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 1 1 2 321 1 1 2 777
Aggregationn of Space-Time Processes 0 0 0 13 0 0 0 83
Anchoring the Yield Curve Using Survey Expectations 0 0 0 23 0 0 2 150
Anchoring the yield curve using survey expectations 0 0 0 36 0 0 0 217
Anchoring the yield curve using survey expectations 0 0 0 48 0 0 2 166
Bond returns and market expectations 0 0 0 152 1 1 4 315
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 0 200 0 0 0 764
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 0 13 0 0 2 57
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 1 1 3 223 3 4 15 641
Detecting and Predicting Forecast Breakdowns 0 0 0 195 0 0 3 549
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 0 0 0 289
Detecting and predicting forecast breakdowns 0 0 1 103 0 0 2 415
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 0 1 57 0 2 4 77
Estimation Under Ambiguity 0 0 2 28 1 2 7 29
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 8 0 0 3 71
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 370 2 3 3 1,002
Forecast Comparisons in Unstable Environments 1 1 4 206 1 1 6 560
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 1 24 0 1 2 76
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 1 65 0 0 1 116
Generalized Method of Moments with Latent Variables 0 0 0 23 0 0 1 81
Generalized method of moments with latent variables 0 0 0 35 0 0 0 61
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 0 3 0 0 1 32
Hypernormal Densities 0 0 2 100 1 1 5 559
Hypernormal densities 0 0 0 201 0 0 1 778
Identification and Inference Under Narrative Restrictions 0 0 1 46 0 1 6 83
Impact of uncertainty shocks on the global economy 0 0 0 0 0 3 4 98
Impact of uncertainty shocks on the global economy 0 0 0 0 0 3 5 114
Incentive-driven Inattention 0 0 0 30 0 0 1 54
Incentive-driven Inattention 0 0 0 17 0 0 1 31
Incentive-driven Inattention 0 0 0 12 0 0 5 78
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 112 0 0 0 164
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 0 0 0 49
Inference about Non-Identified SVARs 0 0 1 57 0 0 2 142
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 0 1 89
Model Comparisons in Unstable Environments 0 0 0 37 0 0 2 120
Model Comparisons in Unstable Environments 0 0 0 3 0 1 2 35
Model Selection in Unstable Environments 0 0 0 0 0 1 1 44
Model comparisons in unstable environments 0 0 0 64 0 0 0 72
Model comparisons in unstable environments 0 0 0 6 0 0 2 43
Models, Inattention and Bayesian Updates 0 0 0 13 0 0 1 29
Models, Inattention and Expectation Updates 0 0 0 23 0 0 0 47
Models, Inattention and Expectation Updates 0 0 0 62 0 0 0 230
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 0 0 1 18
Robust Bayesian inference for set-identified models 0 0 0 2 0 0 1 10
Robust Bayesian inference for set-identified models 0 0 1 43 0 0 3 87
Robust Bayesian inference in proxy SVARs 0 0 0 0 0 0 0 3
Stress Testing with Misspecified Models 0 0 1 17 1 1 3 97
Tests of Conditional Predictive Ability 0 0 1 32 1 1 5 174
Tests of Conditional Predictive Ability 1 1 3 528 1 1 9 1,232
Tests of conditional predictive ability 0 3 6 534 0 3 10 1,533
The relationship between DSGE and VAR models 0 0 3 327 0 0 3 630
Uncertain Identification 0 0 0 12 0 0 0 14
Uncertain identification 0 0 0 38 0 0 0 37
Total Working Papers 4 7 35 5,219 13 31 138 14,662

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 0 4 131
Aggregation of space-time processes 2 2 2 272 2 3 4 664
Anchoring the yield curve using survey expectations 0 1 1 19 0 3 4 86
Bayesian estimation of state space models using moment conditions 0 1 2 20 0 1 4 82
Bond Returns and Market Expectations 0 1 1 30 1 5 6 132
Comparing Density Forecasts via Weighted Likelihood Ratio Tests 1 1 3 267 2 2 9 547
Detecting and Predicting Forecast Breakdowns 0 0 1 127 1 5 9 411
Economic theory and forecasting: lessons from the literature 0 0 0 5 0 2 6 43
Evaluation and Combination of Conditional Quantile Forecasts 0 1 3 136 2 3 8 337
Forecast comparisons in unstable environments 2 4 18 223 6 10 47 629
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 2 19 0 1 3 102
Heterogeneity, Inattention, and Bayesian Updates 0 0 2 16 1 1 10 70
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 0 119 0 1 2 317
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 0 0 2 323
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 0 0 0 153
Robust Bayesian Inference for Set‐Identified Models 0 0 0 8 1 3 8 42
Tests of Conditional Predictive Ability 0 3 8 738 2 11 38 2,202
Theory-coherent forecasting 0 1 4 68 0 2 7 177
Total Journal Articles 5 15 47 2,283 18 53 172 6,467

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting in macroeconomics 2 3 8 79 2 5 22 184
Total Chapters 2 3 8 79 2 5 22 184

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Statistics updated 2025-07-04