Raffaella Giacomini : Citation Profile

University College London (UCL)

18

H index

22

i10 index

2944

Citations

RESEARCH PRODUCTION:

19

Articles

61

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2001 - 2021). See details.
   Cites by year: 147
   Journals where Raffaella Giacomini has often published
   Relations with other researchers
   Recent citing documents: 293.    Total self citations: 28 (0.94 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgi20
   Updated: 2026-05-16    RAS profile: 2021-08-24    
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Relations with other researchers

Works with:

Read, Matthew (3)

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 (75)

Ravazzolo, Francesco (55)

Clark, Todd (51)

Marcellino, Massimiliano (45)

van Dijk, Dick (42)

Mitchell, James (36)

Clements, Michael (32)

Swanson, Norman (31)

Pincheira, Pablo (31)

El-Shagi, Makram (31)

Perron, Pierre (31)

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)

Diebold, Francis (15)

Smets, Frank (15)

Wouters, Raf (15)

McCracken, Michael (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
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego5
Boston College Working Papers in Economics / Boston College Department of Economics5
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 (2025 and 2024)

YearTitle of citing document
2026A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters. (2026). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:388985.

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2024Tail calibration of probabilistic forecasts. (2024). Ziegel, Johanna ; Segers, Johan ; Koh, Jonathan ; Allen, Sam. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024018.

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2025Single Index Models for Nonparametric Conditional Frontiers. (2025). Simar, Leopold ; Florens, Jean-Pierre ; Cazals, Catherine. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025022.

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2026A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters. (2026). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: Working Papers. RePEc:anc:wpaper:503.

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2024Tilting Approximate Models. (2024). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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

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2025A Multivariate Realized GARCH Model. (2025). Hansen, Peter ; Archakov, Ilya ; Lunde, Asger. In: Papers. RePEc:arx:papers:2012.02708.

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2026A note on global identification in structural vector autoregressions. (2021). Bacchiocchi, Emanuele ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2102.04048.

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

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2024Prewhitened Long-Run Variance Estimation Robust to Nonstationarity. (2024). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02235.

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

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

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2024Bayesian Neural Networks for Macroeconomic Analysis. (2024). Marcellino, Massimiliano ; Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2211.04752.

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

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2025Double Robust Bayesian Inference on Average Treatment Effects. (2025). Yu, Zhengfei ; Liu, Ruixuan ; Breunig, Christoph. In: Papers. RePEc:arx:papers:2211.16298.

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

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2025Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan. In: Papers. RePEc:arx:papers:2302.13066.

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

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

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2025A Quantile Nelson-Siegel model. (2024). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Papers. RePEc:arx:papers:2401.09874.

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2024What drives the European carbon market? Macroeconomic factors and forecasts. (2024). Rossini, Luca ; Bastianin, Andrea ; Qin, Yan ; Mirto, Elisabetta. In: Papers. RePEc:arx:papers:2402.04828.

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2024Tail risk forecasting with semi-parametric regression models by incorporating overnight information. (2024). Shau, Wei-Hsuan ; Koike, Takaaki. In: Papers. RePEc:arx:papers:2402.07134.

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2024Nowcasting with Mixed Frequency Data Using Gaussian Processes. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Hauzenberger, Niko ; Stelzer, Anna. In: Papers. RePEc:arx:papers:2402.10574.

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2026Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Oka, Tatsushi ; Wang, Yunyun ; Zhu, Dan. In: Papers. RePEc:arx:papers:2403.12456.

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2024Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression. (2024). Weron, Rafał ; Uniejewski, Bartosz ; Lipiecki, Arkadiusz. In: Papers. RePEc:arx:papers:2404.02270.

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

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2024Comparing predictive ability in presence of instability over a very short time. (2024). Rossini, Luca ; Iacone, Fabrizio ; Viselli, Andrea. In: Papers. RePEc:arx:papers:2405.11954.

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2024Investigating the price determinants of the European Emission Trading System: a non-parametric approach. (2024). Glielmo, Aldo ; de Giuli, Maria Elena ; Salvagnin, Cristiano ; Mira, Antonietta. In: Papers. RePEc:arx:papers:2406.05094.

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2026Kullback-Leibler-based characterizations of score-driven updates. (2024). Punder, Ramon ; Lange, Rutger-Jan ; Dimitriadis, Timo ; de Punder, Ramon. In: Papers. RePEc:arx:papers:2408.02391.

