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 3 4 203
Aggregation of Space-Time Processes 0 0 1 321 2 4 6 782
Aggregationn of Space-Time Processes 0 0 0 13 1 5 7 90
Anchoring the Yield Curve Using Survey Expectations 0 0 0 23 2 7 9 158
Anchoring the yield curve using survey expectations 0 0 0 48 0 2 5 170
Anchoring the yield curve using survey expectations 0 0 0 36 3 5 7 224
Bond returns and market expectations 0 0 1 153 2 2 8 320
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 0 200 7 9 10 774
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 0 13 4 5 7 63
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 1 1 3 224 3 7 18 651
Detecting and Predicting Forecast Breakdowns 0 0 0 195 3 7 13 559
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 3 5 9 298
Detecting and predicting forecast breakdowns 1 1 1 104 4 6 9 423
Economic theory and forecasting: lessons from the literature 0 1 1 79 6 8 8 59
Economic theory and forecasting: lessons from the literature 0 0 1 58 8 11 14 89
Estimation Under Ambiguity 0 0 0 28 4 10 17 43
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 370 7 25 28 1,027
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 8 4 4 5 75
Forecast Comparisons in Unstable Environments 0 3 5 210 10 20 30 589
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 3 26 7 11 16 90
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 1 65 3 5 16 131
Generalized Method of Moments with Latent Variables 0 0 1 24 10 13 15 96
Generalized method of moments with latent variables 0 0 1 36 2 5 6 67
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 0 166 5 7 7 394
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 2 3 3 66
Hypernormal Densities 0 0 0 3 2 2 3 34
Hypernormal Densities 0 0 2 100 7 11 16 571
Hypernormal densities 0 0 0 201 7 7 8 785
Identification and Inference Under Narrative Restrictions 0 0 0 46 2 5 8 89
Impact of uncertainty shocks on the global economy 0 0 0 0 5 9 14 125
Impact of uncertainty shocks on the global economy 0 0 0 0 4 6 12 107
Incentive-driven Inattention 0 0 0 17 2 3 5 35
Incentive-driven Inattention 0 0 0 30 3 7 16 70
Incentive-driven Inattention 0 0 0 12 5 7 13 89
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 112 2 5 6 170
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 90 3 3 5 143
Inference about Non-Identi?ed SVARs 0 0 0 13 3 9 12 61
Inference about Non-Identified SVARs 0 0 0 57 1 1 1 143
Mixtures of t-distributions for Finance and Forecasting 0 0 0 221 6 7 9 557
Model Comparisons in Unstable Environments 0 0 0 37 1 1 1 121
Model Comparisons in Unstable Environments 0 0 0 14 7 7 9 98
Model Comparisons in Unstable Environments 0 0 0 3 6 6 8 42
Model Selection in Unstable Environments 0 0 0 0 2 4 6 49
Model comparisons in unstable environments 0 0 0 64 9 11 67 139
Model comparisons in unstable environments 0 0 0 6 4 8 9 51
Models, Inattention and Bayesian Updates 0 0 0 13 1 6 9 37
Models, Inattention and Expectation Updates 1 1 1 63 3 5 5 235
Models, Inattention and Expectation Updates 0 0 0 23 5 6 7 54
Models, inattention and expectation updates 0 0 0 8 1 1 1 18
Robust Bayesian Inference in Proxy SVARs 0 0 0 29 3 6 7 44
Robust Bayesian Inference in Proxy SVARs 0 0 0 2 3 5 8 26
Robust Bayesian inference for set-identified models 0 0 0 2 5 6 10 19
Robust Bayesian inference for set-identified models 0 0 0 43 2 4 7 94
Robust Bayesian inference in proxy SVARs 0 0 0 0 2 5 8 11
Stress Testing with Misspecified Models 0 0 0 17 2 5 6 102
Tests of Conditional Predictive Ability 0 1 1 33 3 5 9 181
Tests of Conditional Predictive Ability 0 0 1 528 6 15 28 1,258
Tests of conditional predictive ability 1 2 6 537 10 17 24 1,554
The relationship between DSGE and VAR models 0 2 3 330 4 13 14 644
Uncertain Identification 0 0 0 12 4 8 10 24
Uncertain identification 0 0 0 38 5 10 11 48
Total Working Papers 4 12 33 5,240 243 425 669 15,269

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 4 6 12 142
Aggregation of space-time processes 0 0 3 273 3 6 10 671
Anchoring the yield curve using survey expectations 0 0 1 19 2 5 11 93
Bayesian estimation of state space models using moment conditions 0 0 2 21 1 7 13 93
Bond Returns and Market Expectations 0 0 1 30 3 4 14 140
Comparing Density Forecasts via Weighted Likelihood Ratio Tests 0 1 4 270 6 23 38 581
Detecting and Predicting Forecast Breakdowns 0 0 1 128 5 14 26 431
Economic theory and forecasting: lessons from the literature 0 0 0 5 2 6 10 51
Evaluation and Combination of Conditional Quantile Forecasts 0 1 2 137 3 12 22 354
Forecast comparisons in unstable environments 1 5 19 234 8 21 57 666
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 1 20 6 12 15 116
Heterogeneity, Inattention, and Bayesian Updates 0 0 2 16 3 5 14 78
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 1 1 1 120 9 11 19 334
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 4 4 12 335
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 3 5 6 25
Mixtures of t-distributions for finance and forecasting 0 0 0 49 3 8 13 166
Robust Bayesian Inference for Set‐Identified Models 0 0 0 8 1 4 13 51
Tests of Conditional Predictive Ability 0 0 7 740 6 11 41 2,228
Theory-coherent forecasting 0 1 2 69 3 8 10 185
Total Journal Articles 2 9 46 2,306 75 172 356 6,740

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting in macroeconomics 0 0 7 82 6 11 29 202
Total Chapters 0 0 7 82 6 11 29 202

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Statistics updated 2026-02-12