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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. Claire Giordano & Marco Marinucci & Andrea Silvestrini, 2018. "Firms’ and households’ investment in Italy: the role of credit constraints and other macro factors," Temi di discussione (Economic working papers) 1167, Bank of Italy, Economic Research and International Relations Area.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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).
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Giacomo Sbrana & Andrea Silvestrini, 2012. "Temporal aggregation of cyclical models with business cycle applications," Post-Print hal-00809247, HAL.
  13. 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.
  14. 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).
  15. 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).
  16. 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.
  17. 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).
  18. Andrea Silvestrini, 2009. "Essays on aggregation and cointegration of econometric models," ULB Institutional Repository 2013/210304, ULB -- Universite Libre de Bruxelles.
  19. 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.
  20. 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.
  21. 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.
  22. 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, vol. 22(5), pages 409-425, March.
  10. 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, vol. 40(1), pages 141-155.
  11. Giacomo Sbrana & Andrea Silvestrini, 2012. "Temporal aggregation of cyclical models with business cycle applications," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(1), pages 93-107, March.
  12. 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.
  13. 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.
  14. Andrea Silvestrini, 2010. "Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration," Empirical Economics, Springer, vol. 39(1), pages 241-274, August.
  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, vol. 34(3), pages 493-524, June.
  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.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. 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.

    Cited by:

    1. James H. Stock & Mark W. Watson, 2015. "Core Inflation and Trend Inflation," NBER Working Papers 21282, National Bureau of Economic Research, Inc.
    2. Cogoljević, Dušan & Gavrilović, Milan & Roganović, Miloš & Matić, Ivana & Piljan, Ivan, 2018. "Analyzing of consumer price index influence on inflation by multiple linear regression," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 941-944.

  2. 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.

    Cited by:

    1. Andrea Silvestrini & Andrea Zaghini, 2015. "Financial Shocks And The Real Economy In A Nonlinear World: From Theory To Estimation," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/910, Ghent University, Faculty of Economics and Business Administration.
    2. Boris Blagov & Michael Funke & Richhild Moessner, 2015. "Modelling the time-variation in euro area lending spreads," BIS Working Papers 526, Bank for International Settlements.
    3. Antonio M. Conti & Stefano Neri & Andrea Nobili, 2015. "Why is inflation so low in the euro area?," Temi di discussione (Economic working papers) 1019, Bank of Italy, Economic Research and International Relations Area.
    4. Guglielminetti, Elisa & Pouraghdam, Meradj, 2018. "Time-varying job creation and macroeconomic shocks," Labour Economics, Elsevier, vol. 50(C), pages 156-179.

  3. 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).

    Cited by:

    1. Andrea Silvestrini & Andrea Zaghini, 2015. "Financial Shocks And The Real Economy In A Nonlinear World: From Theory To Estimation," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/910, Ghent University, Faculty of Economics and Business Administration.
    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. Fang, Guochang & Tian, Lixin & Fu, Min & Sun, Mei & Du, Ruijin & Lu, Longxi & He, Yu, 2017. "The effect of energy construction adjustment on the dynamical evolution of energy-saving and emission-reduction system in China," Applied Energy, Elsevier, vol. 196(C), pages 180-189.
    4. Meradj Mortezapouraghdam, 2016. "Three Essays on the Role of Frictions in the Economy," Sciences Po publications info:hdl:2441/293qice3lj8, Sciences Po.
    5. Guglielminetti, Elisa & Pouraghdam, Meradj, 2018. "Time-varying job creation and macroeconomic shocks," Labour Economics, Elsevier, vol. 50(C), pages 156-179.
    6. Alexey Ponomarenko & Anna Rozhkova & Sergei Seleznev, 2018. "Macro-financial linkages: the role of liquidity dependence," BIS Working Papers 716, Bank for International Settlements.

  4. 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.

    Cited by:

    1. De Bonis, Riccardo & Marinelli, Giuseppe & Vercelli, Francesco, 2018. "Playing yo-yo with bank competition: New evidence from 1890 to 2014," Explorations in Economic History, Elsevier, vol. 67(C), pages 134-151.
    2. Massimiliano Affinito & Giorgio Albareto & Raffaele Santioni, 2016. "Purchases of sovereign debt securities by Italian banks during the crisis: the role of balance-sheet conditions," Questioni di Economia e Finanza (Occasional Papers) 330, Bank of Italy, Economic Research and International Relations Area.
    3. Piergiorgio Alessandri & Pierluigi Bologna & Roberta Fiori & Enrico Sette, 2015. "A note on the implementation of the countercyclical capital buffer in Italy," Questioni di Economia e Finanza (Occasional Papers) 278, Bank of Italy, Economic Research and International Relations Area.
    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. 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.

