Access Statistics for Alessia Paccagnini

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
Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model 0 1 1 130 0 5 10 330
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models 0 0 0 74 1 5 6 73
Common Factors and the Dynamics of Cereal Prices: A Forecasting Perspective 0 1 3 25 2 4 10 69
Comparing Hybrid DSGE Models 0 0 1 163 8 17 21 426
DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa 0 0 0 94 1 4 7 258
DSGE Model Validation in a Bayesian Framework: an Assessment 1 1 1 199 3 18 26 349
DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa 0 0 0 46 0 5 6 152
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa 0 0 0 65 3 7 10 90
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs 0 0 0 103 0 9 12 197
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 0 67 0 3 6 147
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 0 80 1 6 10 85
Dealing with Misspecification in DSGE Models: A Survey 0 0 2 460 4 7 14 2,225
Does Trade Foster Institutions? 0 0 0 2 2 4 8 33
Does Trade Foster Institutions? An Empirical Assessment 0 0 0 6 0 5 5 50
Estimating a DSGE model with Limited Asset Market Participation for the Euro Area 1 1 2 167 1 6 10 314
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 63 0 10 13 55
Federal Reserve Chair Communication Sentiments' Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery 0 0 0 27 7 12 12 54
Financial Conditions for the US: Aggregate Supply or Aggregate Demand Shocks? 0 1 1 19 0 2 4 33
Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models 0 0 0 41 1 4 4 85
Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US 0 0 0 187 4 15 20 301
Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model 0 0 0 83 3 6 13 145
Forecasting with FAVAR: macroeconomic versus financial factors 1 1 4 126 4 7 23 301
Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions 0 0 0 100 3 5 6 213
Forecasting with instabilities: an application to DSGE models with financial frictions 0 0 0 47 2 4 15 90
Forecasting: theory and practice 0 2 5 94 2 20 49 151
Great Recession, Slow Recovery and Muted Fiscal Policies in the US 0 0 0 92 1 7 19 153
Has the credit supply shock asymmetric effects on macroeconomic variables? 0 0 2 100 6 11 22 452
Identifying High-Frequency Shockswith Bayesian Mixed-Frequency VARs 0 0 0 51 3 8 13 56
Identifying Noise Shocks: a VAR with Data Revisions 0 0 0 105 0 3 5 333
Identifying high-frequency shocks with Bayesian mixed-frequency VARs 0 0 0 50 4 10 13 112
Identifying noise shocks: a VAR with data revisions 0 0 0 5 1 5 8 48
In search of the Euro Area Fiscal Stance 0 0 0 129 4 15 18 255
In search of the Euro area fiscal stance 0 0 0 36 3 7 10 84
Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model 0 0 0 49 2 16 26 96
Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs 0 0 0 89 0 10 15 88
Oil Price Forecastability and Economic Uncertainty 0 0 0 104 2 10 14 231
Oil Price Forecastability and Economic Uncertainty 0 0 0 43 2 9 11 145
Oil price forecastability and economic uncertainty 0 0 0 101 5 10 16 91
On the Statistical Identification of DSGE Models 0 1 1 135 2 7 8 335
On the Statistical Identification of DSGE Models 0 0 0 422 1 6 8 1,115
On the predictability of time-varying VAR and DSGE models 1 1 1 4 2 8 14 57
On the predictability of time-varying VAR and DSGE models 0 0 0 7 4 8 15 82
On the statistical identification of DSGE models 0 0 0 13 0 4 7 61
PIIGS in the Euro Area. An Empirical DSGE Model 0 0 0 135 3 15 26 316
PIIGS in the Euro area: An empirical DSGE model 0 0 0 48 2 12 21 98
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 0 219 1 4 7 656
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 0 58 2 3 5 100
Teaching Quantitative Courses Online: An International Survey 0 0 1 74 0 3 8 558
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 37 0 7 10 136
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 178 1 4 9 637
The Asymmetric Effects of Uncertainty Shocks 0 0 1 35 1 2 8 104
The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations 0 0 0 103 1 7 10 172
The Macroeconomic Determinants of the US Term-Structure During The Great Moderation 0 0 0 34 0 5 7 61
The Macroeconomic Determinants of the US Term-Structure during the Great Moderation 0 0 0 116 4 6 7 182
Uncertainty and the Federal Reserve’s Balance Sheet Monetary Policy 0 1 8 30 6 20 45 83
Total Working Papers 4 11 34 5,070 115 432 725 13,123


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models 0 0 1 84 0 6 11 250
Common factors and the dynamics of cereal prices. A forecasting perspective 0 1 1 2 0 5 12 18
Common factors and the dynamics of industrial metal prices. A forecasting perspective 1 2 6 13 1 7 16 39
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa 0 0 0 23 1 8 13 113
Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs 0 0 1 43 1 7 17 187
Did financial factors matter during the Great Recession? 0 0 0 31 0 3 7 85
Does Trade Foster Institutions? An Empirical Assessment 0 1 1 85 1 2 5 260
Does the credit supply shock have asymmetric effects on macroeconomic variables? 0 0 0 28 2 7 9 113
Editorial Boards of Finance Journals: The Gender Gap and Social Networks 0 0 0 0 3 11 16 16
Editorial for Special Issue “New Frontiers in Forecasting the Business Cycle and Financial Markets” 0 0 0 2 0 4 8 17
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 40 2 17 21 157
Forecasting with instabilities: An application to DSGE models with financial frictions 0 1 4 55 0 4 12 137
Forecasting: theory and practice 1 4 10 59 27 76 149 442
Gender Bias in Entrepreneurship: What is the Role of the Founders’ Entrepreneurial Background? 0 0 3 20 3 7 33 89
Great recession, slow recovery and muted fiscal policies in the US 0 0 0 43 1 9 16 156
Identifying Noise Shocks: A VAR with Data Revisions 0 0 1 29 2 7 14 106
In search of the Euro area fiscal stance 1 1 1 26 2 11 19 119
LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS: AN EMPIRICAL DSGE MODEL 1 1 2 11 3 12 21 105
MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS 0 0 0 42 0 11 15 118
Oil price forecastability and economic uncertainty 0 0 1 74 1 6 10 218
On the predictability of time-varying VAR and DSGE models 0 0 1 90 2 7 11 237
On the statistical identification of DSGE models 0 0 0 278 3 15 28 873
Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models 0 1 2 22 2 12 14 103
SI women in Fintech and AI 0 0 0 1 1 1 2 12
Testing the predictive accuracy of COVID-19 forecasts 0 0 1 2 1 7 11 19
The macroeconomic determinants of the US term structure during the Great Moderation 0 0 0 33 0 7 13 132
Total Journal Articles 4 12 36 1,136 59 269 503 4,121


Statistics updated 2026-03-04