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 0 1 320 0 0 2 776
Aggregationn of Space-Time Processes 0 0 0 13 0 0 0 83
Anchoring the Yield Curve Using Survey Expectations 0 0 1 23 1 1 3 150
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 0 0 1 165
Bond returns and market expectations 0 0 1 152 1 1 3 313
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 1 13 0 1 2 56
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 0 1 200 0 0 2 764
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 0 1 3 221 1 3 13 634
Detecting and Predicting Forecast Breakdowns 0 0 0 195 3 3 4 549
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 0 0 1 289
Detecting and predicting forecast breakdowns 0 0 1 103 0 0 2 414
Economic theory and forecasting: lessons from the literature 0 1 1 57 0 2 2 75
Economic theory and forecasting: lessons from the literature 0 0 0 78 0 0 0 51
Estimation Under Ambiguity 0 0 2 28 1 1 6 27
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 370 0 0 0 999
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 8 1 2 4 71
Forecast Comparisons in Unstable Environments 0 0 6 205 0 2 9 559
Forecasting in Nonstationary Environments: What Works and What Doesn’t in Reduced-Form and Structural Models 0 0 0 23 0 0 1 74
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 0 64 0 0 1 115
Generalized Method of Moments with Latent Variables 0 0 0 23 0 1 3 81
Generalized method of moments with latent variables 0 0 0 35 0 0 1 61
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 0 166 0 0 1 387
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 0 1 2 63
Hypernormal Densities 0 0 0 98 0 1 1 555
Hypernormal Densities 0 0 0 3 0 0 0 31
Hypernormal densities 0 0 0 201 0 0 0 777
Identification and Inference Under Narrative Restrictions 0 1 3 46 0 2 7 81
Impact of uncertainty shocks on the global economy 0 0 0 0 0 0 7 111
Impact of uncertainty shocks on the global economy 0 0 0 0 0 0 3 95
Incentive-driven Inattention 0 0 0 17 0 0 0 30
Incentive-driven Inattention 0 0 0 12 0 2 3 76
Incentive-driven Inattention 0 0 1 30 0 0 2 54
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 112 0 0 0 164
Incorporating theoretical restrictions into forecasting by projection methods 0 1 1 90 0 1 2 138
Inference about Non-Identi?ed SVARs 0 0 0 13 0 0 0 49
Inference about Non-Identified SVARs 0 0 1 57 0 1 2 142
Mixtures of t-distributions for Finance and Forecasting 0 0 0 221 0 0 0 548
Model Comparisons in Unstable Environments 0 0 0 3 0 1 2 34
Model Comparisons in Unstable Environments 0 0 0 14 0 0 1 89
Model Comparisons in Unstable Environments 0 0 0 37 0 1 3 120
Model Selection in Unstable Environments 0 0 0 0 0 0 0 43
Model comparisons in unstable environments 0 0 0 6 1 1 2 43
Model comparisons in unstable environments 0 0 0 64 0 0 0 72
Models, Inattention and Bayesian Updates 0 0 1 13 0 0 2 28
Models, Inattention and Expectation Updates 0 0 0 23 0 0 0 47
Models, Inattention and Expectation Updates 0 0 0 62 0 0 0 230
Models, inattention and expectation updates 0 0 0 8 0 0 0 17
Robust Bayesian Inference in Proxy SVARs 0 0 0 2 0 0 1 18
Robust Bayesian Inference in Proxy SVARs 0 0 0 29 0 0 1 37
Robust Bayesian inference for set-identified models 0 0 1 43 0 0 4 87
Robust Bayesian inference for set-identified models 0 0 0 2 1 1 1 10
Robust Bayesian inference in proxy SVARs 0 0 0 0 0 0 0 3
Stress Testing with Misspecified Models 0 1 1 17 0 2 2 96
Tests of Conditional Predictive Ability 0 0 2 32 0 0 5 172
Tests of Conditional Predictive Ability 0 1 7 527 1 4 19 1,231
Tests of conditional predictive ability 0 0 5 531 0 2 12 1,530
The relationship between DSGE and VAR models 0 2 7 327 0 2 9 630
Uncertain Identification 0 0 0 12 0 0 0 14
Uncertain identification 0 0 0 38 0 0 0 37
Total Working Papers 0 8 48 5,207 11 39 154 14,611

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 1 1 5 131
Aggregation of space-time processes 0 0 3 270 0 0 6 661
Anchoring the yield curve using survey expectations 0 0 0 18 0 0 0 82
Bayesian estimation of state space models using moment conditions 0 1 2 19 1 3 6 81
Bond Returns and Market Expectations 0 0 1 29 1 1 2 127
Comparing Density Forecasts via Weighted Likelihood Ratio Tests 0 0 2 266 1 2 10 544
Detecting and Predicting Forecast Breakdowns 0 0 2 127 1 1 5 406
Economic theory and forecasting: lessons from the literature 0 0 0 5 0 0 4 41
Evaluation and Combination of Conditional Quantile Forecasts 0 0 4 135 1 1 8 333
Forecast comparisons in unstable environments 1 3 15 216 3 10 48 612
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 2 19 0 0 2 101
Heterogeneity, Inattention, and Bayesian Updates 1 1 1 15 2 3 8 66
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 0 119 1 1 1 316
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 0 1 2 323
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 0 1 2 19
Mixtures of t-distributions for finance and forecasting 0 0 0 49 0 0 1 153
Robust Bayesian Inference for Set‐Identified Models 0 0 0 8 0 3 6 38
Tests of Conditional Predictive Ability 2 3 12 735 4 11 46 2,191
Theory-coherent forecasting 0 3 3 67 0 3 5 175
Total Journal Articles 4 11 47 2,264 16 42 167 6,400

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting in macroeconomics 0 2 4 75 1 4 13 174
Total Chapters 0 2 4 75 1 4 13 174

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Statistics updated 2025-03-03