Lorenzo Ricci

European Stability Mechanism

Economist

6a Circuit de la Foire Internationale

L-1347

Luxembourg

SCHOLARLY PAPERS

6

DOWNLOADS

1,226

SSRN CITATIONS

4

CROSSREF CITATIONS

8

Scholarly Papers (6)

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 967 (33,748)
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: 01 Aug 2022
Matteo Luciani and Lorenzo Ricci
Board of Governors of the Federal Reserve System and European Stability Mechanism
Downloads 123 (314,927)
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 50 (525,196)
Citation 2

Abstract:

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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 43 (557,997)

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 26 (657,505)
Citation 2

Abstract:

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social capital, political economy, regional transfers

6.

Expectations and term premia in EFSF bond yields

European Stability Mechanism Working Paper No. 54
Number of pages: 37 Posted: 11 Aug 2022
Queen Mary, University of London, European Stability Mechanism and Government of the United Kingdom - UK Debt Management Office (DMO)
Downloads 17 (727,383)

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Term structure, volatility, density forecasting, no arbitrage