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 2 6 205
Aggregation of Space-Time Processes 0 0 0 321 0 1 10 787
Aggregationn of Space-Time Processes 0 0 0 13 0 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 1 2 11 228
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 1 8 323
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 0 13 1 2 10 67
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 1 2 202 2 5 16 780
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 0 0 2 225 0 4 20 661
Detecting and Predicting Forecast Breakdowns 0 0 0 195 0 0 11 560
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 0 1 11 300
Detecting and predicting forecast breakdowns 0 0 1 104 0 2 11 426
Economic theory and forecasting: lessons from the literature 0 0 1 58 0 4 16 93
Economic theory and forecasting: lessons from the literature 0 0 1 79 1 9 20 71
Estimation Under Ambiguity 0 0 0 28 0 3 21 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 2 6 36 1,038
Forecast Comparisons in Unstable Environments 1 5 10 216 2 11 49 609
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 2 26 1 3 30 106
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 0 65 1 5 25 141
Generalized Method of Moments with Latent Variables 0 0 1 24 1 3 20 101
Generalized method of moments with latent variables 0 0 1 36 0 1 12 73
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 0 166 2 4 14 401
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 0 1 6 69
Hypernormal Densities 0 0 0 3 0 1 6 38
Hypernormal Densities 0 0 0 100 0 1 15 574
Hypernormal densities 0 0 0 201 0 0 8 786
Identification and Inference Under Narrative Restrictions 0 0 0 46 0 3 12 95
Impact of uncertainty shocks on the global economy 0 0 0 0 0 4 16 130
Impact of uncertainty shocks on the global economy 0 0 0 0 0 1 11 109
Incentive-driven Inattention 0 0 0 17 1 3 7 38
Incentive-driven Inattention 0 0 0 30 0 2 19 73
Incentive-driven Inattention 0 0 0 12 0 2 15 93
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 0 5 19 68
Inference about Non-Identified SVARs 0 0 0 57 1 5 11 153
Mixtures of t-distributions for Finance and Forecasting 0 0 0 221 0 5 14 562
Model Comparisons in Unstable Environments 0 0 0 14 1 3 18 107
Model Comparisons in Unstable Environments 0 0 0 37 0 4 6 126
Model Comparisons in Unstable Environments 0 0 1 4 0 5 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 3 71 143
Model comparisons in unstable environments 0 0 0 6 0 3 16 59
Models, Inattention and Bayesian Updates 0 0 0 13 1 1 11 40
Models, Inattention and Expectation Updates 0 0 1 63 1 7 15 245
Models, Inattention and Expectation Updates 0 0 0 23 0 0 8 55
Models, inattention and expectation updates 0 0 0 8 0 1 3 20
Robust Bayesian Inference in Proxy SVARs 0 0 0 2 1 6 17 35
Robust Bayesian Inference in Proxy SVARs 0 0 0 29 0 1 8 45
Robust Bayesian inference for set-identified models 0 0 0 43 0 1 9 96
Robust Bayesian inference for set-identified models 0 0 0 2 0 1 14 24
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 6 103
Tests of Conditional Predictive Ability 0 1 2 34 3 9 17 191
Tests of Conditional Predictive Ability 3 4 7 535 7 26 58 1,290
Tests of conditional predictive ability 2 3 8 542 8 23 50 1,583
The relationship between DSGE and VAR models 0 0 3 330 0 4 18 648
Uncertain Identification 0 0 0 12 0 3 14 28
Uncertain identification 0 0 1 39 1 8 22 59
Total Working Papers 6 15 46 5,265 41 227 984 15,646

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 2 15 146
Aggregation of space-time processes 0 0 1 273 0 2 10 674
Anchoring the yield curve using survey expectations 0 0 0 19 0 2 12 98
Bayesian estimation of state space models using moment conditions 0 0 1 21 0 2 15 97
Bond Returns and Market Expectations 0 0 0 30 0 2 11 143
Comparing Density Forecasts via Weighted Likelihood Ratio Tests 0 1 4 271 1 3 42 589
Detecting and Predicting Forecast Breakdowns 0 1 2 129 0 6 31 442
Economic theory and forecasting: lessons from the literature 0 0 1 6 0 4 16 59
Evaluation and Combination of Conditional Quantile Forecasts 1 1 2 138 1 1 19 356
Forecast comparisons in unstable environments 2 5 20 243 12 24 76 705
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 2 21 0 1 22 124
Heterogeneity, Inattention, and Bayesian Updates 0 0 0 16 0 3 13 83
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 1 120 0 6 24 341
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 0 4 21 344
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 0 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 2 5 19 61
Tests of Conditional Predictive Ability 2 4 6 744 7 26 59 2,261
Theory-coherent forecasting 0 0 1 69 0 3 12 189
Total Journal Articles 5 12 41 2,324 23 102 444 6,911

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting in macroeconomics 1 2 7 86 2 6 30 214
Total Chapters 1 2 7 86 2 6 30 214

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Statistics updated 2026-07-10