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2024Testing for a Forecast Accuracy Breakdown under Long Memory. (2024). Sibbertsen, Philipp ; Kreye, Jannik. In: Papers. RePEc:arx:papers:2409.07087.

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2024How to Compare Copula Forecasts?. (2024). Hoga, Yannick ; Fissler, Tobias. In: Papers. RePEc:arx:papers:2410.04165.

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2024Cyber Risk Taxonomies: Statistical Analysis of Cybersecurity Risk Classifications. (2024). Sofronov, Georgy ; Jang, Jiwook ; Shevchenko, Pavel V ; Treuck, Stefan ; Peters, Gareth W ; Malavasi, Matteo. In: Papers. RePEc:arx:papers:2410.05297.

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2026Closed-form estimation and inference for panels with attrition and refreshment samples. (2024). Kosenkova, Lidia ; Franguridi, Grigory. In: Papers. RePEc:arx:papers:2410.11263.

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2024International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628.

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2024Density forecast transformations. (2024). Odendahl, Florens ; Mogliani, Matteo. In: Papers. RePEc:arx:papers:2412.06092.

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2025High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions. (2025). Garr, Ignacio ; Ramos, Andrey. In: Papers. RePEc:arx:papers:2501.03380.

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2025Binary Outcome Models with Extreme Covariates: Estimation and Prediction. (2025). Liu, Laura ; Wang, Yulong. In: Papers. RePEc:arx:papers:2502.16041.

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2025Assessing Uncertainty in Stock Returns: A Gaussian Mixture Distribution-Based Method. (2025). Wang, Yanlong ; Xu, Jian ; Huang, Shao-Lun ; Sun, Danny Dongning ; Zhang, Xiao-Ping. In: Papers. RePEc:arx:papers:2503.06929.

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2025An Artificial Trend Index for Private Consumption Using Google Trends. (2025). Alpiste, Heidi ; Tenorio, Juan ; Rem, Jakelin ; Segil, Arian. In: Papers. RePEc:arx:papers:2503.21981.

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2025Estimation of the complier causal hazard ratio under dependent censoring. (2025). van Keilegom, Ingrid ; Beyhum, Jad ; Crommen, Gilles. In: Papers. RePEc:arx:papers:2504.02096.

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2025Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning. (2025). Pawar, Amit ; Pratap, Bhanu ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2504.05350.

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2025MLOps Monitoring at Scale for Digital Platforms. (2025). Wilms, Ines ; Rombouts, Jeroen ; Hu, Yu Jeffrey. In: Papers. RePEc:arx:papers:2504.16789.

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2025Sequential Scoring Rule Evaluation for Forecast Method Selection. (2025). Poskitt, Donald ; Frazier, David T. In: Papers. RePEc:arx:papers:2505.09090.

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2025Large structural VARs with multiple linear shock and impact inequality restrictions. (2025). Berend, Lukas ; Pruser, Jan. In: Papers. RePEc:arx:papers:2505.19244.

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2025Conditional Method Confidence Set. (2025). Bauer, Lukas ; Kazak, Ekaterina. In: Papers. RePEc:arx:papers:2505.21278.

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2025Evaluating financial tail risk forecasts: Testing Equal Predictive Ability. (2025). Bauer, Lukas. In: Papers. RePEc:arx:papers:2505.23333.

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2026A Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs. (2025). Arias, Jonas E ; Rubio-Ram, Juan F ; Shin, Minchul. In: Papers. RePEc:arx:papers:2505.23542.

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2025Plausible GMM: A Quasi-Bayesian Approach. (2025). Hansen, Christian B ; Chernozhukov, Victor ; Wang, Weining ; Kong, Lingwei. In: Papers. RePEc:arx:papers:2507.00555.

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2025Electricity Market Predictability: Virtues of Machine Learning and Links to the Macroeconomy. (2025). Cai, Jinbo ; Wang, Wenjie ; Li, Wenze. In: Papers. RePEc:arx:papers:2507.07477.

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2025Testing Clustered Equal Predictive Ability with Unknown Clusters. (2025). Akgun, Oguzhan ; Urga, Giovanni ; Pirotte, Alain ; Yang, Zhenlin. In: Papers. RePEc:arx:papers:2507.14621.

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2025Staggered Adoption DiD Designs with Misclassification and Anticipation. (2025). Gutknecht, Daniel ; Augustin, Clara ; Liu, Cenchen. In: Papers. RePEc:arx:papers:2507.20415.

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2025Large Language Models and Futures Price Factors in China. (2025). Zhou, Heyang ; Cheng, Yuhan ; Liu, Yanchu. In: Papers. RePEc:arx:papers:2509.23609.

