Lucia Alessi : Citation Profile

Are you Lucia Alessi?

European Commission

15

H index

17

i10 index

1340

Citations

RESEARCH PRODUCTION:

17

Articles

30

Papers

RESEARCH ACTIVITY:

   15 years (2006 - 2021). See details.
   Cites by year: 89
   Journals where Lucia Alessi has often published
   Relations with other researchers
   Recent citing documents: 139.    Total self citations: 20 (1.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal837
   Updated: 2023-11-04    RAS profile: 2022-01-21    
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Relations with other researchers

Works with:

Ossola, Elisa (4)

Benczur, Peter (2)

Manca, Anna Rita (2)

Cariboni, Jessica (2)

Campolongo, Francesca (2)

Menyhert, Balint (2)

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 (36)

Barigozzi, Matteo (33)

BORIO, Claudio (28)

Lippi, Marco (21)

Drehmann, Mathias (19)

Peltonen, Tuomas (17)

Forni, Mario (17)

von Schweinitz, Gregor (17)

Sarlin, Peter (16)

Labondance, Fabien (16)

Hubert, Paul (15)

Cites to:

Reichlin, Lucrezia (76)

Giannone, Domenico (48)

Lippi, Marco (35)

Forni, Mario (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 Business & Economic Statistics2
Journal of Financial Stability2
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 (2023 and 2022)

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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2022Rank Determination in Tensor Factor Model. (2022). Zhang, Cun-Hui ; Chen, Rong. In: Papers. RePEc:arx:papers:2011.07131.

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2022Inference in mixed causal and noncausal models with generalized Students t-distributions. (2020). Hecq, Alain ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2012.01888.

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2022Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149.

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2022Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization. (2022). Funovits, Bernd ; Koistinen, Juho. In: Papers. RePEc:arx:papers:2202.00310.

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2022Confidence Intervals of Treatment Effects in Panel Data Models with Interactive Fixed Effects. (2022). Li, Xingyu ; Zhou, Qiankun ; Shen, Yan. In: Papers. RePEc:arx:papers:2202.12078.

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2022A Network Approach to Consumption. (2022). Mayerhoffer, Daniel M ; Schulz, Jan. In: Papers. RePEc:arx:papers:2203.14259.

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2022Forecasting euro area inflation using a huge panel of survey expectations. (2022). Pfarrhofer, Michael ; onorante, luca ; Huber, Florian. In: Papers. RePEc:arx:papers:2207.12225.

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2023Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2022Measuring Transition Risk in Investment Funds. (2022). Crisostomo, Ricardo . In: Papers. RePEc:arx:papers:2210.15329.

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2023Quantile Autoregression-based Non-causality Testing. (2023). Jin, Weifeng. In: Papers. RePEc:arx:papers:2301.02937.

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

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2023Optimization 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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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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2022Old age takes its toll: long-run projections of health-related public expenditure in Luxembourg. (2022). Pi, Maria Noel ; Giordana, Gaston A. In: BCL working papers. RePEc:bcl:bclwop:bclwp158.

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2022Using household-level data to guide borrower-based macro-prudential policy. (2022). Ziegelmeyer, Michael ; Giordana, Gaston. In: BCL working papers. RePEc:bcl:bclwop:bclwp161.

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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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2022The role of a green factor in stock prices. When Fama & French go green. (2022). Gonzalez, Clara I ; Gimeno, Ricardo. In: Working Papers. RePEc:bde:wpaper:2207.

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2022Calibrating the countercyclical capital buffer for Italy. (2022). Galardo, Maddalena ; Bologna, Pierluigi. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_679_22.

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2022Pricing of climate risks in financial markets: a summary of the literature. (2022). Verhoeven, Niek ; Merten, Floortje ; Eren, Egemen. In: BIS Papers. RePEc:bis:bisbps:130.

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2022When uncertainty decouples expected and unexpected losses. (2022). Juselius, John ; Tarashev, Nikola. In: BIS Working Papers. RePEc:bis:biswps:995.

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2022Measuring the Debt Service Ratio in Russia: A Micro-Level Data Approach. (2022). Burova, Anna. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:3:p:72-88.

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2022Debt Service: Evidence Based on Consolidated Statements of Russian Companies. (2022). Burova, Anna ; Koshelev, Denis ; Makhankova, Natalia. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps103.

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2022Executive compensation, environmental performance, and sustainable banking: The moderating effect of governance mechanisms. (2022). Sitthipongpanich, Thitima ; Alnajjar, Basil ; Adu, Douglas A. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:4:p:1439-1463.