    Cited by:

    1. Babai, Zied & Boylan, John E. & Kolassa, Stephan & Nikolopoulos, Konstantinos, 2016. "Supply chain forecasting: Theory, practice, their gap and the futureAuthor-Name: Syntetos, Aris A," European Journal of Operational Research, Elsevier, vol. 252(1), pages 1-26.
    2. Rostami-Tabar, Bahman & Babai, Mohamed Zied & Ducq, Yves & Syntetos, Aris, 2015. "Non-stationary demand forecasting by cross-sectional aggregation," International Journal of Production Economics, Elsevier, vol. 170(PA), pages 297-309.
    3. 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.
    4. Scarpel, Rodrigo Arnaldo, 2015. "An integrated mixture of local experts model for demand forecasting," International Journal of Production Economics, Elsevier, vol. 164(C), pages 35-42.
    5. Poloni, Federico & Sbrana, Giacomo, 2015. "A note on forecasting demand using the multivariate exponential smoothing framework," International Journal of Production Economics, Elsevier, vol. 162(C), pages 143-150.

  6. 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.

    Cited by:

    1. 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.
    2. Anastasiou, Dimitrios, 2017. "Is ex-post credit risk affected by the cycles? The case of Italian banks," Research in International Business and Finance, Elsevier, vol. 42(C), pages 242-248.
    3. Rünstler, Gerhard & Vlekke, Marente, 2016. "Business, housing and credit cycles," Working Paper Series 1915, European Central Bank.
    4. Paolo Di Martino & Barbara Pistoresi & Alberto Rinaldi, 2016. "International financial flows, domestic banks, and the economic development of the periphery: Italy, 1861-1913," Department of Economics 0104, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    5. Piergiorgio Alessandri & Pierluigi Bologna & Roberta Fiori & Enrico Sette, 2015. "A note on the implementation of the countercyclical capital buffer in Italy," Questioni di Economia e Finanza (Occasional Papers) 278, Bank of Italy, Economic Research and International Relations Area.
    6. Baffigi, Alberto & Bontempi, Maria Elena & Felice, Emanuele & Golinelli, Roberto, 2015. "The changing relationship between inflation and the economic cycle in Italy: 1861–2012," Explorations in Economic History, Elsevier, vol. 56(C), pages 53-70.
    7. Kunovac, Davor & Mandler, Martin & Scharnagl, Michael, 2018. "Financial cycles in euro area economies: A cross-country perspective," Discussion Papers 04/2018, Deutsche Bundesbank.
    8. Claudio Borio, 2017. "Secular stagnation or financial cycle drag?," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 52(2), pages 87-98, April.
    9. Silvana Bartoletto & Bruno Chiarini & Elisabetta Marzano & Paolo Piselli, 2018. "Banking Crises and Boom-Bust Dynamics: Evidence for Italy (1861-2016)," CESifo Working Paper Series 6972, CESifo Group Munich.

  7. Giacomo Sbrana & Andrea Silvestrini, 2012. "Temporal aggregation of cyclical models with business cycle applications," Post-Print hal-00809247, HAL.

    Cited by:

    1. 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.

  8. 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.

    Cited by:

