Raffaella Giacomini : Citation Profile

Are you Raffaella Giacomini?

University College London (UCL)

18

H index

22

i10 index

2685

Citations

RESEARCH PRODUCTION:

18

Articles

61

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2001 - 2021). See details.
   Cites by year: 134
   Journals where Raffaella Giacomini has often published
   Relations with other researchers
   Recent citing documents: 251.    Total self citations: 28 (1.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi20
   Updated: 2024-12-03    RAS profile: 2021-08-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Read, Matthew (4)

Skreta, Vasiliki (3)

Issler, João (2)

Gaglianone, Wagner (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Raffaella Giacomini.

Is cited by:

Rossi, Barbara (62)

Ravazzolo, Francesco (55)

Clark, Todd (50)

Mitchell, James (42)

van Dijk, Dick (41)

Marcellino, Massimiliano (40)

Clements, Michael (32)

Pincheira, Pablo (31)

Perron, Pierre (31)

McCracken, Michael (30)

Sekhposyan, Tatevik (30)

Cites to:

Schorfheide, Frank (30)

West, Kenneth (21)

Rossi, Barbara (19)

Reichlin, Lucrezia (18)

Watson, Mark (18)

Rubio-Ramirez, Juan F (18)

Kilian, Lutz (16)

McCracken, Michael (15)

Smets, Frank (15)

Del Negro, Marco (15)

Wouters, Raf (15)

Main data

Where Raffaella Giacomini has published?

Journals with more than one article published# docs
Journal of Econometrics5
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies15
CEPR Discussion Papers / C.E.P.R. Discussion Papers8
Boston College Working Papers in Economics / Boston College Department of Economics5
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego5
Working Papers / Duke University, Department of Economics5
Post-Print / HAL3
Working Papers / Barcelona School of Economics2
Working Paper Series / European Central Bank2

Recent works citing Raffaella Giacomini (2024 and 2023)

YearTitle of citing document
2023Disentangling COVID-19, Economic Mobility, and Containment Policy Shocks. (2023). Rieth, Malte ; Camehl, Annika. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:15:y:2023:i:4:p:217-48.

Full description at Econpapers || Download paper

2023Bounds on a Slope from Size Restrictions on Economic Shocks. (2023). Petterson, Marco Stenborg ; Shapiro, Jesse M ; Seim, David. In: American Economic Journal: Microeconomics. RePEc:aea:aejmic:v:15:y:2023:i:3:p:552-72.

Full description at Econpapers || Download paper

2024Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

Full description at Econpapers || Download paper

2024Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros. (2018). Blasques, Francisco ; Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:1812.07318.

Full description at Econpapers || Download paper

2023Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

Full description at Econpapers || Download paper

2023Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts. (2020). Yang, Zhenlin ; Urga, Giovanni ; Pirotte, Alain ; Akgun, Oguzhan. In: Papers. RePEc:arx:papers:2003.02803.

Full description at Econpapers || Download paper

2023A Novel Approach to Predictive Accuracy Testing in Nested Environments. (2020). Pitarakis, Jean-Yves. In: Papers. RePEc:arx:papers:2008.08387.

Full description at Econpapers || Download paper

2024A Multivariate Realized GARCH Model. (2020). Hansen, Peter Reinhard ; Archakov, Ilya ; Lunde, Asger. In: Papers. RePEc:arx:papers:2012.02708.

Full description at Econpapers || Download paper

2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

Full description at Econpapers || Download paper

2024Minimax MSE Bounds and Nonlinear VAR Prewhitening for Long-Run Variance Estimation Under Nonstationarity. (2021). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02235.

Full description at Econpapers || Download paper

2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

Full description at Econpapers || Download paper

2023Encompassing Tests for Nonparametric Regressions. (2022). Lapenta, Elia ; Lavergne, Pascal. In: Papers. RePEc:arx:papers:2203.06685.

