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 2 199
Aggregation of Space-Time Processes 0 0 0 319 0 0 3 775
Aggregationn of Space-Time Processes 0 0 0 13 0 0 1 83
Anchoring the Yield Curve Using Survey Expectations 0 1 1 23 0 1 3 148
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 0 3 164
Bond returns and market expectations 0 0 4 152 0 0 8 311
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 1 13 0 0 3 55
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 1 200 0 0 2 764
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 0 0 3 220 3 3 14 629
Detecting and Predicting Forecast Breakdowns 0 0 0 195 0 0 2 546
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 0 0 3 289
Detecting and predicting forecast breakdowns 0 0 0 102 0 1 1 413
Economic theory and forecasting: lessons from the literature 0 0 0 56 0 0 0 73
Economic theory and forecasting: lessons from the literature 0 0 0 78 0 0 0 51
Estimation Under Ambiguity 1 1 1 27 1 1 2 23
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 8 0 0 1 68
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 370 0 0 1 999
Forecast Comparisons in Unstable Environments 0 1 7 203 0 2 10 555
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 1 23 0 0 4 74
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 1 64 0 0 2 115
Generalized Method of Moments with Latent Variables 0 0 1 23 0 0 5 80
Generalized method of moments with latent variables 0 0 0 35 0 0 1 61
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 1 166 0 0 2 387
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 0 0 0 61
Hypernormal Densities 0 0 0 98 0 0 1 554
Hypernormal Densities 0 0 0 3 0 0 0 31
Hypernormal densities 0 0 0 201 0 0 2 777
Identification and Inference Under Narrative Restrictions 0 0 5 45 1 1 19 78
Impact of uncertainty shocks on the global economy 0 0 0 0 0 0 2 94
Impact of uncertainty shocks on the global economy 0 0 0 0 0 0 6 109
Incentive-driven Inattention 0 0 0 17 0 0 2 30
Incentive-driven Inattention 0 0 0 12 1 1 3 74
Incentive-driven Inattention 0 0 1 30 1 1 2 54
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 89 0 0 1 136
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 112 0 0 1 164
Inference about Non-Identi?ed SVARs 0 0 0 13 0 0 0 49
Inference about Non-Identified SVARs 1 1 1 57 1 1 1 141
Mixtures of t-distributions for Finance and Forecasting 0 0 0 221 0 0 0 548
Model Comparisons in Unstable Environments 0 0 0 3 0 1 1 33
Model Comparisons in Unstable Environments 0 0 1 37 0 1 3 119
Model Comparisons in Unstable Environments 0 0 0 14 0 0 0 88
Model Selection in Unstable Environments 0 0 0 0 0 0 0 43
Model comparisons in unstable environments 0 0 0 64 0 0 0 72
Model comparisons in unstable environments 0 0 0 6 0 0 1 41
Models, Inattention and Bayesian Updates 0 0 2 13 0 1 3 28
Models, Inattention and Expectation Updates 0 0 0 62 0 0 0 230
Models, Inattention and Expectation Updates 0 0 0 23 0 0 0 47
Models, inattention and expectation updates 0 0 0 8 0 0 0 17
Robust Bayesian Inference in Proxy SVARs 0 0 1 29 0 0 3 37
Robust Bayesian Inference in Proxy SVARs 0 0 1 2 0 0 2 17
Robust Bayesian inference for set-identified models 0 0 1 42 0 1 3 85
Robust Bayesian inference for set-identified models 0 0 0 2 0 0 0 9
Robust Bayesian inference in proxy SVARs 0 0 0 0 0 0 0 3
Stress Testing with Misspecified Models 0 0 1 16 0 0 1 94
Tests of Conditional Predictive Ability 0 0 1 31 0 2 6 171
Tests of Conditional Predictive Ability 1 4 10 526 1 7 25 1,226
Tests of conditional predictive ability 0 2 5 530 0 3 13 1,526
The relationship between DSGE and VAR models 0 0 5 324 0 0 11 627
Uncertain Identification 0 0 0 12 0 0 0 14
Uncertain identification 0 0 0 38 0 0 1 37
Total Working Papers 3 10 57 5,190 9 28 186 14,543

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 1 41 1 1 6 128
Aggregation of space-time processes 0 1 4 270 0 2 10 660
Anchoring the yield curve using survey expectations 0 0 1 18 0 0 4 82
Bayesian estimation of state space models using moment conditions 0 0 2 18 0 0 6 78
Bond Returns and Market Expectations 0 0 1 29 0 0 2 126
Comparing Density Forecasts via Weighted Likelihood Ratio Tests 0 2 3 266 1 3 12 541
Detecting and Predicting Forecast Breakdowns 0 0 1 126 0 0 2 402
Economic theory and forecasting: lessons from the literature 0 0 0 5 1 1 2 38
Evaluation and Combination of Conditional Quantile Forecasts 0 2 10 134 0 3 16 331
Forecast comparisons in unstable environments 2 5 12 209 6 15 39 591
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 1 17 0 0 4 99
Heterogeneity, Inattention, and Bayesian Updates 0 0 2 14 0 0 4 60
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 0 119 0 0 2 315
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 0 0 6 321
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 1 4 0 1 2 18
Mixtures of t-distributions for finance and forecasting 0 0 0 49 0 1 3 153
Robust Bayesian Inference for Set‐Identified Models 0 0 0 8 0 0 6 34
Tests of Conditional Predictive Ability 0 3 14 731 0 10 34 2,168
Theory-coherent forecasting 0 0 3 64 0 1 6 171
Total Journal Articles 2 13 56 2,244 9 38 166 6,316

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting in macroeconomics 0 0 9 71 0 1 15 163
Total Chapters 0 0 9 71 0 1 15 163

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Statistics updated 2024-09-04