    1. Gustafsson, Peter & Stockhammar, Pär & Österholm, Pär, 2015. "Macroeconomic Effects of a Decline in Housing Prices in Sweden," Working Papers 138, National Institute of Economic Research.
    2. Alessio Ciarlone, 2012. "Wealth effects in emerging economies," Temi di discussione (Economic working papers) 843, Bank of Italy, Economic Research and International Relations Area.
    3. Riccardo De Bonis & Daniele Fano & Teresa Sbano, 2013. "Household aggregate wealth in the main OECD countries from 1980 to 2011: what do the data tell us?," Questioni di Economia e Finanza (Occasional Papers) 160, Bank of Italy, Economic Research and International Relations Area.
    4. Swamy, Vighneswara, 2017. "Wealth Effects and Macroeconomic Dynamics – Evidence from Indian Economy," MPRA Paper 76836, University Library of Munich, Germany.
    5. Antonio Bassanetti & Concetta Rondinelli, 2013. "Italian households� opinions on the difficulty of saving," Questioni di Economia e Finanza (Occasional Papers) 147, Bank of Italy, Economic Research and International Relations Area.
    6. Merike Kukk, 2014. "Distinguishing the Components of Household Financial Wealth: the Impact of Liabilities on Assets in Euro Area Countries," Proceedings of International Academic Conferences 0100418, International Institute of Social and Economic Sciences.
    7. Cristini, Annalisa & Sevilla, Almudena, 2013. "Do House Prices Affect Consumption? A Re-assessment of the Wealth Hypothesis," IZA Discussion Papers 7576, Institute for the Study of Labor (IZA).
    8. Iwo Augustyński, 2016. "Skutki podniesienia kwoty wolnej od podatku od dochodów osobistych," Gospodarka Narodowa, Warsaw School of Economics, issue 1, pages 55-71.
    9. Muellbauer, John & Geiger, Felix & Rupprecht, Manuel, 2016. "The housing market, household portfolios and the German consumer," Working Paper Series 1904, European Central Bank.
    10. Hassan Gholipour Fereidouni & Reza Tajaddini, 2017. "Housing Wealth, Financial Wealth and Consumption Expenditure: The Role of Consumer Confidence," The Journal of Real Estate Finance and Economics, Springer, vol. 54(2), pages 216-236, February.
    11. Ahec Šonje, Amina & Čeh Časni, Anita & Vizek, Maruška, 2014. "The effect of housing and stock market wealth on consumption in emerging and developed countries," Economic Systems, Elsevier, vol. 38(3), pages 433-450.
    12. Luca Sessa, 2012. "Economic (in)stability under monetary targeting," Temi di discussione (Economic working papers) 858, Bank of Italy, Economic Research and International Relations Area.
    13. Xiaorong Zhou & Meng-Shiuh Chang & Karen Gibler, 2016. "The asymmetric wealth effects of housing market and stock market on consumption in China," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 21(2), pages 196-216, April.
    14. Ersi Athanassiou & Ekaterini Tsouma, 2017. "Financial and Housing Wealth Effects on Private Consumption: The Case of Greece," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 15(1), pages 63-86.
    15. Daniel H. Cooper & Karen E. Dynan, 2013. "Wealth shocks and macroeconomic dynamics," Public Policy Discussion Paper 13-4, Federal Reserve Bank of Boston.

  9. 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).

    Cited by:

    1. Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2017. "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 15(4), pages 649-677.
    2. Ana María Iregui B. & Luis Fernando Melo V. & María Teresa Ramírez G. & Carmen Cecilia Delgado R., 2013. "El efecto de la volatilidad y del desalineamiento de la tasa de cambio real sobre la actividad de las empresas en Colombia," BORRADORES DE ECONOMIA 011106, BANCO DE LA REPÚBLICA.
    3. Sbrana, Giacomo & Silvestrini, Andrea, 2014. "Random switching exponential smoothing and inventory forecasting," International Journal of Production Economics, Elsevier, vol. 156(C), pages 283-294.

  10. 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).

    Cited by:

    1. Leal, Teresa & Pérez, Javier J. & Tujula, Mika & Vidal, Jean-Pierre, 2007. "Fiscal forecasting: lessons from the literature and challenges," Working Paper Series 843, European Central Bank.
    2. Nicholas Taylor, 2008. "The predictive value of temporally disaggregated volatility: evidence from index futures markets," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(8), pages 721-742.
    3. Helmut Luetkepohl & Fang Xu, 2009. "The Role of the Log Transformation in Forecasting Economic Variables," CESifo Working Paper Series 2591, CESifo Group Munich.
    4. George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Fotios Petropoulos, 2015. "Forecasting with Temporal Hierarchies," Monash Econometrics and Business Statistics Working Papers 16/15, Monash University, Department of Econometrics and Business Statistics.
    5. Ramirez, Octavio A., 2012. "Conclusive Evidence on the Benefits of Temporal Disaggregation to Improve the Precision of Time Series Model Forecasts," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 123470, Agricultural and Applied Economics Association.
    6. Onorante, Luca & Pedregal, Diego J. & Pérez, Javier J. & Signorini, Sara, 2008. "The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area," Working Paper Series 901, European Central Bank.
    7. Joan Paredes & Diego J. Pedregal & Javier J. Pérez, 2009. "A quarterly fiscal database for the euro area based on intra-annual fiscal information," Working Papers 0935, Banco de España;Working Papers Homepage.
    8. Pérez Quirós, Gabriel & Pérez, Javier J. & Paredes, Joan, 2015. "Fiscal targets. A guide to forecasters?," Working Paper Series 1834, European Central Bank.
    9. Paredes, Joan & Pedregal, Diego J. & Pérez, Javier J., 2014. "Fiscal policy analysis in the euro area: Expanding the toolkit," Journal of Policy Modeling, Elsevier, vol. 36(5), pages 800-823.
    10. Diego J. Pedregal & Javier J. Pérez & Antonio Sánchez Fuentes, 2014. "A Tookit to strengthen Government," Hacienda Pública Española, IEF, vol. 211(4), pages 117-146, December.
    11. Teresa Leal & Diego Pedregal & Javier Pérez, 2011. "Short-term monitoring of the Spanish government balance," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 2(1), pages 97-119, March.
    12. Diego J. Pedregal & Javier J. Pérez & A. Jesús Sánchez-Fuentes, 2014. "A toolkit to strengthen government budget surveillance," Working Papers 1416, Banco de España;Working Papers Homepage.
    13. Laura Carabotta, 2014. "Which Agency and Which Period is The Best? Analyzing National and International Fiscal Forecasts in Italy," International Journal of Economic Sciences, University of Economics, Prague, vol. 2014(1), pages 27-46.
    14. Teresa Leal Linares & Javier J. Pérez, 2009. "Un sistema ARIMA con agregación temporal para la previsión y el seguimiento del déficit del Estado," Hacienda Pública Española, IEF, vol. 190(3), pages 27-58, June.

