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Author

Andrea Silvestrini

Observed name: Silvestrini Andrea
Institution: Bank of Italy
ORCID: 0000-0001-5213-9950
Observed ORCID: 0000-0001-5213-9950
OpenAlex ID: A5032388122
Temporal Aggregation of Univariate and Multivariate Time Series Models: a Survey
2008 · Andrea Silvestrini, David Veredas · Journal of Economic Surveys · 341
The effects of financial and real wealth on consumption: new evidence from OECD countries
2011 · Riccardo De Bonis, Andrea Silvestrini · Applied Financial Economics · 201
The Italian financial cycle: 1861–2011
2013 · Riccardo De Bonis, Andrea Silvestrini · Cliometrica · 192
Do financial systems converge? New evidence from financial assets in OECD countries
2011 · Giuseppe Bruno, Riccardo De Bonis, et al. · Journal of Comparative Economics · 170
Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework
2013 · Giacomo Sbrana, Andrea Silvestrini · International Journal of Production Economics · 157
Random switching exponential smoothing and inventory forecasting
2014 · Giacomo Sbrana, Andrea Silvestrini · International Journal of Production Economics · 116
The Effects of Financial and Real Wealth on Consumption: New Evidence from OECD Countries
2012 · Riccardo De Bonis, Andrea Silvestrini · SSRN Electronic Journal · 114
A regression discontinuity design for ordinal running variables: Evaluating central bank purchases of corporate bonds
2021 · Fan Li, Andrea Mercatanti, et al. · The Annals of Applied Statistics · 71
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Short-term inflation forecasting: The M.E.T.A. approach
2017 · Giacomo Sbrana, Andrea Silvestrini, et al. · International Journal of Forecasting · 68
Causal analysis of central bank holdings of corporate bonds under interference
2022 · Taneli Mäkinen, Fan Li, et al. · Economic Modelling · 54
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Nowcasting the state of the Italian economy: The role of financial markets
2023 · Donato Ceci, Andrea Silvestrini · Journal of Forecasting · 38
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A new global database on agriculture investment and capital stock
2020 · Marie Vander Donckt, Philip Chan, et al. · Food Policy · 38
The role of financial factors for European corporate investment
2019 · Andrea Mercatanti, Taneli Mäkinen, et al. · Journal of International Money and Finance · 38
Financial shocks and the real economy in a nonlinear world: From theory to estimation
2015 · Andrea Silvestrini, Andrea Zaghini · Journal of Policy Modeling · 33
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Monitoring and forecasting annual public deficit every month: the case of France
2007 · Andrea Silvestrini, Matteo Salto, et al. · Empirical Economics · 27
The macro determinants of firms' and households' investment: Evidence from Italy
2018 · Claire Giordano, Marco Marinucci, et al. · Economic Modelling · 25
Investment Decisions by European Firms and Financing Constraints
2017 · Andrea Mercatanti, Taneli Mäkinen, et al. · SSRN Electronic Journal · 23
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Random switching exponential smoothing: A new estimation approach
2019 · Giacomo Sbrana, Andrea Silvestrini · International Journal of Production Economics · 22
Forecasting with the damped trend model using the structural approach
2020 · Giacomo Sbrana, Andrea Silvestrini · International Journal of Production Economics · 19
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A Quantitative Look at the Italian Banking System: Evidence from a New Dataset Since 1861
2012 · Riccardo De Bonis, Fabio Farabullini, et al. · RePEc: Research Papers in Economics · 16
Real and financial cycles: estimates using unobserved component models for the Italian economy
2019 · Guido Bulligan, Lorenzo Burlon, et al. · Statistical Methods & Applications · 14
The effects of financial and real wealth on consumption: new evidence from OECD countries
2011 · Riccardo De Bonis, Andrea Silvestrini · RePEc: Research Papers in Economics · 8
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The structural Theta method and its predictive performance in the M4-Competition
2024 · Giacomo Sbrana, Andrea Silvestrini · International Journal of Forecasting · 7
The RWDAR model: A novel state-space approach to forecasting
2022 · Giacomo Sbrana, Andrea Silvestrini · International Journal of Forecasting · 7
Firms’ and Households’ Investment in Italy: The Role of Credit Constraints and Other Macro Factors
2018 · Claire Giordano, Marco Marinucci, et al. · SSRN Electronic Journal · 7
Works count: 140
Citation count: 1,884
H-index: 19
I10-index: 22
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