Alessia Paccagnini : Citation Profile

Are you Alessia Paccagnini?

University College Dublin (99% share)
Australian National University (1% share)

9

H index

9

i10 index

308

Citations

RESEARCH PRODUCTION:

22

Articles

54

Papers

RESEARCH ACTIVITY:

   15 years (2007 - 2022). See details.
   Cites by year: 20
   Journals where Alessia Paccagnini has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 33 (9.68 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa357
   Updated: 2023-03-25    RAS profile: 2022-11-06    
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Relations with other researchers

Works with:

Rubaszek, Michał (4)

Tirelli, Patrizio (4)

Albonico, Alice (4)

Guidolin, Massimo (3)

Martinez, Andrew (2)

Coroneo, Laura (2)

Fiszeder, Piotr (2)

Castle, Jennifer (2)

Villa, Stefania (2)

Franses, Philip Hans (2)

Grossi, Luigi (2)

Cardani, Roberta (2)

Hendry, David (2)

Reade, J (2)

Shang, Han Lin (2)

Clements, Michael (2)

Iacone, Fabrizio (2)

Santos Monteiro, Paulo (2)

Colombo, Valentina (2)

Thomakos, Dimitrios (2)

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

Is cited by:

GUPTA, RANGAN (24)

Tirelli, Patrizio (12)

Balcilar, Mehmet (12)

Albonico, Alice (11)

Villa, Stefania (10)

Bekiros, Stelios (10)

Miller, Stephen (8)

Majumdar, Anandamayee (8)

Abeliansky, Ana Lucia (6)

Kanda, Tunda P. (6)

rossi, lorenza (6)

Cites to:

Wouters, Raf (112)

Smets, Frank (111)

Schorfheide, Frank (70)

Reichlin, Lucrezia (54)

Forni, Mario (41)

Kolasa, Marcin (38)

Coenen, Günter (38)

Sims, Christopher (38)

Fernandez-Villaverde, Jesus (36)

Bekiros, Stelios (35)

Watson, Mark (34)

Main data

Where Alessia Paccagnini has published?

Journals with more than one article published# docs
Economics Letters3

Working Papers Series with more than one paper published# docs
Open Access publications / School of Economics, University College Dublin12
Working Papers / University of Milano-Bicocca, Department of Economics10
Working Papers / School of Economics, University College Dublin5
Working Papers / University of Pretoria, Department of Economics4
MPRA Paper / University Library of Munich, Germany3
Working Papers / Department of Research, Ipag Business School2

Recent works citing Alessia Paccagnini (2022 and 2021)

YearTitle of citing document
2022Forecasting a commodity-exporting small open developing economy using DSGE and DSGE-BVAR. (2022). Konebayev, Erlan. In: NAC Analytica Working Paper. RePEc:ajx:wpaper:24.

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2021Short-Term Covid-19 Forecast for Latecomers. (2021). Zilberman, Eduardo ; Vasconcelos, Gabriel ; Valladao, Davi ; Street, Alexandre ; Medeiros, Marcelo. In: Papers. RePEc:arx:papers:2004.07977.

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2022Forecasting Electricity Prices. (2022). Weron, Rafał ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2204.11735.

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2022A Market for Trading Forecasts: A Wagering Mechanism. (2022). Grammatico, Sergio ; Kazempour, Jalal ; Pinson, Pierre ; Raja, Aitazaz Ali. In: Papers. RePEc:arx:papers:2205.02668.

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2022Distributional neural networks for electricity price forecasting. (2022). Ziel, Florian ; Weron, Rafal ; Narajewski, Michal ; Marcjasz, Grzegorz. In: Papers. RePEc:arx:papers:2207.02832.

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2022Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649.

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2023Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2021Forecasting corporate capital accumulation in Italy: the role of survey-based information. (2021). Giordano, Claire ; Silvestrini, Andrea ; Marinucci, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_596_21.

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2022Dynamic Stochastic General Equilibrium Model with Multiple Trends and Structural Breaks. (2022). Ivashchenko, Sergey. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:1:p:46-72.

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2022Macroprudential policy and house prices in an estimated Dynamic Stochastic General Equilibrium model for South Africa. (2022). Ngalawa, Harold ; Dlamini, Lenhle. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:2:p:304-336.

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2022Analyzing the degree of persistence of economic policy uncertainty using linear and non?linear fourier quantile unit root tests. (2022). Chang, Tsangyao ; Ranjbar, Omid ; Peng, Yiting. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:4:p:453-471.

