Lucia Alessi
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Alessi |
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European Commission
/ Joint Research Centre
Research profile
author of:
- Towards a Framework for a New Research Ecosystem (RePEc:arx:papers:2312.07065)
by Roberto Savona & Cristina Maria Alberini & Lucia Alessi & Iacopo Baussano & Petros Dellaportas & Ranieri Guerra & Sean Khozin & Andrea Modena & Sergio Pecorelli & Guido Rasi & Paolo Daniele Siviero & - Non‐Fundamentalness in Structural Econometric Models: A Review (RePEc:bla:istatr:v:79:y:2011:i:1:p:16-47)
by Lucia Alessi & Matteo Barigozzi & Marco Capasso - Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors (RePEc:eca:wpaper:2009_005)
by Lucia Alessi & Matteo Barigozzi & Marco Capasso - A Robust Criterion for Determining the Number of Factors in Approximate Factor Models (RePEc:eca:wpaper:2009_023)
by Lucia Alessi & Matteo Barigozzi & Marco Capasso - Travelling down the green brick road: a status quo assessment of the EU taxonomy (RePEc:ecb:ecbmbu:2021:0015:2)
by Alessi, Lucia & Battiston, Stefano & Melo, Ana Sofia - Global liquidity as an early warning indicator for asset price boom/bust cycles (RePEc:ecb:ecbrbu:2009:0008:3)
by Lucia Alessi & Carsten Detken - A robust criterion for determining the number of static factors in approximate factor models (RePEc:ecb:ecbwps:2008903)
by Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco - A review of nonfundamentalness and identification in structural VAR models (RePEc:ecb:ecbwps:2008922)
by Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco - 'Real time'early warning indicators for costly asset price boom/bust cycles: a role for global liquidity (RePEc:ecb:ecbwps:20091039)
by Detken, Carsten & Alessi, Lucia - The distribution of households consumption-expenditure budget shares (RePEc:ecb:ecbwps:20091061)
by Barigozzi, Matteo & Alessi, Lucia & Capasso, Marco & Fagiolo, Giorgio - Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors (RePEc:ecb:ecbwps:20091115)
by Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco - Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences (RePEc:ecb:ecbwps:20141688)
by Onorante, Luca & Alessi, Lucia & Ghysels, Eric & Potter, Simon & Peach, Richard - Identifying excessive credit growth and leverage (RePEc:ecb:ecbwps:20141723)
by Detken, Carsten & Alessi, Lucia - The response of asset prices to monetary policy shocks: stronger than thought (RePEc:ecb:ecbwps:20161967)
by Alessi, Lucia & Kerssenfischer, Mark - Identifying Excessive Credit Growth and Leverage (RePEc:ecb:fsrart:2014:0001:2)
by Alessi, Lucia - On policymakers’ loss functions and the evaluation of early warning systems: Comment (RePEc:eee:ecolet:v:124:y:2014:i:3:p:338-340)
by Alessi, Lucia & Detken, Carsten - Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios (RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002708)
by Alessi, Lucia & Battiston, Stefano - When do investors go green? Evidence from a time-varying asset-pricing model (RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004143)
by Alessi, Lucia & Ossola, Elisa & Panzica, Roberto - Identifying excessive credit growth and leverage (RePEc:eee:finsta:v:35:y:2018:i:c:p:215-225)
by Alessi, Lucia & Detken, Carsten - What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures (RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000280)
by Alessi, Lucia & Ossola, Elisa & Panzica, Roberto - Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal (RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000172)
by Alessi, Lucia & Battiston, Stefano & Kvedaras, Virmantas - Accounting for climate transition risk in banks’ capital requirements (RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000548)
