Andrea Silvestrini
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- Measuring core inflation in Italy comparing aggregate vs. disaggregate price data (RePEc:afc:cliome:v:5:y:2011:i:3:p:239-258)
by Giacomo Sbrana & Andrea Silvestrini - The Italian financial cycle: 1861-2011 (RePEc:afc:cliome:v:8:y:2014:i:3:p:301-334)
by Riccardo De Bonis & Andrea Silvestrini - The Effects of Financial and Real Wealth on Consumption: New Evidence from OECD Countries (RePEc:anc:wmofir:38)
by Riccardo De Bonis & Andrea Silvestrini - Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature (RePEc:bdi:opques:qef_255_15)
by Andrea Silvestrini & Andrea Zaghini - Investment and investment financing in Italy: some evidence at the macro level (RePEc:bdi:opques:qef_307_16)
by Claire Giordano & Marco Marinucci & Andrea Silvestrini - Real and financial cycles: estimates using unobserved component models for the Italian economy (RePEc:bdi:opques:qef_382_17)
by Guido Bulligan & Lorenzo Burlon & Davide Delle Monache & Andrea Silvestrini - Seasonal adjustment of bank deposits and loans (RePEc:bdi:opques:qef_42_09)
by Andrea Silvestrini - Forecasting corporate capital accumulation in Italy: the role of survey-based information (RePEc:bdi:opques:qef_596_21)
by Claire Giordano & Marco Marinucci & Andrea Silvestrini - Gross bond issuance by Italian banks: key trends in times of crisis and unconventional monetary policy (RePEc:bdi:opques:qef_778_23)
by Donato Ceci & Alessandro Montino & Sara Pinoli & Andrea Silvestrini - Short term inflation forecasting: the M.E.T.A. approach (RePEc:bdi:wptemi:td_1016_15)
by Giacomo Sbrana & Andrea Silvestrini & Fabrizio Venditti - Investment decisions by European firms and financing constraints (RePEc:bdi:wptemi:td_1148_17)
by Andrea Mercatanti & Taneli Mäkinen & Andrea Silvestrini - Firms’ and households’ investment in Italy: the role of credit constraints and other macro factors (RePEc:bdi:wptemi:td_1167_18)
by Claire Giordano & Marco Marinucci & Andrea Silvestrini - A regression discontinuity design for categorical ordered running variables with an application to central bank purchases of corporate bonds (RePEc:bdi:wptemi:td_1213_19)
by Fan Li & Andrea Mercatanti & Taneli Mäkinen & Andrea Silvestrini - Effects of eligibility for central bank purchases on corporate bond spreads (RePEc:bdi:wptemi:td_1300_20)
by Taneli Mäkinen & Fan Li & Andrea Mercatanti & Andrea Silvestrini - Nowcasting the state of the Italian economy: the role of financial markets (RePEc:bdi:wptemi:td_1362_22)
by Donato Ceci & Andrea Silvestrini - Nowcasting Italian GDP growth: a Factor MIDAS approach (RePEc:bdi:wptemi:td_1446_24)
by Donato Ceci & Orest Prifti & Andrea Silvestrini - The structural Theta method and its predictive performance in the M4-Competition (RePEc:bdi:wptemi:td_1457_24)
by Giacomo Sbrana & Andrea Silvestrini - Temporal aggregation of univariate and multivariate time series models: A survey (RePEc:bdi:wptemi:td_685_08)
by Andrea Silvestrini & David Veredas - The effects of financial and real wealth on consumption: new evidence from OECD countries (RePEc:bdi:wptemi:td_837_11)
by Riccardo De Bonis & Andrea Silvestrini - Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework (RePEc:bdi:wptemi:td_929_13)
by Giacomo Sbrana & Andrea Silvestrini - The Italian financial cycle: 1861-2011 (RePEc:bdi:wptemi:td_936_13)
by Riccardo De Bonis & Andrea Silvestrini - Random switching exponential smoothing and inventory forecasting (RePEc:bdi:wptemi:td_971_14)
