Lucia Alessi : Citation Profile

Are you Lucia Alessi?

European Commission

14

H index

16

i10 index

1363

Citations

RESEARCH PRODUCTION:

16

Articles

30

Papers

RESEARCH ACTIVITY:

   15 years (2006 - 2021). See details.
   Cites by year: 90
   Journals where Lucia Alessi has often published
   Relations with other researchers
   Recent citing documents: 114.    Total self citations: 20 (1.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal837
   Updated: 2024-11-04    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 (39)

Barigozzi, Matteo (36)

BORIO, Claudio (28)

Lippi, Marco (19)

Drehmann, Mathias (19)

von Schweinitz, Gregor (17)

Peltonen, Tuomas (17)

Nadal De Simone, Francisco (16)

Sarlin, Peter (16)

Labondance, Fabien (16)

Forni, Mario (15)

Cites to:

Reichlin, Lucrezia (76)

Giannone, Domenico (48)

Forni, Mario (35)

Lippi, Marco (35)

Reinhart, Carmen (29)

Kaminsky, Graciela (22)

Hallin, Marc (22)

BORIO, Claudio (19)

Drehmann, Mathias (17)

Mandel, Antoine (16)

Ng, Serena (16)

Main data

Where Lucia Alessi has published?

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

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
Working Papers / Joint Research Centre, European Commission7
Working Papers ECARES / ULB -- Universite Libre de Bruxelles2

Recent works citing Lucia Alessi (2024 and 2023)

YearTitle of citing document
2023Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720.

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2023Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887.

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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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2023Bayesian Optimization of ESG Financial Investments. (2023). Vaca, Maria Coronado ; Piris, Gabriel Gonz'Alez ; Garrido-Merch, Eduardo C. In: Papers. RePEc:arx:papers:2303.01485.

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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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2023A systematic review of early warning systems in finance. (2023). Ramtinnia, Shahin ; Eyvazloo, Reza ; Namaki, Ali. In: Papers. RePEc:arx:papers:2310.00490.

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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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2023Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18.

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2023Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ferreiro, Javier Ojea ; Reboredo, Juan C. In: Staff Working Papers. RePEc:bca:bocawp:23-38.

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2023Marco de análisis sistémico del impacto de los riesgos económicos y financieros. (2023). Lavin, Nadia ; Hurtado, Samuel ; Gonzalez, Carlos ; Garcia, Alberto ; Galvez, Julio ; Bru, Maria ; Galan, Jorge E ; Montes, Carlos Perez ; Roibas, Irene ; Asenjo, Eduardo Perez. In: Occasional Papers. RePEc:bde:opaper:2311.

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2023.

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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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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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2023Towards Better Banking Crisis Prediction: Could an Automatic Variable Selection Process Improve the Performance?. (2023). Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:288-312.

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2023What kind of region reaps the benefits of a currency union?. (2023). Cerqua, Augusto ; Pellegrini, Guido ; di Stefano, Roberta. In: Journal of Regional Science. RePEc:bla:jregsc:v:63:y:2023:i:3:p:552-582.

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2023Every crisis does matter: Comparing the databases of financial crisis events. (2023). Širaňová, Mária ; Zelenak, Karol ; Siranova, Maria. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:652-686.

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2023Measuring Transition Risk in Investment Funds. (2023). Crisostomo, Ricardo. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_81en.

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2023The pricing of climate transition risk in Europe’s equity market. (2023). van Wijnbergen, Sweder ; Luijendijk, Rianne ; Loyson, Philippe. In: Working Papers. RePEc:dnb:dnbwpp:788.

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2024On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting. (2019). Hallin, Marc ; Valls, Pedro L ; Hotta, Luis K ; Trucios-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/298201.

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2023Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359.

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2023Medium-term growth-at-risk in the euro area. (2023). Greiwe, Moritz ; Rusnak, Marek ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232808.

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2023Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Lund-Thomsen, Frederik ; Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232833.

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2023Modeling an early warning system for household debt risk in Korea: A simple deep learning approach. (2023). Park, Sung Y. ; Kwon, Yujin. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001300.

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2023A flexible estimation of sectoral portfolio exposure to climate transition risks in the European stock market. (2023). Zanin, Luca. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000382.

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2023How to foresee crises? A new synthetic index of vulnerabilities for emerging economies. (2023). Molina, Luis ; Alonso-Alvarez, Irma. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001165.

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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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2023Does climate legislation matter for bank lending? Evidence from MENA countries. (2023). Ghosh, Saibal. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s0921800923001866.

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2023Canonical correlation-based model selection for the multilevel factors. (2023). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:22-44.

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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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2023Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach. (2023). Trucíos, Carlos ; Hallin, Marc ; Trucios, Carlos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:1-15.

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2023Credit behavior and financial stability in an emerging economy. (2023). Costa, Agata ; de Moraes, Claudio Oliveira. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000619.

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2023Old age takes its toll: Long-run projections of health-related public expenditure in Luxembourg. (2023). Giordana, Gastón ; Pi, Maria Noel. In: Economics & Human Biology. RePEc:eee:ehbiol:v:50:y:2023:i:c:s1570677x23000436.

