Valentina Aprigliano

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

3

DOWNLOADS

75

SSRN CITATIONS
Rank 10,581

SSRN RANKINGS

Top 10,581

in Total Papers Citations

47

CROSSREF CITATIONS

41

Scholarly Papers (3)

1.

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 47 (401,785)
Citation 66

Abstract:

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

2.

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 25 (497,363)
Citation 23

Abstract:

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

3.

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 3 (635,127)

Abstract:

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