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2021The Impact of Pessimistic Expectations on the Effects of COVID?19?Induced Uncertainty in the Euro Area. (2021). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:841-869.

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2021Macroeconomic uncertainty and forecasting macroeconomic aggregates. (2021). Magnus, Reif. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:20:n:5.

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2022Addressing Unemployment Rate Forecast Errors in Relation to the Business Cycle. (2022). Scheer, Bas. In: CPB Discussion Paper. RePEc:cpb:discus:434.

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2022Fiscal Multipliers and Informality. (2022). Furceri, Davide ; Colombo, Emilio ; Tirelli, Patrizio ; Pizzuto, Pietro. In: DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo. RePEc:dis:wpaper:dis2201.

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2022Privacy-preserving federated learning for residential short-term load forecasting. (2022). Rieger, Alexander ; Lee, Chul Min ; Menci, Sergio Potenciano ; Fernandez, Joaquin Delgado ; Fridgen, Gilbert. In: Applied Energy. RePEc:eee:appene:v:326:y:2022:i:c:s0306261922011722.

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2022High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options. (2022). Refahi, A H ; Aminikhah, H ; Abdi, N. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006336.

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2021Systemic risk and economic policy uncertainty: International evidence from the crude oil market. (2021). Yang, Lu ; Hamori, Shigeyuki. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:142-158.

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2021Does news tone help forecast oil?. (2021). Ren, Boru ; Lucey, Brian. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002248.

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2023How many fundamentals should we include in the behavioral equilibrium exchange rate model?. (2023). Rubaszek, Micha ; Ca, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s026499932200308x.

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2021Equity premium and monetary policy in a model with limited asset market participation. (2021). Maršál, Aleš ; Kaszab, Lorant ; Horvath, Roman ; Marsal, Ales. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:430-440.

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2021Institutional change in the global economy: How trade reform can be detrimental to welfare. (2021). Saad, Ayhab F. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:97-110.

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2021The macro effects of GPR and EPU indexes over the global oil market—Are the two types of uncertainty shock alike?. (2021). Zhu, Zixiang ; Gu, Xin ; Yu, Minli. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002930.

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2021Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004977.

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2022Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study. (2022). Wojcik, Edyta ; Janczura, Joanna. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001840.

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2021Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures. (2021). Drachal, Krzysztof. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001882.

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2021US partisan conflict uncertainty and oil prices. (2021). Apergis, Nicholas ; Saeed, Tareq ; Hayat, Tasawar. In: Energy Policy. RePEc:eee:enepol:v:150:y:2021:i:c:s0301421520308296.

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2021Oil price future regarding unconventional oil production and its near-term deployment: A system dynamics approach. (2021). Kazemi, Aliyeh ; Shakouri, Hamed ; Hosseini, Seyed Hossein. In: Energy. RePEc:eee:energy:v:222:y:2021:i:c:s0360544221001274.

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2021News-based equity market uncertainty and crude oil volatility. (2021). Saeed, Tareq ; Bouri, Elie ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:222:y:2021:i:c:s0360544221001791.

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2023Digitalization in decarbonizing electricity systems – Phenomena, regional aspects, stakeholders, use cases, challenges and policy options. (2023). Verma, Piyush ; Covatariu, Andrei ; Milojevic, Tatjana ; Heymann, Fabian. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024033.

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2021Predicting equity premium using news-based economic policy uncertainty: Not all uncertainty changes are equally important. (2021). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001526.

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2021Forecasting oil price volatility using spillover effects from uncertainty indices. (2021). Filis, George ; Degiannakis, Stavros ; Chatziantoniou, Ioannis ; Delis, Panagiotis. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320316998.

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2021Quantile-based GARCH-MIDAS: Estimating value-at-risk using mixed-frequency information. (2021). Liu, Hening ; Wang, Xinyu ; Xu, Yan. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000465.

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2021A time–frequency comovement and causality relationship between Bitcoin hashrate and energy commodity markets. (2021). Kang, Sanghoon ; Ur, Mobeen. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028320302763.

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2022Short-term Covid-19 forecast for latecomers. (2022). Zilberman, Eduardo ; Vasconcelos, Gabriel ; Vallado, Davi ; Street, Alexandre ; Medeiros, Marcelo C. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:467-488.

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2022Fathoming empirical forecasting competitions’ winners. (2022). Nikolopoulos, Konstantinos ; Karamatzanis, Georgios ; Alroomi, Azzam ; Xiao, Shujun ; Tilba, Anna. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1519-1525.

