Follow
Raffaella Giacomini
Raffaella Giacomini
Federal Reserve Bank of Chicago and University College London
Verified email at ucl.ac.uk - Homepage
Title
Cited by
Cited by
Year
Tests of conditional predictive ability
R Giacomini, H White
Econometrica 74 (6), 1545-1578, 2006
19322006
Comparing density forecasts via weighted likelihood ratio tests
G Amisano, R Giacomini
Journal of Business & Economic Statistics 25 (2), 177-190, 2007
6042007
Forecast comparisons in unstable environments
R Giacomini, B Rossi
Journal of Applied Econometrics 25 (4), 595-620, 2010
4672010
Evaluation and combination of conditional quantile forecasts
R Giacomini, I Komunjer
Journal of Business & Economic Statistics 23 (4), 416-431, 2005
3452005
Aggregation of space-time processes
R Giacomini, CWJ Granger
Journal of econometrics 118 (1-2), 7-26, 2004
2512004
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
2132013
Detecting and predicting forecast breakdowns
R Giacomini, B Rossi
The Review of Economic Studies 76 (2), 669-705, 2009
1842009
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
1362006
Robust Bayesian inference for set‐identified models
R Giacomini, T Kitagawa
Econometrica 89 (4), 1519-1556, 2021
962021
The relationship between DSGE and VAR models
R Giacomini
VAR models in macroeconomics–new developments and applications: Essays in …, 2013
942013
Anchoring the yield curve using survey expectations
C Altavilla, R Giacomini, G Ragusa
Journal of Applied Econometrics 32 (6), 1055-1068, 2017
832017
Theory-coherent forecasting
R Giacomini, G Ragusa
Journal of Econometrics 182 (1), 145-155, 2014
592014
Model comparisons in unstable environments
R Giacomini, B Rossi
International Economic Review 57 (2), 369-392, 2016
51*2016
Robust Bayesian inference in proxy SVARs
R Giacomini, T Kitagawa, M Read
Journal of Econometrics 228 (1), 107-126, 2022
492022
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
492011
Robust inference about partially identified SVARs
R Giacomini, T Kitagawa
Manuscript, University College London, 2015
472015
Heterogeneity, inattention, and bayesian updates
R Giacomini, V Skreta, J Turen
American Economic Journal: Macroeconomics 12 (1), 282-309, 2020
442020
Economic theory and forecasting: lessons from the literature
R Giacomini
The Econometrics Journal 18 (2), C22-C41, 2015
422015
Mixtures of t-distributions for finance and forecasting
R Giacomini, A Gottschling, C Haefke, H White
Journal of Econometrics 144 (1), 175-192, 2008
422008
Bayesian estimation of state space models using moment conditions
AR Gallant, R Giacomini, G Ragusa
Journal of Econometrics 201 (2), 198-211, 2017
292017
The system can't perform the operation now. Try again later.
Articles 1–20