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2025Macroeconomic Forecasting and Machine Learning. (2025). Giannone, Domenico ; Ghigliazza, Raffaele M ; Fan, Ting-Han ; Chi, Ta-Chung. In: Papers. RePEc:arx:papers:2510.11008.

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2025Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347.

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2025Tests of exogeneity in duration models with censored data. (2025). Florens, Jean-Pierre ; Crommen, Gilles ; van Keilegom, Ingrid. In: Papers. RePEc:arx:papers:2510.26613.

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2026Standard and comparative e-backtests for general risk measures. (2025). Wang, Qiuqi ; Jiao, Zhanyi ; Zhao, Yimiao. In: Papers. RePEc:arx:papers:2511.05840.

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2026Distribution-Matching Posterior Inference for Incomplete Structural Models. (2026). Kano, Takashi. In: Papers. RePEc:arx:papers:2601.01077.

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2026Systemic Risk Surveillance. (2026). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2601.08598.

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2026Predictive Accuracy versus Interpretability in Energy Markets: A Copula-Enhanced TVP-SVAR Analysis. (2026). SADEFO KAMDEM, Jules ; Gnandi, Kpante Emmanuel ; Pokou, Fredy. In: Papers. RePEc:arx:papers:2601.19321.

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2026Predictive Synthesis under Sporadic Participation: Evidence from Inflation Density Surveys. (2026). McAlinn, Kenichiro ; Zhang, Minzhengxiong ; Luciani, Matteo ; Johnson, Matthew C. In: Papers. RePEc:arx:papers:2602.05226.

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2026Partially Identified Ambiguity. (2026). Lim, Cheaheon. In: Papers. RePEc:arx:papers:2602.07634.

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2026Model selection confidence sets for time series models with applications to electricity load data. (2026). Rossini, Luca ; Ravazzolo, Francesco ; Ferrari, Davide ; de Bortoli, Piersilvio. In: Papers. RePEc:arx:papers:2602.16527.

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2026Dynamic Decision-Making under Model Misspecification: A Stochastic Stability Approach. (2026). Qian, Yian ; Chen, Daniel ; Dai, Xinyu. In: Papers. RePEc:arx:papers:2602.17086.

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2026Statistical Inference for Score Decompositions. (2026). Puke, Marius ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2603.04275.

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2026ForeComp: An R Package for Comparing Predictive Accuracy Using Fixed-Smoothing Asymptotics. (2026). Schor, Nathan ; Shin, Minchul. In: Papers. RePEc:arx:papers:2603.07458.

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2026Global Persistence, Local Residual Structure: Forecasting Heterogeneous Investment Panels. (2026). Roshka, Oleg. In: Papers. RePEc:arx:papers:2604.09821.

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2026Average Marginal Effects in One-Step Partially Linear Instrumental Regressions. (2026). Lapenta, Elia ; Girard, Lucas. In: Papers. RePEc:arx:papers:2604.11393.

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2025Plausible GMM: a quasi-bayesian approach. (2025). Chernozhukov, Victor ; Wang, Weining ; Kong, Lingwei ; Hansen, Christian. In: CeMMAP working papers. RePEc:azt:cemmap:14/25.

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2024Predictability of Exchange Rate Density Forecasts for Emerging Economies in the Short Run. (2024). Moura, Jaqueline Terra. In: Working Papers Series. RePEc:bcb:wpaper:588.

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2025The Not So Quiet Revolution: signal and noise in central bank communication. (2025). Ferreira, Leonardo ; Garzeri, Caio ; Monteiro, Victor ; Lima, Antnio ; Guillen, Diogo. In: Working Papers Series. RePEc:bcb:wpaper:635.

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2025Density forecast transformations. (2025). Odendahl, Florens ; Mogliani, Matteo. In: Working Papers. RePEc:bde:wpaper:2511.

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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.

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2025Density Forecast Transformations. (2025). Mogliani, Matteo ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:1027.

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2025Innovations Meet Narratives -Improving the Power-Credibility Trade-off in Macro. (2025). Barnichon, Raegis ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1475.

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2025Lumpy Forecasts. (2025). Turen, Javier ; Baley, Isaac. In: Working Papers. RePEc:bge:wpaper:1476.

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2025Soybean yield prediction in Argentina using climate data. (2025). Aguirre, Maximiliano Gmez ; Pastore, Luciana ; Elas, Diego ; Basco, Emiliano. In: BIS Working Papers. RePEc:bis:biswps:1278.

