Raffaella Giacomini

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Narrative Restrictions and Proxies Journal of Business and Economic Statistics	2024-10-17	Paper
Narrative Restrictions and Proxies: Rejoinder Journal of Business and Economic Statistics	2024-10-17	Paper
Incentive-driven inattention Journal of Econometrics	2022-10-21	Paper
Economic theory and forecasting: lessons from the literature Econometrics Journal	2022-07-27	Paper
Uncertain identification Quantitative Economics	2022-07-11	Paper
Robust Bayesian inference in proxy SVARs Journal of Econometrics	2022-03-16	Paper
Robust Bayesian inference for set-identified models Econometrica	2022-01-06	Paper
The relationship between DSGE and VAR models VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims	2020-07-10	Paper
Bayesian estimation of state space models using moment conditions Journal of Econometrics	2017-11-07	Paper
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? Journal of Econometrics	2016-08-12	Paper
Model comparisons in unstable environments International Economic Review	2016-06-16	Paper
Mixtures of \(t\)-distributions for finance and forecasting Journal of Econometrics	2016-06-10	Paper
Theory-coherent forecasting Journal of Econometrics	2014-06-04	Paper
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators Econometric Theory	2013-08-22	Paper
Detecting and Predicting Forecast Breakdowns Review of Economic Studies	2009-08-28	Paper
Tests of Conditional Predictive Ability Econometrica	2007-09-18	Paper
Aggregation of space-time processes. Journal of Econometrics	2004-01-26	Paper

Research outcomes over time

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