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 2 129 1 7 8 321
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models 0 0 0 74 0 1 2 67
Common factors and the dynamics of cereal prices. A forecasting perspective 0 0 1 22 0 1 3 59
Comparing Hybrid DSGE Models 0 0 3 162 1 2 8 406
DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa 0 0 0 94 0 0 2 251
DSGE Model Validation in a Bayesian Framework: an Assessment 0 0 2 198 0 0 5 323
DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa 0 0 0 46 0 1 1 146
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa 0 0 0 65 0 0 1 80
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs 0 0 0 103 0 3 5 185
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 0 67 0 0 2 141
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 0 80 0 0 0 75
Dealing with Misspecification in DSGE Models: A Survey 0 0 2 458 2 3 6 2,213
Does Trade Foster Institutions? 0 0 0 2 0 0 0 25
Does Trade Foster Institutions? An Empirical Assessment 0 0 0 6 0 1 2 45
Estimating a DSGE model with Limited Asset Market Participation for the Euro Area 1 2 2 166 1 2 3 305
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 63 0 4 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 29
Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models 0 0 0 41 0 0 2 81
Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US 0 0 1 187 1 2 5 282
Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model 0 0 0 83 0 0 0 132
Forecasting with FAVAR: macroeconomic versus financial factors 0 2 5 122 0 2 19 278
Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions 0 0 1 100 0 0 2 207
Forecasting with instabilities: an application to DSGE models with financial frictions 0 1 1 47 3 4 8 78
Forecasting: theory and practice 1 4 10 90 4 7 21 106
Great Recession, Slow Recovery and Muted Fiscal Policies in the US 0 0 1 92 0 0 4 134
Has the credit supply shock asymmetric effects on macroeconomic variables? 0 0 0 98 1 3 5 431
Identifying High-Frequency Shockswith Bayesian Mixed-Frequency VARs 0 0 1 51 0 0 5 43
Identifying Noise Shocks: a VAR with Data Revisions 0 0 0 105 0 2 3 328
Identifying high-frequency shocks with Bayesian mixed-frequency VARs 0 0 0 50 0 0 1 99
Identifying noise shocks: a VAR with data revisions 0 0 0 5 0 0 1 40
In search of the Euro Area Fiscal Stance 0 0 0 129 0 1 3 237
In search of the Euro area fiscal stance 0 0 0 36 1 2 3 75
Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model 0 0 0 49 0 1 2 70
Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs 0 0 0 89 0 0 1 73
Oil Price Forecastability and Economic Uncertainty 0 0 0 43 1 1 2 135
Oil Price Forecastability and Economic Uncertainty 0 0 0 104 0 0 0 217
Oil price forecastability and economic uncertainty 0 0 0 101 1 1 3 76
On the Statistical Identification of DSGE Models 0 0 1 134 0 1 7 327
On the Statistical Identification of DSGE Models 0 0 0 422 0 1 13 1,107
On the predictability of time-varying VAR and DSGE models 0 0 0 7 0 0 1 67
On the predictability of time-varying VAR and DSGE models 0 0 0 3 0 1 2 43
On the statistical identification of DSGE models 0 0 0 13 0 0 2 54
PIIGS in the Euro Area. An Empirical DSGE Model 0 0 0 135 0 0 1 290
PIIGS in the Euro area: An empirical DSGE model 0 0 0 48 0 0 3 77
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 1 219 0 0 2 649
Teaching Quantitative Courses Online: An International Survey 0 1 1 73 0 2 5 550
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 178 0 0 2 628
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 37 0 1 4 126
The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations 0 0 0 103 0 0 2 162
The Macroeconomic Determinants of the US Term-Structure During The Great Moderation 0 0 0 34 0 0 2 54
The Macroeconomic Determinants of the US Term-Structure during the Great Moderation 0 0 0 116 0 1 1 175
The asymmetric effects of uncertainty shocks 0 0 5 34 0 3 11 96
Uncertainty and the Federal Reserve’s Balance Sheet Monetary Policy 0 0 10 22 3 7 31 41
Total Working Papers 2 11 50 5,038 20 68 234 12,418

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 83 0 0 3 239
Common factors and the dynamics of cereal prices. A forecasting perspective 0 0 0 1 0 0 1 6
Common factors and the dynamics of industrial metal prices. A forecasting perspective 0 0 1 7 0 1 3 23
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa 0 0 0 23 2 2 5 102
Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs 0 0 1 42 0 1 4 170
Did financial factors matter during the Great Recession? 0 0 3 31 0 0 4 78
Does Trade Foster Institutions? An Empirical Assessment 0 0 1 84 0 0 2 255
Does the credit supply shock have asymmetric effects on macroeconomic variables? 0 1 2 28 0 2 4 104
Editorial for Special Issue “New Frontiers in Forecasting the Business Cycle and Financial Markets” 0 0 1 2 0 1 2 9
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 40 1 1 5 137
Forecasting with instabilities: An application to DSGE models with financial frictions 1 1 7 52 2 2 14 127
Forecasting: theory and practice 0 2 16 49 7 25 141 300
Gender Bias in Entrepreneurship: What is the Role of the Founders’ Entrepreneurial Background? 0 0 8 17 2 7 34 58
Great recession, slow recovery and muted fiscal policies in the US 0 0 2 43 1 3 8 141
Identifying Noise Shocks: A VAR with Data Revisions 0 0 2 28 2 2 5 94
In search of the Euro area fiscal stance 0 0 1 25 3 3 6 103
LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS: AN EMPIRICAL DSGE MODEL 1 1 1 10 6 7 10 90
MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS 0 0 2 42 0 0 3 103
Oil price forecastability and economic uncertainty 0 0 1 73 1 1 5 209
On the predictability of time-varying VAR and DSGE models 0 0 0 89 0 1 4 226
On the statistical identification of DSGE models 0 0 1 278 0 0 6 845
Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models 0 0 3 20 0 3 11 89
SI women in Fintech and AI 0 0 0 1 0 0 2 10
Testing the predictive accuracy of COVID-19 forecasts 1 1 1 2 1 2 3 9
The macroeconomic determinants of the US term structure during the Great Moderation 0 0 2 33 0 1 4 119
Total Journal Articles 3 6 57 1,103 28 65 289 3,646

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Statistics updated 2025-04-04