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2023How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study. (2023). Esparcia, Carlos ; Diaz, Antonio ; Alonso, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006722.

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2023Optimization of large portfolio allocation for new-energy stocks: Evidence from China. (2023). Jiang, Hui ; Huang, Lei ; Wu, Yunlin. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223028505.

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2023In search of climate distress risk. (2023). Kuruppuarachchi, Duminda ; Diaz-Rainey, Ivan ; Nguyen, Quyen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003945.

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2023Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x.

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2023Heterogeneous effects of macroprudential policies on firm leverage and value. (2023). Suh, Hyunduk ; Yang, Jin Young. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000704.

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2023Environmental engagement and stock price crash risk: Evidence from the European banking industry. (2023). Santilli, Gianluca ; Ricci, Ornella ; Fiordelisi, Franco. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002053.

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2023Bank ownership structures and sustainable banking initiatives: The moderating effect of governance mechanism. (2023). Hasan, Mudassar ; Abedin, Mohammad Zoynul ; Adu, Douglas A. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002521.

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2023Corporate social irresponsibility: The relationship between ESG misconduct and the cost of equity. (2023). Becchetti, Leonardo ; Rossolini, Monica ; Ielasi, Federica ; Cucinelli, Doriana. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003496.

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2023When do investors go green? Evidence from a time-varying asset-pricing model. (2023). Panzica, Roberto ; Ossola, Elisa ; Alessi, Lucia. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004143.

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2023On the efficient synthesis of short financial time series: A Dynamic Factor Model approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000521.

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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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2023Forecasting Stock Market Crashes via Machine Learning. (2023). Otto, Tizian ; Drobetz, Wolfgang ; Dichtl, Hubert. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308922001206.

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2023Unobserved components model estimates of credit cycles: Tests and predictions. (2023). Hessler, Andrew. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000207.

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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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2023Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach. (2023). Bluwstein, Kristina ; Buckmann, Marcus ; Imek, Ozgur ; Kapadia, Sujit ; Joseph, Andreas. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623000594.

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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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2023Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

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2023On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic. (2023). Smajlbegovic, Esad ; Jank, Stephan ; Greppmair, Stefan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622002321.

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2023The more the merrier? Evidence on the value of multiple requirements in bank regulation. (2023). Rismanchi, Katie ; Kapadia, Sujit ; Gimpelewicz, Mariana ; Marquez, Paula Gallego ; Buckmann, Marcus. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426622003338.

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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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2023Incorporating financial development indicators into early warning systems. (2023). Ponomarenko, Alexey ; Tatarintsev, Stas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000445.

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2023Interest rates and systemic risk:Evidence from the Vietnamese economy. (2023). Thuy, Linh Thi ; Xuan, Huong Thi ; Thanh, Hoai Thi. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000063.

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2023Does machine learning help private sectors to alarm crises? Evidence from China’s currency market. (2023). Zong, LU ; Wang, Peiwan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437123000250.

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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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2023The effects of countercyclical leverage buffers on macroeconomic and financial stability. (2023). Pozo, Jorge. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:194-217.

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2023What drives the cross-border spillover of climate transition risks? Evidence from global stock markets. (2023). Shing, Wilson Tsz ; Tang, Gabriel Shui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:432-447.

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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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2023Business model contributions to bank profit performance: A machine learning approach. (2023). Lozano-Vivas, Ana ; Duran, Miguel ; Bolivar, Fernando. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002562.

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2023A snapshot of Central Bank (two year) forecasting: a mixed picture. (2023). Pradhan, Manoj ; Goodhart, C. A. E., . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118680.

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2023Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan C. In: Working Papers. RePEc:fem:femwpa:2023.04.

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2023Identifying Financial Crises Using Machine Learning on Textual Data. (2023). Sicilian, Martin ; Lee, Seung Jung ; Kitschelt, Isabel ; Dehaven, Matthew ; Chen, Mary. In: International Finance Discussion Papers. RePEc:fip:fedgif:1374.

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2023Corporate Sustainable Growth, Carbon Performance, and Voluntary Carbon Information Disclosure: New Panel Data Evidence for Chinese Listed Companies. (2023). Guo, Yiwei ; Shen, Jianfei ; Dan, Erli. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:4612-:d:1087895.

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2023An Empirical Approach to Integrating Climate Reputational Risk in Long-Term Scenario Analysis. (2023). Guastella, Gianni ; Schiavoni, Caterina ; Pareglio, Stefano. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5886-:d:1109792.

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2023Asset Structure, Asset Utilization Efficiency, and Carbon Emission Performance: Evidence from Panel Data of China’s Low-Carbon Industry. (2023). Chen, Feiyu ; Zhang, Ludan ; Liu, Peng ; Zheng, Xinyuan ; Shen, Jianfei ; Dan, Erli. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:6264-:d:1116898.

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2023How Do Regulators Set the Countercyclical Capital Buffer?. (2023). Keller, Jochen ; Herz, Bernhard. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:3:a:3.

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2023Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:1:p:1-39.

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2023Leading indicators of financial stress in Croatia: a regime switching approach. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:2:p:0-0.

