Confidence intervals of treatment effects in panel data models with interactive fixed effects. (2024). Zhou, Qiankun ; Shen, Yan ; Li, Xingyu. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000307.

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2024The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533.

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2024Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy. (2024). Bdowska-Sojka, Barbara ; Kliber, Agata. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005280.

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2024Verified carbon emissions and stock returns in the EU Emissions Trading System. (2024). Galanti, Sébastien ; Benchora, Inessa. In: Energy Policy. RePEc:eee:enepol:v:193:y:2024:i:c:s0301421524002842.

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2024Bank sustainability, climate change initiatives and financial performance: The role of corporate governance. (2024). Saa, Vida Y ; Abedin, Mohammad Zoynul ; Boateng, Frank ; Adu, Douglas A. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003703.

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2024Sustainable investments in volatile times: Nexus of climate change risk, ESG practices, and market volatility. (2024). bagh, tanveer ; Guo, Yongsheng ; Zhu, Xiaoxian ; Naseer, Mirza Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004241.

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2024Credit guarantee, financing structure, and firm ESG performance. (2024). Lu, Xiaojian ; Guo, Xiaomei ; Zhang, Minqiang ; Jiang, Yihuo. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003453.

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2024Exaggerating, distracting, or window-dressing? An empirical study on firm greenwashing recognition. (2024). Yuan, Xueying ; Shang, Lixia ; Xu, Jinhua. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008754.

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2024Isolating defensive corporate ESG effects: Evidence from purely domestic anti-COVID-19 measures. (2024). HU, YANG ; Corbet, Shaen ; Goodell, John W ; Oxley, Les ; Hou, Yang. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000056.

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2024Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal. (2024). Kvedaras, Virmantas ; Battiston, Stefano ; Alessi, Lucia. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000172.

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2024Green-adjusted share prices: A comparison between standard investors and investors with green preferences. (2024). Tunaru, Radu ; Quaye, Enoch. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924000998.

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2024Greenhouse gas emissions and the stability of equity markets. (2024). Wu, Zhenyu ; Jacoby, Gady ; Baig, Ahmed S ; Aharon, David Y. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000180.

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2024Estimating shadow policy rates in a small open economy and the role of foreign factors. (2024). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001730.

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2024Geopolitical turmoil and investor green preference: Evidence from the corporate bond market. (2024). Verdoliva, Vincenzo ; Salerno, Dario ; Meles, Antonio ; Fiorillo, Paolo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624002055.

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2024Early warning models for systemic banking crises: Can political indicators improve prediction?. (2024). Uebelmesser, Silke ; Huynh, Tran. In: European Journal of Political Economy. RePEc:eee:poleco:v:81:y:2024:i:c:s0176268023001283.

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2024Corruption, lending and bank performance. (2024). Molyneux, Philip ; ben Ammar, Mouldi ; Abuzayed, Bana ; Al-Fayoumi, Nedal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:802-830.

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2024.

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2024Quantum Majorization in Market Crash Prediction. (2024). Souto, Luis A ; Montana, Rhet J ; Oosterlee, Cornelis W ; Cirillo, Pasquale. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:12:p:204-:d:1545469.

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2025Does ESG Performance Help Corporate Deleveraging? Based on an Analysis of Excessive Corporate Debt. (2025). Zhang, Lequan ; Liu, Dongjiao ; Zhu, Tao. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:1274-:d:1583907.

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2024.

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2024A reziliencia metamorfózisa. (2024). Kovacs, Oliver. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2180.

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2024Financing the orderly transition to a low carbon economy in the EU: the regulatory framework for the banking channel. (2024). Papathanassiou, Chryssa ; Nieto, Maria J. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:25:y:2024:i:2:d:10.1057_s41261-023-00219-6.

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2024Green risk in Europe. (2023). Ossola, Elisa ; Morana, Claudio ; Cassola, Nuno. In: Working Paper series. RePEc:rim:rimwps:23-14.

