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 1 5 204
Aggregation of Space-Time Processes 0 0 1 321 1 4 11 787
Aggregationn of Space-Time Processes 0 0 0 13 1 5 12 95
Anchoring the Yield Curve Using Survey Expectations 0 0 0 23 0 4 13 163
Anchoring the yield curve using survey expectations 0 0 0 36 0 2 10 227
Anchoring the yield curve using survey expectations 0 0 0 48 0 3 8 174
Bond returns and market expectations 0 0 1 153 0 2 9 323
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 0 13 1 2 9 66
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 1 2 202 2 3 14 778
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 0 0 3 225 0 5 23 661
Detecting and Predicting Forecast Breakdowns 0 0 0 195 0 0 11 560
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 0 2 11 300
Detecting and predicting forecast breakdowns 0 0 1 104 1 3 11 426
Economic theory and forecasting: lessons from the literature 0 0 1 79 1 8 19 70
Economic theory and forecasting: lessons from the literature 0 0 1 58 2 4 16 93
Estimation Under Ambiguity 0 0 0 28 0 4 22 50
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 8 0 1 5 76
Evaluation and Combination of Conditional Quantile Forecasts 0 1 1 371 1 7 36 1,036
Forecast Comparisons in Unstable Environments 3 4 10 215 3 13 48 607
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 2 26 0 6 29 105
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 0 65 2 7 24 140
Generalized Method of Moments with Latent Variables 0 0 1 24 0 3 19 100
Generalized method of moments with latent variables 0 0 1 36 1 3 12 73
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 0 166 0 4 12 399
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 0 2 6 69
Hypernormal Densities 0 0 0 100 1 1 16 574
Hypernormal Densities 0 0 0 3 0 1 6 38
Hypernormal densities 0 0 0 201 0 0 8 786
Identification and Inference Under Narrative Restrictions 0 0 0 46 2 5 12 95
Impact of uncertainty shocks on the global economy 0 0 0 0 0 1 11 109
Impact of uncertainty shocks on the global economy 0 0 0 0 1 4 16 130
Incentive-driven Inattention 0 0 0 17 0 2 6 37
Incentive-driven Inattention 0 0 0 12 1 2 15 93
Incentive-driven Inattention 0 0 0 30 1 3 19 73
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 90 0 1 6 144
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 112 0 0 6 170
Inference about Non-Identi?ed SVARs 0 0 0 13 1 6 19 68
Inference about Non-Identified SVARs 0 0 0 57 1 4 10 152
Mixtures of t-distributions for Finance and Forecasting 0 0 0 221 1 5 14 562
Model Comparisons in Unstable Environments 0 0 0 14 0 4 17 106
Model Comparisons in Unstable Environments 0 0 0 37 1 5 6 126
Model Comparisons in Unstable Environments 0 1 1 4 1 9 23 58
Model Selection in Unstable Environments 0 0 0 0 0 0 5 49
Model comparisons in unstable environments 0 0 0 64 1 2 70 142
Model comparisons in unstable environments 0 0 0 6 1 5 16 59
Models, Inattention and Bayesian Updates 0 0 0 13 0 0 10 39
Models, Inattention and Expectation Updates 0 0 0 23 0 0 8 55
Models, Inattention and Expectation Updates 0 0 1 63 3 8 14 244
Models, inattention and expectation updates 0 0 0 8 0 1 3 20
Robust Bayesian Inference in Proxy SVARs 0 0 0 29 0 1 8 45
Robust Bayesian Inference in Proxy SVARs 0 0 0 2 1 5 16 34
Robust Bayesian inference for set-identified models 0 0 0 2 0 3 14 24
Robust Bayesian inference for set-identified models 0 0 0 43 0 1 9 96
Robust Bayesian inference in proxy SVARs 0 0 0 0 0 1 9 12
Stress Testing with Misspecified Models 0 0 0 17 0 1 7 103
Tests of Conditional Predictive Ability 0 1 2 34 0 6 15 188
Tests of Conditional Predictive Ability 0 2 5 532 8 22 52 1,283
Tests of conditional predictive ability 1 1 6 540 3 17 42 1,575
The relationship between DSGE and VAR models 0 0 3 330 2 4 18 648
Uncertain Identification 0 0 0 12 0 4 14 28
Uncertain identification 0 1 1 39 0 8 21 58
Total Working Papers 4 12 44 5,259 46 240 956 15,605

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 3 15 146
Aggregation of space-time processes 0 0 3 273 2 2 12 674
Anchoring the yield curve using survey expectations 0 0 0 19 0 3 12 98
Bayesian estimation of state space models using moment conditions 0 0 1 21 0 3 15 97
Bond Returns and Market Expectations 0 0 0 30 0 3 12 143
Comparing Density Forecasts via Weighted Likelihood Ratio Tests 0 1 5 271 0 6 43 588
Detecting and Predicting Forecast Breakdowns 0 1 2 129 3 10 32 442
Economic theory and forecasting: lessons from the literature 0 0 1 6 2 4 16 59
Evaluation and Combination of Conditional Quantile Forecasts 0 0 1 137 0 1 20 355
Forecast comparisons in unstable environments 2 5 20 241 9 20 70 693
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 1 2 21 1 4 22 124
Heterogeneity, Inattention, and Bayesian Updates 0 0 0 16 2 3 14 83
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 1 120 1 6 24 341
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 1 6 21 344
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 1 3 10 29
Mixtures of t-distributions for finance and forecasting 0 0 0 49 0 3 17 170
Robust Bayesian Inference for Set‐Identified Models 0 0 0 8 0 7 18 59
Tests of Conditional Predictive Ability 1 2 4 742 5 22 54 2,254
Theory-coherent forecasting 0 0 1 69 1 4 12 189
Total Journal Articles 3 10 41 2,319 29 113 439 6,888

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting in macroeconomics 0 1 8 85 1 7 30 212
Total Chapters 0 1 8 85 1 7 30 212

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Statistics updated 2026-06-04