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 7 206
Aggregation of Space-Time Processes 0 0 0 321 0 1 9 787
Aggregationn of Space-Time Processes 0 0 0 13 0 1 10 95
Anchoring the Yield Curve Using Survey Expectations 0 0 0 23 0 0 12 163
Anchoring the yield curve using survey expectations 0 0 0 48 0 0 8 174
Anchoring the yield curve using survey expectations 0 0 0 36 1 2 12 229
Bond returns and market expectations 0 0 1 153 0 0 8 323
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 2 202 0 4 16 780
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 0 13 0 2 9 67
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 1 1 3 226 1 1 21 662
Detecting and Predicting Forecast Breakdowns 0 0 0 195 0 0 11 560
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 0 0 11 300
Detecting and predicting forecast breakdowns 0 0 1 104 1 2 12 427
Economic theory and forecasting: lessons from the literature 0 0 1 79 1 3 21 72
Economic theory and forecasting: lessons from the literature 0 0 1 58 1 3 17 94
Estimation Under Ambiguity 0 0 0 28 0 0 20 50
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 8 1 1 6 77
Evaluation and Combination of Conditional Quantile Forecasts 0 0 1 371 0 3 36 1,038
Forecast Comparisons in Unstable Environments 0 4 10 216 0 5 49 609
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 1 26 1 2 30 107
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 0 65 0 3 24 141
Generalized Method of Moments with Latent Variables 0 0 0 24 0 1 19 101
Generalized method of moments with latent variables 0 0 0 36 0 1 11 73
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 0 166 0 2 14 401
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 0 0 6 69
Hypernormal Densities 0 0 0 3 0 0 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 1 1 1 47 1 3 13 96
Impact of uncertainty shocks on the global economy 0 0 0 0 0 0 11 109
Impact of uncertainty shocks on the global economy 0 0 0 0 0 1 16 130
Incentive-driven Inattention 0 0 0 30 0 1 19 73
Incentive-driven Inattention 0 0 0 12 0 1 15 93
Incentive-driven Inattention 0 0 0 17 1 2 8 39
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 90 0 0 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 1 19 68
Inference about Non-Identified SVARs 0 0 0 57 0 2 11 153
Mixtures of t-distributions for Finance and Forecasting 0 0 0 221 0 1 14 562
Model Comparisons in Unstable Environments 0 0 1 4 0 1 23 58
Model Comparisons in Unstable Environments 0 0 0 37 0 1 6 126
Model Comparisons in Unstable Environments 0 0 0 14 0 1 18 107
Model Selection in Unstable Environments 0 0 0 0 0 0 5 49
Model comparisons in unstable environments 0 0 0 64 0 2 68 143
Model comparisons in unstable environments 0 0 0 6 0 1 16 59
Models, Inattention and Bayesian Updates 0 0 0 13 0 1 11 40
Models, Inattention and Expectation Updates 0 0 0 23 0 0 8 55
Models, Inattention and Expectation Updates 0 0 1 63 0 4 15 245
Models, inattention and expectation updates 0 0 0 8 0 0 3 20
Robust Bayesian Inference in Proxy SVARs 0 0 0 29 1 1 9 46
Robust Bayesian Inference in Proxy SVARs 0 0 0 2 0 2 17 35
Robust Bayesian inference for set-identified models 0 0 0 2 0 0 14 24
Robust Bayesian inference for set-identified models 0 0 0 43 0 0 8 96
Robust Bayesian inference in proxy SVARs 0 0 0 0 0 0 8 12
Stress Testing with Misspecified Models 0 0 0 17 0 0 6 103
Tests of Conditional Predictive Ability 0 0 2 34 0 3 15 191
Tests of Conditional Predictive Ability 0 3 7 535 2 17 56 1,292
Tests of conditional predictive ability 1 4 9 543 3 14 52 1,586
The relationship between DSGE and VAR models 0 0 3 330 0 2 18 648
Uncertain Identification 0 0 0 12 0 0 14 28
Uncertain identification 0 0 1 39 0 1 22 59
Total Working Papers 3 13 46 5,268 16 103 978 15,662

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 1 14 146
Aggregation of space-time processes 0 0 1 273 1 3 11 675
Anchoring the yield curve using survey expectations 0 0 0 19 0 0 12 98
Bayesian estimation of state space models using moment conditions 0 0 1 21 0 0 13 97
Bond Returns and Market Expectations 0 0 0 30 0 0 10 143
Comparing Density Forecasts via Weighted Likelihood Ratio Tests 1 1 4 272 2 3 43 591
Detecting and Predicting Forecast Breakdowns 0 0 2 129 5 8 33 447
Economic theory and forecasting: lessons from the literature 0 0 1 6 0 2 16 59
Evaluation and Combination of Conditional Quantile Forecasts 0 1 2 138 2 3 21 358
Forecast comparisons in unstable environments 0 4 20 243 10 31 86 715
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 2 21 2 3 24 126
Heterogeneity, Inattention, and Bayesian Updates 0 0 0 16 0 2 11 83
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 1 120 2 3 20 343
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 3 4 24 347
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 1 2 11 30
Mixtures of t-distributions for finance and forecasting 0 0 0 49 0 0 15 170
Robust Bayesian Inference for Set‐Identified Models 0 0 0 8 3 5 20 64
Tests of Conditional Predictive Ability 2 5 7 746 8 20 62 2,269
Theory-coherent forecasting 0 0 1 69 0 1 12 189
Total Journal Articles 3 11 42 2,327 39 91 458 6,950

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting in macroeconomics 0 1 7 86 0 3 30 214
Total Chapters 0 1 7 86 0 3 30 214

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Statistics updated 2026-08-07