Valentina Aprigliano

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

5

DOWNLOADS

212

SSRN CITATIONS
Rank 7,429

SSRN RANKINGS

Top 7,429

in Total Papers Citations

129

CROSSREF CITATIONS

49

Scholarly Papers (5)

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 88 (362,080)
Citation 142

Abstract:

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

2.

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 53 (473,459)
Citation 1

Abstract:

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

3.

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 36 (550,726)
Citation 23

Abstract:

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

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 32 (572,272)

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

5.

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 (780,847)
Citation 16

Abstract:

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