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Andrea Silvestrini

Personal Details

First Name:Andrea
Middle Name:
Last Name:Silvestrini
Suffix:
RePEc Short-ID:psi342
[This author has chosen not to make the email address public]
Terminal Degree:2009 Center for Operations Research and Econometrics (CORE); École des Sciences Économiques de Louvain; Université Catholique de Louvain (from RePEc Genealogy)

Affiliation

Banca d'Italia

Roma, Italy
http://www.bancaditalia.it/

:

Via Nazionale, 91 - 00184 Roma
RePEc:edi:bdigvit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Andrea Mercatanti & Taneli Mäkinen & Andrea Silvestrini, 2017. "Investment decisions by European firms and financing constraints," Temi di discussione (Economic working papers) 1148, Bank of Italy, Economic Research and International Relations Area.
  2. Guido Bulligan & Lorenzo Burlon & Davide Delle Monache & Andrea Silvestrini, 2017. "Real and financial cycles: estimates using unobserved component models for the Italian economy," Questioni di Economia e Finanza (Occasional Papers) 382, Bank of Italy, Economic Research and International Relations Area.
  3. Claire Giordano & Marco Marinucci & Andrea Silvestrini, 2016. "Investment and investment financing in Italy: some evidence at the macro level," Questioni di Economia e Finanza (Occasional Papers) 307, Bank of Italy, Economic Research and International Relations Area.
  4. Giacomo Sbrana & Andrea Silvestrini & Fabrizio Venditti, 2015. "Short term inflation forecasting: the M.E.T.A. approach," Temi di discussione (Economic working papers) 1016, Bank of Italy, Economic Research and International Relations Area.
  5. Andrea Silvestrini & Andrea Zaghini, 2015. "Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature," Questioni di Economia e Finanza (Occasional Papers) 255, Bank of Italy, Economic Research and International Relations Area.
  6. Silvestrini, Andrea & Zaghini, Andrea, 2015. "Financial shocks and the real economy in a nonlinear world: From theory to estimation," CFS Working Paper Series 505, Center for Financial Studies (CFS).
  7. Giacomo Sbrana & Andrea Silvestrini, 2014. "Random switching exponential smoothing and inventory forecasting," Temi di discussione (Economic working papers) 971, Bank of Italy, Economic Research and International Relations Area.
  8. Giacomo Sbrana & Andrea Silvestrini, 2013. "Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework," Temi di discussione (Economic working papers) 929, Bank of Italy, Economic Research and International Relations Area.
  9. Riccardo De Bonis & Andrea Silvestrini, 2013. "The Italian financial cycle: 1861-2011," Temi di discussione (Economic working papers) 936, Bank of Italy, Economic Research and International Relations Area.
  10. Riccardo De Bonis & Fabio Farabullini & Miria Rocchelli & Alessandra Salvio & Andrea Silvestrini, 2013. "A quantitative look at the Italian banking system: evidence from a new dataset since 1861," Working Papers 9, Department of the Treasury, Ministry of the Economy and of Finance.
  11. Giacomo Sbrana & Andrea Silvestrini, 2012. "Temporal aggregation of cyclical models with business cycle applications," Post-Print hal-00809247, HAL.
  12. Riccardo De Bonis & Andrea Silvestrini, 2010. "The Effects of Financial and Real Wealth on Consumption: New Evidence from OECD Countries," Mo.Fi.R. Working Papers 38, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  13. SBRANA, Giacomo & SILVESTRINI, Andrea, 2010. "Aggregation of exponential smoothing processes with an application to portfolio risk evaluation," CORE Discussion Papers 2010039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  14. SILVESTRINI, Andrea & SALTo, Matteo & MOULIN, Laurent & VEREDAS, David, 2009. "Monitoring and forecasting annual public deficit every month: the case of France," CORE Discussion Papers RP 2019, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  15. Andrea Silvestrini, 2009. "Seasonal adjustment of bank deposits and loans," Questioni di Economia e Finanza (Occasional Papers) 42, Bank of Italy, Economic Research and International Relations Area.
  16. SBRANA, Giacomo & SILVESTRINI, Andrea, 2009. "What do we know about comparing aggregate and disaggregate forecasts?," CORE Discussion Papers 2009020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  17. Andrea Silvestrini, 2009. "Essays on aggregation and cointegration of econometric models," ULB Institutional Repository 2013/210304, ULB -- Universite Libre de Bruxelles.
  18. Andrea Silvestrini & David Veredas, 2008. "Temporal aggregation of univariate and multivariate time series models: A survey," Temi di discussione (Economic working papers) 685, Bank of Italy, Economic Research and International Relations Area.
  19. Andrea, SILVESTRINI, 2007. "Testing fiscal sustainability in Poland : a Bayesian analysis of cointegration," Discussion Papers (ECON - Département des Sciences Economiques) 2007040, Université catholique de Louvain, Département des Sciences Economiques.