  11. 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).

    Cited by:

    1. Barrera, Carlos, 2013. "El sistema de predicción desagregada: Una evaluación de las proyecciones de inflación 2006-2011," Working Papers 2013-009, Banco Central de Reserva del Perú.
    2. Helmut Lütkepohl, 2012. "Fundamental Problems with Nonfundamental Shocks," Discussion Papers of DIW Berlin 1230, DIW Berlin, German Institute for Economic Research.
    3. 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.
    4. Julius Stakenas, 2015. "Forecasting Lithuanian Inflation," Bank of Lithuania Working Paper Series 17, Bank of Lithuania.
    5. Helmut Luetkepohl, 2009. "Forecasting Aggregated Time Series Variables: A Survey," Economics Working Papers ECO2009/17, European University Institute.

  12. 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.

    Cited by:

    1. Qian, Hang, 2012. "Essays on statistical inference with imperfectly observed data," ISU General Staff Papers 201201010800003618, Iowa State University, Department of Economics.
    2. Cláudia Duarte, 2015. "Covariate-augmented unit root tests with mixed-frequency data," Working Papers w201507, Banco de Portugal, Economics and Research Department.
    3. Hui Jun ZHANG & Jean-Marie DUFOUR & John W. GALBRAITH, 2013. "Exchange Rates and Commodity Prices : Measuring Causality at Multiple Horizons," Cahiers de recherche 14-2013, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    4. Alexandre Petkovic & David Veredas, 2010. "Aggregation of linear models for panel data," ULB Institutional Repository 2013/136203, ULB -- Universite Libre de Bruxelles.
    5. 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.
    6. Babai, Zied & Boylan, John E. & Kolassa, Stephan & Nikolopoulos, Konstantinos, 2016. "Supply chain forecasting: Theory, practice, their gap and the futureAuthor-Name: Syntetos, Aris A," European Journal of Operational Research, Elsevier, vol. 252(1), pages 1-26.
    7. Götz Thomas & Hecq Alain & Urbain Jean-Pierre, 2012. "Forecasting Mixed Frequency Time Series with ECM-MIDAS Models," Research Memorandum 012, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    8. Kourentzes, Nikolaos & Petropoulos, Fotios & Trapero, Juan R., 2014. "Improving forecasting by estimating time series structural components across multiple frequencies," International Journal of Forecasting, Elsevier, vol. 30(2), pages 291-302.
    9. Nicholas Taylor, 2008. "The predictive value of temporally disaggregated volatility: evidence from index futures markets," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(8), pages 721-742.
    10. George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Fotios Petropoulos, 2015. "Forecasting with Temporal Hierarchies," Monash Econometrics and Business Statistics Working Papers 16/15, Monash University, Department of Econometrics and Business Statistics.
    11. Chatzizacharia, Kalliopi & Benekis, Vasilis & Hatziavramidis, Dimitris, 2016. "A blueprint for an energy policy in Greece with considerations of climate change," Applied Energy, Elsevier, vol. 162(C), pages 382-389.
    12. Jiang, Yu & Guo, Yongji & Zhang, Yihao, 2017. "Forecasting China's GDP growth using dynamic factors and mixed-frequency data," Economic Modelling, Elsevier, vol. 66(C), pages 132-138.
    13. Ramirez, Octavio A., 2012. "Conclusive Evidence on the Benefits of Temporal Disaggregation to Improve the Precision of Time Series Model Forecasts," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 123470, Agricultural and Applied Economics Association.
    14. Du, Yingxin & Ju, Jiandong & Ramirez, Carlos D. & Yao, Xi, 2017. "Bilateral trade and shocks in political relations: Evidence from China and some of its major trading partners, 1990–2013," Journal of International Economics, Elsevier, vol. 108(C), pages 211-225.
    15. Uwe Hassler, 2011. "Estimation of fractional integration under temporal aggregation," Post-Print hal-00815563, HAL.
    16. Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan, 2015. "Testing for Granger causality in large mixed-frequency VARs," Discussion Papers 45/2015, Deutsche Bundesbank.
    17. Chaudhuri, Malika & Calantone, Roger J. & Voorhees, Clay M. & Cockrell, Seth, 2018. "Disentangling the effects of promotion mix on new product sales: An examination of disaggregated drivers and the moderating effect of product class," Journal of Business Research, Elsevier, vol. 90(C), pages 286-294.
    18. Götz, Thomas B. & Knetsch, Thomas A., 2017. "Google data in bridge equation models for German GDP," Discussion Papers 18/2017, Deutsche Bundesbank.
    19. Yamin Ahmad & Ivan Paya, 2014. "Temporal Aggregation of Random Walk Processes and Implications for Asset Prices," Working Papers 14-01, UW-Whitewater, Department of Economics.
    20. Müller-Kademann Christian, 2015. "Internal Validation of Temporal Disaggregation: A Cloud Chamber Approach," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 235(3), pages 298-319, June.
    21. Giacomo Sbrana & Andrea Silvestrini, 2012. "Temporal aggregation of cyclical models with business cycle applications," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(1), pages 93-107, March.
    22. Kourentzes, Nikolaos & Petropoulos, Fotios, 2016. "Forecasting with multivariate temporal aggregation: The case of promotional modelling," International Journal of Production Economics, Elsevier, vol. 181(PA), pages 145-153.
    23. Ghysels, Eric & Hill, Jonathan B. & Motegi, Kaiji, 2013. "Testing for Granger Causality with Mixed Frequency Data," CEPR Discussion Papers 9655, C.E.P.R. Discussion Papers.
    24. Jian Chai & Puju Cao & Xiaoyang Zhou & Kin Keung Lai & Xiaofeng Chen & Siping (Sue) Su, 2018. "The Conductive and Predictive Effect of Oil Price Fluctuations on China’s Industry Development Based on Mixed-Frequency Data," Energies, MDPI, Open Access Journal, vol. 11(6), pages 1-14, May.
    25. Sacht, Stephen, 2014. "Analysis of Various Shocks within the High-Frequency Versions of the Baseline New-Keynesian Model," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100372, Verein für Socialpolitik / German Economic Association.
    26. Qian, Hang, 2013. "Vector Autoregression with Mixed Frequency Data," MPRA Paper 47856, University Library of Munich, Germany.
    27. Méndez Parra, Maximiliano, 2015. "Futures prices, trade and domestic supply of agricultural commodities," Economics PhD Theses 0115, Department of Economics, University of Sussex Business School.
    28. García-Martos, Carolina & Rodríguez, Julio & Sánchez, María Jesús, 2013. "Modelling and forecasting fossil fuels, CO2 and electricity prices and their volatilities," Applied Energy, Elsevier, vol. 101(C), pages 363-375.
    29. Sun, Jingwei & Shi, Wendong, 2014. "Aggregation of the generalized fractional processes," Economics Letters, Elsevier, vol. 124(2), pages 258-262.
    30. Helmut Luetkepohl, 2009. "Forecasting Aggregated Time Series Variables: A Survey," Economics Working Papers ECO2009/17, European University Institute.
    31. Motegi, Kaiji & Sadahiro, Akira, 2018. "Sluggish private investment in Japan’s Lost Decade: Mixed frequency vector autoregression approach," The North American Journal of Economics and Finance, Elsevier, vol. 43(C), pages 118-128.
    32. Shi, Wendong & Sun, Jingwei, 2016. "Aggregation and long-memory: An analysis based on the discrete Fourier transform," Economic Modelling, Elsevier, vol. 53(C), pages 470-476.
    33. Andres Elberg, 2014. "Temporal Aggregation and Convergence to the Law of One Price: Evidence from Micro Data," Working Papers 53, Facultad de Economía y Empresa, Universidad Diego Portales.
    34. Hecq A.W. & Urbain J.R.Y.J. & Götz T.B., 2013. "Testing for common cycles in non-stationary VARs with varied frecquency data," Research Memorandum 002, Maastricht University, Graduate School of Business and Economics (GSBE).
    35. Mendez Parra, Maximiliano, 2015. "Seasonal Unit Roots and Structural Breaks in agricultural time series: Monthly exports and domestic supply in Argentina," MPRA Paper 63831, University Library of Munich, Germany, revised 06 Apr 2015.
    36. Hecq, Alain & Goetz, Thomas, 2018. "Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes," MPRA Paper 87746, University Library of Munich, Germany.
    37. Steven Clark & T. Coggin, 2011. "Are U.S. stock prices mean reverting? Some new tests using fractional integration models with overlapping data and structural breaks," Empirical Economics, Springer, vol. 40(2), pages 373-391, April.