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2021Forecast heuristics, consumer expectations, and New-Keynesian macroeconomics: A Horse race. (2021). Sacht, Stephen ; Jang, Tae-Seok. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:493-511.

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2022Hysteresis and fiscal stimulus in a recession. (2022). Tervala, Juha ; Watson, Timothy. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000171.

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2022Fiscal stabilization in high-debt economies without monetary independence. (2022). Wang, Shu-Ling ; Germaschewski, Yin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:72:y:2022:i:c:s0164070422000027.

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2022Common factors and the dynamics of cereal prices. A forecasting perspective. (2022). Rubaszek, Micha ; Paccagnini, Alessia ; Kwas, Marek. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851321000738.

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2023Optimal competitive capacity strategies: Evidence from the container shipping market. (2023). de Koster, M. B. M, ; Zuidwijk, Rob ; Li, Xishu. In: Omega. RePEc:eee:jomega:v:115:y:2023:i:c:s0305048322001955.

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2021Forecasting crude oil real prices with averaging time-varying VAR models. (2021). Drachal, Krzysztof. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002555.

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2021Symmetric and asymmetric impact of economic policy uncertainty on food prices in China: A new evidence. (2021). Zakaria, Muhammad ; Mahmood, Hamid ; Khalid, Samia ; Wen, Jun. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002580.

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2022Multi-step-ahead copper price forecasting using a two-phase architecture based on an improved LSTM with novel input strategy and error correction. (2022). Wu, Qiaosheng ; Cheng, Jinhua ; Wang, De Yun ; Luo, Hongyuan. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004056.

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2022Outlook of oil prices and volatility from 1970 to 2040 through global energy mix-security from production to reserves: A nonparametric causality-in-quantiles approach. (2022). Oliyide, Johnson A ; Adekoya, Oluwasegun B ; Alola, Andrew A. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004974.

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2021Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective. (2021). Lin, Boqiang ; Bai, Rui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:56:y:2021:i:c:s027553192030965x.

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2023ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation. (2023). Janczura, Joanna ; Pu, Andrzej. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:807-:d:1031193.

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2023Forecasting the Monash Microgrid for the IEEE-CIS Technical Challenge. (2023). Bean, Richard. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1050-:d:1039403.

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2021Forecasting Commodity Prices: Looking for a Benchmark. (2021). Rubaszek, Michał ; Kwas, Marek. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:27-459:d:577877.

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2022Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns. (2022). Guidolin, Massimo ; Pedio, Manuela. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:1:p:16-306:d:752601.

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2022Modelling Energy Transition in Germany: An Analysis through Ordinary Differential Equations and System Dynamics. (2022). Guidolin, Mariangela ; de Giovanni, Luigi ; Savio, Andrea. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:2:p:25-455:d:790008.

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2022Diffusion of Solar PV Energy in the UK: A Comparison of Sectoral Patterns. (2022). Manfredi, Piero ; Guidolin, Mariangela ; Bunea, Anita M ; della Posta, Pompeo. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:2:p:26-476:d:798344.

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2022Analyzing and Forecasting Multi-Commodity Prices Using Variants of Mode Decomposition-Based Extreme Learning Machine Hybridization Approach. (2022). Fianu, Emmanuel Senyo. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:2:p:30-564:d:836532.

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2022Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices. (2022). Pelagatti, Matteo ; Grossi, Luigi ; Golia, Silvia. In: Forecasting. RePEc:gam:jforec:v:5:y:2022:i:1:p:3-101:d:1020016.

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2022.

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2021Impact of Structural Oil Price Shock Factors on the Gasoline Market and Macroeconomy in South Korea. (2021). Cho, Hong Chong ; Lee, Ji Hoon. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:4:p:2209-:d:501589.

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2021The Heterogeneity Research of the Impact of EPU on Environmental Pollution: Empirical Evidence Based on 15 Countries. (2021). Wang, LI ; Shen, Xiaoqian ; Chen, Ying. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:8:p:4166-:d:532411.

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2022The Migration Influence on the Forecasting of Health Care Budget Expenditures in the Direction of Sustainability: Case of Ukraine. (2022). Zatonatska, Tetiana ; Liashenko, Olena ; Fareniuk, Yana ; Dluhopolskyi, Oleksandr ; Dmowski, Artur ; Cichorzewska, Marzena. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:21:p:14501-:d:963500.

