{"id":"https://openalex.org/W3046326966","doi":"https://doi.org/10.1016/j.econmod.2021.105522","title":"The Time-varying Risk of Italian GDP","display_name":"The Time-varying Risk of Italian GDP","publication_year":2020,"publication_date":"2020-01-01","ids":{"openalex":"https://openalex.org/W3046326966","doi":"https://doi.org/10.1016/j.econmod.2021.105522","mag":"3046326966"},"language":"en","primary_location":{"id":"doi:10.1016/j.econmod.2021.105522","doi":"https://doi.org/10.1016/j.econmod.2021.105522","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.econmod.2021.105522","pdf_url":null,"source":{"id":"https://openalex.org/S141184754","display_name":"Economic Modelling","issn_l":"0264-9993","issn":["0264-9993","1873-6122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-3","jufo-1","norway-1","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Economic Modelling","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.3680582","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5021957322","display_name":"Fabio Busetti","orcid":"https://orcid.org/0000-0003-1637-8473","observed_orcids":["https://orcid.org/0000-0003-1637-8473"]},"institutions":[{"id":"https://openalex.org/I103737770","display_name":"Bank of Italy","ror":"https://ror.org/03v2nbx43","country_code":"IT","type":"funder","lineage":["https://openalex.org/I103737770"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Fabio Busetti","raw_affiliation_strings":["Bank of Italy, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Bank of Italy, Italy","institution_ids":["https://openalex.org/I103737770"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5062313078","display_name":"Michele Caivano","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I103737770","display_name":"Bank of Italy","ror":"https://ror.org/03v2nbx43","country_code":"IT","type":"funder","lineage":["https://openalex.org/I103737770"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Michele Caivano","raw_affiliation_strings":["Bank of Italy, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Bank of Italy, Italy","institution_ids":["https://openalex.org/I103737770"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5015573550","display_name":"Davide Delle Monache","orcid":"https://orcid.org/0000-0002-9461-5684","observed_orcids":["https://orcid.org/0000-0002-9461-5684"]},"institutions":[{"id":"https://openalex.org/I103737770","display_name":"Bank of Italy","ror":"https://ror.org/03v2nbx43","country_code":"IT","type":"funder","lineage":["https://openalex.org/I103737770"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Davide Delle Monache","raw_affiliation_strings":["Bank of Italy, Italy"],"raw_orcid":"https://orcid.org/0000-0002-9461-5684","affiliations":[{"raw_affiliation_string":"Bank of Italy, Italy","institution_ids":["https://openalex.org/I103737770"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5066280471","display_name":"Claudia Pacella","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I103737770","display_name":"Bank of Italy","ror":"https://ror.org/03v2nbx43","country_code":"IT","type":"funder","lineage":["https://openalex.org/I103737770"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Claudia Pacella","raw_affiliation_strings":["Bank of Italy, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Bank of Italy, Italy","institution_ids":["https://openalex.org/I103737770"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5015573550"],"corresponding_institution_ids":["https://openalex.org/I103737770"],"apc_list":{"value":900,"currency":"USD","value_usd":900},"apc_paid":null,"fwci":4.0272,"has_fulltext":false,"cited_by_count":50,"citation_normalized_percentile":{"value":0.94811872,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":87,"max":100},"biblio":{"volume":"101","issue":null,"first_page":"105522","last_page":"105522"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.5835000276565552,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.5835000276565552,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.10379999876022339,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.09380000084638596,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/time-varying-risk","display_name":"time-varying risk","score":0.7509999871253967},{"id":"https://openalex.org/keywords/expectile-regression","display_name":"expectile regression","score":0.7129999995231628},{"id":"https://openalex.org/keywords/risk-indicators","display_name":"risk indicators","score":0.5989999771118164},{"id":"https://openalex.org/keywords/financial-situation","display_name":"financial conditions","score":0.9700000286102295},{"id":"https://openalex.org/keywords/economic-policy-uncertainty","display_name":"economic policy uncertainty","score":0.9480000138282776},{"id":"https://openalex.org/keywords/great-recession","display_name":"Great Recession","score":0.8529999852180481},{"id":"https://openalex.org/keywords/sovereign-debt-crisis","display_name":"sovereign debt crisis","score":0.8190000057220459},{"id":"https://openalex.org/keywords/italian-economy","display_name":"Italian economy","score":0.6620000004768372},{"id":"https://openalex.org/keywords/predictive-distribution","display_name":"predictive distribution","score":0.4480000138282776}],"concepts":[{"id":"https://openalex.org/C2778136018","wikidata":"https://www.wikidata.org/wiki/Q10350689","display_name":"Predictive power","level":2,"score":0.693773090839386},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6295255422592163},{"id":"https://openalex.org/C2777402642","wikidata":"https://www.wikidata.org/wiki/Q2557224","display_name":"Explanatory