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 0 2 321 0 1 3 778
Anchoring the Yield Curve Using Survey Expectations 0 0 0 23 0 1 3 151
Anchoring the yield curve using survey expectations 0 0 0 36 1 1 1 218
Anchoring the yield curve using survey expectations 0 0 0 48 1 2 3 168
Bond returns and market expectations 1 1 1 153 2 2 6 317
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 0 200 0 1 1 765
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 0 0 3 223 0 1 12 642
Detecting and Predicting Forecast Breakdowns 0 0 0 195 0 0 3 549
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 0 2 2 291
Detecting and predicting forecast breakdowns 0 0 0 103 0 0 1 415
Economic theory and forecasting: lessons from the literature 0 0 0 78 0 0 0 51
Economic theory and forecasting: lessons from the literature 0 1 2 58 0 1 5 78
Estimation Under Ambiguity 0 0 1 28 0 1 6 30
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 370 0 0 3 1,002
Forecast Comparisons in Unstable Environments 0 0 3 206 1 2 7 562
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 1 2 3 26 1 3 5 79
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 1 65 3 7 8 123
Generalized Method of Moments with Latent Variables 0 1 1 24 0 1 2 82
Generalized method of moments with latent variables 0 1 1 36 0 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 2 100 1 1 6 560
Hypernormal densities 0 0 0 201 0 0 1 778
Identification and Inference Under Narrative Restrictions 0 0 1 46 0 0 5 83
Impact of uncertainty shocks on the global economy 0 0 0 0 1 1 6 115
Impact of uncertainty shocks on the global economy 0 0 0 0 0 0 4 98
Incentive-driven Inattention 0 0 0 30 0 7 7 61
Incentive-driven Inattention 0 0 0 17 0 0 1 31
Incentive-driven Inattention 0 0 0 12 0 4 8 82
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 112 0 1 1 165
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 1 3 3 52
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 0 0 548
Model Comparisons in Unstable Environments 0 0 0 14 0 1 1 90
Model Comparisons in Unstable Environments 0 0 0 3 0 0 2 35
Model Comparisons in Unstable Environments 0 0 0 37 0 0 1 120
Model Selection in Unstable Environments 0 0 0 0 0 0 1 44
Model comparisons in unstable environments 0 0 0 6 0 0 1 43
Model comparisons in unstable environments 0 0 0 64 1 51 51 123
Models, Inattention and Bayesian Updates 0 0 0 13 1 1 2 30
Models, Inattention and Expectation Updates 0 0 0 62 0 0 0 230
Models, Inattention and Expectation Updates 0 0 0 23 0 1 1 48
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 1 1 2 19
Robust Bayesian inference for set-identified models 0 0 1 43 0 1 2 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 0 2 2 5
Stress Testing with Misspecified Models 0 0 1 17 0 0 3 97
Tests of Conditional Predictive Ability 0 0 2 528 2 8 13 1,240
Tests of conditional predictive ability 1 1 4 535 1 3 9 1,536
The relationship between DSGE and VAR models 1 1 4 328 1 1 4 631
Uncertain Identification 0 0 0 12 1 1 1 15
Uncertain identification 0 0 0 38 0 0 0 37
Total Working Papers 4 8 34 5,158 20 115 216 14,360
5 registered items for which data could not be found

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 0 1 4 132
Aggregation of space-time processes 1 1 3 273 1 1 4 665
Anchoring the yield curve using survey expectations 0 0 1 19 1 2 6 88
Bayesian estimation of state space models using moment conditions 0 1 3 21 0 3 7 85
Bond Returns and Market Expectations 0 0 1 30 0 2 8 134
Comparing Density Forecasts via Weighted Likelihood Ratio Tests 0 1 2 268 1 5 10 552
Detecting and Predicting Forecast Breakdowns 0 1 1 128 0 4 11 415
Economic theory and forecasting: lessons from the literature 0 0 0 5 1 2 6 45
Evaluation and Combination of Conditional Quantile Forecasts 0 0 2 136 1 2 8 339
Forecast comparisons in unstable environments 2 4 17 227 2 7 41 636
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 1 1 2 20 1 1 3 103
Heterogeneity, Inattention, and Bayesian Updates 0 0 2 16 1 3 10 73
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 0 119 0 6 8 323
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 6 6 8 329
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 1 4 4 157
Robust Bayesian Inference for Set‐Identified Models 0 0 0 8 1 4 12 46
Tests of Conditional Predictive Ability 1 2 8 740 3 9 38 2,211
Theory-coherent forecasting 0 0 4 68 0 0 6 177
Total Journal Articles 5 11 46 2,294 20 62 195 6,529

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting in macroeconomics 0 3 10 82 0 6 25 190
Total Chapters 0 3 10 82 0 6 25 190

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Statistics updated 2025-10-06