Andrea Silvestrini

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

14

DOWNLOADS
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805

CITATIONS
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in Total Papers Citations

6

Scholarly Papers (14)

1.

Temporal Aggregation of Univariate and Multivariate Time Series Models: A Survey

Bank of Italy Temi di Discussione Working Paper No. 685
Number of pages: 56 Posted: 28 Oct 2008
Andrea Silvestrini and David Veredas
Bank of Italy and Vlerick Business School
Downloads 192 (144,340)
Citation 3

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Temporal aggregation, ARIMA, Seasonality, GARCH, Vector ARMA, Spurious causality, Multivariate GARCH

2.

Financial Shocks and the Real Economy in a Nonlinear World: A Survey of the Theoretical and Empirical Literature

Bank of Italy Occasional Paper No. 255
Number of pages: 37 Posted: 18 Apr 2015
Andrea Silvestrini and Andrea Zaghini
Bank of Italy and Bank of Italy
Downloads 135 (195,340)

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financial shocks, credit, financial crisis, nonlinearity

3.

Seasonal Adjustment of Bank Deposits and Loans

Bank of Italy Occasional Paper No. 42
Number of pages: 39 Posted: 28 Sep 2009
Andrea Silvestrini
Bank of Italy
Downloads 65 (315,408)

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seasonally adjustment, partial concurrent adjustment

4.

Financial Shocks and the Real Economy in a Nonlinear World: From Theory to Estimation

CFS Working Paper, No. 505
Number of pages: 26 Posted: 16 Jun 2015
Andrea Silvestrini and Andrea Zaghini
Bank of Italy and Bank of Italy
Downloads 59 (331,279)

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financial crisis, nonlinearities, financial shocks

5.

The Italian Financial Cycle: 1861-2011

Bank of Italy Temi di Discussione (Working Paper) No. 936
Number of pages: 47 Posted: 06 Mar 2014
Riccardo De Bonis and Andrea Silvestrini
Bank of Italy and Bank of Italy
Downloads 58 (334,040)

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banking system, credit-to-GDP ratio, financial cycle, unobserved components

6.

Forecasting Aggregate Demand: Analytical Comparison of Top-Down and Bottom-Up Approaches in a Multivariate Exponential Smoothing Framework

Bank of Italy Temi di Discussione (Working Paper) No. 929
Number of pages: 37 Posted: 23 Nov 2013
Giacomo Sbrana and Andrea Silvestrini
Neoma Business School and Bank of Italy
Downloads 47 (367,413)

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top-down and bottom-up forecasting, multivariate exponential smoothing

7.

The Effects of Financial and Real Wealth on Consumption: New Evidence from OECD Countries

Bank of Italy Temi di Discussione (Working Paper) No. 837
Number of pages: 45 Posted: 24 Feb 2012
Riccardo De Bonis and Andrea Silvestrini
Bank of Italy and Bank of Italy
Downloads 43 (380,739)
Citation 3

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consumption, household financial and real wealth, wealth effects, panel cointegration

8.

Real and Financial Cycles: Estimates Using Unobserved Component Models for the Italian Economy

Bank of Italy Occasional Paper No. 382
Number of pages: 39 Posted: 04 Oct 2017
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 41 (391,378)

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business cycle, financial cycle, unobserved components, model-based filters

9.

A Quantitative Look at the Italian Banking System: Evidence from a New Dataset Since 1861

Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 9
Number of pages: 48 Posted: 03 Oct 2013
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 40 (391,378)

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banks, central bank, loans, deposits, interest rates, postal savings

10.

Short Term Inflation Forecasting: The M.E.T.A. Approach

Bank of Italy Temi di Discussione (Working Paper) No. 1016
Number of pages: 48 Posted: 19 Aug 2015
Giacomo Sbrana, Andrea Silvestrini and Fabrizio Venditti
Neoma Business School, Bank of Italy and Bank of Italy
Downloads 33 (418,507)

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inflation, forecasting, aggregation, state space models

11.

Investment and Investment Financing in Italy: Some Evidence at the Macro Level

Bank of Italy Occasional Paper No. 307
Number of pages: 44 Posted: 08 Apr 2016
Claire Giordano, Marco Marinucci and Andrea Silvestrini
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 29 (435,776)

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gross fixed capital formation, investment financing, national accounts, financial accounts

12.

Random Switching Exponential Smoothing and Inventory Forecasting

Bank of Italy Temi di Discussione (Working Paper) No. 971
Number of pages: 51 Posted: 18 Nov 2014
Giacomo Sbrana and Andrea Silvestrini
Neoma Business School and Bank of Italy
Downloads 28 (440,417)

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exponential smoothing, ARIMA, inventory, forecasting

13.

Investment Decisions by European Firms and Financing Constraints

Bank of Italy Temi di Discussione (Working Paper) No. 1148
Number of pages: 91 Posted: 09 Nov 2017
Andrea Mercatanti, Taneli Mäkinen and Andrea Silvestrini
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 24 (460,592)

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Capital Expenditure, Financing Constraints, Financial Crisis, Correlated Random Coefficient, Panel Data Models, Instrumental Variables

14.

Firms’ and Households’ Investment in Italy: The Role of Credit Constraints and Other Macro Factors

Bank of Italy Temi di Discussione (Working Paper) No. 1167
Number of pages: 70 Posted: 17 Apr 2018
Claire Giordano, Marco Marinucci and Andrea Silvestrini
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 11 (531,031)

Abstract:

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gross fixed capital formation, institutional sectors, credit constraints