  13. 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.

    Cited by:

    1. SILVESTRINI, Andrea, 2010. "Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration," CORE Discussion Papers RP 2220, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Tronzano, Marco, 2017. "Testing Fiscal Sustainability In The Transition Economies Of Eastern Europe: The Case Of Poland (1999-2015)," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 70(1), pages 103-132.

  14. 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.

    Cited by:

    1. 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).
    2. 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).
    3. Giacomo Sbrana, 2012. "Aggregation and marginalization of GARCH processes: some further results," METRON, Springer;Sapienza Università di Roma, vol. 70(2), pages 165-172, August.

  15. 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).

    Cited by:

    1. 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.
    2. Javier J. Pérez, 2005. "Early-warning tools to forecast General Government deficit in the euro area: the role of intra-annual fiscal Indicators," Economic Working Papers at Centro de Estudios Andaluces E2005/14, Centro de Estudios Andaluces.
    3. Perez, Javier J., 2007. "Leading indicators for euro area government deficits," International Journal of Forecasting, Elsevier, vol. 23(2), pages 259-275.

Articles

  1. 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.
    See citations under working paper version above.
  2. 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.
    See citations under working paper version above.
  3. 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.
    See citations under working paper version above.
  4. 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.
    See citations under working paper version above.
  5. 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. See citations under working paper version above.
  6. 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, vol. 22(5), pages 409-425, March.
    See citations under working paper version above.
  7. 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, vol. 40(1), pages 141-155.

    Cited by:

