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 0 0 0 199
Aggregation of Space-Time Processes 0 0 1 320 0 0 1 776
Aggregationn of Space-Time Processes 0 0 0 13 0 0 0 83
Anchoring the Yield Curve Using Survey Expectations 0 0 1 23 0 1 3 150
Anchoring the yield curve using survey expectations 0 0 0 36 0 0 0 217
Anchoring the yield curve using survey expectations 0 0 0 48 0 1 2 166
Bond returns and market expectations 0 0 1 152 0 2 4 314
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 1 13 0 1 3 57
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 0 200 0 0 1 764
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 0 1 4 222 0 4 14 637
Detecting and Predicting Forecast Breakdowns 0 0 0 195 0 3 4 549
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 0 0 0 289
Detecting and predicting forecast breakdowns 0 0 1 103 0 1 3 415
Economic theory and forecasting: lessons from the literature 0 0 0 78 0 0 0 51
Economic theory and forecasting: lessons from the literature 0 0 1 57 1 1 3 76
Estimation Under Ambiguity 0 0 2 28 0 1 5 27
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 8 0 1 4 71
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 370 0 0 0 999
Forecast Comparisons in Unstable Environments 0 0 5 205 0 0 8 559
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 1 1 24 0 1 2 75
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 1 1 65 0 1 1 116
Generalized Method of Moments with Latent Variables 0 0 0 23 0 0 2 81
Generalized method of moments with latent variables 0 0 0 35 0 0 0 61
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 0 166 0 0 0 387
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 0 0 2 63
Hypernormal Densities 0 0 0 3 0 1 1 32
Hypernormal Densities 0 2 2 100 0 3 4 558
Hypernormal densities 0 0 0 201 0 1 1 778
Identification and Inference Under Narrative Restrictions 0 0 1 46 1 2 7 83
Impact of uncertainty shocks on the global economy 0 0 0 0 2 2 4 97
Impact of uncertainty shocks on the global economy 0 0 0 0 2 2 5 113
Incentive-driven Inattention 0 0 0 30 0 0 1 54
Incentive-driven Inattention 0 0 0 12 0 2 5 78
Incentive-driven Inattention 0 0 0 17 0 1 1 31
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 112 0 0 0 164
Incorporating theoretical restrictions into forecasting by projection methods 0 0 1 90 0 0 2 138
Inference about Non-Identi?ed SVARs 0 0 0 13 0 0 0 49
Inference about Non-Identified SVARs 0 0 1 57 0 0 2 142
Mixtures of t-distributions for Finance and Forecasting 0 0 0 221 0 0 0 548
Model Comparisons in Unstable Environments 0 0 0 14 0 0 1 89
Model Comparisons in Unstable Environments 0 0 0 3 0 0 2 34
Model Comparisons in Unstable Environments 0 0 0 37 0 0 2 120
Model Selection in Unstable Environments 0 0 0 0 1 1 1 44
Model comparisons in unstable environments 0 0 0 64 0 0 0 72
Model comparisons in unstable environments 0 0 0 6 0 1 2 43
Models, Inattention and Bayesian Updates 0 0 1 13 0 1 3 29
Models, Inattention and Expectation Updates 0 0 0 23 0 0 0 47
Models, Inattention and Expectation Updates 0 0 0 62 0 0 0 230
Models, inattention and expectation updates 0 0 0 8 0 0 0 17
Robust Bayesian Inference in Proxy SVARs 0 0 0 29 0 0 0 37
Robust Bayesian Inference in Proxy SVARs 0 0 0 2 0 0 1 18
Robust Bayesian inference for set-identified models 0 0 0 2 0 1 1 10
Robust Bayesian inference for set-identified models 0 0 1 43 0 0 3 87
Robust Bayesian inference in proxy SVARs 0 0 0 0 0 0 0 3
Stress Testing with Misspecified Models 0 0 1 17 0 0 2 96
Tests of Conditional Predictive Ability 0 0 5 527 0 1 13 1,231
Tests of Conditional Predictive Ability 0 0 1 32 0 1 5 173
Tests of conditional predictive ability 1 1 5 532 1 1 9 1,531
The relationship between DSGE and VAR models 0 0 3 327 0 0 5 630
Uncertain Identification 0 0 0 12 0 0 0 14
Uncertain identification 0 0 0 38 0 0 0 37
Total Working Papers 1 6 41 5,213 8 39 145 14,639

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 0 1 5 131
Aggregation of space-time processes 0 0 2 270 1 1 5 662
Anchoring the yield curve using survey expectations 0 0 0 18 2 3 3 85
Bayesian estimation of state space models using moment conditions 0 0 2 19 0 1 4 81
Bond Returns and Market Expectations 0 0 1 29 2 3 4 129
Comparing Density Forecasts via Weighted Likelihood Ratio Tests 0 0 2 266 0 2 9 545
Detecting and Predicting Forecast Breakdowns 0 0 1 127 2 3 6 408
Economic theory and forecasting: lessons from the literature 0 0 0 5 2 2 6 43
Evaluation and Combination of Conditional Quantile Forecasts 1 1 5 136 1 3 8 335
Forecast comparisons in unstable environments 2 6 19 221 3 13 51 622
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 2 19 0 0 2 101
Heterogeneity, Inattention, and Bayesian Updates 0 2 2 16 0 5 11 69
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 0 119 0 1 1 316
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 0 0 2 323
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 0 0 2 19
Mixtures of t-distributions for finance and forecasting 0 0 0 49 0 0 1 153
Robust Bayesian Inference for Set‐Identified Models 0 0 0 8 1 2 7 40
Tests of Conditional Predictive Ability 1 3 11 736 3 7 39 2,194
Theory-coherent forecasting 0 0 3 67 1 1 6 176
Total Journal Articles 4 12 50 2,272 18 48 172 6,432

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting in macroeconomics 0 1 5 76 0 6 17 179
Total Chapters 0 1 5 76 0 6 17 179

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Statistics updated 2025-05-12