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 2 2 201
Aggregation of Space-Time Processes 0 0 1 321 0 0 2 778
Aggregationn of Space-Time Processes 0 0 0 13 0 0 2 85
Anchoring the Yield Curve Using Survey Expectations 0 0 0 23 4 4 6 155
Anchoring the yield curve using survey expectations 0 0 0 36 0 2 2 219
Anchoring the yield curve using survey expectations 0 0 0 48 0 1 3 168
Bond returns and market expectations 0 1 1 153 0 3 6 318
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 0 13 0 0 3 58
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 0 200 1 1 2 766
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 0 0 3 223 0 2 13 644
Detecting and Predicting Forecast Breakdowns 0 0 0 195 0 3 6 552
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 1 3 5 294
Detecting and predicting forecast breakdowns 0 0 0 103 1 3 4 418
Economic theory and forecasting: lessons from the literature 0 0 0 78 1 1 1 52
Economic theory and forecasting: lessons from the literature 0 0 2 58 2 2 7 80
Estimation Under Ambiguity 0 0 0 28 4 7 11 37
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 370 3 3 6 1,005
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 8 0 0 2 71
Forecast Comparisons in Unstable Environments 3 4 5 210 9 17 21 578
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 1 3 26 4 5 9 83
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 1 65 1 7 12 127
Generalized Method of Moments with Latent Variables 0 0 1 24 1 2 4 84
Generalized method of moments with latent variables 0 0 1 36 1 1 2 63
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 1 1 2 64
Hypernormal Densities 0 0 2 100 2 3 8 562
Hypernormal Densities 0 0 0 3 0 0 1 32
Hypernormal densities 0 0 0 201 0 0 1 778
Identification and Inference Under Narrative Restrictions 0 0 1 46 1 2 6 85
Impact of uncertainty shocks on the global economy 0 0 0 0 1 4 7 102
Impact of uncertainty shocks on the global economy 0 0 0 0 2 4 7 118
Incentive-driven Inattention 0 0 0 17 1 2 3 33
Incentive-driven Inattention 0 0 0 30 3 5 12 66
Incentive-driven Inattention 0 0 0 12 0 0 8 82
Incorporating theoretical restrictions into forecasting by projection methods 0 0 1 90 0 2 3 140
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 112 0 0 1 165
Inference about Non-Identi?ed SVARs 0 0 0 13 2 3 5 54
Inference about Non-Identified SVARs 0 0 0 57 0 0 1 142
Mixtures of t-distributions for Finance and Forecasting 0 0 0 221 0 2 2 550
Model Comparisons in Unstable Environments 0 0 0 14 0 1 2 91
Model Comparisons in Unstable Environments 0 0 0 3 0 1 3 36
Model Comparisons in Unstable Environments 0 0 0 37 0 0 1 120
Model Selection in Unstable Environments 0 0 0 0 1 2 3 46
Model comparisons in unstable environments 0 0 0 64 1 7 57 129
Model comparisons in unstable environments 0 0 0 6 3 3 4 46
Models, Inattention and Bayesian Updates 0 0 0 13 2 4 5 33
Models, Inattention and Expectation Updates 0 0 0 23 1 1 2 49
Models, Inattention and Expectation Updates 0 0 0 62 2 2 2 232
Models, inattention and expectation updates 0 0 0 8 0 0 0 17
Robust Bayesian Inference in Proxy SVARs 0 0 0 2 0 3 3 21
Robust Bayesian Inference in Proxy SVARs 0 0 0 29 0 1 1 38
Robust Bayesian inference for set-identified models 0 0 0 43 1 3 4 91
Robust Bayesian inference for set-identified models 0 0 0 2 0 3 4 13
Robust Bayesian inference in proxy SVARs 0 0 0 0 2 3 5 8
Stress Testing with Misspecified Models 0 0 1 17 0 0 3 97
Tests of Conditional Predictive Ability 0 0 2 528 5 10 21 1,248
Tests of Conditional Predictive Ability 0 0 0 32 0 0 4 176
Tests of conditional predictive ability 1 2 5 536 4 6 13 1,541
The relationship between DSGE and VAR models 2 3 5 330 6 7 9 637
Uncertain Identification 0 0 0 12 2 4 4 18
Uncertain identification 0 0 0 38 5 6 6 43
Total Working Papers 6 11 35 5,234 82 164 354 14,926

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 5 7 137
Aggregation of space-time processes 0 1 3 273 2 3 6 667
Anchoring the yield curve using survey expectations 0 0 1 19 0 1 6 88
Bayesian estimation of state space models using moment conditions 0 0 3 21 0 1 8 86
Bond Returns and Market Expectations 0 0 1 30 1 3 11 137
Comparing Density Forecasts via Weighted Likelihood Ratio Tests 1 2 4 270 7 14 23 565
Detecting and Predicting Forecast Breakdowns 0 0 1 128 6 8 18 423
Economic theory and forecasting: lessons from the literature 0 0 0 5 4 5 8 49
Evaluation and Combination of Conditional Quantile Forecasts 0 0 1 136 7 11 17 349
Forecast comparisons in unstable environments 3 7 19 232 7 18 50 652
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 1 1 20 5 7 8 109
Heterogeneity, Inattention, and Bayesian Updates 0 0 2 16 0 1 10 73
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 0 119 0 0 8 323
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 0 8 9 331
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 2 3 4 22
Mixtures of t-distributions for finance and forecasting 0 0 0 49 2 4 7 160
Robust Bayesian Inference for Set‐Identified Models 0 0 0 8 2 4 14 49
Tests of Conditional Predictive Ability 0 1 8 740 3 12 40 2,220
Theory-coherent forecasting 0 0 4 68 3 3 8 180
Total Journal Articles 4 12 48 2,301 52 111 262 6,620

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 82 3 4 24 194
Total Chapters 0 0 9 82 3 4 24 194

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Statistics updated 2025-12-06