Browsing All of EconStor by Author Alessi, Lucia

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Showing results 1 to 18 of 18
Year of PublicationTitleAuthor(s)
2006 A dynamic factor analysis of business cycle on firm-level dataAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007 On the distributional properties of household consumption expenditures: The case of ItalyFagiolo, Giorgio; Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007 On 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
2007 A review of nonfundamentalness and identification in structural VAR modelsAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007 A robust criterion for determining the number of static factors in approximate factor modelsAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007 Dynamic factor GARCH: Multivariate volatility forecast for a large number of seriesAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007 Generalized dynamic factor model + GARCH exploiting multivariate information for univariate predictionAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2008 The distribution of consumption-expenditure budget shares: Evidence from Italian householdsBarigozzi, Matteo; Alessi, Lucia; Capasso, Marco; Fagiolo, Giorgio
2008 A review of nonfundamentalness and identification in structural VAR modelsAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2008 A robust criterion for determining the number of static factors in approximate factor models.Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2008 The distribution of consumption-expenditure budget shares: Evidence from Italian householdsBarigozzi, Matteo; Alessi, Lucia; Capasso, Marco; Fagiolo, Giorgio
2009 Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factorsAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2009 'Real time'early warning indicators for costly asset price boom/bust cycles: a role for global liquidityAlessi, Lucia; Detken, Carsten
2009 The distribution of households consumption-expenditure budget sharesBarigozzi, Matteo; Alessi, Lucia; Capasso, Marco; Fagiolo, Giorgio
2014 Identifying excessive credit growth and leverageAlessi, Lucia; Detken, Carsten
2014 Central 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
2014 Central 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
2016 The response of asset prices to monetary policy shocks: stronger than thoughtAlessi, Lucia; Kerssenfischer, Mark