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 1 7 206
Aggregation of Space-Time Processes 0 0 0 321 0 0 9 787
Aggregationn of Space-Time Processes 0 0 0 13 3 4 14 99
Anchoring the Yield Curve Using Survey Expectations 0 0 0 23 1 3 15 166
Anchoring the yield curve using survey expectations 0 0 0 48 0 1 7 175
Anchoring the yield curve using survey expectations 0 0 0 36 1 2 12 230
Bond returns and market expectations 0 0 0 153 1 3 9 326
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 0 13 0 12 21 79
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 2 202 0 0 15 780
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 0 1 3 226 1 3 22 664
Detecting and Predicting Forecast Breakdowns 0 0 0 195 0 0 11 560
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 1 1 10 301
Detecting and predicting forecast breakdowns 0 0 1 104 1 5 16 431
Economic theory and forecasting: lessons from the literature 0 0 0 58 0 3 18 96
Economic theory and forecasting: lessons from the literature 0 0 1 79 2 3 23 74
Estimation Under Ambiguity 0 0 0 28 0 0 20 50
Evaluation and Combination of Conditional Quantile Forecasts 2 2 3 373 4 5 41 1,043
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 8 0 2 7 78
Forecast Comparisons in Unstable Environments 2 3 13 219 5 7 54 616
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 0 26 0 1 28 107
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 0 65 1 2 20 143
Generalized Method of Moments with Latent Variables 0 0 0 24 0 0 19 101
Generalized method of moments with latent variables 0 0 0 36 2 3 14 76
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 0 166 1 1 15 402
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 0 2 8 71
Hypernormal Densities 0 0 0 100 0 1 15 575
Hypernormal Densities 0 0 0 3 1 2 8 40
Hypernormal densities 0 0 0 201 1 1 9 787
Identification and Inference Under Narrative Restrictions 0 1 1 47 0 2 14 97
Impact of uncertainty shocks on the global economy 0 0 0 0 0 1 16 131
Impact of uncertainty shocks on the global economy 0 0 0 0 0 0 11 109
Incentive-driven Inattention 0 0 0 12 0 0 11 93
Incentive-driven Inattention 0 0 0 17 0 1 8 39
Incentive-driven Inattention 0 0 0 30 0 3 15 76
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 90 0 1 7 145
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 112 0 0 5 170
Inference about Non-Identi?ed SVARs 0 0 0 13 0 1 17 69
Inference about Non-Identified SVARs 0 0 0 57 0 1 12 154
Mixtures of t-distributions for Finance and Forecasting 0 0 0 221 0 0 14 562
Model Comparisons in Unstable Environments 0 0 1 4 0 0 23 58
Model Comparisons in Unstable Environments 0 0 0 37 1 1 7 127
Model Comparisons in Unstable Environments 0 0 0 14 1 1 18 108
Model Selection in Unstable Environments 0 0 0 0 1 1 6 50
Model comparisons in unstable environments 0 0 0 64 1 1 21 144
Model comparisons in unstable environments 0 0 0 6 1 1 17 60
Models, Inattention and Bayesian Updates 0 0 0 13 0 1 11 41
Models, Inattention and Expectation Updates 0 0 0 23 0 1 8 56
Models, Inattention and Expectation Updates 0 0 1 63 0 0 15 245
Models, inattention and expectation updates 0 0 0 8 0 0 3 20
Robust Bayesian Inference in Proxy SVARs 0 0 0 2 0 0 16 35
Robust Bayesian Inference in Proxy SVARs 0 0 0 29 0 3 11 48
Robust Bayesian inference for set-identified models 0 0 0 2 0 0 14 24
Robust Bayesian inference for set-identified models 0 0 0 43 0 0 8 96
Robust Bayesian inference in proxy SVARs 0 0 0 0 1 1 8 13
Stress Testing with Misspecified Models 0 0 0 17 1 1 7 104
Tests of Conditional Predictive Ability 2 3 10 538 4 8 58 1,298
Tests of Conditional Predictive Ability 0 0 2 34 4 4 19 195
Tests of conditional predictive ability 1 3 10 545 17 25 72 1,608
The relationship between DSGE and VAR models 0 0 2 330 1 1 18 649
Uncertain Identification 0 0 0 12 0 0 13 28
Uncertain identification 0 0 1 39 0 1 23 60
Total Working Papers 7 13 51 5,278 59 129 993 15,775

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 2 2 16 148
Aggregation of space-time processes 0 0 0 273 1 2 11 676
Anchoring the yield curve using survey expectations 0 0 0 19 1 1 11 99
Bayesian estimation of state space models using moment conditions 0 0 0 21 0 0 12 97
Bond Returns and Market Expectations 0 0 0 30 0 0 9 143
Comparing Density Forecasts via Weighted Likelihood Ratio Tests 0 1 4 272 0 2 39 591
Detecting and Predicting Forecast Breakdowns 1 2 3 131 3 10 37 452
Economic theory and forecasting: lessons from the literature 0 0 1 6 0 2 16 61
Evaluation and Combination of Conditional Quantile Forecasts 0 0 2 138 1 3 20 359
Forecast comparisons in unstable environments 0 1 17 244 4 22 91 727
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 1 21 0 2 23 126
Heterogeneity, Inattention, and Bayesian Updates 0 0 0 16 0 1 11 84
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 1 120 1 3 21 344
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 0 3 18 347
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 0 2 12 31
Mixtures of t-distributions for finance and forecasting 0 0 0 49 0 0 13 170
Robust Bayesian Inference for Set‐Identified Models 2 2 2 10 4 8 23 69
Tests of Conditional Predictive Ability 5 8 12 752 24 40 90 2,301
Theory-coherent forecasting 0 1 2 70 1 2 14 191
Total Journal Articles 8 15 45 2,339 42 105 487 7,016

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting in macroeconomics 0 0 4 86 0 1 25 215
Total Chapters 0 0 4 86 0 1 25 215

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11