Via Nazionale 91
Rome, 00184
Italy
Bank of Italy
SSRN RANKINGS
in Total Papers Citations
Temporal aggregation, ARIMA, Seasonality, GARCH, Vector ARMA, Spurious causality, Multivariate GARCH
financial shocks, credit, financial crisis, nonlinearity
banking system, credit-to-GDP ratio, financial cycle, unobserved components
seasonally adjustment, partial concurrent adjustment
banks, central bank, loans, deposits, interest rates, postal savings
financial crisis, nonlinearities, financial shocks
consumption, household financial and real wealth, wealth effects, panel cointegration
program evaluation, regression discontinuity design, asset purchase programs
top-down and bottom-up forecasting, multivariate exponential smoothing
asset purchase programs, corporate bonds, causal inference
business cycle, financial cycle, unobserved components, model-based filters
Capital Expenditure, Financing Constraints, Financial Crisis, Correlated Random Coefficient, Panel Data Models, Instrumental Variables
exponential smoothing, ARIMA, inventory, forecasting
inflation, forecasting, aggregation, state space models
financial markets, probit models, factor-augmented probit models, model confidence set, penalized likelihood, forecast evaluation
gross fixed capital formation, investment financing, national accounts, financial accounts
gross fixed capital formation, institutional sectors, credit constraints
real investment, forecasting evaluation, firm survey data, vector error correction model
