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 1 2 321 1 2 3 778
Aggregationn of Space-Time Processes 0 0 0 13 2 2 2 85
Anchoring the Yield Curve Using Survey Expectations 0 0 0 23 1 1 3 151
Anchoring the yield curve using survey expectations 0 0 0 48 0 0 2 166
Anchoring the yield curve using survey expectations 0 0 0 36 0 0 0 217
Bond returns and market expectations 0 0 0 152 0 1 4 315
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 0 200 0 0 0 764
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 0 13 1 1 3 58
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 0 1 3 223 0 4 15 641
Detecting and Predicting Forecast Breakdowns 0 0 0 195 0 0 3 549
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 0 0 0 289
Detecting and predicting forecast breakdowns 0 0 1 103 0 0 2 415
Economic theory and forecasting: lessons from the literature 0 0 1 57 0 1 4 77
Economic theory and forecasting: lessons from the literature 0 0 0 78 0 0 0 51
Estimation Under Ambiguity 0 0 2 28 1 3 8 30
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 370 0 3 3 1,002
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 8 0 0 3 71
Forecast Comparisons in Unstable Environments 0 1 3 206 0 1 5 560
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 1 1 2 25 1 2 3 77
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 1 65 1 1 2 117
Generalized Method of Moments with Latent Variables 1 1 1 24 1 1 2 82
Generalized method of moments with latent variables 1 1 1 36 1 1 1 62
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 0 1 32
Hypernormal Densities 0 0 2 100 0 1 5 559
Hypernormal densities 0 0 0 201 0 0 1 778
Identification and Inference Under Narrative Restrictions 0 0 1 46 0 0 6 83
Impact of uncertainty shocks on the global economy 0 0 0 0 0 1 5 114
Impact of uncertainty shocks on the global economy 0 0 0 0 0 1 4 98
Incentive-driven Inattention 0 0 0 17 0 0 1 31
Incentive-driven Inattention 0 0 0 30 0 0 1 54
Incentive-driven Inattention 0 0 0 12 0 0 5 78
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 37 0 0 1 120
Model Comparisons in Unstable Environments 0 0 0 3 0 1 2 35
Model Selection in Unstable Environments 0 0 0 0 0 0 1 44
Model comparisons in unstable environments 0 0 0 64 3 3 3 75
Model comparisons in unstable environments 0 0 0 6 0 0 2 43
Models, Inattention and Bayesian Updates 0 0 0 13 0 0 1 29
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 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 1 43 1 1 3 88
Robust Bayesian inference for set-identified models 0 0 0 2 0 0 1 10
Robust Bayesian inference in proxy SVARs 0 0 0 0 1 1 1 4
Stress Testing with Misspecified Models 0 0 1 17 0 1 3 97
Tests of Conditional Predictive Ability 0 1 3 528 4 5 11 1,236
Tests of Conditional Predictive Ability 0 0 1 32 2 3 5 176
Tests of conditional predictive ability 0 2 4 534 1 3 8 1,534
The relationship between DSGE and VAR models 0 0 3 327 0 0 3 630
Uncertain Identification 0 0 0 12 0 0 0 14
Uncertain identification 0 0 0 38 0 0 0 37
Total Working Papers 3 9 35 5,222 22 45 150 14,684

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 1 5 132
Aggregation of space-time processes 0 2 2 272 0 2 4 664
Anchoring the yield curve using survey expectations 0 1 1 19 0 1 4 86
Bayesian estimation of state space models using moment conditions 0 1 2 20 2 3 6 84
Bond Returns and Market Expectations 0 1 1 30 1 4 7 133
Comparing Density Forecasts via Weighted Likelihood Ratio Tests 1 2 2 268 1 3 8 548
Detecting and Predicting Forecast Breakdowns 0 0 1 127 3 6 12 414
Economic theory and forecasting: lessons from the literature 0 0 0 5 0 0 6 43
Evaluation and Combination of Conditional Quantile Forecasts 0 0 2 136 0 2 6 337
Forecast comparisons in unstable environments 0 2 16 223 0 7 44 629
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 2 19 0 1 3 102
Heterogeneity, Inattention, and Bayesian Updates 0 0 2 16 2 3 12 72
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 0 119 6 7 8 323
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 1 19
Mixtures of t-distributions for finance and forecasting 0 0 0 49 2 2 2 155
Robust Bayesian Inference for Set‐Identified Models 0 0 0 8 2 4 10 44
Tests of Conditional Predictive Ability 1 3 8 739 5 13 39 2,207
Theory-coherent forecasting 0 1 4 68 0 1 6 177
Total Journal Articles 2 13 43 2,285 25 60 185 6,492

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting in macroeconomics 0 3 8 79 0 5 21 184
Total Chapters 0 3 8 79 0 5 21 184

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Statistics updated 2025-08-05