    1. Asongu, Simplice A. & Nwachukwu, Jacinta C., 2016. "The Mobile Phone in the Diffusion of Knowledge for Institutional Quality in Sub-Saharan Africa," World Development, Elsevier, vol. 86(C), pages 133-147.
    2. Asongu Simplice, 2012. "Are Proposed African Monetary Unions Optimal Currency Areas? Real, Monetary and Fiscal Policy Convergence Analysis," Working Papers of the African Governance and Development Institute. 12/006, African Governance and Development Institute..
    3. Simplice Anutechia Asongu, 2014. "Fresh Patterns of Liberalization, Bank Return and Return Uncertainty in Africa," AAYE Policy Research Working Paper Series 14_016, Association of African Young Economists, revised Sep 2014.
    4. Simplice Asongu & Paul Acha-Anyi, 2017. "The Murder Epidemic: A Global Comparative Study," Working Papers of the African Governance and Development Institute. 17/059, African Governance and Development Institute..
    5. Asongu Simplice & Andrés Antonio, 2014. "Global trajectories, dynamics, and tendencies of business software piracy: benchmarking IPRs harmonization," Working Papers of the African Governance and Development Institute. 14/011, African Governance and Development Institute..
    6. Simplice A Asongu, 2013. "On the Obituary of Scientific Knowledge Monopoly," Economics Bulletin, AccessEcon, vol. 33(4), pages 2718-2731.
    7. 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.
    8. Simplice Asongu & Jacinta C. Nwachukwu, 2016. "Mobile Phones in the Diffusion of Knowledge and Persistence in Inclusive Human Development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 16/009, African Governance and Development Institute..
    9. Simplice Asongu & Antonio R. Andrés, 2015. "Trajectories in Knowledge Economy: Empirics from SSA and MENA countries," Working Papers of the African Governance and Development Institute. 15/060, African Governance and Development Institute..
    10. Asongu, Simplice & Biekpe, Nicholas & Tchamyou, Vanessa, 2018. "Remittances, ICT and Doing Business in Sub-Saharan Africa," MPRA Paper 88513, University Library of Munich, Germany.
    11. Asongu Simplice, 2012. "Real and Monetary Policy Convergence: EMU Crisis to the CFA Zone," Working Papers of the African Governance and Development Institute. 12/033, African Governance and Development Institute..
    12. Simplice A. Asongu, 2017. "Knowledge Economy Gaps, Policy Syndromes, and Catch-Up Strategies: Fresh South Korean Lessons to Africa," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 8(1), pages 211-253, March.
    13. Simplice A. Asongu, 2014. "African financial development dynamics: big time convergence," African Journal of Economic and Management Studies, Emerald Group Publishing, vol. 5(2), pages 160-194, July.
    14. Simplice A. Asongu, 2014. "Fighting African Capital Flight: Empirics on Benchmarking Policy Harmonization," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 11(1), pages 93-122, June.
    15. Bahadir, Berrak & Valev, Neven, 2015. "Financial development convergence," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 61-71.
    16. Bahadir, Berrak & Valev, Neven, 2017. "Catching up or drifting apart: Convergence of household and business credit in Europe," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 101-114.
    17. Simplice A. Asongu & Jacinta C. Nwachukwu, 2017. "The Arab Spring was Predictable in 2007: Empirics of Proof," Africagrowth Agenda, Africagrowth Institute, vol. 14(4), pages 4-7.
    18. Asongu, Simplice, 2017. "Persistence in Incarcerations: Global Comparative Evidence," MPRA Paper 85483, University Library of Munich, Germany.
    19. Simplice A. Asongu & Jacinta C. Nwachukwu, 2016. "A Brief Future of Time in the Monopoly of Scientific Knowledge," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 58(4), pages 638-671, December.
    20. Kalyvas, Antonios Nikolaos & Mamatzakis, Emmanuel, 2014. "Does business regulation matter for banks in the European Union?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 278-324.
    21. Simplice Asongu, 2015. "Addressing a Root Cause of Sub Saharan Africa’s Poverty Tragedy: Horizons for post-2015 Common Capital Flight Policies," Working Papers of the African Governance and Development Institute. 15/048, African Governance and Development Institute..
    22. Riccardo De Bonis & Daniele Fano & Teresa Sbano, 2013. "Household aggregate wealth in the main OECD countries from 1980 to 2011: what do the data tell us?," Questioni di Economia e Finanza (Occasional Papers) 160, Bank of Italy, Economic Research and International Relations Area.
    23. Asongu, Simplice, 2015. "The Comparative Economics of Knowledge Economy in Africa: Policy Benchmarks, Syndromes and Implications," MPRA Paper 67857, University Library of Munich, Germany.
