Lorenzo Ricci

European Stability Mechanism

Economist

6a Circuit de la Foire Internationale

L-1347

Luxembourg

SCHOLARLY PAPERS

5

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1,136

SSRN CITATIONS
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Top 47,925

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3

CROSSREF CITATIONS

9

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 944 (26,081)
Citation 2

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
Board of Governors of the Federal Reserve System and European Stability Mechanism
Downloads 94 (300,519)
Citation 9

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 49 (425,569)
Citation 2

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

4.

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 29 (513,058)

Abstract:

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onfidence, consumption smoothing, loss aversion, uncertainty

5.

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 20 (566,926)
Citation 2

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social capital, political economy, regional transfers