by Giacomo Sbrana & Andrea Silvestrini - Effects of eligibility for central bank purchases on corporate bond spreads (RePEc:bis:biswps:894)
by Taneli Mäkinen & Fan Li & Andrea Mercatanti & Andrea Silvestrini - Temporal Aggregation Of Univariate And Multivariate Time Series Models: A Survey (RePEc:bla:jecsur:v:22:y:2008:i:3:p:458-497)
by Andrea Silvestrini & David Veredas - Using intra annual information to forecast the annual state deficits : the case of France (RePEc:cor:louvco:2004048)
by MOULIN, Laurent & SALTO, Matteo & SILVESTRINI, Andrea & VEREDAS, David - Temporal aggregation of univariate linear time series models (RePEc:cor:louvco:2005059)
by SILVESTRINI, Andrea & VEREDAS, David - Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration (RePEc:cor:louvco:2007080)
by SILVESTRINI, Andrea - What do we know about comparing aggregate and disaggregate forecasts? (RePEc:cor:louvco:2009020)
by SBRANA, Giacomo & SILVESTRINI, Andrea - Aggregation of exponential smoothing processes with an application to portfolio risk evaluation (RePEc:cor:louvco:2010039)
by SBRANA, Giacomo & SILVESTRINI, Andrea - Temporal aggregation of univariate and multivariate time series models: A survey (RePEc:cor:louvrp:2013)
by SILVESTRINI, Andrea & VEREDAS, David - Monitoring and forecasting annual public deficit every month: the case of France (RePEc:cor:louvrp:2019)
by SILVESTRINI, Andrea & SALTo, Matteo & MOULIN, Laurent & VEREDAS, David - Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration (RePEc:cor:louvrp:2220)
by SILVESTRINI, Andrea - Temporal aggregaton of univariate linear time series models (RePEc:ctl:louvec:2005044)
by Andrea, SILVESTRINI - Testing fiscal sustainability in Poland : a Bayesian analysis of cointegration (RePEc:ctl:louvec:2007040)
by Andrea, SILVESTRINI - Causal analysis of central bank holdings of corporate bonds under interference (RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001195)
by Mäkinen, Taneli & Li, Fan & Mercatanti, Andrea & Silvestrini, Andrea - The macro determinants of firms' and households' investment: Evidence from Italy (RePEc:eee:ecmode:v:78:y:2019:i:c:p:118-133)
by Giordano, Claire & Marinucci, Marco & Silvestrini, Andrea - Short-term inflation forecasting: The M.E.T.A. approach (RePEc:eee:intfor:v:33:y:2017:i:4:p:1065-1081)
by Sbrana, Giacomo & Silvestrini, Andrea & Venditti, Fabrizio - Random coefficient state-space model: Estimation and performance in M3–M4 competitions (RePEc:eee:intfor:v:38:y:2022:i:1:p:352-366)
by Sbrana, Giacomo & Silvestrini, Andrea - The RWDAR model: A novel state-space approach to forecasting (RePEc:eee:intfor:v:39:y:2023:i:2:p:922-937)
by Sbrana, Giacomo & Silvestrini, Andrea - Aggregation of exponential smoothing processes with an application to portfolio risk evaluation (RePEc:eee:jbfina:v:37:y:2013:i:5:p:1437-1450)
by Sbrana, Giacomo & Silvestrini, Andrea - Do financial systems converge? New evidence from financial assets in OECD countries (RePEc:eee:jcecon:v:40:y:2012:i:1:p:141-155)
by Bruno, Giuseppe & De Bonis, Riccardo & Silvestrini, Andrea - A new global database on agriculture investment and capital stock (RePEc:eee:jfpoli:v:100:y:2021:i:c:s0306919220301652)
by Vander Donckt, Marie & Chan, Philip & Silvestrini, Andrea - The role of financial factors for European corporate investment (RePEc:eee:jimfin:v:96:y:2019:i:c:p:246-258)
by Mercatanti, Andrea & Mäkinen, Taneli & Silvestrini, Andrea - Financial shocks and the real economy in a nonlinear world: From theory to estimation (RePEc:eee:jpolmo:v:37:y:2015:i:6:p:915-929)