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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.

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2024Asset Pricing and Machine Learning: A critical review. (2024). Bagnara, Matteo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:27-56.

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2024A Non‐parametric Estimation of Productivity with Idiosyncratic and Aggregate Shocks: The Role of Research and Development (R&D) and Corporate Tax. (2024). Bournakis, Ioannis ; Tsionas, Mike. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:641-671.

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2025Real‐Time Data, Revisions and the Predictive Ability of DSGE Models. (2025). Čapek, Jan ; Chalmoviansk, Jakub ; Cuaresma, Jess Crespo ; Reichel, Vlastimil. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:87:y:2025:i:6:p:1059-1080.

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2025Re-visiting the Relationship Between Oil Prices and Monetary Policy. (2025). Bjørnland, Hilde ; Haolz, Jonas ; Cross, Jamie L ; Bjaornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0139.

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2024Targeted financial conditions indices and growth-at-risk. (2024). Sokol, Andrej ; Eguren Martin, Fernando ; Kosem, Sevim ; Maia, Guido ; Eguren-Martin, Fernando. In: Bank of England working papers. RePEc:boe:boeewp:1084.

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2024Merging Structural and Reduced-Form Models for Forecasting. (2024). Piersanti, Fabio Massimo ; onorante, luca ; Martinez-Martin, Jaime ; 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.

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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.

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

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2025Plausible GMM: A Quasi-Bayesian Approach. (2025). Chernozhukov, Victor ; Wang, Weining ; Kong, Lingwei ; Hansen, Christian B. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:25/817.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10930.

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2024Filtering with Limited Information. (2024). Fernandez-Villaverde, Jesus ; Drautzburg, Thorsten ; Guerron-Quintana, Pablo ; Oosthuizen, Dick. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11243.

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2026Revisiting exchange rate predictability: Does machine learning help?. (2026). Guldi, Melanie ; Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2026-01ua.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: Discussion Papers. RePEc:cfm:wpaper:2405.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-003e.

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2024International vulnerability of inflation. (2024). Ortega, Esther Ruiz ; Rodrguez, Carlos Vladimir ; Vedia, Ignacio Garrn. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44814.

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2024Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis. (2024). McNeil, James ; Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2095.

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2026Review of Proxy Vector Autoregressive Analysis. (2026). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2155.

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2024Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806.

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2024Consistent Distribution–Free Affine–Invariant Tests for the Validity of Independent Component Models. (2024). Hallin, Marc ; Meintanis, Simos ; Nordhausen, Klaus. In: Working Papers ECARES. RePEc:eca:wpaper:2013/368952.

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2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

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2026A robust approach to tilting: parametric relative entropy. (2026). Paredes, Joan ; Wolf, Elias ; Montes-Galdn, Carlos. In: Working Paper Series. RePEc:ecb:ecbwps:20263200.

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2025Enhancing electricity price forecasting accuracy: A novel filtering strategy for improved out-of-sample predictions. (2025). Cerasa, Andrea ; Zani, Alessandro. In: Applied Energy. RePEc:eee:appene:v:383:y:2025:i:c:s030626192500087x.

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2025Novel deep hybrid model for electricity price prediction based on dual decomposition. (2025). Casillas-Prez, David ; Deo, Ravinesh C ; Nguyen-Huy, Thong ; Ghimire, Sujan ; Salcedo-Sanz, Sancho ; Masrur, A A. In: Applied Energy. RePEc:eee:appene:v:395:y:2025:i:c:s0306261925009274.

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2026Leveraging asynchronous cross-border market data for improved day-ahead electricity price forecasting in European markets. (2026). Amelin, Mikael ; Mascarenhas, Maria Margarida ; de Blauwe, Jilles ; Kazmi, Hussain. In: Applied Energy. RePEc:eee:appene:v:404:y:2026:i:c:s0306261925018070.

