10
H index
11
i10 index
639
Citations
Andrea Silvestrini : Citation Profile
Banca d'Italia | RESEARCH PRODUCTION: 27 Articles 39 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2004 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Andrea Silvestrini. | Is cited by:
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Main data
Where Andrea Silvestrini has published?
Recent works citing Andrea Silvestrini (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Unconventionally green. (2024). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1453_24. Full description at Econpapers || Download paper |
| 2024 | Marketization and corporate cash holdings: Role of financial constraint alleviation. (2024). Wang, Dingding ; Zhou, Han ; Lei, Lin. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:4:p:743-771. Full description at Econpapers || Download paper |
| 2024 | Unconventional green. (2024). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s092911992400018x. Full description at Econpapers || Download paper |
| 2024 | Analyzing market power of the agricultural industry in Asia. (2024). Fernandez-Vazquez, Esteban ; del Valle, Adrian Rodriguez. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:652-669. Full description at Econpapers || Download paper |
| 2024 | Time aggregation of mixed causal–noncausal models. (2024). Telg, Sean. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524005032. Full description at Econpapers || Download paper |
| 2024 | The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436. Full description at Econpapers || Download paper |
| 2024 | Forecast reconciliation: A review. (2024). Panagiotelis, Anastasios ; Kourentzes, Nikolaos ; Hyndman, Rob J ; Athanasopoulos, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:430-456. Full description at Econpapers || Download paper |
| 2024 | Optimal hierarchical EWMA forecasting. (2024). Pelagatti, Matteo ; Sbrana, Giacomo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:616-625. Full description at Econpapers || Download paper |
| 2024 | Central bank liquidity facilities and market making. (2024). Walton, Adrian ; Cimon, David A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000724. Full description at Econpapers || Download paper |
| 2024 | Exchange rate and corporate investment: Heterogeneous effects via the global value chain networks. (2024). Huang, Wendi ; Zhang, Weikang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001463. Full description at Econpapers || Download paper |
| 2024 | A greater crisis? Investigating MSA-level housing markets during the COVID-19 pandemic. (2024). Huang, Meichi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002575. Full description at Econpapers || Download paper |
| 2025 | Interconnectedness and return spillover among APEC currency exchange rates: A time-frequency analysis. (2025). Pandey, Dharen ; Kakran, Shubham ; Bajaj, Parminder Kaur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003659. Full description at Econpapers || Download paper |
| 2024 | Key Drivers of European Agriculture: Output, Income, and Stocks in Focus. (2024). Rys-Jurek, Roma. In: European Research Studies Journal. RePEc:ers:journl:v:xxvii:y:2024:i:4:p:228-247. Full description at Econpapers || Download paper |
| 2024 | Spatial and Temporal Evolution of the Coupling of Industrial Agglomeration and Carbon Emission Efficiency—Evidence from China’s Animal Husbandry Industry. (2024). Zeng, Qingmei ; Wang, Fuzeng ; Fan, Bin. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:23:p:10291-:d:1528478. Full description at Econpapers || Download paper |
| 2025 | Green Growth in Agriculture: Long-Term Evidence from European Union Countries. (2025). Lauraitien, Lina ; Vitunskien, Vlada. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:1011-:d:1577692. Full description at Econpapers || Download paper |
| 2025 | Changes in Farm Production in the Context of Overinvestment: A Case Study from Poland. (2025). Kurzawa, Izabela ; Sadowski, Arkadiusz ; Zmylona, Jagoda. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:1288-:d:1584137. Full description at Econpapers || Download paper |
| 2024 | Convergence in gender inequality and gender development: a panel data evidence. (2024). Trofimov, Ivan D. In: Indian Economic Review. RePEc:spr:inecre:v:59:y:2024:i:2:d:10.1007_s41775-024-00236-w. Full description at Econpapers || Download paper |
| 2024 | Don€™t Ruin the Surprise: Temporal Aggregation Bias in Structural Innovations. (2024). Snudden, Stephen. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0149. Full description at Econpapers || Download paper |
Works by Andrea Silvestrini:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Measuring core inflation in Italy comparing aggregate vs. disaggregate price data. In: Cliometrica, Journal of Historical Economics and Econometric History. [Full Text][Citation analysis] | article | 0 |
| 2014 | The Italian financial cycle: 1861-2011 In: Cliometrica, Journal of Historical Economics and Econometric History. [Full Text][Citation analysis] | article | 15 |
| 2013 | The Italian financial cycle: 1861-2011.(2013) In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2010 | The Effects of Financial and Real Wealth on Consumption: New Evidence from OECD Countries In: Mo.Fi.R. Working Papers. [Full Text][Citation analysis] | paper | 35 |
| 2011 | The effects of financial and real wealth on consumption: new evidence from OECD countries.(2011) In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
| 2012 | The effects of financial and real wealth on consumption: new evidence from OECD countries.(2012) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | article | |
| 2015 | Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 10 |
| 2016 | Investment and investment financing in Italy: some evidence at the macro level In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 1 |
| 2017 | Real and financial cycles: estimates using unobserved component models for the Italian economy In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 11 |
| 2019 | Real and financial cycles: estimates using unobserved component models for the Italian economy.(2019) In: Statistical Methods & Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2009 | Seasonal adjustment of bank deposits and loans In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 0 |
| 2021 | Forecasting corporate capital accumulation in Italy: the role of survey-based information In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 1 |
| 2023 | Gross bond issuance by Italian banks: key trends in times of crisis and unconventional monetary policy In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 0 |
| 2015 | Short term inflation forecasting: the M.E.T.A. approach In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 5 |
| 2017 | Short-term inflation forecasting: The M.E.T.A. approach.(2017) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2017 | Investment decisions by European firms and financing constraints In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 2 |
| 2018 | Firms’ and households’ investment in Italy: the role of credit constraints and other macro factors In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 10 |