Full description at Econpapers || Download paper

2024Predicting Value at Risk for Cryptocurrencies Using Generalized Random Forests. (2022). Gorgen, Konstantin ; Schienle, Melanie ; Meirer, Jonas. In: Papers. RePEc:arx:papers:2203.08224.

Full description at Econpapers || Download paper

2023Instrumental variable quantile regression under random right censoring. (2022). van Keilegom, Ingrid ; VanKeilegom, Ingrid ; Tedesco, Lorenzo ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2209.01429.

Full description at Econpapers || Download paper

2024Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752.

Full description at Econpapers || Download paper

2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121.

Full description at Econpapers || Download paper

2023Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362.

Full description at Econpapers || Download paper

2023Partly Linear Instrumental Variables Regressions without Smoothing on the Instruments. (2022). Lapenta, Elia ; Florens, Jean-Pierre. In: Papers. RePEc:arx:papers:2212.11012.

Full description at Econpapers || Download paper

2023A Bootstrap Specification Test for Semiparametric Models with Generated Regressors. (2022). Lapenta, Elia. In: Papers. RePEc:arx:papers:2212.11112.

Full description at Econpapers || Download paper

2024Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices. (2023). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2302.00411.

Full description at Econpapers || Download paper

2023Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747.

Full description at Econpapers || Download paper

2023A tale of two tails: 130 years of growth-at-risk. (2023). Huber, Florian ; Hasler, Elias ; Gachter, Martin. In: Papers. RePEc:arx:papers:2302.08920.

Full description at Econpapers || Download paper

2024Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066.

Full description at Econpapers || Download paper

2023Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651.

Full description at Econpapers || Download paper

2024Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms. (2023). Wilms, Ines ; Rombouts, Jeroen ; Hu, Yu Jeffrey. In: Papers. RePEc:arx:papers:2303.01887.

Full description at Econpapers || Download paper

2023Deep Neural Network Estimation in Panel Data Models. (2023). Raftapostolos, Aristeidis ; Mitchell, James ; Kapetanios, George ; Chrysikou, Katerina ; Chronopoulos, Ilias. In: Papers. RePEc:arx:papers:2305.19921.

Full description at Econpapers || Download paper

2023A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance. (2023). Sun, Zhenting ; Jiang, Hongyi ; Hu, Shiyun. In: Papers. RePEc:arx:papers:2306.12271.

Full description at Econpapers || Download paper

2023Instrumental variable estimation of the proportional hazards model by presmoothing. (2023). van Keilegom, Ingrid ; Beyhum, Jad ; Tedesco, Lorenzo. In: Papers. RePEc:arx:papers:2309.02183.

Full description at Econpapers || Download paper

2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

Full description at Econpapers || Download paper

2024Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Zhu, Dan ; Oka, Tatsushi ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2403.12456.

Full description at Econpapers || Download paper

2024Postprocessing of point predictions for probabilistic forecasting of electricity prices: Diversity matters. (2024). Weron, Rafał ; Uniejewski, Bartosz ; Lipiecki, Arkadiusz. In: Papers. RePEc:arx:papers:2404.02270.

Full description at Econpapers || Download paper

2024Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models. (2023). Gaglianone, Wagner ; Moreira, Marta Baltar. In: Working Papers Series. RePEc:bcb:wpaper:574.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023A tool to nowcast tourist overnight stays with payment data and complementary indicators. (2023). Mariani, Vincenzo ; Crispino, Marta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_746_23.

Full description at Econpapers || Download paper

2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

Full description at Econpapers || Download paper

2023Tweeting Inflation: Real-Time measures of Inflation Perception in Colombia. (2023). Ramos-Veloza, Mario ; Orozco, David ; Muoz-Martinez, Jonathan Alexander. In: Borradores de Economia. RePEc:bdr:borrec:1256.

Full description at Econpapers || Download paper

2024Predictive model averaging with parameter instability and heteroskedasticity. (2024). Yin, Anwen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:418-442.

