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 0 1 130 2 2 10 332
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models 0 0 0 74 0 2 7 74
Common Factors and the Dynamics of Cereal Prices: A Forecasting Perspective 0 0 2 25 2 5 11 72
Comparing Hybrid DSGE Models 0 0 1 163 3 15 27 433
DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa 0 0 0 94 0 2 8 259
DSGE Model Validation in a Bayesian Framework: an Assessment 0 1 1 199 2 7 30 353
DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa 0 0 0 46 0 0 6 152
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa 0 0 0 65 2 5 12 92
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs 0 0 0 103 4 6 18 203
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 0 67 0 1 7 148
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 0 80 2 3 11 87
Dealing with Misspecification in DSGE Models: A Survey 0 0 2 460 7 12 20 2,233
Does Trade Foster Institutions? 0 0 0 2 3 6 12 37
Does Trade Foster Institutions? An Empirical Assessment 0 0 0 6 1 1 6 51
Estimating a DSGE model with Limited Asset Market Participation for the Euro Area 0 1 1 167 0 2 10 315
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 63 1 3 16 58
Federal Reserve Chair Communication Sentiments' Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery 0 0 0 27 1 10 15 57
Financial Conditions for the US: Aggregate Supply or Aggregate Demand Shocks? 0 0 1 19 1 1 4 34
Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models 0 0 0 41 3 5 8 89
Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US 0 0 0 187 3 9 24 306
Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model 0 0 0 83 3 6 16 148
Forecasting with FAVAR: macroeconomic versus financial factors 0 1 4 126 3 9 25 306
Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions 0 0 0 100 1 5 8 215
Forecasting with instabilities: an application to DSGE models with financial frictions 0 0 0 47 4 6 16 94
Forecasting: theory and practice 1 1 5 95 3 5 45 154
Great Recession, Slow Recovery and Muted Fiscal Policies in the US 0 0 0 92 1 4 22 156
Has the credit supply shock asymmetric effects on macroeconomic variables? 0 0 2 100 3 10 24 456
Identifying High-Frequency Shockswith Bayesian Mixed-Frequency VARs 0 0 0 51 3 8 18 61
Identifying Noise Shocks: a VAR with Data Revisions 0 0 0 105 1 1 6 334
Identifying high-frequency shocks with Bayesian mixed-frequency VARs 1 1 1 51 3 8 17 116
Identifying noise shocks: a VAR with data revisions 0 0 0 5 3 7 14 54
In search of the Euro Area Fiscal Stance 0 0 0 129 0 6 20 257
In search of the Euro area fiscal stance 0 0 0 36 1 5 11 86
Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model 0 0 0 49 2 5 28 99
Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs 0 0 0 89 3 5 20 93
Oil Price Forecastability and Economic Uncertainty 0 0 0 43 2 4 12 147
Oil Price Forecastability and Economic Uncertainty 0 0 0 104 1 3 15 232
Oil price forecastability and economic uncertainty 0 0 0 101 1 9 18 95
On the Statistical Identification of DSGE Models 0 0 0 422 2 4 11 1,118
On the Statistical Identification of DSGE Models 0 0 1 135 1 3 9 336
On the predictability of time-varying VAR and DSGE models 0 1 1 4 2 5 17 60
On the predictability of time-varying VAR and DSGE models 0 0 0 7 4 8 19 86
On the statistical identification of DSGE models 0 0 0 13 1 1 8 62
PIIGS in the Euro Area. An Empirical DSGE Model 0 0 0 135 1 6 29 319
PIIGS in the Euro area: An empirical DSGE model 1 1 1 49 2 7 26 103
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 0 58 2 4 7 102
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 0 219 0 3 9 658
Teaching Quantitative Courses Online: An International Survey 0 0 1 74 0 0 7 558
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 37 0 0 9 136
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 178 1 3 10 639
The Asymmetric Effects of Uncertainty Shocks 0 0 1 35 5 7 13 110
The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations 0 0 0 103 1 5 14 176
The Macroeconomic Determinants of the US Term-Structure During The Great Moderation 0 0 0 34 3 4 11 65
The Macroeconomic Determinants of the US Term-Structure during the Great Moderation 0 0 0 116 2 7 10 185
Uncertainty and the Federal Reserve’s Balance Sheet Monetary Policy 0 0 7 30 3 10 44 87
Total Working Papers 3 7 33 5,073 105 280 850 13,288


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 84 2 2 13 252
Common factors and the dynamics of cereal prices. A forecasting perspective 0 0 1 2 3 3 14 21
Common factors and the dynamics of industrial metal prices. A forecasting perspective 0 1 6 13 7 10 25 48
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa 0 0 0 23 5 7 15 119
Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs 0 0 1 43 0 4 20 190
Did financial factors matter during the Great Recession? 0 0 0 31 2 3 10 88
Does Trade Foster Institutions? An Empirical Assessment 0 0 1 85 0 1 5 260
Does the credit supply shock have asymmetric effects on macroeconomic variables? 0 0 0 28 2 6 13 117
Editorial Boards of Finance Journals: The Gender Gap and Social Networks 0 0 0 0 3 10 23 23
Editorial for Special Issue “New Frontiers in Forecasting the Business Cycle and Financial Markets” 0 0 0 2 1 1 9 18
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 40 3 6 24 161
Forecasting with instabilities: An application to DSGE models with financial frictions 0 0 3 55 1 2 12 139
Forecasting: theory and practice 0 3 11 61 31 83 189 498
Gender Bias in Entrepreneurship: What is the Role of the Founders’ Entrepreneurial Background? 0 0 3 20 4 8 36 94
Great recession, slow recovery and muted fiscal policies in the US 0 0 0 43 2 3 17 158
Identifying Noise Shocks: A VAR with Data Revisions 0 0 1 29 2 5 13 109
In search of the Euro area fiscal stance 0 1 1 26 1 3 17 120
LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS: AN EMPIRICAL DSGE MODEL 0 1 1 11 3 11 23 113
MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS 0 0 0 42 0 2 17 120
Oil price forecastability and economic uncertainty 0 0 1 74 1 3 11 220
On the predictability of time-varying VAR and DSGE models 0 0 1 90 1 3 12 238
On the statistical identification of DSGE models 0 0 0 278 2 6 31 876
Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models 0 0 1 22 1 3 14 104
SI women in Fintech and AI 0 0 0 1 1 2 3 13
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 2 0 1 10 19
The macroeconomic determinants of the US term structure during the Great Moderation 0 0 0 33 1 3 16 135
Total Journal Articles 0 6 33 1,138 79 191 592 4,253


Statistics updated 2026-05-06