Valentina Aprigliano

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

7

DOWNLOADS

556

SSRN CITATIONS
Rank 7,415

SSRN RANKINGS

Top 7,415

in Total Papers Citations

199

CROSSREF CITATIONS

25

Scholarly Papers (7)

1.

The Power of Text-based Indicators in Forecasting the Italian Economic Activity

Bank of Italy Temi di Discussione (Working Paper) No. 1321
Number of pages: 57 Posted: 25 May 2021
Bank of Italy, Bank of Italy, University of Warwick - Department of Economics, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 153 (343,000)
Citation 33

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Forecasting, Text Mining, Sentiment, Economic Policy Uncertainty, Big data, BMA

2.

Using the Payment System Data to Forecast the Italian GDP

Bank of Italy Temi di Discussione (Working Paper) No. 1098
Number of pages: 31 Posted: 06 Apr 2017
Valentina Aprigliano, Guerino Ardizzi and Libero Monteforte
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 151 (346,690)
Citation 140

Abstract:

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short term forecasting, LASSO, mixed frequency models, Kalman smoothing, payment systems, TARGET2

3.

Forecasting Italian GDP Growth with Epidemiological Data

Bank of Italy Occasional Paper No. 664
Number of pages: 28 Posted: 24 Jan 2022
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 83 (533,106)
Citation 1

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foreign direct investment, capital controls, national security

4.

Exploiting Payments to Track Italian Economic Activity: The Experience at Banca D’Italia

Bank of Italy Occasional Paper No. 609
Number of pages: 33 Posted: 24 May 2021
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 65 (610,629)

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short term forecasting, high-frequency data, payment systems, TARGET2, money laundering, COVID-19

5.

Ita-Coin: A New Coincident Indicator for the Italian Economy

Bank of Italy Temi di Discussione (Working Paper) No. 935
Number of pages: 31 Posted: 06 Mar 2014
Valentina Aprigliano and Lorenzo Bencivelli
Bank of Italy and Bank of Italy
Downloads 58 (646,426)

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factor analysis, frequency-domain, LASSO regression, business cycle

6.

Tracking economic growth in real time during the pandemic: a rationale for a revision of €-coin

Bank of Italy Occasional Paper No. 703
Number of pages: 30 Posted: 07 Dec 2022
Valentina Aprigliano, Simone Emiliozzi and Marco Lippi
Bank of Italy, Bank of Italy and Einaudi Institute for Economics and Finance (EIEF)
Downloads 26 (868,175)

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measurement of economic activity, business cycle, Covid-19, frequency domain, dynamic factor model

7.

Using Credit Variables to Date Business Cycle and to Estimate the Probabilities of Recession in Real Time

Bank of Italy Temi di Discussione (Working Paper) No. 1229, July 2019
Number of pages: 35 Posted: 10 Aug 2019
Valentina Aprigliano and Danilo Liberati
Bank of Italy and Bank of Italy
Downloads 20 (924,248)
Citation 56

Abstract:

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business cycle, financial cycle, real time estimation, Markow-switching model, state-space model