Andrea Silvestrini

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

13

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719

CITATIONS
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6

Scholarly Papers (13)

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 176 (138,069)
Citation 3

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

2.

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 57 (298,443)

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seasonally adjustment, partial concurrent adjustment

3.

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 52 (206,773)

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financial shocks, credit, financial crisis, nonlinearity

4.

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 42 (321,846)

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

5.

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 31 (345,504)

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

6.

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 31 (358,105)
Citation 3

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

7.

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 23 (375,347)

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

8.

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 18 (324,718)

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financial crisis, nonlinearities, financial shocks

9.

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 17 (424,939)

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exponential smoothing, ARIMA, inventory, forecasting

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 9 (402,268)

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inflation, forecasting, aggregation, state space models

11.

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 0 (481,870)

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

12.

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 0 (455,783)

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

13.

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 0 (434,854)

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