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 1 1 10 324
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models 0 0 0 74 0 0 2 67
Common Factors and the Dynamics of Cereal Prices: A Forecasting Perspective 0 0 2 24 0 0 4 62
Comparing Hybrid DSGE Models 0 0 3 162 0 0 5 406
DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa 0 0 0 94 0 2 2 253
DSGE Model Validation in a Bayesian Framework: an Assessment 0 0 0 198 0 0 3 326
DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa 0 0 0 46 0 0 2 147
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa 0 0 0 65 0 1 1 81
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs 0 0 0 103 0 0 5 186
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 0 80 0 0 2 77
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 0 67 0 1 2 142
Dealing with Misspecification in DSGE Models: A Survey 0 0 1 459 1 2 6 2,216
Does Trade Foster Institutions? 0 0 0 2 0 1 1 26
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 0 3 305
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 63 0 0 5 42
Federal Reserve Chair Communication Sentiments' Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery 0 0 0 27 0 0 1 42
Financial Conditions for the US: Aggregate Supply or Aggregate Demand Shocks? 0 0 0 18 0 0 1 30
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 0 1 4 283
Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model 0 0 0 83 0 2 5 137
Forecasting with FAVAR: macroeconomic versus financial factors 0 0 6 125 1 2 22 293
Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions 0 0 0 100 0 0 2 208
Forecasting with instabilities: an application to DSGE models with financial frictions 0 0 1 47 1 3 9 82
Forecasting: theory and practice 0 0 5 90 3 4 21 116
Great Recession, Slow Recovery and Muted Fiscal Policies in the US 0 0 1 92 2 3 4 137
Has the credit supply shock asymmetric effects on macroeconomic variables? 0 0 2 100 0 2 11 437
Identifying High-Frequency Shockswith Bayesian Mixed-Frequency VARs 0 0 1 51 0 1 4 44
Identifying Noise Shocks: a VAR with Data Revisions 0 0 0 105 0 0 3 328
Identifying high-frequency shocks with Bayesian mixed-frequency VARs 0 0 0 50 0 1 1 100
Identifying noise shocks: a VAR with data revisions 0 0 0 5 0 0 0 40
In search of the Euro Area Fiscal Stance 0 0 0 129 1 2 4 239
In search of the Euro area fiscal stance 0 0 0 36 1 1 5 77
Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model 0 0 0 49 0 1 3 72
Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs 0 0 0 89 0 0 2 75
Oil Price Forecastability and Economic Uncertainty 0 0 0 43 0 1 2 136
Oil Price Forecastability and Economic Uncertainty 0 0 0 104 0 3 3 220
Oil price forecastability and economic uncertainty 0 0 0 101 0 0 3 77
On the Statistical Identification of DSGE Models 0 0 0 134 0 1 3 328
On the Statistical Identification of DSGE Models 0 0 0 422 0 0 4 1,107
On the predictability of time-varying VAR and DSGE models 0 0 0 7 0 0 0 67
On the predictability of time-varying VAR and DSGE models 0 0 0 3 0 1 3 45
On the statistical identification of DSGE models 0 0 0 13 1 1 3 56
PIIGS in the Euro Area. An Empirical DSGE Model 0 0 0 135 0 1 1 291
PIIGS in the Euro area: An empirical DSGE model 0 0 0 48 2 3 6 82
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 0 58 0 0 0 95
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 0 219 0 0 0 649
Teaching Quantitative Courses Online: An International Survey 0 0 2 74 0 0 5 552
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 178 1 2 5 632
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 37 0 0 3 127
The Asymmetric Effects of Uncertainty Shocks 0 1 1 35 0 2 7 100
The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations 0 0 0 103 0 0 1 162
The Macroeconomic Determinants of the US Term-Structure During The Great Moderation 0 0 0 34 0 1 2 55
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 2 5 11 29 5 9 31 56
Total Working Papers 2 6 39 5,055 20 56 240 12,539

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 0 3 241
Common factors and the dynamics of cereal prices. A forecasting perspective 0 0 0 1 0 0 3 9
Common factors and the dynamics of industrial metal prices. A forecasting perspective 1 2 3 10 1 4 6 28
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa 0 0 0 23 0 0 4 104
Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs 1 1 1 43 3 4 5 174
Did financial factors matter during the Great Recession? 0 0 0 31 0 0 2 80
Does Trade Foster Institutions? An Empirical Assessment 0 0 0 84 0 0 2 256
Does the credit supply shock have asymmetric effects on macroeconomic variables? 0 0 1 28 0 2 4 106
Editorial Boards of Finance Journals: The Gender Gap and Social Networks 0 0 0 0 1 1 1 1
Editorial for Special Issue “New Frontiers in Forecasting the Business Cycle and Financial Markets” 0 0 0 2 1 2 4 12
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 40 0 1 4 139
Forecasting with instabilities: An application to DSGE models with financial frictions 1 1 5 54 1 2 10 131
Forecasting: theory and practice 0 2 13 54 5 19 114 348
Gender Bias in Entrepreneurship: What is the Role of the Founders’ Entrepreneurial Background? 1 2 5 20 4 15 31 76
Great recession, slow recovery and muted fiscal policies in the US 0 0 1 43 2 3 8 144
Identifying Noise Shocks: A VAR with Data Revisions 1 1 1 29 1 2 7 98
In search of the Euro area fiscal stance 0 0 0 25 1 2 6 106
LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS: AN EMPIRICAL DSGE MODEL 0 0 1 10 0 1 8 91
MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS 0 0 0 42 0 1 1 104
Oil price forecastability and economic uncertainty 0 0 1 74 0 0 2 210
On the predictability of time-varying VAR and DSGE models 1 1 1 90 2 3 6 229
On the statistical identification of DSGE models 0 0 0 278 0 3 6 849
Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models 0 0 1 21 0 0 5 90
SI women in Fintech and AI 0 0 0 1 1 1 1 11
Testing the predictive accuracy of COVID-19 forecasts 0 0 1 2 0 1 5 11
The macroeconomic determinants of the US term structure during the Great Moderation 0 0 0 33 0 2 5 123
Total Journal Articles 6 10 36 1,122 23 69 253 3,771

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Statistics updated 2025-10-06