Andrea Silvestrini

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

15

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904

SSRN CITATIONS
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Top 5,073

in Total Papers Citations

73

CROSSREF CITATIONS

130

Scholarly Papers (15)

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 203 (151,077)
Citation 66

Abstract:

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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 142 (206,277)
Citation 3

Abstract:

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financial shocks, credit, financial crisis, nonlinearity

3.

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 71 (329,755)
Citation 1

Abstract:

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

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 68 (337,527)

Abstract:

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financial crisis, nonlinearities, financial shocks

5.

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 68 (337,527)
Citation 5

Abstract:

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seasonally adjustment, partial concurrent adjustment

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 53 (381,893)
Citation 3

Abstract:

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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 48 (398,786)
Citation 36

Abstract:

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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, European Central Bank (ECB), Bank of Italy and Bank of Italy
Downloads 46 (405,775)
Citation 2

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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 45 (409,323)

Abstract:

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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 35 (448,961)
Citation 26

Abstract:

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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 34 (453,337)
Citation 20

Abstract:

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

12.

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 32 (462,156)
Citation 2

Abstract:

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

13.

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 32 (462,156)
Citation 21

Abstract:

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exponential smoothing, ARIMA, inventory, forecasting

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 15 (556,280)
Citation 19

Abstract:

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gross fixed capital formation, institutional sectors, credit constraints

15.

A Regression Discontinuity Design for Categorical Ordered Running Variables with An Application to Central Bank Purchases of Corporate Bonds

Bank of Italy Temi di Discussione (Working Paper) No. 1213, March 2019
Number of pages: 43 Posted: 06 Aug 2019 Last Revised: 07 Aug 2019
Fan Li, Andrea Mercatanti, Taneli Mäkinen and Andrea Silvestrini
Duke University - Department of Statistical Science, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 12 (575,014)

Abstract:

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program evaluation, regression discontinuity design, asset purchase programs