by Alessi, Lucia & Di Girolamo, Erica Francesca & Pagano, Andrea & Giudici, Marco Petracco - Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity (RePEc:eee:poleco:v:27:y:2011:i:3:p:520-533)
by Alessi, Lucia & Detken, Carsten - Improved penalization for determining the number of factors in approximate factor models (RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1806-1813)
by Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco - The distribution of household consumption-expenditure budget shares (RePEc:eee:streco:v:23:y:2012:i:1:p:69-91)
by Barigozzi, Matteo & Alessi, Lucia & Capasso, Marco & Fagiolo, Giorgio - The common component of firm growth (RePEc:eee:streco:v:26:y:2013:i:c:p:73-82)
by Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco - The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households (RePEc:esi:evopap:2008-09)
by Matteo Barigozzi & Lucia Alessi & Marco Capasso & Giorgio Fagiolo - The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? (RePEc:ipt:iptwpa:jrc111606)
by Alessi, Lucia & Benczur, Peter & Campolongo, Francesca & Cariboni, Jessica & Manca, Anna Rita & Menyhert, Balint & Pagano, Andrea - The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL (RePEc:jrs:wpaper:201712)
by Alessi, Lucia & Cannas, Giuseppina & Maccaferri, Sara & Petracco Giudici, Marco - Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data (RePEc:jrs:wpaper:201903)
by Alessi, Lucia & Balduzzi, Pierluigi & Savona, Roberto - The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices (RePEc:jrs:wpaper:201912)
by Alessi, Lucia & Ossola, Elisa & Panzica, Roberto - What drives bank coverage ratios: Evidence from the euro area (RePEc:jrs:wpaper:201914)
by Alessi, Lucia & Bruno, Brunella & Carletti, Elena & Neugebauer, Katja - Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal (RePEc:jrs:wpaper:202112)
by Alessi, Lucia & Battiston, Stefano & Kvedaras, Virmantas - When do investors go green? Evidence from a time-varying asset-pricing model (RePEc:jrs:wpaper:202113)
by Alessi, Lucia & Elisa, Ossola & Panzica, Roberto - Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios (RePEc:jrs:wpaper:202114)
by Alessi, Lucia & Battiston, Stefano - Accounting for climate transition risk in banks' capital requirements (RePEc:jrs:wpaper:202208)
by Alessi, Lucia & Di Girolamo, Francesca Erica & Pagano, Andrea & Petracco Giudici, Marco - A sustainability transition on the move? Evidence based on the disconnect from market fundamentals (RePEc:jrs:wpaper:202210)
by Alessi, Lucia & Hirschbuhl, Dominik & Rossi, Alessandro - Towards a Framework for a New Research Ecosystem (RePEc:jrs:wpaper:202402)
by Savona, Roberto & Alberini, Cristina Maria & Alessi, Lucia & Baussano, Iacopo & Dellaportas, Petros & Guerra, Ranieri & Khozin, Sean & Modena, Andrea & Pecorelli, Sergio & Rasi, Guido & Siviero, Paolo - Quantitative assessment of the financial materiality of climate physical risks: a case study (RePEc:jrs:wpaper:202405)
by Alessi, Lucia & Giacomelli , Andrea - The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices (RePEc:mib:wpaper:418)
by Lucia Alessi & Elisa, Ossola & Roberto Panzica - Cover your assets: non-performing loans and coverage ratios in Europe
[Bias-corrected matching estimators for average treatment effects] (RePEc:oup:ecpoli:v:36:y:2021:i:108:p:685-733.)
by Lucia Alessi & Brunella Bruno & Elena Carletti & Katja Neugebauer & Isabella Wolfskeil - Erratum to: Cover your assets: non-performing loans and coverage ratios in Europe (RePEc:oup:ecpoli:v:36:y:2021:i:108:p:775-775.)
by Lucia Alessi & Brunella Bruno & Elena Carletti & Katja Neugebauer & Isabella Wolfskeil - Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads (RePEc:oup:jfinec:v:21:y:2023:i:5:p:1728-1758.)
