Details about Andrea Silvestrini
Access statistics for papers by Andrea Silvestrini.
Last updated 2022-08-15. Update your information in the RePEc Author Service.
Short-id: psi342
Jump to Journal Articles
Working Papers
2022
- Nowcasting the state of the Italian economy: the role of financial markets
Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area
2021
- Forecasting corporate capital accumulation in Italy: the role of survey-based information
Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (2)
2020
- Effects of eligibility for central bank purchases on corporate bond spreads
Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (3)
Also in BIS Working Papers, Bank for International Settlements (2020) View citations (3)
2019
- 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 View citations (6)
2018
- 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 View citations (1)
See also Journal Article in Economic Modelling (2019)
2017
- Investment decisions by European firms and financing constraints
Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (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 View citations (4)
See also Journal Article in Statistical Methods & Applications (2019)
2016
- 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 View citations (4)
2015
- 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 View citations (13)
Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2015) View citations (13)
See also Journal Article in Journal of Policy Modeling (2015)
- 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 View citations (10)
- 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 View citations (2)
See also Journal Article in International Journal of Forecasting (2017)
2014
- Random switching exponential smoothing and inventory forecasting
Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (6)
See also Journal Article in International Journal of Production Economics (2014)
2013
- 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 View citations (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 View citations (7)
See also Journal Article in International Journal of Production Economics (2013)
- The Italian financial cycle: 1861-2011
Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (5)
See also Journal Article in Cliometrica, Journal of Historical Economics and Econometric History (2014)
2012
- 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) 
See also Journal Article in Journal of Banking & Finance (2013)
- Temporal aggregation of cyclical models with business cycle applications
Post-Print, HAL View citations (2)
See also Journal Article in Statistical Methods & Applications (2012)
2011
- 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 View citations (4)
Also in Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences (2010) View citations (4)
See also Journal Article in Applied Financial Economics (2012)
2010
- Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 
Also in Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques (2007) View citations (1) LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2007) View citations (1)
See also Journal Article in Empirical Economics (2010)
2009
- Essays on aggregation and cointegration of econometric models
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
- 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) 
See also Journal Article in Empirical Economics (2008)
- Seasonal adjustment of bank deposits and loans
Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area
- 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) 
Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2008) View citations (73) ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2008) View citations (73)
See also Journal Article in Journal of Economic Surveys (2008)
- 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) View citations (5)
2008
- 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) View citations (4)
2005
- Temporal aggregation of univariate linear time series models
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (7)
Also in Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques (2005) View citations (1)
Journal Articles
2022
- Assessing the usefulness of survey‐based data in forecasting firms' capital formation: Evidence from Italy
Journal of Forecasting, 2022, 41, (3), 491-513
- Causal analysis of central bank holdings of corporate bonds under interference
Economic Modelling, 2022, 113, (C)
- Random coefficient state-space model: Estimation and performance in M3–M4 competitions
International Journal of Forecasting, 2022, 38, (1), 352-366
2021
- A new global database on agriculture investment and capital stock
Food Policy, 2021, 100, (C) View citations (4)
2020
- Forecasting with the damped trend model using the structural approach
International Journal of Production Economics, 2020, 226, (C) View citations (2)
2019
- Random switching exponential smoothing: A new estimation approach
International Journal of Production Economics, 2019, 211, (C), 211-220 View citations (4)
- Real and financial cycles: estimates using unobserved component models for the Italian economy
Statistical Methods & Applications, 2019, 28, (3), 541-569 View citations (5)
See also Working Paper (2017)
- The macro determinants of firms' and households' investment: Evidence from Italy
Economic Modelling, 2019, 78, (C), 118-133 View citations (8)
See also Working Paper (2018)
- The role of financial factors for European corporate investment
Journal of International Money and Finance, 2019, 96, (C), 246-258 View citations (5)
2017
- Short-term inflation forecasting: The M.E.T.A. approach
International Journal of Forecasting, 2017, 33, (4), 1065-1081 View citations (2)
See also Working Paper (2015)
- 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
2015
- Financial shocks and the real economy in a nonlinear world: From theory to estimation
Journal of Policy Modeling, 2015, 37, (6), 915-929 View citations (12)
See also Working Paper (2015)
2014
- Random switching exponential smoothing and inventory forecasting
International Journal of Production Economics, 2014, 156, (C), 283-294 View citations (6)
See also Working Paper (2014)
- The Italian financial cycle: 1861-2011
Cliometrica, Journal of Historical Economics and Econometric History, 2014, 8, (3), 301-334 View citations (13)
See also Working Paper (2013)
2013
- Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
Journal of Banking & Finance, 2013, 37, (5), 1437-1450 View citations (3)
See also Working Paper (2012)
- 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 View citations (7)
See also Working Paper (2013)
2012
- Comparing aggregate and disaggregate forecasts of first order moving average models
Statistical Papers, 2012, 53, (2), 255-263
- Do financial systems converge? New evidence from financial assets in OECD countries
Journal of Comparative Economics, 2012, 40, (1), 141-155 View citations (341)
- Temporal aggregation of cyclical models with business cycle applications
Statistical Methods & Applications, 2012, 21, (1), 93-107 View citations (2)
See also Working Paper (2012)
- The effects of financial and real wealth on consumption: new evidence from OECD countries
Applied Financial Economics, 2012, 22, (5), 409-425 View citations (24)
See also Working Paper (2011)
2011
- Measuring core inflation in Italy comparing aggregate vs. disaggregate price data
Cliometrica, Journal of Historical Economics and Econometric History, 2011, 5, (3), 239-258
- The revision policy of seasonally adjusted balance sheet data in Italy
Applied Economics Letters, 2011, 18, (17), 1713-1717
2010
- Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration
Empirical Economics, 2010, 39, (1), 241-274 View citations (1)
See also Working Paper (2010)
2008
- Monitoring and forecasting annual public deficit every month: the case of France
Empirical Economics, 2008, 34, (3), 493-524 View citations (21)
See also Working Paper (2009)
- TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY
Journal of Economic Surveys, 2008, 22, (3), 458-497 View citations (72)
See also Working Paper (2009)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|