Cecilia Frale

Government of the Italian Republic (Italy) - Department of the Treasury

Via XX Settembre, 87

Rome, 00197

Italy

  • Government of the Italian Republic (Italy) - Department of the Treasury

SCHOLARLY PAPERS

13

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Scholarly Papers (13)

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1.

FaMIDAS: A Mixed Frequency Factor Model with MIDAS Structure

Downloads 379 (153,234)
Citation 2

FaMIDAS: A Mixed Frequency Factor Model with MIDAS Structure

Bank of Italy Temi di Discussione (Working Paper) No. 788
Number of pages: 36 Posted: 09 May 2011
Cecilia Frale and Libero Monteforte
Government of the Italian Republic (Italy) - Department of the Treasury and Bank of Italy
Downloads 219 (268,229)
Citation 4

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mixed frequency models, dynamic factor models, MIDAS, forecasting

Famidas: A Mixed Frequency Factor Model with MIDAS Structure

Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 3
Number of pages: 28 Posted: 26 Aug 2010
Cecilia Frale and Libero Monteforte
Government of the Italian Republic (Italy) - Department of the Treasury and Bank of Italy
Downloads 160 (356,772)
Citation 3

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Mixed frequency models, Dynamic factor Models, MIDAS, Forecasting

2.

A Monthly Volatility Index for the US Real Economy

Number of pages: 27 Posted: 25 Mar 2008 Last Revised: 02 Feb 2009
Cecilia Frale and David Veredas
Government of the Italian Republic (Italy) - Department of the Treasury and Vlerick Business School
Downloads 217 (271,583)
Citation 5

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Great Moderation, temporal disaggregation, volatility, dynamic factor models, Kalman filter

3.

New Proposals for the Quantification of Qualitative Survey Data

CEIS Working Paper No. 102
Number of pages: 26 Posted: 07 Mar 2007
Tommaso Proietti and Cecilia Frale
University of Rome II - Department of Economics and Finance and Government of the Italian Republic (Italy) - Department of the Treasury
Downloads 157 (362,489)
Citation 1

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Spectral envelope, Seasonality, Deviation cycles, Cumulative Logit

4.

The US Housing Bust and Soaring Oil Prices: What Next for the World Economy?

CEPS Working Document No. 294
Number of pages: 20 Posted: 04 Feb 2009
Cecilia Frale and Daniel Gros
Government of the Italian Republic (Italy) - Department of the Treasury and Centre for European Policy Studies, Brussels
Downloads 123 (439,654)

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Economic Policy, Macroeconomic Policy

5.

Do Privatizations Boost Household Shareholding? Evidence from Italy

Number of pages: 37 Posted: 12 Mar 2004
Adolfo Di Carluccio, Giovanni Ferri, Cecilia Frale and Ottavio Ricchi
Ministry of the Economy and Finance, Government of the Republic of Italy, LUMSA University, Government of the Italian Republic (Italy) - Department of the Treasury and Government of the Italian Republic (Italy) - Ministry of Economy and Finance - RGS
Downloads 123 (439,654)
Citation 1

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Household portfolio choice, Information, Privatizations

6.

T-DYMM: The Treasury Dynamic Microsimulation Model of the Italian Pension System

Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 11
Number of pages: 41 Posted: 04 Dec 2013
Alessandra Caretta, Sara Flisi, Cecilia Frale, Michele Raitano and Simone Tedeschi
Ministry of Economy and Finance, Italy, Giacomo Brodolini Foundation, Government of the Italian Republic (Italy) - Department of the Treasury, Sapienza University of Rome and Sapienza University of Rome, Italy - Department of Economics and Law
Downloads 90 (547,371)

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Dynamic microsimulation, pensions, job transitions, distributive analysis

7.

EuroMInd-C: A Disaggregate Monthly Indicator of Economic Activity for the Euro Area and Member Countries

CEIS Working Paper No. 287
Number of pages: 40 Posted: 03 Oct 2013
Cecilia Frale, Stefano Grassi, Massimiliano Giuseppe Marcellino, Gian Luigi Mazzi and Tommaso Proietti
Government of the Italian Republic (Italy) - Department of the Treasury, Aarhus University - CREATES, Bocconi University - Department of Economics, Eurostat and University of Rome II - Department of Economics and Finance
Downloads 81 (583,143)
Citation 13

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Index of coincident indicators, Temporal Disaggregation, Multivariate State Space Models, Dynamic factor Models, Quarterly National accounts

8.

A New Methodology for a Quarterly Measure of the Output Gap

Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 6
Number of pages: 34 Posted: 10 Aug 2013
Marco Cacciotti, Cecilia Frale and Serena Teobaldo
Government of the Italian Republic (Italy) - Ministry of Economy and Finance - Department of the Treasury, Government of the Italian Republic (Italy) - Department of the Treasury and Ministry of Economy and Finance
Downloads 61 (677,880)

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output gaps, potential output, mixed frequency models

9.

Revisions in Official Data and Forecasting

Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No.3
Number of pages: 36 Posted: 03 Apr 2012 Last Revised: 31 Jul 2012
Cecilia Frale and Valentina Raponi
Government of the Italian Republic (Italy) - Department of the Treasury and affiliation not provided to SSRN
Downloads 59 (688,642)

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Data revisions, real-time dataset, mixed frequency, Dynamic factor Model

10.

Survey Data as Coincident or Leading Indicators

Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 3
Number of pages: 33 Posted: 01 Jul 2009
Cecilia Frale, Massimiliano Giuseppe Marcellino, Gian Luigi Mazzi and Tommaso Proietti
Government of the Italian Republic (Italy) - Department of the Treasury, Bocconi University - Department of Economics, Eurostat and University of Rome II - Department of Economics and Finance
Downloads 59 (688,642)
Citation 2

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Survey data, Forecasting, Temporal Disaggregation, Dynamic factor modes, Kalman Filter and smoother

11.

Bank Lending in a Cointegrated VAR Model

Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 8
Number of pages: 31 Posted: 03 Oct 2013
Filippo Maria Pericoli, Roberto Galli, Cecilia Frale and Stefania Pozzuoli
Italian Ministry of Economy and Finance, Ministry of Economy and Finance, Italy, Government of the Italian Republic (Italy) - Department of the Treasury and Ministry of Economy and Finance, Italy
Downloads 49 (747,669)

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Bank Lending, Forecast, Cointegrated VAR

12.

Do Surveys Help in Macroeconomic Variables Disaggregation and Estimation?

Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 2
Number of pages: 31 Posted: 11 Jun 2009
Cecilia Frale
Government of the Italian Republic (Italy) - Department of the Treasury
Downloads 40 (809,788)

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Temporal Disaggregation, Multivariate State Space Models, Dynamic Factor Models, Kalman filter and smoother

13.

A Monthly Indicator of the Euro Area GDP

CEPR Discussion Paper No. DP7007
Number of pages: 41 Posted: 18 Dec 2008
Cecilia Frale, Massimiliano Giuseppe Marcellino, Gian Luigi Mazzi and Tommaso Proietti
Government of the Italian Republic (Italy) - Department of the Treasury, Bocconi University - Department of Economics, Eurostat and University of Rome II - Department of Economics and Finance
Downloads 6 (1,143,754)
Citation 1
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Chain-linking, Dynamic factor Models, euro area GDP, Kalman filter and smoother, Multivariate State Space Models, Temporal Disaggregation