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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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2022Financial Cycles in Euro Area Economies: A Cross?Country Perspective Using Wavelet Analysis. (2022). Mandler, Martin ; Scharnagl, Michael. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:569-593.

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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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2022Why they keep missing: An empirical investigation of sovereign bond ratings and their timing. (2022). von Schweinitz, Gregor ; El-Shagi, Makram ; el Shagi, Makram ; Elshagi, Makram. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:186-224.

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2022Measuring Capital at Risk in the UK banking sector: a microstructural network approach. (2022). Brookes, James ; Covi, Giovanni ; Raja, Charumathi. In: Bank of England working papers. RePEc:boe:boeewp:0983.

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2022When uncertainty decouples expected and unexpected losses. (2022). Tarashev, Nikola ; Juselius, Mikael. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_004.

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2022Financial cycle ? A critical analysis of the methodology for its identification. (2021). Kurowski, Ukasz. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:3:p:99-116.

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2022Adaptive Early Warning Systems: An Axiomatic Approach. (2022). , Diptes. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:11:y:2022:i:2:p:145-164.

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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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2022Latent fragility: conditioning banks joint probability of default on the financial cycle. (2022). Segoviano, Miguel ; Schuler, Yves S ; Hiebert, Paul ; Bochmann, Paul. In: Working Paper Series. RePEc:ecb:ecbwps:20222698.

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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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2022Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach. (2022). Wichitaksorn, Nuttanan. In: Journal of Asian Economics. RePEc:eee:asieco:v:78:y:2022:i:c:s1049007821001494.

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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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2022Do green bonds de-risk investment in low-carbon stocks?. (2022). Reboredo, Juan ; Ojea-Ferreiro, Javier ; Ugolini, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000116.

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2022Can monetary policy lean against housing bubbles?. (2022). GUPTA, RANGAN ; Caraiani, Petre ; André, Christophe ; Clin, Adrian Cantemir ; Andre, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000475.

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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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2022A wavelet method for panel models with jump discontinuities in the parameters. (2022). Sickles, R C ; Gualtieri, J ; Mensinger, T ; Liebl, D ; Kneip, A ; Bada, O. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:2:p:399-422.

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2022Factor models with local factors — Determining the number of relevant factors. (2022). Freyaldenhoven, Simon. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:80-102.

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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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2022Cyclicality of bank credit growth: Conventional vs Islamic banks in the GCC. (2022). Al-Shboul, Mohammad ; Mallek, Ray Saadaoui ; Hanifa, Abu ; Albaity, Mohamed. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:1:s0939362521000327.

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2022Multinomial modeling methods: Predicting four decades of international banking crises. (2022). du Plessis, Emile. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000413.

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2022Early warning system for risk of external liquidity shock in BRICS countries. (2022). Yu, Xiao ; Cottrell, Simon ; Delpachitra, Sarath ; Wang, Hao. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000868.

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2022Do energy efficiency improvements reduce energy use? Empirical evidence on the economy-wide rebound effect in Europe and the United States. (2022). Stern, David ; Moneta, Alessio ; Bruns, Stephan ; Berner, Anne. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s014098832200113x.

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2022Global oil price uncertainty and excessive corporate debt in China. (2022). Yan, Cheng ; Jin, Chenglu ; Qin, Jianing ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005072.

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2022Climate transition risk, profitability and stock prices. (2022). Ugolini, Andrea ; Reboredo, Juan C. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002289.

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2022Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios. (2022). Battiston, Stefano ; Alessi, Lucia. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002708.

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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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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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2022Early warning systems using dynamic factor models: An application to Asian economies. (2022). Villafuerte, James ; Truck, Stefan ; Sheen, Jeffrey ; Truong, Chi. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921000450.

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2022Media, reputational risk, and bank loan contracting. (2022). Manfredonia, Stefano ; Becchetti, Leonardo. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000183.

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2022Systemic risk measures and regulatory challenges. (2022). Brzeszczyski, Janusz ; Sharma, Satish ; Ellis, Scott. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194.

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2022Bank capital and economic activity. (2022). Turk-Ariss, Rima ; Klein, Paul-Olivier. In: Journal of Financial Stability. RePEc:eee:finsta:v:62:y:2022:i:c:s1572308922000894.

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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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2022Economic sentiments and international risk sharing. (2022). Clancy, Daragh ; Ricci, Lorenzo. In: International Economics. RePEc:eee:inteco:v:169:y:2022:i:c:p:208-229.

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2022Mind the Basel gap. (2022). Lof, Matthijs ; Jylha, Petri. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000841.

