Browsing All of EconStor by Author Alessi, Lucia

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Year of Publication	Title	Author(s)
2006	A dynamic factor analysis of business cycle on firm-level data	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 parameters	Capasso, Marco; Alessi, Lucia; Barigozzi, Matteo; Fagiolo, Giorgio
2007	On the distributional properties of household consumption expenditures: The case of Italy	Fagiolo, Giorgio; Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007	A review of nonfundamentalness and identification in structural VAR models	Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007	Dynamic factor GARCH: Multivariate volatility forecast for a large number of series	Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007	Generalized dynamic factor model + GARCH exploiting multivariate information for univariate prediction	Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2007	A robust criterion for determining the number of static factors in approximate factor models	Alessi, 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	A review of nonfundamentalness and identification in structural VAR models	Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2008	The distribution of consumption-expenditure budget shares: Evidence from Italian households	Barigozzi, Matteo; Alessi, Lucia; Capasso, Marco; Fagiolo, Giorgio
2008	The distribution of consumption-expenditure budget shares: Evidence from Italian households	Barigozzi, Matteo; Alessi, Lucia; Capasso, Marco; Fagiolo, Giorgio
2009	'Real time'early warning indicators for costly asset price boom/bust cycles: a role for global liquidity	Alessi, Lucia; Detken, Carsten
2009	The distribution of households consumption-expenditure budget shares	Barigozzi, Matteo; Alessi, Lucia; Capasso, Marco; Fagiolo, Giorgio
2009	Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors	Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2014	Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences	Alessi, 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 experiences	Alessi, Lucia; Ghysels, Eric; Onorante, Luca; Peach, Richard; Potter, Simon
2014	Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options	Detken, 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
2014	Identifying excessive credit growth and leverage	Alessi, Lucia; Detken, Carsten
2016	The response of asset prices to monetary policy shocks: stronger than thought	Alessi, Lucia; Kerssenfischer, Mark
2017	The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL	Alessi, Lucia; Cannas, Giuseppina; Maccaferri, Sara; Petracco Giudici, Marco

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