power","level":2,"score":0.6080089211463928},{"id":"https://openalex.org/C5496284","wikidata":"https://www.wikidata.org/wiki/Q5420856","display_name":"Expected shortfall","level":3,"score":0.5887947082519531},{"id":"https://openalex.org/C195742910","wikidata":"https://www.wikidata.org/wiki/Q176494","display_name":"Recession","level":2,"score":0.5613340735435486},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5521360039710999},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.5320229530334473},{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.5123733282089233},{"id":"https://openalex.org/C110121322","wikidata":"https://www.wikidata.org/wiki/Q865811","display_name":"Distribution (mathematics)","level":2,"score":0.4964004158973694},{"id":"https://openalex.org/C202353208","wikidata":"https://www.wikidata.org/wiki/Q1167393","display_name":"Economic indicator","level":2,"score":0.4883870482444763},{"id":"https://openalex.org/C181683161","wikidata":"https://www.wikidata.org/wiki/Q7301159","display_name":"Real gross domestic product","level":2,"score":0.4498257040977478},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3271758556365967},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.25130683183670044},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2040085792541504},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.1627969741821289},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.1317252516746521},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.08234524726867676},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1016/j.econmod.2021.105522","doi":"https://doi.org/10.1016/j.econmod.2021.105522","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.econmod.2021.105522","pdf_url":null,"source":{"id":"https://openalex.org/S141184754","display_name":"Economic Modelling","issn_l":"0264-9993","issn":["0264-9993","1873-6122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-3","jufo-1","norway-1","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Economic Modelling","raw_type":"journal-article"},{"id":"doi:10.2139/ssrn.3680582","doi":"https://doi.org/10.2139/ssrn.3680582","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.3680582","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:bdi:wptemi:td_1288_20","doi":null,"is_oa":false,"landing_page_url":"https://www.bancaditalia.it/pubblicazioni/temi-discussione/2020/2020-1288/en_tema_1288.pdf","pdf_url":"https://www.bancaditalia.it/pubblicazioni/temi-discussione/2020/2020-1288/en_tema_1288.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"mag:3046326966","doi":null,"is_oa":false,"landing_page_url":"https://ideas.repec.org/p/bdi/wptemi/td_1288_20.html","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null},{"id":"pmh:oai:RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001115","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0264999321001115","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"doi:10.2139/ssrn.3680582","doi":"https://doi.org/10.2139/ssrn.3680582","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.3680582","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"sustainable_development_goals":[{"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8","score":0.48510000109672546}],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":50,"referenced_works":["https://openalex.org/W1479678954","https://openalex.org/W1539970340","https://openalex.org/W1755214121","https://openalex.org/W1823012458","https://openalex.org/W1900727905","https://openalex.org/W1966823661","https://openalex.org/W1976486071","https://openalex.org/W1982914322","https://openalex.org/W2001203190","https://openalex.org/W2010136738","https://openalex.org/W2011495621","https://openalex.org/W2034661498","https://openalex.org/W2039728298","https://openalex.org/W2042590947","https://openalex.org/W2065089656","https://openalex.org/W2079544184","https://openalex.org/W2082545012","https://openalex.org/W2107877262","https://openalex.org/W2118711140","https://openalex.org/W2132527237","https://openalex.org/W2144836007","https://openalex.org/W2165410407","https://openalex.org/W2166362129","https://openalex.org/W2236994471","https://openalex.org/W2600008457","https://openalex.org/W2889842381","https://openalex.org/W2928668586","https://openalex.org/W2948998345","https://openalex.org/W2955027202","https://openalex.org/W3014264870","https://openalex.org/W3015376537","https://openalex.org/W3023239135","https://openalex.org/W3038255025","https://openalex.org/W3109586906","https://openalex.org/W3119398145","https://openalex.org/W3121326409","https://openalex.org/W3121377829","https://openalex.org/W3121737821","https://openalex.org/W3122146314","https://openalex.org/W3122202781","https://openalex.org/W3122205942","https://openalex.org/W3122239711","https://openalex.org/W3122495866","https://openalex.org/W3122516569","https://openalex.org/W3123341009","https://openalex.org/W3123485659","https://openalex.org/W3124793423","https://openalex.org/W3126081245","https://openalex.org/W3155605563","https://openalex.org/W4232071093"],"related_works":["https://openalex.org/W7113747255","https://openalex.org/W7112582175","https://openalex.org/W7113690104","https://openalex.org/W4408621318","https://openalex.org/W3014264870","https://openalex.org/W1602202763","https://openalex.org/W3137847965","https://openalex.org/W3121976874","https://openalex.org/W3121181914","https://openalex.org/W2998911158"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":3},{"year":2025,"cited_by_count":7},{"year":2024,"cited_by_count":20},{"year":2023,"cited_by_count":10},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":8}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2020-08-07T00:00:00"}