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 0 1 129 3 4 14 328
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models 0 0 0 74 2 3 4 70
Common Factors and the Dynamics of Cereal Prices: A Forecasting Perspective 0 0 2 24 1 4 8 66
Comparing Hybrid DSGE Models 0 1 1 163 4 7 9 413
DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa 0 0 0 94 2 3 5 256
DSGE Model Validation in a Bayesian Framework: an Assessment 0 0 0 198 4 9 12 335
DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa 0 0 0 46 1 1 3 148
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa 0 0 0 65 1 3 4 84
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs 0 0 0 103 4 6 10 192
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 0 80 0 2 4 79
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 0 67 1 3 4 145
Dealing with Misspecification in DSGE Models: A Survey 0 1 2 460 1 3 9 2,219
Does Trade Foster Institutions? 0 0 0 2 0 3 4 29
Does Trade Foster Institutions? An Empirical Assessment 0 0 0 6 0 0 1 45
Estimating a DSGE model with Limited Asset Market Participation for the Euro Area 0 0 2 166 0 3 5 308
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 63 6 9 13 51
Federal Reserve Chair Communication Sentiments' Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery 0 0 0 27 1 1 1 43
Financial Conditions for the US: Aggregate Supply or Aggregate Demand Shocks? 1 1 1 19 1 2 3 32
Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models 0 0 0 41 0 0 0 81
Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US 0 0 0 187 4 7 10 290
Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model 0 0 0 83 1 3 8 140
Forecasting with FAVAR: macroeconomic versus financial factors 0 0 5 125 2 3 20 296
Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions 0 0 0 100 1 1 2 209
Forecasting with instabilities: an application to DSGE models with financial frictions 0 0 1 47 0 4 12 86
Forecasting: theory and practice 1 3 7 93 7 22 39 138
Great Recession, Slow Recovery and Muted Fiscal Policies in the US 0 0 0 92 1 10 13 147
Has the credit supply shock asymmetric effects on macroeconomic variables? 0 0 2 100 1 5 14 442
Identifying High-Frequency Shockswith Bayesian Mixed-Frequency VARs 0 0 0 51 1 5 6 49
Identifying Noise Shocks: a VAR with Data Revisions 0 0 0 105 1 3 5 331
Identifying high-frequency shocks with Bayesian mixed-frequency VARs 0 0 0 50 1 3 4 103
Identifying noise shocks: a VAR with data revisions 0 0 0 5 1 4 4 44
In search of the Euro Area Fiscal Stance 0 0 0 129 0 1 4 240
In search of the Euro area fiscal stance 0 0 0 36 1 1 5 78
Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model 0 0 0 49 2 10 13 82
Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs 0 0 0 89 3 6 8 81
Oil Price Forecastability and Economic Uncertainty 0 0 0 104 2 3 6 223
Oil Price Forecastability and Economic Uncertainty 0 0 0 43 2 2 4 138
Oil price forecastability and economic uncertainty 0 0 0 101 1 5 7 82
On the Statistical Identification of DSGE Models 0 0 0 422 2 4 5 1,111
On the Statistical Identification of DSGE Models 1 1 1 135 2 2 4 330
On the predictability of time-varying VAR and DSGE models 0 0 0 3 0 4 7 49
On the predictability of time-varying VAR and DSGE models 0 0 0 7 0 7 7 74
On the statistical identification of DSGE models 0 0 0 13 1 2 4 58
PIIGS in the Euro Area. An Empirical DSGE Model 0 0 0 135 3 13 14 304
PIIGS in the Euro area: An empirical DSGE model 0 0 0 48 2 6 11 88
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 0 58 0 2 2 97
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 0 219 0 3 3 652
Teaching Quantitative Courses Online: An International Survey 0 0 2 74 0 3 7 555
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 37 3 5 7 132
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 178 2 3 7 635
The Asymmetric Effects of Uncertainty Shocks 0 0 1 35 1 3 10 103
The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations 0 0 0 103 2 5 5 167
The Macroeconomic Determinants of the US Term-Structure During The Great Moderation 0 0 0 34 1 2 3 57
The Macroeconomic Determinants of the US Term-Structure during the Great Moderation 0 0 0 116 0 0 2 176
Uncertainty and the Federal Reserve’s Balance Sheet Monetary Policy 0 0 7 29 4 11 33 67
Total Working Papers 3 7 35 5,062 87 239 428 12,778


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 2 5 7 246
Common factors and the dynamics of cereal prices. A forecasting perspective 0 0 0 1 0 4 7 13
Common factors and the dynamics of industrial metal prices. A forecasting perspective 1 2 5 12 4 8 14 36
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa 0 0 0 23 2 3 7 107
Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs 0 0 1 43 1 7 12 181
Did financial factors matter during the Great Recession? 0 0 0 31 0 2 4 82
Does Trade Foster Institutions? An Empirical Assessment 1 1 1 85 1 3 4 259
Does the credit supply shock have asymmetric effects on macroeconomic variables? 0 0 1 28 1 1 5 107
Editorial Boards of Finance Journals: The Gender Gap and Social Networks 0 0 0 0 5 9 10 10
Editorial for Special Issue “New Frontiers in Forecasting the Business Cycle and Financial Markets” 0 0 0 2 2 3 7 15
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 40 1 2 5 141
Forecasting with instabilities: An application to DSGE models with financial frictions 0 0 3 54 0 2 8 133
Forecasting: theory and practice 1 2 9 56 26 44 117 392
Gender Bias in Entrepreneurship: What is the Role of the Founders’ Entrepreneurial Background? 0 0 3 20 2 8 33 84
Great recession, slow recovery and muted fiscal policies in the US 0 0 0 43 2 5 11 149
Identifying Noise Shocks: A VAR with Data Revisions 0 0 1 29 1 2 8 100
In search of the Euro area fiscal stance 0 0 0 25 1 3 9 109
LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS: AN EMPIRICAL DSGE MODEL 0 0 1 10 3 5 13 96
MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS 0 0 0 42 2 5 6 109
Oil price forecastability and economic uncertainty 0 0 1 74 3 5 7 215
On the predictability of time-varying VAR and DSGE models 0 0 1 90 1 2 6 231
On the statistical identification of DSGE models 0 0 0 278 3 12 16 861
Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models 1 1 2 22 4 5 9 95
SI women in Fintech and AI 0 0 0 1 0 0 1 11
Testing the predictive accuracy of COVID-19 forecasts 0 0 1 2 2 3 7 14
The macroeconomic determinants of the US term structure during the Great Moderation 0 0 0 33 0 2 7 125
Total Journal Articles 4 6 31 1,128 69 150 340 3,921


Statistics updated 2026-01-09