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 3 45 2 6 17 191
Aggregation of Space-Time Processes 0 0 3 316 0 0 9 761
Aggregationn of Space-Time Processes 0 0 1 13 0 1 7 79
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 0 198 0 1 3 754
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 1 1 12 0 1 5 46
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 0 0 0 206 1 1 5 573
Detecting and Predicting Forecast Breakdowns 0 0 0 191 0 1 10 527
Detecting and Predicting Forecast Breakdowns* 0 0 0 83 1 4 14 281
Evaluation and Combination of Conditional Quantile Forecasts 0 0 1 8 1 2 10 62
Evaluation and Combination of Conditional Quantile Forecasts 0 0 4 362 1 3 17 973
Forecast Comparisons in Unstable Environments 2 2 9 184 6 13 32 492
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 5 161 0 2 13 374
Hypernormal Densities 0 0 0 98 0 2 10 541
Hypernormal Densities 0 0 0 3 0 0 3 30
Hypernormal densities 0 0 0 201 0 1 10 772
Incorporating theoretical restrictions into forecasting by projection methods 0 1 2 88 0 1 7 133
Incorporating theoretical restrictions into forecasting by projection methods 0 0 1 111 0 0 7 158
Mixtures of t-distributions for Finance and Forecasting 0 0 0 220 0 0 9 542
Model Comparisons in Unstable Environments 0 0 0 14 0 0 6 85
Model Comparisons in Unstable Environments 0 0 1 36 1 2 6 108
Model Selection in Unstable Environments 0 0 0 0 0 0 4 43
Models, Inattention and Expectation Updates 0 2 3 55 3 12 27 207
Stress Testing with Misspecified Models 0 0 2 13 2 6 19 69
Tests of Conditional Predictive Ability 2 3 13 478 6 16 51 1,046
Tests of Conditional Predictive Ability 0 0 2 27 1 4 22 144
Tests of conditional predictive ability 1 4 10 512 3 13 38 1,464
Total Working Papers 5 13 61 3,635 28 92 361 10,455


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 0 1 4 259 0 1 7 618
Comparing Density Forecasts via Weighted Likelihood Ratio Tests 0 0 2 255 0 0 9 492
Detecting and Predicting Forecast Breakdowns 0 1 3 123 0 4 15 386
Evaluation and Combination of Conditional Quantile Forecasts 0 0 4 119 2 3 15 284
Forecast comparisons in unstable environments 0 2 6 182 3 9 27 494
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 1 105 1 2 9 286
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 3 115 0 3 8 296
Mixtures of t-distributions for finance and forecasting 0 0 0 46 0 0 3 146
Tests of Conditional Predictive Ability 4 7 29 682 9 29 92 2,023
Total Journal Articles 4 11 52 1,886 15 51 185 5,025


Statistics updated 2021-01-03