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2023Comprehensive Review on Waste Generation Modeling. (2023). Szasziova, Lenka ; Roseck, Martin ; Smejkalova, Veronika ; Omplak, Radovan ; Pavlas, Martin ; Hrabec, Duan ; Nevrl, Vlastimir. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3278-:d:1064709.

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2022Fiscal Multipliers and Informality. (2022). Furceri, Davide ; Colombo, Emilio ; Tirelli, Patrizio ; Pizzuto, Pietro. In: IMF Working Papers. RePEc:imf:imfwpa:2022/082.

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2021Global Credit Shocks and Real Economies. (2021). Ochsner, Christian ; Rohloff, Hannes ; Herwartz, Helmut. In: MAGKS Papers on Economics. RePEc:mar:magkse:202116.

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2022The (Ir)Relevance of Rule-of-Thumb Consumers for U.S. Business Cycle Fluctuations. (2020). Haque, Qazi ; Albonico, Alice ; Ascari, Guido. In: Working Papers. RePEc:mib:wpaper:453.

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2021How loose, how tight? A measure of monetary and fiscal stance for the euro area*. (2021). Villa, Stefania ; Batini, Nicoletta ; Melina, Giovanni ; Cantelmo, Alessandro. In: Oxford Economic Papers. RePEc:oup:oxecpp:v:73:y:2021:i:4:p:1536-1556..

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2023Effect of abnormal increase in credit supply on economic growth in Nigeria. (2023). Iorember, Paul ; Oladipo, Olajide ; Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:115988.

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2022Time-Varying Parameter Four-Equation DSGE Model. (2022). Sun, Xiaojin ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202234.

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2021Markups and Financial Shocks. (2021). Soares, Ana Cristina ; Meinen, Philipp. In: Working Papers. RePEc:ptu:wpaper:w202122.

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2021Do pandemics have an asymmetric effect on tourism in Italy?. (2021). Ghosh, Sudeshna ; Uzuner, Gizem. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:55:y:2021:i:5:d:10.1007_s11135-020-01074-7.

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2021Lumpy Investment, Fluctuations in Volatility and Monetary Policy. (2021). . In: Working Papers. RePEc:ufl:wpaper:002001.

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2022Trade patterns and institutional change in East Asia. (2022). Chung, Kee Hoon ; Choi, Moon Jung. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:30:y:2022:i:3:p:567-595.

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2021Do local and global factors impact the emerging markets sovereign yield curves? Evidence from a data?rich environment. (2021). Yilmaz, Hasan M ; Kucuksarac, Doruk ; Guney, Ibrahim Ethem ; Cepni, Oguzhan. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:7:p:1214-1229.

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2022Assessing the usefulness of survey?based data in forecasting firms capital formation: Evidence from Italy. (2022). Silvestrini, Andrea ; Marinucci, Marco ; Giordano, Claire. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:3:p:491-513.

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2022Distributional modeling and forecasting of natural gas prices. (2022). Ziel, Florian ; Berrisch, Jonathan. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:6:p:1065-1086.

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2022Petroleum market volatility tracker in China. (2022). Hua, Renhai ; Liu, Qingfu ; Zhang, Ping ; Bian, Huabin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:11:p:2022-2040.

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2021Markups and financial shocks. (2021). Soares, Ana Cristina ; Meinen, Philipp. In: Discussion Papers. RePEc:zbw:bubdps:542021.

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Works by Alessia Paccagnini:

YearTitleTypeCited
2022Forecasting: theory and practice In: Papers.
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2022Forecasting: theory and practice.(2022) In: International Journal of Forecasting.
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2019Forecasting with instabilities: an application to DSGE models with financial frictions In: Temi di discussione (Economic working papers).
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2019Forecasting with instabilities: An application to DSGE models with financial frictions.(2019) In: Journal of Macroeconomics.
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This paper has another version. Agregated cites: 3		article
2015Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 3		paper
2019LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS: AN EMPIRICAL DSGE MODEL In: Economic Inquiry.
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2018Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 8		paper
2020Has the credit supply shock asymmetric effects on macroeconomic variables? In: Working Papers.
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2015Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article4
2014Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model.(2014) In: Open Access publications.
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This paper has another version. Agregated cites: 4		paper
2015Identifying Noise Shocks: a VAR with Data Revisions In: Discussion Papers.
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2015Identifying noise shocks: a VAR with data revisions.(2015) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 3		paper
2019Identifying Noise Shocks: A VAR with Data Revisions.(2019) In: Journal of Money, Credit and Banking.
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2009On the Statistical Identification of DSGE Models In: CEPR Discussion Papers.
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