Cecilia Frale

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

Via XX Settembre, 87

Rome, 00197

Italy

SCHOLARLY PAPERS

13

DOWNLOADS

899

SSRN CITATIONS

11

CROSSREF CITATIONS

20

Scholarly Papers (13)

1.

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 193 (158,108)
Citation 4

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

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 100 (268,628)
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 74 (325,000)
Citation 2

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Mixed frequency models, Dynamic factor Models, MIDAS, Forecasting

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 123 (230,443)
Citation 1

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Spectral envelope, Seasonality, Deviation cycles, Cumulative Logit

4.

Do Privatizations Boost Household Shareholding? Evidence from Italy

FEEM Working Paper No. 03.2004
Number of pages: 37 Posted: 12 Mar 2004
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 94 (277,920)
Citation 1

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Household portfolio choice, Information, Privatizations

5.

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 69 (334,137)

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Economic Policy, Macroeconomic Policy

6.

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
Government of the Italian Republic (Italy) - Department of the Treasury, Aarhus University - CREATES, European University Institute, Eurostat and University of Rome II - Department of Economics and Finance
Downloads 51 (387,673)
Citation 9

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

7.

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
Government of the Italian Republic (Italy) - Department of the Treasury, European University Institute, Eurostat and University of Rome II - Department of Economics and Finance
Downloads 40 (427,302)

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

8.

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
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 39 (431,427)

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Dynamic microsimulation, pensions, job transitions, distributive analysis

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 36 (443,802)

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

10.

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 29 (475,562)

Abstract:

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output gaps, potential output, mixed frequency models

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
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 25 (496,790)

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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 20 (525,741)

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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
Government of the Italian Republic (Italy) - Department of the Treasury, European University Institute, Eurostat and University of Rome II - Department of Economics and Finance
Downloads 6 (612,776)
Citation 1
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Chain-linking, Dynamic factor Models, euro area GDP, Kalman filter and smoother, Multivariate State Space Models, Temporal Disaggregation