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 1 1 2 131 1 3 10 333
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models 0 0 0 74 0 1 7 74
Common Factors and the Dynamics of Cereal Prices: A Forecasting Perspective 0 0 1 25 0 3 10 72
Comparing Hybrid DSGE Models 0 0 1 163 2 9 29 435
DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa 0 0 0 94 1 2 9 260
DSGE Model Validation in a Bayesian Framework: an Assessment 0 0 1 199 2 6 32 355
DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa 0 0 0 46 4 4 9 156
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa 0 0 0 65 0 2 12 92
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs 0 0 0 103 0 6 18 203
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 0 67 0 1 7 148
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 0 80 0 2 11 87
Dealing with Misspecification in DSGE Models: A Survey 1 1 2 461 7 15 26 2,240
Does Trade Foster Institutions? 0 0 0 2 2 6 14 39
Does Trade Foster Institutions? An Empirical Assessment 0 0 0 6 0 1 6 51
Estimating a DSGE model with Limited Asset Market Participation for the Euro Area 0 0 1 167 1 2 11 316
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 63 1 4 17 59
Federal Reserve Chair Communication Sentiments' Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery 0 0 0 27 0 3 15 57
Financial Conditions for the US: Aggregate Supply or Aggregate Demand Shocks? 1 1 2 20 2 3 6 36
Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models 0 0 0 41 0 4 8 89
Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US 0 0 0 187 0 5 24 306
Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model 0 0 0 83 1 4 14 149
Forecasting with FAVAR: macroeconomic versus financial factors 0 0 2 126 5 10 24 311
Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions 0 0 0 100 0 2 8 215
Forecasting with instabilities: an application to DSGE models with financial frictions 0 0 0 47 2 6 18 96
Forecasting: theory and practice 0 1 5 95 3 6 47 157
Great Recession, Slow Recovery and Muted Fiscal Policies in the US 0 0 0 92 1 4 23 157
Has the credit supply shock asymmetric effects on macroeconomic variables? 0 0 0 100 2 6 23 458
Identifying High-Frequency Shockswith Bayesian Mixed-Frequency VARs 0 0 0 51 0 5 18 61
Identifying Noise Shocks: a VAR with Data Revisions 0 0 0 105 0 1 6 334
Identifying high-frequency shocks with Bayesian mixed-frequency VARs 0 1 1 51 1 5 18 117
Identifying noise shocks: a VAR with data revisions 0 0 0 5 1 7 15 55
In search of the Euro Area Fiscal Stance 0 0 0 129 2 4 22 259
In search of the Euro area fiscal stance 0 0 0 36 1 3 11 87
Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model 0 0 0 49 0 3 28 99
Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs 0 0 0 89 0 5 19 93
Oil Price Forecastability and Economic Uncertainty 0 0 0 43 1 3 13 148
Oil Price Forecastability and Economic Uncertainty 0 0 0 104 1 2 16 233
Oil price forecastability and economic uncertainty 0 0 0 101 1 5 19 96
On the Statistical Identification of DSGE Models 0 0 1 135 1 2 10 337
On the Statistical Identification of DSGE Models 0 0 0 422 0 3 11 1,118
On the predictability of time-varying VAR and DSGE models 0 0 0 7 0 4 19 86
On the predictability of time-varying VAR and DSGE models 0 0 1 4 2 5 18 62
On the statistical identification of DSGE models 0 0 0 13 0 1 8 62
PIIGS in the Euro Area. An Empirical DSGE Model 0 0 0 135 1 4 30 320
PIIGS in the Euro area: An empirical DSGE model 0 1 1 49 1 6 26 104
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 0 58 0 2 7 102
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 0 219 0 2 9 658
Teaching Quantitative Courses Online: An International Survey 0 0 1 74 0 0 7 558
Testing the predictive accuracy of COVID-19 forecasts 1 1 1 179 1 3 10 640
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 37 0 0 9 136
The Asymmetric Effects of Uncertainty Shocks 0 0 1 35 2 8 14 112
The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations 0 0 0 103 1 5 15 177
The Macroeconomic Determinants of the US Term-Structure During The Great Moderation 0 0 0 34 0 4 11 65
The Macroeconomic Determinants of the US Term-Structure during the Great Moderation 0 0 0 116 0 3 10 185
Uncertainty and the Federal Reserve’s Balance Sheet Monetary Policy 1 1 7 31 6 10 46 93
Total Working Papers 5 8 31 5,078 60 225 883 13,348


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 0 84 1 3 12 253
Common factors and the dynamics of cereal prices. A forecasting perspective 1 1 2 3 3 6 17 24
Common factors and the dynamics of industrial metal prices. A forecasting perspective 1 1 6 14 3 12 27 51
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa 0 0 0 23 1 7 16 120
Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs 0 0 1 43 1 4 21 191
Did financial factors matter during the Great Recession? 0 0 0 31 0 3 8 88
Does Trade Foster Institutions? An Empirical Assessment 0 0 1 85 1 1 5 261
Does the credit supply shock have asymmetric effects on macroeconomic variables? 0 0 0 28 1 5 14 118
Editorial Boards of Finance Journals: The Gender Gap and Social Networks 1 1 1 1 3 10 26 26
Editorial for Special Issue “New Frontiers in Forecasting the Business Cycle and Financial Markets” 0 0 0 2 0 1 8 18
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 40 1 5 25 162
Forecasting with instabilities: An application to DSGE models with financial frictions 0 0 2 55 0 2 11 139
Forecasting: theory and practice 0 2 10 61 5 61 180 503
Gender Bias in Entrepreneurship: What is the Role of the Founders’ Entrepreneurial Background? 0 0 2 20 2 7 36 96
Great recession, slow recovery and muted fiscal policies in the US 0 0 0 43 0 2 17 158
Identifying Noise Shocks: A VAR with Data Revisions 0 0 1 29 1 4 14 110
In search of the Euro area fiscal stance 0 0 1 26 0 1 16 120
LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS: AN EMPIRICAL DSGE MODEL 0 0 1 11 0 8 23 113
MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS 0 0 0 42 4 6 21 124
Oil price forecastability and economic uncertainty 0 0 0 74 1 3 11 221
On the predictability of time-varying VAR and DSGE models 0 0 1 90 0 1 12 238
On the statistical identification of DSGE models 0 0 0 278 1 4 32 877
Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models 0 0 1 22 0 1 14 104
SI women in Fintech and AI 0 0 0 1 0 1 3 13
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 2 2 2 11 21
The macroeconomic determinants of the US term structure during the Great Moderation 0 0 0 33 0 3 14 135
Total Journal Articles 3 5 30 1,141 31 163 594 4,284


Statistics updated 2026-06-04