by Pierluigi Balduzzi & Roberto Savona & Lucia Alessi - Sustainable Growth in the European Framework and the Role of Finance (RePEc:pal:psifcp:978-3-030-93768-3_2)
by Lucia Alessi & Claudia Guagliano & Nadia Linciano & Paola Soccorso - Financial Regulation for Sustainable Finance in the European Landscape (RePEc:pal:psifcp:978-3-030-93768-3_8)
by Lucia Alessi & Barbara Alemanni & Giovanna Frati - Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network (RePEc:pra:mprapa:62194)
by Alessi, Lucia & Antunes, Antonio & Babecky, Jan & Baltussen, Simon & Behn, Markus & Bonfim, Diana & Bush, Oliver & Detken, Carsten & Frost, Jon & Guimaraes, Rodrigo & Havranek, Tomas & Joy, Mark & Kau - On the distributional properties of household consumption expenditures: the case of Italy (RePEc:spr:empeco:v:38:y:2010:i:3:p:717-741)
by Giorgio Fagiolo & Lucia Alessi & Matteo Barigozzi & Marco Capasso - The Resilience of EU Member States to the Financial and Economic Crisis (RePEc:spr:soinre:v:148:y:2020:i:2:d:10.1007_s11205-019-02200-1)
by Lucia Alessi & Peter Benczur & Francesca Campolongo & Jessica Cariboni & Anna Rita Manca & Balint Menyhert & Andrea Pagano - Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options (RePEc:srk:srkops:20145)
by Detken, Carsten & Weeken, Olaf & Alessi, Lucia & Bonfim, Diana & Boucinha, Miguel & Castro, Christian & Frontczak, Sebastian & Giordana, Gaston & Giese, Julia & Wildmann, Nadya & Kakes, Jan & Klaus, B - Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction (RePEc:ssa:lemwps:2006/13)
by Lucia Alessi & Matteo Barigozzi & Marco Capasso - Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series (RePEc:ssa:lemwps:2006/25)
by Lucia Alessi & Matteo Barigozzi & Marco Capasso - A Dynamic Factor Analysis of Business Cycle on Firm-Level Data (RePEc:ssa:lemwps:2006/27)
by Lucia Alessi & Matteo Barigozzi & Marco Capasso - A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models (RePEc:ssa:lemwps:2007/19)
by Lucia Alessi & Matteo Barigozzi & Marco Capasso - A Review of Nonfundamentalness and Identification in Structural VAR Models (RePEc:ssa:lemwps:2007/22)
by Lucia Alessi & Matteo Barigozzi & Marco Capasso - On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters (RePEc:ssa:lemwps:2007/23)
by Marco Capasso & Lucia Alessi & Matteo Barigozzi & Giorgio Fagiolo - On the distributional properties of household consumption expenditures. The case of Italy (RePEc:ssa:lemwps:2007/24)
by Giorgio Fagiolo & Lucia Alessi & Matteo Barigozzi & Marco Capasso - The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households (RePEc:ssa:lemwps:2008/18)
by Matteo Barigozzi & Lucia Alessi & Marco Capasso & Giorgio Fagiolo - Accounting for the EU Green Taxonomy: exploring its concept, data and analytics (RePEc:taf:accfor:v:48:y:2024:i:3:p:365-373)
by Lucia Alessi & Theodor Cojoianu & Andreas G. F. Hoepner & Giovanna Michelon - Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences (RePEc:taf:jnlbes:v:32:y:2014:i:4:p:483-500)
by Lucia Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon Potter - Rejoinder (RePEc:taf:jnlbes:v:32:y:2014:i:4:p:514-515)
by Lucia Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon Potter - The response of asset prices to monetary policy shocks: Stronger than thought (RePEc:wly:japmet:v:34:y:2019:i:5:p:661-672)
by Lucia Alessi & Mark Kerssenfischer - On Approximating The Distributions Of Goodness-Of-Fit Test Statistics Based On The Empirical Distribution Function: The Case Of Unknown Parameters (RePEc:wsi:acsxxx:v:12:y:2009:i:02:n:s0219525909002131)
by Marco Capasso & Lucia Alessi & Matteo Barigozzi & Giorgio Fagiolo - Resilience in the EU Banking Sector and Beyond (RePEc:wsi:wschap:9781800614321_0009)
by Lucia Alessi & Francesca E. Di Girolamo & Marco Petracco-Giudici