| 2019 | The macro determinants of firms and households investment: Evidence from Italy.(2019) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2019 | A regression discontinuity design for categorical ordered running variables with an application to central bank purchases of corporate bonds In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 5 |
| 2020 | Effects of eligibility for central bank purchases on corporate bond spreads In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 5 |
| 2020 | Effects of eligibility for central bank purchases on corporate bond spreads.(2020) In: BIS Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2022 | Nowcasting the state of the Italian economy: the role of financial markets In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 0 |
| 2023 | Nowcasting the state of the Italian economy: The role of financial markets.(2023) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2024 | Nowcasting Italian GDP growth: a Factor MIDAS approach In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 0 |
| 2024 | The structural Theta method and its predictive performance in the M4-Competition In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 0 |
| 2008 | Temporal aggregation of univariate and multivariate time series models: A survey In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 78 |
| 2008 | TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY.(2008) In: Journal of Economic Surveys. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | article | |
| 2009 | Temporal aggregation of univariate and multivariate time series models: A survey.(2009) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
| 2008 | Temporal aggregation of univariate and multivariate time series models: a survey.(2008) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
| 2013 | Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 8 |
| 2013 | Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework.(2013) In: International Journal of Production Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2014 | Random switching exponential smoothing and inventory forecasting In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 5 |
| 2014 | Random switching exponential smoothing and inventory forecasting.(2014) In: International Journal of Production Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2004 | Using intra annual information to forecast the annual state deficits : the case of France In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Using intra annual information to forecast the annual state deficit. The case of France.(2008) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2005 | Temporal aggregation of univariate linear time series models In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 4 |
| 2005 | Temporal aggregaton of univariate linear time series models.(2005) In: Discussion Papers (ECON - Département des Sciences Economiques). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2007 | Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration.(2010) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2007 | Testing fiscal sustainability in Poland : a Bayesian analysis of cointegration.(2007) In: Discussion Papers (ECON - Département des Sciences Economiques). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2010 | Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration.(2010) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2009 | What do we know about comparing aggregate and disaggregate forecasts? In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Aggregation of exponential smoothing processes with an application to portfolio risk evaluation In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Aggregation of exponential smoothing processes with an application to portfolio risk evaluation.(2013) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2012 | Aggregation of exponential smoothing processes with an application to portfolio risk evaluation.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2009 | Monitoring and forecasting annual public deficit every month: the case of France In: LIDAM Reprints CORE. [Citation analysis] | paper | 22 |
| 2008 | Monitoring and forecasting annual public deficit every month: the case of France.(2008) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
| 2022 | Causal analysis of central bank holdings of corporate bonds under interference In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
| 2022 | Random coefficient state-space model: Estimation and performance in M3–M4 competitions In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2023 | The RWDAR model: A novel state-space approach to forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2012 | Do financial systems converge? New evidence from financial assets in OECD countries In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 353 |
| 2021 | A new global database on agriculture investment and capital stock In: Food Policy. [Full Text][Citation analysis] | article | 11 |
| 2019 | The role of financial factors for European corporate investment In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 9 |
| 2015 | Financial shocks and the real economy in a nonlinear world: From theory to estimation In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 17 |
| 2015 | FINANCIAL SHOCKS AND THE REAL ECONOMY IN A NONLINEAR WORLD: FROM THEORY TO ESTIMATION.(2015) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2015 | Financial shocks and the real economy in a nonlinear world: From theory to estimation.(2015) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2019 | Random switching exponential smoothing: A new estimation approach In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 4 |
| 2020 | Forecasting with the damped trend model using the structural approach In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 2 |
| 2012 | Temporal aggregation of cyclical models with business cycle applications In: Post-Print. [Citation analysis] | paper | 1 |
| 2012 | Temporal aggregation of cyclical models with business cycle applications.(2012) In: Statistical Methods & Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2017 | The nature and propagation of shocks in the euro area: a comparative SVAR analysis In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2013 | A quantitative look at the Italian banking system: evidence from a new dataset since 1861 In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2012 | Comparing aggregate and disaggregate forecasts of first order moving average models In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2011 | The revision policy of seasonally adjusted balance sheet data in Italy In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2009 | Essays on aggregation and cointegration of econometric models In: ULB Institutional Repository. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Assessing the usefulness of survey‐based data in forecasting firms capital formation: Evidence from Italy In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team