Lorenzo Ricci

European Stability Mechanism

Economist

6a Circuit de la Foire Internationale

L-1347

Luxembourg

Université Libre de Bruxelles (ULB)

Ave. Franklin D Roosevelt, 50 - C.P. 114

Brussels, B-1050

Belgium

SCHOLARLY PAPERS

5

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1,085

CITATIONS

1

Scholarly Papers (5)

1.

TailCoR

Number of pages: 40 Posted: 31 May 2012 Last Revised: 13 May 2015
Lorenzo Ricci and David Veredas
European Stability Mechanism and Vlerick Business School
Downloads 933 (23,326)
Citation 1

Abstract:

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Tail correlation, tail risk, quantile, ellipticity, crises

2.

Nowcasting Norway

Number of pages: 26 Posted: 05 Feb 2013 Last Revised: 23 Nov 2013
Matteo Luciani and Lorenzo Ricci
Federal Reserve Board and European Stability Mechanism
Downloads 77 (305,321)

Abstract:

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Real-Time Forecasting, Bayesian Factor model, Nowcasting

3.

A Highly Efficient Regression Estimator for Skewed And/Or Heavy-Tailed Distributed Errors

European Stability Mechanism Working Paper No. 19
Number of pages: 11 Posted: 24 May 2017
European Stability Mechanism, FUNDP - University of Namur. CRED and Université Libre de Bruxelles (ULB)
Downloads 46 (393,200)

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Skewed and heavy tailed regression; Tukey’s g and h distribution; Maximum approximated likelihood estimator

4.

A Tale of an Unwanted Outcome: Transfers and Local Endowments of Trust and Cooperation

Bank of Italy Temi di Discussione (Working Paper) No. 959
Number of pages: 55 Posted: 11 Jul 2014
Antonio Accetturo, Guido de Blasio and Lorenzo Ricci
Bank of Italy, Bank of Italy and European Stability Mechanism
Downloads 18 (521,149)

Abstract:

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social capital, political economy, regional transfers

5.

Loss Aversion, Economic Sentiments and International Consumption Smoothing

European Stability Mechanism Working Paper No. 35 (2019)
Number of pages: 61 Posted: 24 Apr 2019
Daragh Clancy and Lorenzo Ricci
European Stability Mechanism and European Stability Mechanism
Downloads 11 (561,652)

Abstract:

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onfidence, consumption smoothing, loss aversion, uncertainty