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 0 1 2 321 0 2 3 778
Aggregationn of Space-Time Processes 0 0 0 13 0 2 2 85
Anchoring the Yield Curve Using Survey Expectations 0 0 0 23 0 1 3 151
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 1 1 3 167
Bond returns and market expectations 0 0 0 152 0 1 4 315
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 0 13 0 1 3 58
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 0 200 1 1 1 765
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 0 1 3 223 1 4 13 642
Detecting and Predicting Forecast Breakdowns 0 0 0 195 0 0 3 549
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 2 2 2 291
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 1 1 2 58 1 1 5 78
Estimation Under Ambiguity 0 0 1 28 0 2 7 30
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 0 2 3 1,002
Forecast Comparisons in Unstable Environments 0 1 3 206 1 2 6 561
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 1 2 25 1 2 4 78
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 1 65 3 4 5 120
Generalized Method of Moments with Latent Variables 0 1 1 24 0 1 2 82
Generalized method of moments with latent variables 0 1 1 36 0 1 1 62
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 2 100 0 1 5 559
Hypernormal Densities 0 0 0 3 0 0 1 32
Hypernormal densities 0 0 0 201 0 0 1 778
Identification and Inference Under Narrative Restrictions 0 0 1 46 0 0 5 83
Impact of uncertainty shocks on the global economy 0 0 0 0 0 0 4 98
Impact of uncertainty shocks on the global economy 0 0 0 0 0 0 5 114
Incentive-driven Inattention 0 0 0 12 4 4 8 82
Incentive-driven Inattention 0 0 0 17 0 0 1 31
Incentive-driven Inattention 0 0 0 30 7 7 7 61
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 112 1 1 1 165
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 2 2 2 51
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 0 0 0 548
Model Comparisons in Unstable Environments 0 0 0 37 0 0 1 120
Model Comparisons in Unstable Environments 0 0 0 3 0 0 2 35
Model Comparisons in Unstable Environments 0 0 0 14 1 1 2 90
Model Selection in Unstable Environments 0 0 0 0 0 0 1 44
Model comparisons in unstable environments 0 0 0 64 47 50 50 122
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 62 0 0 0 230
Models, Inattention and Expectation Updates 0 0 0 23 1 1 1 48
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 1 3 88
Robust Bayesian inference in proxy SVARs 0 0 0 0 1 2 2 5
Stress Testing with Misspecified Models 0 0 1 17 0 1 3 97
Tests of Conditional Predictive Ability 0 0 1 32 0 3 5 176
Tests of Conditional Predictive Ability 0 1 2 528 2 7 12 1,238
Tests of conditional predictive ability 0 0 4 534 1 2 9 1,535
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 1 8 33 5,223 78 113 219 14,762

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 1 4 132
Aggregation of space-time processes 0 2 2 272 0 2 4 664
Anchoring the yield curve using survey expectations 0 0 1 19 1 1 5 87
Bayesian estimation of state space models using moment conditions 1 1 3 21 1 3 7 85
Bond Returns and Market Expectations 0 0 1 30 1 3 8 134
Comparing Density Forecasts via Weighted Likelihood Ratio Tests 0 2 2 268 3 6 10 551
Detecting and Predicting Forecast Breakdowns 1 1 2 128 1 5 13 415
Economic theory and forecasting: lessons from the literature 0 0 0 5 1 1 6 44
Evaluation and Combination of Conditional Quantile Forecasts 0 0 2 136 1 3 7 338
Forecast comparisons in unstable environments 2 4 16 225 5 11 43 634
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 2 19 0 0 3 102
Heterogeneity, Inattention, and Bayesian Updates 0 0 2 16 0 3 12 72
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 0 119 0 6 8 323
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 1 3 3 156
Robust Bayesian Inference for Set‐Identified Models 0 0 0 8 1 4 11 45
Tests of Conditional Predictive Ability 0 1 8 739 1 8 40 2,208
Theory-coherent forecasting 0 0 4 68 0 0 6 177
Total Journal Articles 4 11 45 2,289 17 60 193 6,509

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting in macroeconomics 3 5 11 82 6 8 27 190
Total Chapters 3 5 11 82 6 8 27 190

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Statistics updated 2025-09-05