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2022International political uncertainty and climate risk in the stock market. (2022). Lin, Meimei ; Huang, Qiping ; Fu, Chengbo ; Gong, XU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s104244312200155x.

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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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2022Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress. (2022). Duprey, Thibaut ; Klaus, Benjamin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426621001552.

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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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2022Do expert experience and characteristics affect inflation forecasts?. (2022). Saadon, Yossi ; El-Shagi, Makram ; Benchimol, Jonathan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:201:y:2022:i:c:p:205-226.

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2022Uncertainty shocks and systemic-risk indicators. (2022). Roth, Markus ; Hristov, Nikolay. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002242.

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2022A machine learning approach to rank the determinants of banking crises over time and across countries. (2022). Giarda, Elena ; Forni, Lorenzo ; Catalano, Michele ; Casabianca, Elizabeth Jane ; Passeri, Simone. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001425.

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2022Government spending news and surprise shocks: It’s the timing and persistence. (2022). Kim, So Young ; Kang, Ji Hye. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:73:y:2022:i:c:s016407042200043x.

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2022Classification of monetary and fiscal dominance regimes using machine learning techniques. (2022). Hollmayr, Josef ; Hinterlang, Natascha. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:74:y:2022:i:c:s0164070422000623.

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2022Financial cycles across G7 economies: A view from wavelet analysis. (2022). Mandler, Martin ; Scharnagl, Michael. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000378.

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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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2022Why have credit variables taken centre stage in predicting systemic banking crises?. (2022). Alam, Nafis ; Audit, Dooneshsingh. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:1:s2666143822000023.

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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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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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2022Measuring financial cycles: Empirical evidence for Germany, United Kingdom and United States of America. (2022). , Joo ; Dias, Jose Carlos ; Dutra, Tiago Mota. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:599-630.

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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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2022Disentangling the sources of sovereign rating adjustments: An examination of changes in rating policies following the GFC. (2022). Muoz, Carlos Salvador ; Cuadros-Solas, Pedro Jesus. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001562.

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2022The mediating role of competition on deposit insurance and the risk-taking of banks in ASEAN countries. (2022). Sok-Gee, Chan ; Isa, Che Ruhana ; Pervin, Sajeda ; Hassan, Kabir M ; Hanifa, Abu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001720.

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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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2022The Italian nominal interest rate conundrum: A problem of growth or public finance?. (2022). Carnazza, Giovanni ; Caravaggio, Nicola. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:62:y:2022:i:c:p:313-326.

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2022Greening capital requirements. (2022). Nikolaidi, Maria ; van Lerven, Frank ; Dafermos, Yannis. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:116946.

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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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2022Climate Change and Financial Policy: A Literature Review. (2022). Dennis, Benjamin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-48.

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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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2022Algorithmic Modelling of Financial Conditions for Macro Predictive Purposes: Pilot Application to USA Data. (2022). van Huellen, Sophie ; Qin, Duo ; Moraitis, Thanos ; Wang, Qing Chao. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:22-:d:797393.

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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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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]		article41
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]		article1
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.
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This paper has another 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 another 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]		paper7
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: 7		article
2009Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors In: Working Paper Series.
[Full Text][Citation analysis]		paper17
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]		paper78
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: 78		article
2014Identifying excessive credit growth and leverage In: Working Paper Series.
[Full Text][Citation analysis]		paper137
2014Identifying Excessive Credit Growth and Leverage.(2014) In: Financial Stability Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 137		article
2018Identifying excessive credit growth and leverage.(2018) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 137		article
2016The response of asset prices to monetary policy shocks: stronger than thought In: Working Paper Series.
[Full Text][Citation analysis]		paper26
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 another version. Agregated cites: 26		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]		article30
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]		article275
2010Improved penalization for determining the number of factors in approximate factor models In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article199
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
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]		paper5
2017The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL In: Working Papers.
[Full Text][Citation analysis]		paper3
2019Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data In: Working Papers.
[Full Text][Citation analysis]		paper2
2020The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices In: Working Papers.
[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 another version. Agregated cites: 5		paper
2019What drives bank coverage ratios: Evidence from the euro area In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Over with carbon? Investors reaction to the Paris Agreement and the US withdrawal In: Working Papers.
[Full Text][Citation analysis]		paper3
2021When do investors go green? Evidence from a time-varying asset-pricing model In: Working Papers.
[Full Text][Citation analysis]		paper1
2021Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios In: Working Papers.
[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]		paper28
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 another 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]		article6
2014Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options In: ESRB Occasional Paper Series.
[Full Text][Citation analysis]		paper96
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]		paper4
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 another version. Agregated cites: 4		article
2014Rejoinder In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0

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