    24. Simplice Asongu & Nicholas Biekpe, 2017. "Mobile Phone Innovation and Entrepreneurship in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 17/023, African Governance and Development Institute..
    25. Simplice Asongu & Jacinta C. Nwachukwu, 2016. "Not all that Glitters is Gold: ICT and Inclusive Human Development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 16/051, African Governance and Development Institute..
    26. Simplice Asongu & Vanessa Tchamyou, 2018. "Human Capital, Knowledge Creation, Knowledge Diffusion, Institutions and Economic Incentives: South Korea versus Africa," Working Papers of the African Governance and Development Institute. 18/008, African Governance and Development Institute..
    27. Simplice Asongu & Jacinta Nwachukwu, 2017. "The Role of Openness in the Effect of ICT on Governance," Working Papers of the African Governance and Development Institute. 17/050, African Governance and Development Institute..
    28. Giofré, Maela, 2013. "Investor protection rights and foreign investment," Journal of Comparative Economics, Elsevier, vol. 41(2), pages 506-526.
    29. Asongu, Simplice, 2015. "Rational Asymmetric Development, Piketty and the Spirit of Poverty in Africa," MPRA Paper 67301, University Library of Munich, Germany.
    30. Simplice A, Asongu, 2012. "African Development: Beyond Income Convergence," MPRA Paper 36054, University Library of Munich, Germany.
    31. Léon, Florian, 2018. "Convergence of credit structure around the world," Economic Modelling, Elsevier, vol. 68(C), pages 306-317.
    32. Asongu Simplice, 2012. "African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment," Working Papers of the African Governance and Development Institute. 12/004, African Governance and Development Institute..
    33. Simplice Asongu, 2017. "The Comparative Sustainable Development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 17/060, African Governance and Development Institute..
    34. Asongu, Simplice & Nwachukwu, Jacinta, 2016. "Mobile phones, Institutional Quality and Entrepreneurship in Sub-Saharan Africa," MPRA Paper 76590, University Library of Munich, Germany.
    35. Asongu, Simplice & Tchamyou, Vanessa & Minkoua N, Jules R. & Asongu, Ndemaze & Tchamyou, Nina, 2017. "Fighting terrorism in Africa: benchmarking policy harmonization," MPRA Paper 84343, University Library of Munich, Germany, revised Feb 2018.
    36. Asongu, Simplice & Nwachukwu, Jacinta, 2016. "Rational Asymmetric Development, Piketty and Poverty in Africa," MPRA Paper 76586, University Library of Munich, Germany, revised Sep 2016.
    37. Giuseppe Grande & Sergio Masciantonio & Andrea Tiseno, 2014. "The interest-rate sensitivity of the demand for sovereign debt. Evidence from OECD countries (1995-2011)," Temi di discussione (Economic working papers) 988, Bank of Italy, Economic Research and International Relations Area.
    38. Asongu, Simplice, 2017. "Comparative Sustainable Development in Sub-Saharan Africa," MPRA Paper 85487, University Library of Munich, Germany, revised Dec 2017.
    39. Simplice Asongu & Jacinta C. Nwachukwu, 2014. "Revolution empirics: predicting the Arab Spring," Working Papers of the African Governance and Development Institute. 14/032, African Governance and Development Institute..
    40. Asongu, Simplice & Tchamyou, Vanessa & Acha-Anyi, Paul, 2017. "Who is Who in Knowledge Economy in Africa?," MPRA Paper 84043, University Library of Munich, Germany.
    41. Asongu Simplice, 2012. "Harmonizing IPRs on Software Piracy: Empirics of Trajectories in Africa," Working Papers of the African Governance and Development Institute. 12/025, African Governance and Development Institute..
    42. Simplice Asongu & Jacinta C. Nwachukwu, 2017. "Openness, ICT and Entrepreneurship in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 17/032, African Governance and Development Institute..
    43. Simplice A, Asongu, 2012. "Are Proposed African Monetary Unions Optimal Currency Areas? Real and Monetary Policy Convergence Analysis," MPRA Paper 36056, University Library of Munich, Germany.
    44. Asongu, Simplice & Nwachukwu, Jacinta, 2015. "Fighting Terrorism: Empirics on Policy Harmonization," MPRA Paper 68314, University Library of Munich, Germany.
    45. Seccia, Antonio & Santeramo, Fabio Gaetano & Nardone, Gianluca, 2015. "Trade competitiveness in table grapes: a global view," MPRA Paper 70931, University Library of Munich, Germany.
    46. Chang, Tsangyao & Chen, Wen-Yi & Gupta, Rangan & Nguyen, Duc Khuong, 2015. "Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test," Economic Systems, Elsevier, vol. 39(2), pages 288-300.
    47. Pui Sun Tam & Pui I Tam, 2012. "Rethinking stock market integration: Globalization, valuation and convergence," SFB 649 Discussion Papers SFB649DP2012-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