Full description at Econpapers || Download paper

2023The closer we get, the better we are?. (2023). Zilberfarb, Ben Zion ; Goldstein, Nathan. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:2:p:364-376.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2023BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75.

Full description at Econpapers || Download paper

2023Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111.

Full description at Econpapers || Download paper

2024Control and Out-of-Sample Validation of Dependent Risks. (2009). gourieroux, christian ; Liu, Wei. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:76:y:2009:i:3:p:683-707.

Full description at Econpapers || Download paper

2023Productivity and Performance: A GMM approach. (2023). Kumbhakar, Subal C ; Tsionas, Mike G. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:331-344.

Full description at Econpapers || Download paper

2024Merging Structural and Reduced-Form Models for Forecasting. (2024). Massimo, Piersanti Fabio ; Luca, Onorante ; Richard, Morris ; Jaime, Martinez-Martin. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:24:y:2024:i:1:p:399-437:n:2.

Full description at Econpapers || Download paper

2024Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View. (2024). Herman, Van Dijk. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:155-176:n:12.

Full description at Econpapers || Download paper

2024Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference. (2024). Andres, Ramirez-Hassan ; Fung, Kwok Chun ; Liana, Jacobi ; Nhung, Nghiem. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:403-434:n:10.

Full description at Econpapers || Download paper

2023How to Deal With Missing Observations in Surveys of Professional Forecasters. (2023). Burgi, Constantin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10203.

Full description at Econpapers || Download paper

2023ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449.

Full description at Econpapers || Download paper

2023Disentangling Demand and Supply Inflation Shocks from Chilean Electronic Payment Data. (2023). Hernandez-Roman, L G ; Eterovic, Nicolas ; Carlomagno, Guillermo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:986.

Full description at Econpapers || Download paper

2023A comparison of high-frequency realized variance measures: Does anything beat ACD(1,1)?. (2023). Wiedemann, Timo ; Segnon, Mawuli ; Schulte-Tillmann, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:10523.

Full description at Econpapers || Download paper

2023Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test. (2023). Wilfling, Bernd ; Monschang, Verena ; Trede, Mark. In: CQE Working Papers. RePEc:cqe:wpaper:10623.

Full description at Econpapers || Download paper

2023The Energy-Price Channel of (European) Monetary Policy. (2023). Schumann, Ben ; Kurcz, Frederik ; Kriwoluzky, Alexander ; Ider, Gokhan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2033.

Full description at Econpapers || Download paper

2023DSGE model forecasting: rational expectations vs. adaptive learning. (2023). Warne, Anders. In: Working Paper Series. RePEc:ecb:ecbwps:20232768.

Full description at Econpapers || Download paper

2023Medium-term growth-at-risk in the euro area. (2023). Greiwe, Moritz ; Rusnak, Marek ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232808.

Full description at Econpapers || Download paper

2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

Full description at Econpapers || Download paper

2023Can we estimate macroforecasters’ mis-behavior?. (2023). Chini, Emilio Zanetti. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000386.

Full description at Econpapers || Download paper

2023Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles. (2023). Wang, Shu ; Herwartz, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000362.

Full description at Econpapers || Download paper

2023Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160.

Full description at Econpapers || Download paper

2023The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

Full description at Econpapers || Download paper

2023Diligent forecasters can make accurate predictions despite disagreeing with the consensus. (2023). Zheng, Xinye ; An, Zidong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001840.

Full description at Econpapers || Download paper

2023On the role of interest rate differentials in the dynamic asymmetry of exchange rates. (2023). Ulm, M ; Hambuckers, J. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003668.

Full description at Econpapers || Download paper

2024Belief-dependent pricing decisions. (2024). Frache, Serafin ; Turen, Javier ; Lluberas, Rodrigo. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s026499932300442x.

Full description at Econpapers || Download paper

2024Examining business cycles and optimal monetary policy in a regional DSGE model. (2024). Gelfer, Sacha. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001068.

Full description at Econpapers || Download paper

2023Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566.

