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Details about Andrea Silvestrini

Homepage:https://sites.google.com/site/andreasilvestrini77/home
Workplace:Banca d'Italia (Bank of Italy), (more information at EDIRC)

Access statistics for papers by Andrea Silvestrini.

Last updated 2020-12-08. Update your information in the RePEc Author Service.

Short-id: psi342


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Working Papers

2020

  1. Effects of eligibility for central bank purchases on corporate bond spreads
    BIS Working Papers, Bank for International Settlements Downloads
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2020) Downloads

2019

  1. A regression discontinuity design for categorical ordered running variables with an application to central bank purchases of corporate bonds
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (3)

2018

  1. Firms’ and households’ investment in Italy: the role of credit constraints and other macro factors
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (1)
    See also Journal Article in Economic Modelling (2019)

2017

  1. Investment decisions by European firms and financing constraints
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (1)
  2. Real and financial cycles: estimates using unobserved component models for the Italian economy
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (3)
    See also Journal Article in Statistical Methods & Applications (2019)

2016

  1. Investment and investment financing in Italy: some evidence at the macro level
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (1)

2015

  1. FINANCIAL SHOCKS AND THE REAL ECONOMY IN A NONLINEAR WORLD: FROM THEORY TO ESTIMATION
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration Downloads View citations (10)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2015) Downloads View citations (10)

    See also Journal Article in Journal of Policy Modeling (2015)
  2. Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (9)
  3. Short term inflation forecasting: the M.E.T.A. approach
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (2)
    See also Journal Article in International Journal of Forecasting (2017)

2014

  1. Random switching exponential smoothing and inventory forecasting
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (3)
    See also Journal Article in International Journal of Production Economics (2014)

2013

  1. A quantitative look at the Italian banking system: evidence from a new dataset since 1861
    Working Papers, Department of the Treasury, Ministry of the Economy and of Finance Downloads
  2. Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (7)
    See also Journal Article in International Journal of Production Economics (2013)
  3. The Italian financial cycle: 1861-2011
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (3)
    See also Journal Article in Cliometrica, Journal of Historical Economics and Econometric History (2014)

2012

  1. Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
    Post-Print, HAL
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2010) Downloads

    See also Journal Article in Journal of Banking & Finance (2013)
  2. Temporal aggregation of cyclical models with business cycle applications
    Post-Print, HAL
    See also Journal Article in Statistical Methods & Applications (2012)

2011

  1. The effects of financial and real wealth on consumption: new evidence from OECD countries
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (3)
    Also in Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences (2010) Downloads View citations (4)

    See also Journal Article in Applied Financial Economics (2012)

2010

  1. Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    Also in Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques (2007) Downloads View citations (1)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2007) Downloads

    See also Journal Article in Empirical Economics (2010)

2009

  1. Essays on aggregation and cointegration of econometric models
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads
  2. Monitoring and forecasting annual public deficit every month: the case of France
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    See also Journal Article in Empirical Economics (2008)
  3. Seasonal adjustment of bank deposits and loans
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads
  4. Temporal aggregation of univariate and multivariate time series models: A survey
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2008) View citations (48)
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2008) Downloads View citations (53)

    See also Journal Article in Journal of Economic Surveys (2008)
  5. What do we know about comparing aggregate and disaggregate forecasts?
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (5)

2008

  1. Using intra annual information to forecast the annual state deficit. The case of France
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2004) Downloads View citations (4)

2005

  1. Temporal aggregation of univariate linear time series models
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (3)
    Also in Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques (2005) Downloads

Journal Articles

2020

  1. Forecasting with the damped trend model using the structural approach
    International Journal of Production Economics, 2020, 226, (C) Downloads

2019

  1. Random switching exponential smoothing: A new estimation approach
    International Journal of Production Economics, 2019, 211, (C), 211-220 Downloads View citations (2)
  2. Real and financial cycles: estimates using unobserved component models for the Italian economy
    Statistical Methods & Applications, 2019, 28, (3), 541-569 Downloads
    See also Working Paper (2017)
  3. The macro determinants of firms' and households' investment: Evidence from Italy
    Economic Modelling, 2019, 78, (C), 118-133 Downloads View citations (4)
    See also Working Paper (2018)
  4. The role of financial factors for European corporate investment
    Journal of International Money and Finance, 2019, 96, (C), 246-258 Downloads View citations (2)

2017

  1. Short-term inflation forecasting: The M.E.T.A. approach
    International Journal of Forecasting, 2017, 33, (4), 1065-1081 Downloads View citations (2)
    See also Working Paper (2015)
  2. The nature and propagation of shocks in the euro area: a comparative SVAR analysis
    International Journal of Computational Economics and Econometrics, 2017, 7, (1/2), 95-114 Downloads

2015

  1. Financial shocks and the real economy in a nonlinear world: From theory to estimation
    Journal of Policy Modeling, 2015, 37, (6), 915-929 Downloads View citations (9)
    See also Working Paper (2015)

2014

  1. Random switching exponential smoothing and inventory forecasting
    International Journal of Production Economics, 2014, 156, (C), 283-294 Downloads View citations (3)
    See also Working Paper (2014)
  2. The Italian financial cycle: 1861-2011
    Cliometrica, Journal of Historical Economics and Econometric History, 2014, 8, (3), 301-334 Downloads View citations (10)
    See also Working Paper (2013)

2013

  1. Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
    Journal of Banking & Finance, 2013, 37, (5), 1437-1450 Downloads View citations (3)
    See also Working Paper (2012)
  2. Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework
    International Journal of Production Economics, 2013, 146, (1), 185-198 Downloads View citations (6)
    See also Working Paper (2013)

2012

  1. Comparing aggregate and disaggregate forecasts of first order moving average models
    Statistical Papers, 2012, 53, (2), 255-263 Downloads
  2. Do financial systems converge? New evidence from financial assets in OECD countries
    Journal of Comparative Economics, 2012, 40, (1), 141-155 Downloads View citations (277)
  3. Temporal aggregation of cyclical models with business cycle applications
    Statistical Methods & Applications, 2012, 21, (1), 93-107 Downloads View citations (1)
    See also Working Paper (2012)
  4. The effects of financial and real wealth on consumption: new evidence from OECD countries
    Applied Financial Economics, 2012, 22, (5), 409-425 Downloads View citations (17)
    See also Working Paper (2011)

2011

  1. Measuring core inflation in Italy comparing aggregate vs. disaggregate price data
    Cliometrica, Journal of Historical Economics and Econometric History, 2011, 5, (3), 239-258 Downloads
  2. The revision policy of seasonally adjusted balance sheet data in Italy
    Applied Economics Letters, 2011, 18, (17), 1713-1717 Downloads

2010

  1. Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration
    Empirical Economics, 2010, 39, (1), 241-274 Downloads View citations (1)
    See also Working Paper (2010)

2008

  1. Monitoring and forecasting annual public deficit every month: the case of France
    Empirical Economics, 2008, 34, (3), 493-524 Downloads View citations (20)
    See also Working Paper (2009)
  2. TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY
    Journal of Economic Surveys, 2008, 22, (3), 458-497 Downloads View citations (59)
    See also Working Paper (2009)
 
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