  8. Giacomo Sbrana & Andrea Silvestrini, 2012. "Temporal aggregation of cyclical models with business cycle applications," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(1), pages 93-107, March.
    See citations under working paper version above.
  9. Andrea Silvestrini, 2010. "Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration," Empirical Economics, Springer, vol. 39(1), pages 241-274, August.
    See citations under working paper version above.
  10. Andrea Silvestrini & Matteo Salto & Laurent Moulin & David Veredas, 2008. "Monitoring and forecasting annual public deficit every month: the case of France," Empirical Economics, Springer, vol. 34(3), pages 493-524, June.
    See citations under working paper version above.
  11. 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.
    See citations under working paper version above.

More information

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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 19 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 (9) 2008-01-05 2013-11-29 2015-02-28 2015-06-20 2015-06-27 2015-11-21 2016-03-29 2017-07-23 2018-04-16. 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-CFN: Corporate Finance (2) 2017-11-05 2018-04-16
  8. NEP-HIS: Business, Economic & Financial History (2) 2013-10-05 2013-11-29
  9. NEP-MON: Monetary Economics (2) 2013-10-05 2015-06-20
  10. NEP-ACC: Accounting & Auditing (1) 2016-03-29
  11. NEP-CBA: Central Banking (1) 2008-01-05
  12. NEP-DGE: Dynamic General Equilibrium (1) 2015-06-27
  13. NEP-EUR: Microeconomic European Issues (1) 2018-04-16
  14. NEP-ORE: Operations Research (1) 2015-06-20
  15. NEP-RMG: Risk Management (1) 2010-10-02
  16. NEP-SBM: Small Business Management (1) 2017-11-05
  17. NEP-TRA: Transition Economics (1) 2008-01-05

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