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 0 1 10 324
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models 0 0 0 74 0 0 1 67
Common Factors and the Dynamics of Cereal Prices: A Forecasting Perspective 0 0 2 24 1 1 5 63
Comparing Hybrid DSGE Models 0 0 0 162 0 0 2 406
DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa 0 0 0 94 0 1 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 2 3 3 83
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs 0 0 0 103 2 2 7 188
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 1 2 3 143
Dealing with Misspecification in DSGE Models: A Survey 1 1 2 460 1 3 7 2,217
Does Trade Foster Institutions? 0 0 0 2 1 2 2 27
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 3 3 6 308
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 63 1 1 5 43
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 5 125 0 1 19 293
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 10 83
Forecasting: theory and practice 1 1 6 91 8 11 28 124
Great Recession, Slow Recovery and Muted Fiscal Policies in the US 0 0 1 92 2 5 6 139
Has the credit supply shock asymmetric effects on macroeconomic variables? 0 0 2 100 1 2 11 438
Identifying High-Frequency Shockswith Bayesian Mixed-Frequency VARs 0 0 1 51 3 3 6 47
Identifying Noise Shocks: a VAR with Data Revisions 0 0 0 105 1 1 4 329
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 1 1 1 41
In search of the Euro Area Fiscal Stance 0 0 0 129 0 2 3 239
In search of the Euro area fiscal stance 0 0 0 36 0 1 5 77
Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model 0 0 0 49 4 5 7 76
Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs 0 0 0 89 1 1 3 76
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 1 3 220
Oil price forecastability and economic uncertainty 0 0 0 101 2 2 5 79
On the Statistical Identification of DSGE Models 0 0 0 422 0 0 3 1,107
On the Statistical Identification of DSGE Models 0 0 0 134 0 1 3 328
On the predictability of time-varying VAR and DSGE models 0 0 0 3 2 3 5 47
On the predictability of time-varying VAR and DSGE models 0 0 0 7 1 1 1 68
On the statistical identification of DSGE models 0 0 0 13 1 2 4 57
PIIGS in the Euro Area. An Empirical DSGE Model 0 0 0 135 1 1 2 292
PIIGS in the Euro area: An empirical DSGE model 0 0 0 48 1 4 6 83
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 0 219 1 1 1 650
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 0 58 1 1 1 96
Teaching Quantitative Courses Online: An International Survey 0 0 2 74 3 3 7 555
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 178 1 3 6 633
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 37 1 1 3 128
The Asymmetric Effects of Uncertainty Shocks 0 1 1 35 1 2 8 101
The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations 0 0 0 103 2 2 3 164
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 0 4 10 29 4 12 31 60
Total Working Papers 2 7 36 5,057 56 101 276 12,595

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 3 3 6 244
Common factors and the dynamics of cereal prices. A forecasting perspective 0 0 0 1 1 1 4 10
Common factors and the dynamics of industrial metal prices. A forecasting perspective 1 2 4 11 3 5 9 31
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 0 1 1 43 4 8 9 178
Did financial factors matter during the Great Recession? 0 0 0 31 1 1 3 81
Does Trade Foster Institutions? An Empirical Assessment 0 0 0 84 1 1 3 257
Does the credit supply shock have asymmetric effects on macroeconomic variables? 0 0 1 28 0 0 4 106
Editorial Boards of Finance Journals: The Gender Gap and Social Networks 0 0 0 0 3 4 4 4
Editorial for Special Issue “New Frontiers in Forecasting the Business Cycle and Financial Markets” 0 0 0 2 0 2 4 12
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 40 1 2 4 140
Forecasting with instabilities: An application to DSGE models with financial frictions 0 1 4 54 0 1 9 131
Forecasting: theory and practice 0 2 11 54 6 20 100 354
Gender Bias in Entrepreneurship: What is the Role of the Founders’ Entrepreneurial Background? 0 1 4 20 2 12 29 78
Great recession, slow recovery and muted fiscal policies in the US 0 0 0 43 1 3 8 145
Identifying Noise Shocks: A VAR with Data Revisions 0 1 1 29 0 2 6 98
In search of the Euro area fiscal stance 0 0 0 25 0 2 6 106
LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS: AN EMPIRICAL DSGE MODEL 0 0 1 10 1 1 9 92
MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS 0 0 0 42 1 2 2 105
Oil price forecastability and economic uncertainty 0 0 1 74 0 0 2 210
On the predictability of time-varying VAR and DSGE models 0 1 1 90 0 2 6 229
On the statistical identification of DSGE models 0 0 0 278 5 7 11 854
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 0 1 1 11
Testing the predictive accuracy of COVID-19 forecasts 0 0 1 2 0 1 4 11
The macroeconomic determinants of the US term structure during the Great Moderation 0 0 0 33 0 0 5 123
Total Journal Articles 1 9 32 1,123 33 81 257 3,804

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Statistics updated 2025-11-08