| Tests of conditional predictive ability R Giacomini, H White Econometrica 74 (6), 1545-1578, 2006 | 1208 | 2006 |
| Comparing density forecasts via weighted likelihood ratio tests G Amisano, R Giacomini Journal of Business & Economic Statistics 25 (2), 177-190, 2007 | 420 | 2007 |
| Forecast comparisons in unstable environments R Giacomini, B Rossi Journal of Applied Econometrics 25 (4), 595-620, 2010 | 222 | 2010 |
| Aggregation of space-time processes R Giacomini, CWJ Granger Journal of econometrics 118 (1-2), 7-26, 2004 | 216 | 2004 |
| Evaluation and combination of conditional quantile forecasts R Giacomini, I Komunjer Journal of Business & Economic Statistics 23 (4), 416-431, 2005 | 197 | 2005 |
| Detecting and predicting forecast breakdowns R Giacomini, B Rossi The Review of Economic Studies 76 (2), 669-705, 2009 | 110 | 2009 |
| A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators R Giacomini, DN Politis, H White Econometric theory 29 (3), 567-589, 2013 | 102 | 2013 |
| How stable is the forecasting performance of the yield curve for output growth? R Giacomini, B Rossi Oxford Bulletin of Economics and Statistics 68, 783-795, 2006 | 89 | 2006 |
| The relationship between DSGE and VAR models R Giacomini VAR Models in Macroeconomics–New Developments and Applications: Essays in …, 2013 | 47 | 2013 |
| How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? A Carriero, R Giacomini Journal of Econometrics 164 (1), 21-34, 2011 | 34 | 2011 |
| Mixtures of t-distributions for finance and forecasting R Giacomini, A Gottschling, C Haefke, H White Journal of Econometrics 144 (1), 175-192, 2008 | 34* | 2008 |
| Anchoring the yield curve using survey expectations C Altavilla, R Giacomini, G Ragusa Journal of Applied Econometrics 32 (6), 1055-1068, 2017 | 33 | 2017 |
| Model comparisons in unstable environments R Giacomini, B Rossi International Economic Review 57 (2), 369-392, 2016 | 27* | 2016 |
| Robust inference about partially identified SVARs R Giacomini, T Kitagawa Manuscript, University College London, 2015 | 26 | 2015 |
| Theory-coherent forecasting R Giacomini, G Ragusa Journal of Econometrics 182 (1), 145-155, 2014 | 17 | 2014 |
| Economic theory and forecasting: lessons from the literature R Giacomini The Econometrics Journal 18 (2), C22-C41, 2015 | 15 | 2015 |
| Bond returns and market expectations C Altavilla, R Giacomini, R Costantini Journal of Financial Econometrics 12 (4), 708-729, 2014 | 14 | 2014 |
| Generalized method of moments with latent variables AR Gallant, R Giacomini, G Ragusa | 12 | 2013 |
| 17 Forecasting in macroeconomics R Giacomini, B Rossi Handbook of Research Methods and Applications in Empirical Macroeconomics, 381, 2013 | 11 | 2013 |
| Inference about non-identified SVARs R Giacomini, T Kitagawa | 10 | 2014 |
Barbara RossiICREA-Univ. Pompeu Fabra, Barcelona GSE and CREIVerified email at upf.edu