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 1 1 200
Aggregation of Space-Time Processes 0 0 2 321 0 0 3 778
Anchoring the Yield Curve Using Survey Expectations 0 0 0 23 0 0 3 151
Anchoring the yield curve using survey expectations 0 0 0 48 0 2 3 168
Anchoring the yield curve using survey expectations 0 0 0 36 1 2 2 219
Bond returns and market expectations 0 1 1 153 1 3 7 318
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 0 200 0 1 1 765
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 0 0 3 223 2 3 14 644
Detecting and Predicting Forecast Breakdowns 0 0 0 195 3 3 6 552
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 2 4 4 293
Detecting and predicting forecast breakdowns 0 0 0 103 2 2 3 417
Economic theory and forecasting: lessons from the literature 0 1 2 58 0 1 5 78
Economic theory and forecasting: lessons from the literature 0 0 0 78 0 0 0 51
Estimation Under Ambiguity 0 0 1 28 3 3 8 33
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 370 0 0 3 1,002
Forecast Comparisons in Unstable Environments 1 1 2 207 7 9 12 569
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 1 3 26 0 2 5 79
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 1 65 3 9 11 126
Generalized Method of Moments with Latent Variables 0 0 1 24 1 1 3 83
Generalized method of moments with latent variables 0 0 1 36 0 0 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 1 63
Hypernormal Densities 0 0 2 100 0 1 6 560
Hypernormal densities 0 0 0 201 0 0 1 778
Identification and Inference Under Narrative Restrictions 0 0 1 46 1 1 6 84
Impact of uncertainty shocks on the global economy 0 0 0 0 3 3 6 101
Impact of uncertainty shocks on the global economy 0 0 0 0 1 2 6 116
Incentive-driven Inattention 0 0 0 17 1 1 2 32
Incentive-driven Inattention 0 0 0 30 2 9 9 63
Incentive-driven Inattention 0 0 0 12 0 4 8 82
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 112 0 1 1 165
Incorporating theoretical restrictions into forecasting by projection methods 0 0 1 90 2 2 3 140
Inference about Non-Identi?ed SVARs 0 0 0 13 0 3 3 52
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 2 2 2 550
Model Comparisons in Unstable Environments 0 0 0 14 1 2 2 91
Model Comparisons in Unstable Environments 0 0 0 37 0 0 1 120
Model Comparisons in Unstable Environments 0 0 0 3 1 1 3 36
Model Selection in Unstable Environments 0 0 0 0 1 1 2 45
Model comparisons in unstable environments 0 0 0 64 5 53 56 128
Model comparisons in unstable environments 0 0 0 6 0 0 1 43
Models, Inattention and Bayesian Updates 0 0 0 13 1 2 3 31
Models, Inattention and Expectation Updates 0 0 0 62 0 0 0 230
Models, Inattention and Expectation Updates 0 0 0 23 0 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 1 1 1 38
Robust Bayesian Inference in Proxy SVARs 0 0 0 2 2 3 4 21
Robust Bayesian inference for set-identified models 0 0 0 2 3 3 4 13
Robust Bayesian inference for set-identified models 0 0 1 43 2 2 4 90
Robust Bayesian inference in proxy SVARs 0 0 0 0 1 2 3 6
Stress Testing with Misspecified Models 0 0 1 17 0 0 3 97
Tests of Conditional Predictive Ability 0 0 2 528 3 7 16 1,243
Tests of conditional predictive ability 0 1 4 535 1 3 9 1,537
The relationship between DSGE and VAR models 0 1 3 328 0 1 3 631
Uncertain Identification 0 0 0 12 1 2 2 16
Uncertain identification 0 0 0 38 1 1 1 38
Total Working Papers 1 6 32 5,159 62 160 269 14,422
5 registered items for which data could not be found

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 4 4 7 136
Aggregation of space-time processes 0 1 3 273 0 1 4 665
Anchoring the yield curve using survey expectations 0 0 1 19 0 2 6 88
Bayesian estimation of state space models using moment conditions 0 1 3 21 1 2 8 86
Bond Returns and Market Expectations 0 0 1 30 2 3 10 136
Comparing Density Forecasts via Weighted Likelihood Ratio Tests 1 1 3 269 6 10 16 558
Detecting and Predicting Forecast Breakdowns 0 1 1 128 2 3 12 417
Economic theory and forecasting: lessons from the literature 0 0 0 5 0 2 4 45
Evaluation and Combination of Conditional Quantile Forecasts 0 0 1 136 3 5 10 342
Forecast comparisons in unstable environments 2 6 16 229 9 16 45 645
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 1 1 20 1 2 3 104
Heterogeneity, Inattention, and Bayesian Updates 0 0 2 16 0 1 10 73
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 0 119 0 0 8 323
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 2 8 9 331
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 1 1 2 20
Mixtures of t-distributions for finance and forecasting 0 0 0 49 1 3 5 158
Robust Bayesian Inference for Set‐Identified Models 0 0 0 8 1 3 12 47
Tests of Conditional Predictive Ability 0 1 8 740 6 10 37 2,217
Theory-coherent forecasting 0 0 4 68 0 0 5 177
Total Journal Articles 3 12 44 2,297 39 76 213 6,568

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting in macroeconomics 0 3 9 82 1 7 21 191
Total Chapters 0 3 9 82 1 7 21 191

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