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2024Financial dollarization and its effects on inflation and output in Turkey: a machine learning approach. (2024). Özgür, Önder ; Aslan, Murat. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:6:d:10.1007_s11135-024-01911-z.

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2024Modeling Common Bubbles: A Mixed Causal Non-Causal Dynamic Factor Model. (2024). Mingoli, Gabriele. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240072.

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2025New forecasting methods for an old problem: Predicting 147 years of systemic financial crises. (2025). Fritsche, Ulrich ; du Plessis, Emile. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:3-40.

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2024Constructing a composite indicator to assess cyclical systemic risks: An early warning approach. (2024). Koponen, Heidi. In: BoF Economics Review. RePEc:zbw:bofecr:294867.

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Works by Lucia Alessi:

Year  ↓Title  ↓Type  ↓Cited  ↓
2011Non‐Fundamentalness in Structural Econometric Models: A Review In: International Statistical Review.
[Citation analysis]		article43
2009Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors In: Working Papers ECARES.
[Full Text][Citation analysis]		paper17
2009A Robust Criterion for Determining the Number of Factors in Approximate Factor Models In: Working Papers ECARES.
[Full Text][Citation analysis]		paper13
2021Travelling down the green brick road: a status quo assessment of the EU taxonomy In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article2
2009Global liquidity as an early warning indicator for asset price boom/bust cycles In: Research Bulletin.
[Full Text][Citation analysis]		article115
2008A robust criterion for determining the number of static factors in approximate factor models. In: Working Paper Series.
[Full Text][Citation analysis]		paper24
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 nother version. Agregated cites: 24		paper
2008A review of nonfundamentalness and identification in structural VAR models In: Working Paper Series.
[Full Text][Citation analysis]		paper15
2007A Review of Nonfundamentalness and Identification in Structural VAR Models.(2007) In: LEM Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		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]		paper153
2009The distribution of households consumption-expenditure budget shares In: Working Paper Series.
[Full Text][Citation analysis]		paper9
2012The distribution of household consumption-expenditure budget shares.(2012) In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2009Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors 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 In: Working Paper Series.
[Full Text][Citation analysis]		paper83
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 nother version. Agregated cites: 83		article
2014Identifying excessive credit growth and leverage In: Working Paper Series.
[Full Text][Citation analysis]		paper159
2014Identifying Excessive Credit Growth and Leverage.(2014) In: Financial Stability Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 159		article
2018Identifying excessive credit growth and leverage.(2018) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 159		article
2016The response of asset prices to monetary policy shocks: stronger than thought In: Working Paper Series.
[Full Text][Citation analysis]		paper31
2019The response of asset prices to monetary policy shocks: Stronger than thought.(2019) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		article
2014On policymakers’ loss functions and the evaluation of early warning systems: Comment In: Economics Letters.
[Full Text][Citation analysis]		article7
2021What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures In: Journal of Financial Stability.
[Full Text][Citation analysis]		article64
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]		article285
2010Improved penalization for determining the number of factors in approximate factor models In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article207
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 nother version. Agregated cites: 0		paper
2018The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? In: JRC Research Reports.
[Full Text][Citation analysis]		paper7
2017The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper3
2019Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper2
2020The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper5
2020The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2019What drives bank coverage ratios: Evidence from the euro area In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper0
2021Over with carbon? Investors reaction to the Paris Agreement and the US withdrawal In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper5
2021When do investors go green? Evidence from a time-varying asset-pricing model In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper1
2021Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper4
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]		paper31
2010On the distributional properties of household consumption expenditures: the case of Italy In: Empirical Economics.
[Full Text][Citation analysis]		article12
2007On the distributional properties of household consumption expenditures. The case of Italy..(2007) In: LEM Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2020The Resilience of EU Member States to the Financial and Economic Crisis In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]		article9
2014Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options In: ESRB Occasional Paper Series.
[Full Text][Citation analysis]		paper99
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]		paper5
2009ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS.(2009) In: Advances in Complex Systems (ACS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2014Rejoinder In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0

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