  20. Andrea, SILVESTRINI, 2005. "Temporal aggregaton of univariate linear time series models," Discussion Papers (ECON - Département des Sciences Economiques) 2005044, Université catholique de Louvain, Département des Sciences Economiques.
  21. MOULIN, Laurent & SALTO, Matteo & SILVESTRINI, Andrea & VEREDAS, David, 2004. "Using intra annual information to forecast the annual state deficits : the case of France," CORE Discussion Papers 2004048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Alberto Coco & Andrea Silvestrini, 2017. "The nature and propagation of shocks in the euro area: a comparative SVAR analysis," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 7(1/2), pages 95-114.
  2. Sbrana, Giacomo & Silvestrini, Andrea & Venditti, Fabrizio, 2017. "Short-term inflation forecasting: The M.E.T.A. approach," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1065-1081.
  3. Silvestrini, Andrea & Zaghini, Andrea, 2015. "Financial shocks and the real economy in a nonlinear world: From theory to estimation," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 915-929.
  4. Riccardo De Bonis & Andrea Silvestrini, 2014. "The Italian financial cycle: 1861-2011," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 8(3), pages 301-334, September.
  5. Sbrana, Giacomo & Silvestrini, Andrea, 2014. "Random switching exponential smoothing and inventory forecasting," International Journal of Production Economics, Elsevier, vol. 156(C), pages 283-294.
  6. Sbrana, Giacomo & Silvestrini, Andrea, 2013. "Aggregation of exponential smoothing processes with an application to portfolio risk evaluation," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1437-1450.
  7. Sbrana, Giacomo & Silvestrini, Andrea, 2013. "Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework," International Journal of Production Economics, Elsevier, vol. 146(1), pages 185-198.
  8. Giacomo Sbrana & Andrea Silvestrini, 2012. "Comparing aggregate and disaggregate forecasts of first order moving average models," Statistical Papers, Springer, vol. 53(2), pages 255-263, May.
  9. Riccardo De Bonis & Andrea Silvestrini, 2012. "The effects of financial and real wealth on consumption: new evidence from OECD countries," Applied Financial Economics, Taylor & Francis Journals, pages 409-425.
  10. Giacomo Sbrana & Andrea Silvestrini, 2012. "Temporal aggregation of cyclical models with business cycle applications," Statistical Methods & Applications, Springer;Società Italiana di Statistica, pages 93-107.
  11. Bruno, Giuseppe & De Bonis, Riccardo & Silvestrini, Andrea, 2012. "Do financial systems converge? New evidence from financial assets in OECD countries," Journal of Comparative Economics, Elsevier, pages 141-155.
  12. Giacomo Sbrana & Andrea Silvestrini, 2011. "Measuring core inflation in Italy comparing aggregate vs. disaggregate price data," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 5(3), pages 239-258, October.
  13. Andrea Silvestrini, 2011. "The revision policy of seasonally adjusted balance sheet data in Italy," Applied Economics Letters, Taylor & Francis Journals, vol. 18(17), pages 1713-1717.
  14. Andrea Silvestrini, 2010. "Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration," Empirical Economics, Springer, pages 241-274.
  15. Andrea Silvestrini & Matteo Salto & Laurent Moulin & David Veredas, 2008. "Monitoring and forecasting annual public deficit every month: the case of France," Empirical Economics, Springer, pages 493-524.
  16. Andrea Silvestrini & David Veredas, 2008. "Temporal Aggregation Of Univariate And Multivariate Time Series Models: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 22(3), pages 458-497, July.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 18 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (8) 2008-01-05 2013-11-29 2015-02-28 2015-06-20 2015-06-27 2015-11-21 2016-03-29 2017-07-23. Author is listed
  2. NEP-ECM: Econometrics (7) 2005-12-14 2008-11-18 2010-03-28 2010-10-02 2013-10-18 2014-11-07 2015-06-20. Author is listed
  3. NEP-FOR: Forecasting (5) 2010-03-28 2010-10-02 2013-10-18 2014-11-07 2015-06-20. Author is listed
  4. NEP-ETS: Econometric Time Series (4) 2005-12-14 2008-11-18 2013-10-18 2014-11-07
  5. NEP-EEC: European Economics (3) 2015-06-20 2017-07-23 2017-11-05
  6. NEP-BAN: Banking (2) 2013-10-05 2013-11-29
  7. NEP-HIS: Business, Economic & Financial History (2) 2013-10-05 2013-11-29
  8. NEP-MON: Monetary Economics (2) 2013-10-05 2015-06-20
  9. NEP-ACC: Accounting & Auditing (1) 2016-03-29
  10. NEP-CBA: Central Banking (1) 2008-01-05
  11. NEP-CFN: Corporate Finance (1) 2017-11-05
  12. NEP-DGE: Dynamic General Equilibrium (1) 2015-06-27
  13. NEP-ORE: Operations Research (1) 2015-06-20
  14. NEP-RMG: Risk Management (1) 2010-10-02
  15. NEP-SBM: Small Business Management (1) 2017-11-05
  16. NEP-TRA: Transition Economics (1) 2008-01-05

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