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 2 45 0 1 13 193
Aggregation of Space-Time Processes 0 1 2 318 0 2 8 766
Aggregationn of Space-Time Processes 0 0 0 13 0 1 5 80
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 1 12 0 1 8 49
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 1 199 1 1 4 756
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 0 0 0 206 1 3 8 578
Detecting and Predicting Forecast Breakdowns 0 0 1 192 1 1 8 530
Detecting and Predicting Forecast Breakdowns* 0 0 0 83 1 1 9 282
Evaluation and Combination of Conditional Quantile Forecasts 0 1 3 364 1 5 16 979
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 8 0 2 8 64
Forecast Comparisons in Unstable Environments 0 1 5 186 1 5 31 502
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 1 3 163 1 2 11 379
Hypernormal Densities 0 0 0 98 0 1 6 542
Hypernormal Densities 0 0 0 3 0 1 2 31
Hypernormal densities 0 0 0 201 0 1 7 773
Incorporating theoretical restrictions into forecasting by projection methods 0 0 1 88 0 1 4 134
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 111 0 1 4 159
Mixtures of t-distributions for Finance and Forecasting 0 0 0 220 0 3 6 545
Model Comparisons in Unstable Environments 0 0 0 14 0 0 2 85
Model Comparisons in Unstable Environments 0 0 1 36 1 1 6 109
Model Selection in Unstable Environments 0 0 0 0 0 0 0 43
Models, Inattention and Expectation Updates 0 1 6 58 0 2 27 213
Stress Testing with Misspecified Models 0 1 2 14 0 6 25 81
Tests of Conditional Predictive Ability 4 9 24 493 12 39 88 1,100
Tests of Conditional Predictive Ability 0 0 1 27 0 2 18 147
Tests of conditional predictive ability 0 1 10 513 3 9 41 1,477
Total Working Papers 4 16 63 3,665 23 92 365 10,597


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregation of space-time processes 1 1 3 260 1 2 9 624
Comparing Density Forecasts via Weighted Likelihood Ratio Tests 0 0 2 255 3 6 12 498
Detecting and Predicting Forecast Breakdowns 0 0 2 124 0 3 14 391
Evaluation and Combination of Conditional Quantile Forecasts 0 0 1 120 1 6 15 291
Forecast comparisons in unstable environments 0 2 6 184 0 5 23 502
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 2 2 2 107 4 6 12 293
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 2 3 117 0 4 9 300
Mixtures of t-distributions for finance and forecasting 0 0 0 46 0 0 2 146
Tests of Conditional Predictive Ability 3 8 38 699 7 28 118 2,072
Total Journal Articles 6 15 57 1,912 16 60 214 5,117


Statistics updated 2021-06-03