by Silvestrini, Andrea & Zaghini, Andrea - Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework (RePEc:eee:proeco:v:146:y:2013:i:1:p:185-198)
by Sbrana, Giacomo & Silvestrini, Andrea - Random switching exponential smoothing and inventory forecasting (RePEc:eee:proeco:v:156:y:2014:i:c:p:283-294)
by Sbrana, Giacomo & Silvestrini, Andrea - Random switching exponential smoothing: A new estimation approach (RePEc:eee:proeco:v:211:y:2019:i:c:p:211-220)
by Sbrana, Giacomo & Silvestrini, Andrea - Forecasting with the damped trend model using the structural approach (RePEc:eee:proeco:v:226:y:2020:i:c:s0925527320300505)
by Sbrana, Giacomo & Silvestrini, Andrea - Aggregation of exponential smoothing processes with an application to portfolio risk evaluation (RePEc:hal:journl:hal-00779483)
by Giacomo Sbrana & Andrea Silvestrini - Temporal aggregation of cyclical models with business cycle applications (RePEc:hal:journl:hal-00809247)
by Giacomo Sbrana & Andrea Silvestrini - The nature and propagation of shocks in the euro area: a comparative SVAR analysis (RePEc:ids:ijcome:v:7:y:2017:i:1/2:p:95-114)
by Alberto Coco & Andrea Silvestrini - A quantitative look at the Italian banking system: evidence from a new dataset since 1861 (RePEc:itt:wpaper:2013-9)
by Riccardo De Bonis & Fabio Farabullini & Miria Rocchelli & Alessandra Salvio & Andrea Silvestrini - Financial Shocks And The Real Economy In A Nonlinear World: From Theory To Estimation (RePEc:rug:rugwps:15/910)
by Andrea Silvestrini & Andrea Zaghini - Monitoring and forecasting annual public deficit every month: the case of France (RePEc:spr:empeco:v:34:y:2008:i:3:p:493-524)
by Andrea Silvestrini & Matteo Salto & Laurent Moulin & David Veredas - Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration (RePEc:spr:empeco:v:39:y:2010:i:1:p:241-274)
by Andrea Silvestrini - Temporal aggregation of cyclical models with business cycle applications (RePEc:spr:stmapp:v:21:y:2012:i:1:p:93-107)
by Giacomo Sbrana & Andrea Silvestrini - Real and financial cycles: estimates using unobserved component models for the Italian economy (RePEc:spr:stmapp:v:28:y:2019:i:3:d:10.1007_s10260-019-00453-1)
by Guido Bulligan & Lorenzo Burlon & Davide Delle Monache & Andrea Silvestrini - Comparing aggregate and disaggregate forecasts of first order moving average models (RePEc:spr:stpapr:v:53:y:2012:i:2:p:255-263)
by Giacomo Sbrana & Andrea Silvestrini - The revision policy of seasonally adjusted balance sheet data in Italy (RePEc:taf:apeclt:v:18:y:2011:i:17:p:1713-1717)
by Andrea Silvestrini - Unknown item RePEc:taf:apfiec:v:22:y:2012:i:5:p:409-425 (article)
- Temporal aggregation of univariate and multivariate time series models: a survey (RePEc:ulb:ulbeco:2013/136205)
by Andrea Silvestrini & David Veredas - Using intra annual information to forecast the annual state deficit. The case of France (RePEc:ulb:ulbeco:2013/136217)
by Laurent Moulin & Matteo Sala & Andrea Silvestrini & David Veredas - Essays on aggregation and cointegration of econometric models (RePEc:ulb:ulbeco:2013/210304)
by Andrea Silvestrini - Assessing the usefulness of survey‐based data in forecasting firms' capital formation: Evidence from Italy (RePEc:wly:jforec:v:41:y:2022:i:3:p:491-513)
by Claire Giordano & Marco Marinucci & Andrea Silvestrini - Nowcasting the state of the Italian economy: The role of financial markets (RePEc:wly:jforec:v:42:y:2023:i:7:p:1569-1593)
by Donato Ceci & Andrea Silvestrini - Financial shocks and the real economy in a nonlinear world: From theory to estimation (RePEc:zbw:cfswop:505)
by Silvestrini, Andrea & Zaghini, Andrea