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2023Dating Currency Crisis and Assessing the Determinants Based on Meta Fuzzy Index Functions. (2023). Gök, Adem ; Tak, Nihat ; Gok, Adem. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:3:d:10.1007_s10614-022-10243-9.

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2023The role of direct financing on regional green development: inhibition or promotion?. (2023). Wu, Haitao ; Qiu, Wei ; Li, Yinghua. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:5:d:10.1007_s10644-023-09546-0.

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2023Hospital cost efficiency: an examination of US acute care inpatient hospitals. (2023). Linde, Sebastian. In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:23:y:2023:i:3:d:10.1007_s10754-023-09356-x.

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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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2023THE EXPANSIONARY EFFECTS OF HOUSING CREDIT SUPPLY SHOCKS. (2023). Motta, Giorgio ; Miescu, Mirela Sorina ; Rossi, Raffaele ; Pontiggia, Dario. In: Working Papers. RePEc:lan:wpaper:399832231.

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2023Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps. (2023). Ojea-Ferreiro, Javier ; Reboredo, Juan C. In: Working Papers. RePEc:mib:wpaper:509.

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2023Green risk in Europe. (2023). Ossola, Elisa ; Morana, Claudio ; Cassola, Nuno. In: Working Papers. RePEc:mib:wpaper:526.

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2023Portfolio benefits of taxonomy orientated and renewable European electric utilities. (2023). Klein, Christian ; Cauthorn, Thomas ; Zwergel, Bernhard ; Remme, Leonard. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:7:d:10.1057_s41260-023-00325-0.

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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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2023Fiscal Policy and Asset Prices in a Dynamic Factor Model with Cointegrated Factors. (2023). Takumah, Wisdom. In: MPRA Paper. RePEc:pra:mprapa:117897.

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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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2023Impact of COVID-19 on household consumption in Russia. (2023). Demidova, Olga ; Voytenkov, Valentin. In: Applied Econometrics. RePEc:ris:apltrx:0486.

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2023European Union Cohesion Policy: Socio-Economic Vulnerability of the Regions and the COVID-19 Shock. (2023). Jimenez-Fernandez, Eduardo ; Sanchez, Angeles. In: Applied Research in Quality of Life. RePEc:spr:ariqol:v:18:y:2023:i:1:d:10.1007_s11482-022-10116-1.

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2023Economic forecasting in a pandemic: some evidence from Singapore. (2023). Choy, Keen Meng ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02311-8.

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

Works by Lucia Alessi:

YearTitleTypeCited
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]		paper12
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.
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2008A robust criterion for determining the number of static factors in approximate factor models. In: Working Paper Series.
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2007A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models.(2007) In: LEM Papers Series.
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2008A review of nonfundamentalness and identification in structural VAR models In: Working Paper Series.
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2007A Review of Nonfundamentalness and Identification in Structural VAR Models.(2007) In: LEM Papers Series.
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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.
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2009The distribution of households consumption-expenditure budget shares In: Working Paper Series.
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2012The distribution of household consumption-expenditure budget shares.(2012) In: Structural Change and Economic Dynamics.
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2009Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors In: Working Paper Series.
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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.
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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.
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2014Identifying excessive credit growth and leverage In: Working Paper Series.
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2014Identifying Excessive Credit Growth and Leverage.(2014) In: Financial Stability Review.
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2018Identifying excessive credit growth and leverage.(2018) In: Journal of Financial Stability.
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This paper has nother version. Agregated cites: 153		article
2016The response of asset prices to monetary policy shocks: stronger than thought In: Working Paper Series.
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2019The response of asset prices to monetary policy shocks: Stronger than thought.(2019) In: Journal of Applied Econometrics.
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2014On policymakers’ loss functions and the evaluation of early warning systems: Comment In: Economics Letters.
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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]		article48
2011Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity In: European Journal of Political Economy.
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2010Improved penalization for determining the number of factors in approximate factor models In: Statistics & Probability Letters.
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2013The common component of firm growth In: Structural Change and Economic Dynamics.
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2008The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households In: Papers on Economics and Evolution.
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2008The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households.(2008) In: LEM Papers Series.
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2018The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? In: JRC Research Reports.
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2017The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL In: Working Papers.
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2019Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data In: Working Papers.
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2020The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices In: Working Papers.
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2020The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices.(2020) In: Working Papers.
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2019What drives bank coverage ratios: Evidence from the euro area In: Working Papers.
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2021Over with carbon? Investors reaction to the Paris Agreement and the US withdrawal In: Working Papers.
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2021Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios In: Working Papers.
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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.
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2010On the distributional properties of household consumption expenditures: the case of Italy In: Empirical Economics.
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2007On the distributional properties of household consumption expenditures. The case of Italy..(2007) In: LEM Papers Series.
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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.
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2014Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options In: ESRB Occasional Paper Series.
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2006Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction In: LEM Papers Series.
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2006Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series In: LEM Papers Series.
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2006A Dynamic Factor Analysis of Business Cycle on Firm-Level Data In: LEM Papers Series.
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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.
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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).
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2014Rejoinder In: Journal of Business & Economic Statistics.
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