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
17922006
Comparing density forecasts via weighted likelihood ratio tests
G Amisano, R Giacomini
Journal of Business & Economic Statistics 25 (2), 177-190, 2007
5712007
Forecast comparisons in unstable environments
R Giacomini, B Rossi
Journal of Applied Econometrics 25 (4), 595-620, 2010
4112010
Evaluation and combination of conditional quantile forecasts
R Giacomini, I Komunjer
Journal of Business & Economic Statistics 23 (4), 416-431, 2005
3122005
Aggregation of space-time processes
R Giacomini, CWJ Granger
Journal of econometrics 118 (1-2), 7-26, 2004
2422004
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
1842013
Detecting and predicting forecast breakdowns
R Giacomini, B Rossi
The Review of Economic Studies 76 (2), 669-705, 2009
1692009
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
1282006
The relationship between DSGE and VAR models
R Giacomini
VAR Models in Macroeconomics–New Developments and Applications: Essays in …, 2013
852013
Anchoring the yield curve using survey expectations
C Altavilla, R Giacomini, G Ragusa
Journal of Applied Econometrics 32 (6), 1055-1068, 2017
722017
Robust Bayesian inference for set‐identified models
R Giacomini, T Kitagawa
Econometrica 89 (4), 1519-1556, 2021
622021
Model comparisons in unstable environments
R Giacomini, B Rossi
International Economic Review 57 (2), 369-392, 2016
48*2016
Theory-coherent forecasting
R Giacomini, G Ragusa
Journal of Econometrics 182 (1), 145-155, 2014
482014
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
482011
Robust inference about partially identified SVARs
R Giacomini, T Kitagawa
Manuscript, University College London, 2015
462015
Mixtures of t-distributions for finance and forecasting
R Giacomini, A Gottschling, C Haefke, H White
Journal of Econometrics 144 (1), 175-192, 2008
412008
Economic theory and forecasting: lessons from the literature
R Giacomini
The Econometrics Journal 18 (2), C22-C41, 2015
392015
Robust Bayesian inference in proxy SVARs
R Giacomini, T Kitagawa, M Read
Journal of Econometrics 228 (1), 107-126, 2022
332022
Heterogeneity, inattention, and bayesian updates
R Giacomini, V Skreta, J Turen
American Economic Journal: Macroeconomics 12 (1), 282-309, 2020
282020
Bayesian estimation of state space models using moment conditions
AR Gallant, R Giacomini, G Ragusa
Journal of Econometrics 201 (2), 198-211, 2017
262017
The system can't perform the operation now. Try again later.
Articles 1–20