Browsing All of EconStor by Author Alessi, Lucia


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Year of PublicationTitleAuthor(s)
2006A dynamic factor analysis of business cycle on firm-level dataAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parametersCapasso, Marco; Alessi, Lucia; Barigozzi, Matteo; Fagiolo, Giorgio
2007On the distributional properties of household consumption expenditures: The case of ItalyFagiolo, Giorgio; Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007A review of nonfundamentalness and identification in structural VAR modelsAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007Dynamic factor GARCH: Multivariate volatility forecast for a large number of seriesAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007Generalized dynamic factor model + GARCH exploiting multivariate information for univariate predictionAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007A robust criterion for determining the number of static factors in approximate factor modelsAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2008A robust criterion for determining the number of static factors in approximate factor models.Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2008A review of nonfundamentalness and identification in structural VAR modelsAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2008The distribution of consumption-expenditure budget shares: Evidence from Italian householdsBarigozzi, Matteo; Alessi, Lucia; Capasso, Marco; Fagiolo, Giorgio
2008The distribution of consumption-expenditure budget shares: Evidence from Italian householdsBarigozzi, Matteo; Alessi, Lucia; Capasso, Marco; Fagiolo, Giorgio
2009'Real time'early warning indicators for costly asset price boom/bust cycles: a role for global liquidityAlessi, Lucia; Detken, Carsten
2009The distribution of households consumption-expenditure budget sharesBarigozzi, Matteo; Alessi, Lucia; Capasso, Marco; Fagiolo, Giorgio
2009Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factorsAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2014Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiencesAlessi, Lucia; Ghysels, Eric; Onorante, Luca; Peach, Richard; Potter, Simon
2014Central bank macroeconomic forecasting during the global financial crisis: The European Central Bank and Federal Reserve Bank of New York experiencesAlessi, Lucia; Ghysels, Eric; Onorante, Luca; Peach, Richard; Potter, Simon
2014Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration optionsDetken, Carsten; Weeken, Olaf; Alessi, Lucia; Bonfim, Diana; Boucinha, Miguel M.; Castro, Christian; Frontczak, Sebastian; Giordana, Gaston; Giese, Julia; Jahn, Nadya; Kakes, Jan; Klaus, Benjamin; Lang, Jan Hannes; Puzanova, Natalia; Welz, Peter
2014Identifying excessive credit growth and leverageAlessi, Lucia; Detken, Carsten
2016The response of asset prices to monetary policy shocks: stronger than thoughtAlessi, Lucia; Kerssenfischer, Mark
2017The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOLAlessi, Lucia; Cannas, Giuseppina; Maccaferri, Sara; Petracco Giudici, Marco