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 1 47 0 0 3 199
Aggregation of Space-Time Processes 0 0 0 319 0 1 4 775
Aggregationn of Space-Time Processes 0 0 0 13 0 0 1 83
Anchoring the Yield Curve Using Survey Expectations 0 0 1 22 0 0 10 147
Anchoring the yield curve using survey expectations 0 0 0 48 0 0 8 164
Anchoring the yield curve using survey expectations 0 0 0 36 0 0 4 217
Bond returns and market expectations 1 1 7 152 1 1 13 311
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 1 1 1 13 1 1 3 55
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods 0 1 1 200 1 2 2 764
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 2 2 5 220 3 5 14 626
Detecting and Predicting Forecast Breakdowns 0 0 0 195 1 1 2 546
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 0 1 3 289
Detecting and predicting forecast breakdowns 0 0 0 102 0 0 1 412
Economic theory and forecasting: lessons from the literature 0 0 0 56 0 0 1 73
Economic theory and forecasting: lessons from the literature 0 0 0 78 0 0 0 51
Estimation Under Ambiguity 0 0 0 26 0 1 2 22
Evaluation and Combination of Conditional Quantile Forecasts 0 0 2 370 0 0 6 999
Evaluation and Combination of Conditional Quantile Forecasts 0 0 0 8 1 1 3 68
Forecast Comparisons in Unstable Environments 2 3 6 202 2 3 8 553
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 1 23 1 1 4 74
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 1 64 0 1 2 115
Generalized Method of Moments with Latent Variables 0 0 2 23 1 2 9 80
Generalized method of moments with latent variables 0 0 0 35 0 1 1 61
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 1 166 0 1 2 387
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 0 0 1 61
Hypernormal Densities 0 0 0 3 0 0 0 31
Hypernormal Densities 0 0 0 98 0 0 1 554
Hypernormal densities 0 0 0 201 0 0 2 777
Identification and Inference Under Narrative Restrictions 0 2 5 45 1 3 22 77
Impact of uncertainty shocks on the global economy 0 0 0 0 1 2 3 94
Impact of uncertainty shocks on the global economy 0 0 0 0 1 5 11 109
Incentive-driven Inattention 0 0 1 12 0 0 3 73
Incentive-driven Inattention 0 0 0 17 0 0 3 30
Incentive-driven Inattention 0 1 1 30 0 1 1 53
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 89 0 0 1 136
Incorporating theoretical restrictions into forecasting by projection methods 0 0 0 112 0 0 1 164
Inference about Non-Identi?ed SVARs 0 0 0 13 0 0 0 49
Inference about Non-Identified SVARs 0 0 0 56 0 0 0 140
Mixtures of t-distributions for Finance and Forecasting 0 0 1 221 0 0 1 548
Model Comparisons in Unstable Environments 0 0 1 37 0 1 2 118
Model Comparisons in Unstable Environments 0 0 0 14 0 0 0 88
Model Comparisons in Unstable Environments 0 0 0 3 0 0 0 32
Model Selection in Unstable Environments 0 0 0 0 0 0 0 43
Model comparisons in unstable environments 0 0 0 64 0 0 0 72
Model comparisons in unstable environments 0 0 0 6 0 0 1 41
Models, Inattention and Bayesian Updates 1 1 2 13 1 1 2 27
Models, Inattention and Expectation Updates 0 0 1 62 0 0 1 230
Models, Inattention and Expectation Updates 0 0 1 23 0 0 1 47
Models, inattention and expectation updates 0 0 0 8 0 0 0 17
Robust Bayesian Inference in Proxy SVARs 0 0 1 29 0 1 3 37
Robust Bayesian Inference in Proxy SVARs 0 0 1 2 0 0 3 17
Robust Bayesian inference for set-identified models 0 0 1 42 0 1 2 84
Robust Bayesian inference for set-identified models 0 0 0 2 0 0 0 9
Robust Bayesian inference in proxy SVARs 0 0 0 0 0 0 0 3
Stress Testing with Misspecified Models 0 0 1 16 0 0 1 94
Tests of Conditional Predictive Ability 0 1 1 31 1 2 7 169
Tests of Conditional Predictive Ability 0 2 10 522 1 7 27 1,219
Tests of conditional predictive ability 1 2 5 528 1 5 14 1,523
The relationship between DSGE and VAR models 0 4 7 324 2 6 14 627
Uncertain Identification 0 0 0 12 0 0 0 14
Uncertain identification 0 0 0 38 0 0 1 37
Total Working Papers 8 21 69 5,180 21 58 235 14,515


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 2 41 1 1 8 127
Aggregation of space-time processes 1 2 4 269 1 3 10 658
Anchoring the yield curve using survey expectations 0 0 1 18 0 0 5 82
Bayesian estimation of state space models using moment conditions 1 1 3 18 1 3 8 78
Bond Returns and Market Expectations 1 1 1 29 1 1 9 126
Comparing Density Forecasts via Weighted Likelihood Ratio Tests 0 0 3 264 2 4 13 538
Detecting and Predicting Forecast Breakdowns 0 1 1 126 0 1 2 402
Economic theory and forecasting: lessons from the literature 0 0 0 5 0 0 1 37
Evaluation and Combination of Conditional Quantile Forecasts 1 1 9 132 1 3 17 328
Forecast comparisons in unstable environments 2 3 8 204 5 12 27 576
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 1 17 0 0 4 99
Heterogeneity, Inattention, and Bayesian Updates 0 0 2 14 2 2 4 60
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 1 119 0 0 3 315
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 0 0 8 321
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 1 4 0 0 1 17
Mixtures of t-distributions for finance and forecasting 0 0 0 49 0 0 2 152
Robust Bayesian Inference for Set‐Identified Models 0 0 0 8 1 2 6 34
Tests of Conditional Predictive Ability 3 5 16 728 3 13 34 2,158
Theory-coherent forecasting 0 0 5 64 0 0 7 170
Total Journal Articles 9 14 58 2,231 18 45 169 6,278


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting in macroeconomics 0 0 10 71 0 1 16 162
Total Chapters 0 0 10 71 0 1 16 162


Statistics updated 2024-06-06