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 3 202
Aggregation of Space-Time Processes 0 0 1 321 2 2 4 780
Aggregationn of Space-Time Processes 0 0 0 13 4 4 6 89
Anchoring the Yield Curve Using Survey Expectations 0 0 0 23 1 5 7 156
Anchoring the yield curve using survey expectations 0 0 0 36 2 3 4 221
Anchoring the yield curve using survey expectations 0 0 0 48 2 2 5 170
Bond returns and market expectations 0 0 1 153 0 1 6 318
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 0 200 1 2 3 767
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 0 13 1 1 4 59
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 0 0 2 223 4 6 16 648
Detecting and Predicting Forecast Breakdowns 0 0 0 195 4 7 10 556
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 1 4 6 295
Detecting and predicting forecast breakdowns 0 0 0 103 1 4 5 419
Economic theory and forecasting: lessons from the literature 0 0 1 58 1 3 7 81
Economic theory and forecasting: lessons from the literature 1 1 1 79 1 2 2 53
Estimation Under Ambiguity 0 0 0 28 2 9 13 39
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 370 15 18 21 1,020
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 8 0 0 2 71
Forecast Comparisons in Unstable Environments 0 4 5 210 1 17 21 579
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 3 26 0 4 9 83
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 1 65 1 5 13 128
Generalized Method of Moments with Latent Variables 0 0 1 24 2 4 6 86
Generalized method of moments with latent variables 0 0 1 36 2 3 4 65
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 0 166 2 2 2 389
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 0 1 2 64
Hypernormal Densities 0 0 0 3 0 0 1 32
Hypernormal Densities 0 0 2 100 2 4 9 564
Hypernormal densities 0 0 0 201 0 0 1 778
Identification and Inference Under Narrative Restrictions 0 0 1 46 2 4 8 87
Impact of uncertainty shocks on the global economy 0 0 0 0 1 5 8 103
Impact of uncertainty shocks on the global economy 0 0 0 0 2 5 9 120
Incentive-driven Inattention 0 0 0 12 2 2 10 84
Incentive-driven Inattention 0 0 0 17 0 2 3 33
Incentive-driven Inattention 0 0 0 30 1 6 13 67
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 112 3 3 4 168
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 90 0 2 2 140
Inference about Non-Identi?ed SVARs 0 0 0 13 4 6 9 58
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 1 3 3 551
Model Comparisons in Unstable Environments 0 0 0 37 0 0 1 120
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 Selection in Unstable Environments 0 0 0 0 1 3 4 47
Model comparisons in unstable environments 0 0 0 6 1 4 5 47
Model comparisons in unstable environments 0 0 0 64 1 7 58 130
Models, Inattention and Bayesian Updates 0 0 0 13 3 6 8 36
Models, Inattention and Expectation Updates 0 0 0 62 0 2 2 232
Models, Inattention and Expectation Updates 0 0 0 23 0 1 2 49
Models, inattention and expectation updates 0 0 0 8 0 0 0 17
Robust Bayesian Inference in Proxy SVARs 0 0 0 29 3 4 4 41
Robust Bayesian Inference in Proxy SVARs 0 0 0 2 2 4 5 23
Robust Bayesian inference for set-identified models 0 0 0 43 1 4 5 92
Robust Bayesian inference for set-identified models 0 0 0 2 1 4 5 14
Robust Bayesian inference in proxy SVARs 0 0 0 0 1 4 6 9
Stress Testing with Misspecified Models 0 0 1 17 3 3 6 100
Tests of Conditional Predictive Ability 0 0 1 528 4 12 23 1,252
Tests of Conditional Predictive Ability 1 1 1 33 2 2 6 178
Tests of conditional predictive ability 0 1 5 536 3 8 15 1,544
The relationship between DSGE and VAR models 0 2 3 330 3 9 10 640
Uncertain Identification 0 0 0 12 2 5 6 20
Uncertain identification 0 0 0 38 0 6 6 43
Total Working Papers 2 9 31 5,236 100 244 444 15,026

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 8 138
Aggregation of space-time processes 0 0 3 273 1 3 7 668
Anchoring the yield curve using survey expectations 0 0 1 19 3 3 9 91
Bayesian estimation of state space models using moment conditions 0 0 2 21 6 7 12 92
Bond Returns and Market Expectations 0 0 1 30 0 3 11 137
Comparing Density Forecasts via Weighted Likelihood Ratio Tests 0 2 4 270 10 23 33 575
Detecting and Predicting Forecast Breakdowns 0 0 1 128 3 11 21 426
Economic theory and forecasting: lessons from the literature 0 0 0 5 0 4 8 49
Evaluation and Combination of Conditional Quantile Forecasts 1 1 2 137 2 12 19 351
Forecast comparisons in unstable environments 1 6 19 233 6 22 54 658
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 1 20 1 7 9 110
Heterogeneity, Inattention, and Bayesian Updates 0 0 2 16 2 2 11 75
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 0 119 2 2 10 325
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 0 2 9 331
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 0 3 4 22
Mixtures of t-distributions for finance and forecasting 0 0 0 49 3 6 10 163
Robust Bayesian Inference for Set‐Identified Models 0 0 0 8 1 4 14 50
Tests of Conditional Predictive Ability 0 0 8 740 2 11 40 2,222
Theory-coherent forecasting 1 1 2 69 2 5 7 182
Total Journal Articles 3 10 46 2,304 45 136 296 6,665

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting in macroeconomics 0 0 8 82 2 6 24 196
Total Chapters 0 0 8 82 2 6 24 196

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09