Full description at Econpapers || Download paper

2024Low interest rates and the predictive content of the yield curve. (2024). Haubrich, Joseph G ; Bordo, Michael D. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000056.

Full description at Econpapers || Download paper

2023Estimating the ordering of variables in a VAR using a Plackett–Luce prior. (2023). Koop, Gary ; Wu, Ping. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002720.

Full description at Econpapers || Download paper

2023Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models. (2023). Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1054-1086.

Full description at Econpapers || Download paper

2023Distinguishing incentive from selection effects in auction-determined contracts. (2023). visser, michael ; Lamy, Laurent ; Patnam, Manasa. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1172-1202.

Full description at Econpapers || Download paper

2023Penalized time-varying model averaging. (2023). Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377.

Full description at Econpapers || Download paper

2023The distribution of rolling regression estimators. (2023). Juhl, Ted ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1447-1463.

Full description at Econpapers || Download paper

2023Refining set-identification in VARs through independence. (2023). Wright, Jonathan H ; Drautzburg, Thorsten. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1827-1847.

Full description at Econpapers || Download paper

2023Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. (2023). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:372-392.

Full description at Econpapers || Download paper

2023Global robust Bayesian analysis in large models. (2023). Ho, Paul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:608-642.

Full description at Econpapers || Download paper

2023Bootstrap specification tests for dynamic conditional distribution models. (2023). Silvapulle, Mervyn J ; Perera, Indeewara. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:949-971.

Full description at Econpapers || Download paper

2023Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk. (2023). Gutknecht, Daniel ; Fosten, Jack ; Corradi, Valentina. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623002063.

Full description at Econpapers || Download paper

2023Comparing forecasting performance in cross-sections. (2023). Zhu, Yinchu ; Timmermann, Allan ; Qu, Ritong. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002256.

Full description at Econpapers || Download paper

2023Evaluating forecast performance with state dependence. (2023). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002657.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Raffaella Giacomini:

