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 2 4 203
Aggregation of Space-Time Processes 0 0 1 321 1 5 7 783
Aggregationn of Space-Time Processes 0 0 0 13 0 5 7 90
Anchoring the Yield Curve Using Survey Expectations 0 0 0 23 1 4 9 159
Anchoring the yield curve using survey expectations 0 0 0 36 1 6 8 225
Anchoring the yield curve using survey expectations 0 0 0 48 1 3 6 171
Bond returns and market expectations 0 0 1 153 1 3 8 321
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 1 1 1 201 1 9 11 775
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 0 13 1 6 8 64
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 1 2 4 225 5 12 22 656
Detecting and Predicting Forecast Breakdowns 0 0 0 195 1 8 11 560
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 0 4 9 298
Detecting and predicting forecast breakdowns 0 1 1 104 0 5 9 423
Economic theory and forecasting: lessons from the literature 0 0 1 58 0 9 14 89
Economic theory and forecasting: lessons from the literature 0 1 1 79 3 10 11 62
Estimation Under Ambiguity 0 0 0 28 3 9 19 46
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 8 0 4 4 75
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 370 2 24 30 1,029
Forecast Comparisons in Unstable Environments 1 1 6 211 5 16 35 594
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 3 26 9 16 25 99
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 1 65 2 6 18 133
Generalized Method of Moments with Latent Variables 0 0 1 24 1 13 16 97
Generalized method of moments with latent variables 0 0 1 36 3 7 9 70
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 0 166 1 8 8 395
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 1 3 4 67
Hypernormal Densities 0 0 2 100 2 11 18 573
Hypernormal Densities 0 0 0 3 3 5 6 37
Hypernormal densities 0 0 0 201 1 8 9 786
Identification and Inference Under Narrative Restrictions 0 0 0 46 1 5 9 90
Impact of uncertainty shocks on the global economy 0 0 0 0 1 6 13 108
Impact of uncertainty shocks on the global economy 0 0 0 0 1 8 15 126
Incentive-driven Inattention 0 0 0 30 0 4 16 70
Incentive-driven Inattention 0 0 0 17 0 2 5 35
Incentive-driven Inattention 0 0 0 12 2 9 15 91
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 112 0 5 6 170
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 90 0 3 5 143
Inference about Non-Identi?ed SVARs 0 0 0 13 1 8 13 62
Inference about Non-Identified SVARs 0 0 0 57 5 6 6 148
Mixtures of t-distributions for Finance and Forecasting 0 0 0 221 0 7 9 557
Model Comparisons in Unstable Environments 0 0 0 14 4 11 13 102
Model Comparisons in Unstable Environments 0 0 0 3 7 13 15 49
Model Comparisons in Unstable Environments 0 0 0 37 0 1 1 121
Model Selection in Unstable Environments 0 0 0 0 0 3 6 49
Model comparisons in unstable environments 0 0 0 64 1 11 68 140
Model comparisons in unstable environments 0 0 0 6 3 8 11 54
Models, Inattention and Bayesian Updates 0 0 0 13 2 6 11 39
Models, Inattention and Expectation Updates 0 0 0 23 1 6 8 55
Models, Inattention and Expectation Updates 0 1 1 63 1 4 6 236
Models, inattention and expectation updates 0 0 0 8 1 2 2 19
Robust Bayesian Inference in Proxy SVARs 0 0 0 2 3 8 11 29
Robust Bayesian Inference in Proxy SVARs 0 0 0 29 0 6 7 44
Robust Bayesian inference for set-identified models 0 0 0 43 1 4 8 95
Robust Bayesian inference for set-identified models 0 0 0 2 2 8 11 21
Robust Bayesian inference in proxy SVARs 0 0 0 0 0 3 8 11
Stress Testing with Misspecified Models 0 0 0 17 0 5 6 102
Tests of Conditional Predictive Ability 2 2 3 530 3 13 30 1,261
Tests of Conditional Predictive Ability 0 1 1 33 1 6 10 182
Tests of conditional predictive ability 2 3 8 539 4 17 28 1,558
The relationship between DSGE and VAR models 0 0 3 330 0 7 14 644
Uncertain Identification 0 0 0 12 0 6 10 24
Uncertain identification 0 0 0 38 2 7 13 50
Total Working Papers 7 13 40 5,247 96 439 754 15,365

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 6 12 143
Aggregation of space-time processes 0 0 3 273 1 5 11 672
Anchoring the yield curve using survey expectations 0 0 1 19 2 7 13 95
Bayesian estimation of state space models using moment conditions 0 0 2 21 1 8 13 94
Bond Returns and Market Expectations 0 0 1 30 0 3 13 140
Comparing Density Forecasts via Weighted Likelihood Ratio Tests 0 0 4 270 1 17 38 582
Detecting and Predicting Forecast Breakdowns 0 0 1 128 1 9 26 432
Economic theory and forecasting: lessons from the literature 1 1 1 6 4 6 14 55
Evaluation and Combination of Conditional Quantile Forecasts 0 1 2 137 0 5 21 354
Forecast comparisons in unstable environments 2 4 20 236 7 21 61 673
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 1 20 4 11 19 120
Heterogeneity, Inattention, and Bayesian Updates 0 0 1 16 2 7 14 80
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 1 1 120 1 12 19 335
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 3 7 15 338
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 1 4 7 26
Mixtures of t-distributions for finance and forecasting 0 0 0 49 1 7 14 167
Robust Bayesian Inference for Set‐Identified Models 0 0 0 8 1 3 14 52
Tests of Conditional Predictive Ability 0 0 5 740 4 12 41 2,232
Theory-coherent forecasting 0 1 2 69 0 5 10 185
Total Journal Articles 3 8 45 2,309 35 155 375 6,775

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting in macroeconomics 2 2 9 84 3 11 31 205
Total Chapters 2 2 9 84 3 11 31 205

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Statistics updated 2026-03-04