Lucia Alessi - Central Bank Research Hub

Papers by year: All | 2016 | 2014 | 2009 | 2008

Title Other author(s)

The response of asset prices to monetary policy shocks: stronger than thought

European Central Bank Working papers [View] (Paper: 1967, 30.09.2016)

JEL: C32, E43, E44, E52

Identifying excessive credit growth and leverage

European Central Bank Working papers [View] (Paper: 1723, 21.08.2014)

JEL: C40, E44, E61, G01, G21

Central Bank Macroeconomic Forecasting during the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences

New York Fed Staff reports [View] (Paper: 680, 14.07.2014)

JEL: B41, E32, G01, N20

Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences

European Central Bank Working papers [View] (Paper: 1688, 11.07.2014)

JEL: C53, E37

Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options

European Systemic Risk Board Occasional papers [View] (Paper: OP05, 30.06.2014)

Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors

European Central Bank Working papers [View] (Paper: 1115, 17.11.2009)

The distribution of households consumption-expenditure budget shares

European Central Bank Working papers [View] (Paper: 1061, 16.06.2009)

JEL: C12, D12, D3

'Real time'early warning indicators for costly asset price boom/bust cycles: a role for global liquidity

European Central Bank Working papers [View] (Paper: 1039, 22.04.2009)

A review of nonfundamentalness and identification in structural VAR models

European Central Bank Working papers [View] (Paper: 0922, 31.07.2008)

JEL: C32, C51, C52

A robust criterion for determining the number of static factors in approximate factor models.

European Central Bank Working papers [View] (Paper: 0903, 20.05.2008)

JEL: C52

Papers by year: All | 2016 | 2014 | 2009 | 2008