YearTitleTypeCited
2020Heterogeneity, Inattention, and Bayesian Updates In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article23
2015Forecasting in Nonstationary Environments: What Works and What Doesnt in Reduced-Form and Structural Models In: Annual Review of Economics.
[Full Text][Citation analysis]		article8
2014Forecasting in Nonstationary Environments: What Works and What Doesnt in Reduced-Form and Structural Models.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2014Forecasting in nonstationary environments: What works and what doesnt in reduced-form and structural models.(2014) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2021Identification and Inference Under Narrative Restrictions In: Papers.
[Full Text][Citation analysis]		paper13
2018Incentive-driven Inattention In: Working Papers Series.
[Full Text][Citation analysis]		paper13
2019Incentive-driven Inattention.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2019Incentive-driven Inattention.(2019) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2005Evaluation and Combination of Conditional Quantile Forecasts In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article177
2003Evaluation and Combination of Conditional Quantile Forecasts.(2003) In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 177		paper
2002Evaluation and Combination of Conditional Quantile Forecasts.(2002) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 177		paper
2007Comparing Density Forecasts via Weighted Likelihood Ratio Tests In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article437
2005Comparing Density Forecsts via Weighted Likelihood Ratio Tests.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 437		paper
2014Model Comparisons in Unstable Environments In: Working Papers.
[Full Text][Citation analysis]		paper20
2009Model Comparisons in Unstable Environments.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2010Model Comparisons in Unstable Environments.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2012Model comparisons in unstable environments.(2012) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2015Model comparisons in unstable environments.(2015) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2016MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS.(2016) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2006How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article78
2005How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		paper
2003Tests of conditional predictive ability In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper928
2003Tests of Conditional Predictive Ability.(2003) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 928		paper
2006Tests of Conditional Predictive Ability.(2006) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 928		article
2003Tests of Conditional Predictive Ability.(2003) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 928		paper
2002Aggregation of Space-Time Processes In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper96
2001Aggregationn of Space-Time Processes.(2001) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 96		paper
2004Aggregation of space-time processes.(2004) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 96		article
2002Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper18
2002Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods.(2002) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2002Hypernormal Densities In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper1
2002Hypernormal Densities.(2002) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2002Hypernormal densities.(2002) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2015Models, Inattention and Expectation Updates In: Discussion Papers.
[Full Text][Citation analysis]		paper6
2015Models, Inattention and Expectation Updates.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2016Models, inattention and expectation updates.(2016) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2005Detecting and Predicting Forecast Breakdowns* In: UCLA Economics Working Papers.
[Full Text][Citation analysis]		paper124
2006Detecting and Predicting Forecast Breakdowns.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 124		paper
2006Detecting and predicting forecast breakdowns.(2006) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 124		paper
2009Detecting and Predicting Forecast Breakdowns.(2009) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 124		article
2014Economic theory and forecasting: lessons from the literature In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper28
2014Economic theory and forecasting: lessons from the literature.(2014) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2015Economic theory and forecasting: lessons from the literature.(2015) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
2014Inference about Non-Identified SVARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2014Inference about Non-Identi?ed SVARs.(2014) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2020Robust Bayesian Inference in Proxy SVARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper28
2020Robust Bayesian inference in proxy SVARs.(2020) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2019Robust Bayesian Inference in Proxy SVARs.(2019) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2011Incorporating theoretical restrictions into forecasting by projection methods In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2012Incorporating theoretical restrictions into forecasting by projection methods.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2013Generalized Method of Moments with Latent Variables In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2013Generalized method of moments with latent variables.(2013) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2013Anchoring the Yield Curve Using Survey Expectations In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper44
2014Anchoring the yield curve using survey expectations.(2014) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		paper
2013Anchoring the yield curve using survey expectations.(2013) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		paper
2017Anchoring the yield curve using survey expectations.(2017) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		article
2013A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS In: Econometric Theory.
[Full Text][Citation analysis]		article109
2012A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators.(2012) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 109		paper
2008Forecast Comparisons in Unstable Environments In: Working Papers.
[Full Text][Citation analysis]		paper327
2010Forecast comparisons in unstable environments.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 327		article
2008Mixtures of t-distributions for finance and forecasting In: Journal of Econometrics.
[Full Text][Citation analysis]		article7
2007Mixtures of t-distributions for Finance and Forecasting.(2007) In: Economics Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2011How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? In: Journal of Econometrics.
[Full Text][Citation analysis]		article29
2011How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?.(2011) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2014Theory-coherent forecasting In: Journal of Econometrics.
[Full Text][Citation analysis]		article26
2017Bayesian estimation of state space models using moment conditions In: Journal of Econometrics.
[Full Text][Citation analysis]		article12
2013Forecasting in macroeconomics In: Chapters.
[Full Text][Citation analysis]		chapter3
2016Stress Testing with Misspecified Models In: Working Paper Series.
[Full Text][Citation analysis]		paper8
2018Impact of uncertainty shocks on the global economy In: Post-Print.
[Citation analysis]		paper7
2017Impact of uncertainty shocks on the global economy.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2020Robust Bayesian inference for set-identified models In: CeMMAP working papers.
[Full Text][Citation analysis]		paper27
2018Robust Bayesian inference for set-identified models.(2018) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2017Uncertain identification In: CeMMAP working papers.
[Full Text][Citation analysis]		paper1
2020Uncertain Identification.(2020) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2013Bond returns and market expectations In: CeMMAP working papers.
[Full Text][Citation analysis]		paper16
2014Bond Returns and Market Expectations.(2014) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2013The relationship between DSGE and VAR models In: CeMMAP working papers.
[Full Text][Citation analysis]		paper48
2019Estimation Under Ambiguity In: CeMMAP working papers.
[Full Text][Citation analysis]		paper7
2018Models, Inattention and Bayesian Updates In: Documentos de Trabajo.
[Full Text][Citation analysis]		paper0
2009Model Selection in Unstable Environments In: 2009 Meeting Papers.
[Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team