Access Statistics for Raffaella Giacomini

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
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators 0 0 0 47 1 1 5 204
Aggregation of Space-Time Processes 0 0 1 321 0 4 10 786
Aggregationn of Space-Time Processes 0 0 0 13 4 4 11 94
Anchoring the Yield Curve Using Survey Expectations 0 0 0 23 4 5 13 163
Anchoring the yield curve using survey expectations 0 0 0 36 1 3 10 227
Anchoring the yield curve using survey expectations 0 0 0 48 3 4 8 174
Bond returns and market expectations 0 0 1 153 1 3 9 323
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 0 13 0 2 8 65
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 1 2 2 202 1 2 12 776
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 0 1 3 225 4 10 24 661
Detecting and Predicting Forecast Breakdowns 0 0 0 195 0 1 11 560
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 1 2 11 300
Detecting and predicting forecast breakdowns 0 0 1 104 1 2 10 425
Economic theory and forecasting: lessons from the literature 0 0 1 79 7 10 18 69
Economic theory and forecasting: lessons from the literature 0 0 1 58 2 2 15 91
Estimation Under Ambiguity 0 0 0 28 3 7 23 50
Evaluation and Combination of Conditional Quantile Forecasts 1 1 1 371 3 8 36 1,035
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 8 1 1 5 76
Forecast Comparisons in Unstable Environments 1 2 7 212 6 15 45 604
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 2 26 2 15 30 105
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 0 65 2 7 22 138
Generalized Method of Moments with Latent Variables 0 0 1 24 2 4 19 100
Generalized method of moments with latent variables 0 0 1 36 0 5 11 72
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 0 166 2 5 12 399
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 1 3 6 69
Hypernormal Densities 0 0 0 100 0 2 15 573
Hypernormal Densities 0 0 0 3 1 4 6 38
Hypernormal densities 0 0 0 201 0 1 8 786
Identification and Inference Under Narrative Restrictions 0 0 0 46 1 4 10 93
Impact of uncertainty shocks on the global economy 0 0 0 0 1 2 12 109
Impact of uncertainty shocks on the global economy 0 0 0 0 3 4 16 129
Incentive-driven Inattention 0 0 0 12 1 3 14 92
Incentive-driven Inattention 0 0 0 17 2 2 6 37
Incentive-driven Inattention 0 0 0 30 1 2 18 72
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 90 1 1 6 144
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 112 0 0 6 170
Inference about Non-Identi?ed SVARs 0 0 0 13 4 6 18 67
Inference about Non-Identified SVARs 0 0 0 57 3 8 9 151
Mixtures of t-distributions for Finance and Forecasting 0 0 0 221 4 4 13 561
Model Comparisons in Unstable Environments 0 0 0 37 3 4 5 125
Model Comparisons in Unstable Environments 0 0 0 14 2 8 17 106
Model Comparisons in Unstable Environments 0 1 1 4 4 15 23 57
Model Selection in Unstable Environments 0 0 0 0 0 0 5 49
Model comparisons in unstable environments 0 0 0 6 2 7 15 58
Model comparisons in unstable environments 0 0 0 64 1 2 69 141
Models, Inattention and Bayesian Updates 0 0 0 13 0 2 10 39
Models, Inattention and Expectation Updates 0 0 0 23 0 1 8 55
Models, Inattention and Expectation Updates 0 0 1 63 3 6 11 241
Models, inattention and expectation updates 0 0 0 8 1 2 3 20
Robust Bayesian Inference in Proxy SVARs 0 0 0 2 4 7 15 33
Robust Bayesian Inference in Proxy SVARs 0 0 0 29 1 1 8 45
Robust Bayesian inference for set-identified models 0 0 0 2 1 5 14 24
Robust Bayesian inference for set-identified models 0 0 0 43 1 2 9 96
Robust Bayesian inference in proxy SVARs 0 0 0 0 1 1 9 12
Stress Testing with Misspecified Models 0 0 0 17 1 1 7 103
Tests of Conditional Predictive Ability 1 4 5 532 11 17 44 1,275
Tests of Conditional Predictive Ability 1 1 2 34 6 7 15 188
Tests of conditional predictive ability 0 2 7 539 12 18 41 1,572
The relationship between DSGE and VAR models 0 0 3 330 2 2 16 646
Uncertain Identification 0 0 0 12 3 4 14 28
Uncertain identification 0 1 1 39 7 10 21 58
Total Working Papers 5 15 42 5,255 140 290 920 15,559

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS 0 0 0 41 1 3 14 145
Aggregation of space-time processes 0 0 3 273 0 1 10 672
Anchoring the yield curve using survey expectations 0 0 1 19 2 5 13 98
Bayesian estimation of state space models using moment conditions 0 0 2 21 2 4 16 97
Bond Returns and Market Expectations 0 0 1 30 2 3 14 143
Comparing Density Forecasts via Weighted Likelihood Ratio Tests 1 1 5 271 2 7 43 588
Detecting and Predicting Forecast Breakdowns 1 1 2 129 3 8 31 439
Economic theory and forecasting: lessons from the literature 0 1 1 6 2 6 14 57
Evaluation and Combination of Conditional Quantile Forecasts 0 0 1 137 0 1 20 355
Forecast comparisons in unstable environments 1 5 18 239 3 18 62 684
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 1 2 21 0 7 22 123
Heterogeneity, Inattention, and Bayesian Updates 0 0 0 16 1 3 12 81
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 1 120 5 6 24 340
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 3 8 20 343
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 2 3 9 28
Mixtures of t-distributions for finance and forecasting 0 0 0 49 3 4 17 170
Robust Bayesian Inference for Set‐Identified Models 0 0 0 8 3 8 19 59
Tests of Conditional Predictive Ability 1 1 5 741 14 21 55 2,249
Theory-coherent forecasting 0 0 2 69 2 3 12 188
Total Journal Articles 4 10 44 2,316 50 119 427 6,859

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting in macroeconomics 1 3 9 85 3 9 32 211
Total Chapters 1 3 9 85 3 9 32 211

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Statistics updated 2026-05-06