Access Statistics for Alessia Paccagnini

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model 0 1 2 129 2 6 7 320
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models 0 0 0 74 0 1 2 67
Common factors and the dynamics of cereal prices. A forecasting perspective 0 0 2 22 1 1 4 59
Comparing Hybrid DSGE Models 0 0 3 162 0 1 7 405
DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa 0 0 0 94 0 0 2 251
DSGE Model Validation in a Bayesian Framework: an Assessment 0 0 2 198 0 0 5 323
DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa 0 0 0 46 1 1 1 146
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa 0 0 0 65 0 0 2 80
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs 0 0 0 103 2 3 5 185
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 0 80 0 0 0 75
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 0 67 0 0 3 141
Dealing with Misspecification in DSGE Models: A Survey 0 0 2 458 1 1 4 2,211
Does Trade Foster Institutions? 0 0 0 2 0 0 0 25
Does Trade Foster Institutions? An Empirical Assessment 0 0 0 6 0 1 3 45
Estimating a DSGE model with Limited Asset Market Participation for the Euro Area 0 1 1 165 0 2 3 304
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 63 0 4 5 42
Federal reserve chair communication sentiments’ heterogeneity, personal characteristics, and their impact on target rate discovery 0 0 0 27 0 1 1 42
Financial Conditions for the US: Aggregate Supply or Aggregate Demand Shocks? 0 0 0 18 0 0 2 29
Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models 0 0 0 41 0 0 2 81
Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US 0 0 1 187 1 2 4 281
Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model 0 0 0 83 0 0 0 132
Forecasting with FAVAR: macroeconomic versus financial factors 1 2 6 122 1 3 21 278
Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions 0 0 1 100 0 0 2 207
Forecasting with instabilities: an application to DSGE models with financial frictions 1 1 1 47 1 2 5 75
Forecasting: theory and practice 0 4 12 89 0 4 23 102
Great Recession, Slow Recovery and Muted Fiscal Policies in the US 0 0 1 92 0 0 4 134
Has the credit supply shock asymmetric effects on macroeconomic variables? 0 0 1 98 1 3 6 430
Identifying High-Frequency Shockswith Bayesian Mixed-Frequency VARs 0 0 1 51 0 1 5 43
Identifying Noise Shocks: a VAR with Data Revisions 0 0 0 105 0 3 3 328
Identifying high-frequency shocks with Bayesian mixed-frequency VARs 0 0 0 50 0 0 2 99
Identifying noise shocks: a VAR with data revisions 0 0 0 5 0 0 1 40
In search of the Euro Area Fiscal Stance 0 0 0 129 1 1 3 237
In search of the Euro area fiscal stance 0 0 0 36 0 2 2 74
Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model 0 0 0 49 0 1 2 70
Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs 0 0 0 89 0 0 1 73
Oil Price Forecastability and Economic Uncertainty 0 0 0 43 0 0 1 134
Oil Price Forecastability and Economic Uncertainty 0 0 0 104 0 0 0 217
Oil price forecastability and economic uncertainty 0 0 0 101 0 0 2 75
On the Statistical Identification of DSGE Models 0 0 0 422 0 2 13 1,107
On the Statistical Identification of DSGE Models 0 0 1 134 0 1 7 327
On the predictability of time-varying VAR and DSGE models 0 0 0 3 0 1 2 43
On the predictability of time-varying VAR and DSGE models 0 0 0 7 0 0 2 67
On the statistical identification of DSGE models 0 0 0 13 0 1 2 54
PIIGS in the Euro Area. An Empirical DSGE Model 0 0 1 135 0 0 2 290
PIIGS in the Euro area: An empirical DSGE model 0 0 0 48 0 0 3 77
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 1 219 0 0 2 649
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 0 58 0 0 0 95
Teaching Quantitative Courses Online: An International Survey 0 1 1 73 1 2 5 550
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 37 1 1 4 126
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 178 0 0 3 628
The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations 0 0 0 103 0 1 2 162
The Macroeconomic Determinants of the US Term-Structure During The Great Moderation 0 0 0 34 0 0 2 54
The Macroeconomic Determinants of the US Term-Structure during the Great Moderation 0 0 0 116 1 1 1 175
The asymmetric effects of uncertainty shocks 0 0 6 34 1 3 12 96
Uncertainty and the Federal Reserve’s Balance Sheet Monetary Policy 0 2 21 22 0 8 36 38
Total Working Papers 2 12 67 5,036 16 65 243 12,398


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models 0 0 1 83 0 0 4 239
Common factors and the dynamics of cereal prices. A forecasting perspective 0 0 0 1 0 0 1 6
Common factors and the dynamics of industrial metal prices. A forecasting perspective 0 0 2 7 0 1 4 23
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa 0 0 0 23 0 0 3 100
Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs 0 0 1 42 1 1 4 170
Did financial factors matter during the Great Recession? 0 0 4 31 0 0 5 78
Does Trade Foster Institutions? An Empirical Assessment 0 0 1 84 0 1 2 255
Does the credit supply shock have asymmetric effects on macroeconomic variables? 0 1 3 28 1 2 5 104
Editorial for Special Issue “New Frontiers in Forecasting the Business Cycle and Financial Markets” 0 0 1 2 1 1 2 9
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 40 0 0 4 136
Forecasting with instabilities: An application to DSGE models with financial frictions 0 1 6 51 0 3 12 125
Forecasting: theory and practice 1 4 18 49 7 26 148 293
Gender Bias in Entrepreneurship: What is the Role of the Founders’ Entrepreneurial Background? 0 0 9 17 4 6 36 56
Great recession, slow recovery and muted fiscal policies in the US 0 0 2 43 0 2 8 140
Identifying Noise Shocks: A VAR with Data Revisions 0 0 2 28 0 0 4 92
In search of the Euro area fiscal stance 0 0 1 25 0 0 3 100
LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS: AN EMPIRICAL DSGE MODEL 0 0 0 9 1 1 4 84
MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS 0 0 2 42 0 0 3 103
Oil price forecastability and economic uncertainty 0 0 2 73 0 0 5 208
On the predictability of time-varying VAR and DSGE models 0 0 0 89 0 2 4 226
On the statistical identification of DSGE models 0 0 2 278 0 1 9 845
Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models 0 0 3 20 2 4 11 89
SI women in Fintech and AI 0 0 0 1 0 0 2 10
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 1 0 1 2 8
The macroeconomic determinants of the US term structure during the Great Moderation 0 0 2 33 1 1 4 119
Total Journal Articles 1 6 62 1,100 18 53 289 3,618


Statistics updated 2025-03-03