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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]		article27
2015Forecasting in Nonstationary Environments: What Works and What Doesnt in Reduced-Form and Structural Models In: Annual Review of Economics.
[Full Text][Citation analysis]		article9
2015Forecasting in Nonstationary Environments: What Works and What Doesnt in Reduced-Form and Structural Models.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 9		paper
2014Forecasting in nonstationary environments: What works and what doesnt in reduced-form and structural models.(2014) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 9		paper
2021Identification and Inference Under Narrative Restrictions In: Papers.
[Full Text][Citation analysis]		paper23
2018Incentive-driven Inattention In: Working Papers Series.
[Full Text][Citation analysis]		paper16
2019Incentive-driven Inattention.(2019) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 16		paper
2019Incentive-driven Inattention.(2019) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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This paper has nother version. Agregated cites: 16		paper
2005Evaluation and Combination of Conditional Quantile Forecasts In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article194
2003Evaluation and Combination of Conditional Quantile Forecasts.(2003) In: Boston College Working Papers in Economics.
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This paper has nother version. Agregated cites: 194		paper
2002Evaluation and Combination of Conditional Quantile Forecasts.(2002) In: University of California at San Diego, Economics Working Paper Series.
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This paper has nother version. Agregated cites: 194		paper
2007Comparing Density Forecasts via Weighted Likelihood Ratio Tests In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article447
2005Comparing Density Forecsts via Weighted Likelihood Ratio Tests.(2005) In: Working Papers.
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This paper has nother version. Agregated cites: 447		paper
2015Model Comparisons in Unstable Environments In: Working Papers.
[Full Text][Citation analysis]		paper22
2009Model Comparisons in Unstable Environments.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2010Model Comparisons in Unstable Environments.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 22		paper
2012Model comparisons in unstable environments.(2012) In: CeMMAP working papers.
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This paper has nother version. Agregated cites: 22		paper
2015Model comparisons in unstable environments.(2015) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 22		paper
2016MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS.(2016) In: International Economic Review.
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This paper has nother version. Agregated cites: 22		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]		article81
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: 81		paper
2003Tests of conditional predictive ability In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper1005
2003Tests of Conditional Predictive Ability.(2003) In: University of California at San Diego, Economics Working Paper Series.
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This paper has nother version. Agregated cites: 1005		paper
2006Tests of Conditional Predictive Ability.(2006) In: Econometrica.
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This paper has nother version. Agregated cites: 1005		article
2003Tests of Conditional Predictive Ability.(2003) In: Econometrics.
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This paper has nother version. Agregated cites: 1005		paper
2002Aggregation of Space-Time Processes In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper99
2001Aggregationn of Space-Time Processes.(2001) In: University of California at San Diego, Economics Working Paper Series.
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This paper has nother version. Agregated cites: 99		paper
2004Aggregation of space-time processes.(2004) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 99		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.
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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]
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2002Hypernormal densities.(2002) In: Economics Working Papers.
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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.
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This paper has nother version. Agregated cites: 6		paper
2005Detecting and Predicting Forecast Breakdowns* In: UCLA Economics Working Papers.
[Full Text][Citation analysis]		paper131
2006Detecting and Predicting Forecast Breakdowns.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 131		paper
2006Detecting and predicting forecast breakdowns.(2006) In: Working Paper Series.
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This paper has nother version. Agregated cites: 131		paper
2009Detecting and Predicting Forecast Breakdowns.(2009) In: The Review of Economic Studies.
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This paper has nother version. Agregated cites: 131		article
2014Economic theory and forecasting: lessons from the literature In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper30
2014Economic theory and forecasting: lessons from the literature.(2014) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2015Economic theory and forecasting: lessons from the literature.(2015) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		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]		paper38
2020Robust Bayesian inference in proxy SVARs.(2020) In: CeMMAP working papers.
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2019Robust Bayesian Inference in Proxy SVARs.(2019) In: CeMMAP working papers.
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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.
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This paper has nother version. Agregated cites: 6		paper
2013Anchoring the Yield Curve Using Survey Expectations In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper46
2014Anchoring the yield curve using survey expectations.(2014) In: Working Paper Series.
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This paper has nother version. Agregated cites: 46		paper
2013Anchoring the yield curve using survey expectations.(2013) In: CeMMAP working papers.
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This paper has nother version. Agregated cites: 46		paper
2017Anchoring the yield curve using survey expectations.(2017) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 46		article
2013A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS In: Econometric Theory.
[Full Text][Citation analysis]		article129
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: 129		paper
2008Forecast Comparisons in Unstable Environments In: Working Papers.
[Full Text][Citation analysis]		paper360
2010Forecast comparisons in unstable environments.(2010) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 360		article
2008Mixtures of t-distributions for finance and forecasting In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
2007Mixtures of t-distributions for Finance and Forecasting.(2007) In: Economics Series.
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This paper has nother version. Agregated cites: 8		paper
2011How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? In: Journal of Econometrics.
[Full Text][Citation analysis]		article32
2011How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?.(2011) In: Post-Print.
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This paper has nother version. Agregated cites: 32		paper
2014Theory-coherent forecasting In: Journal of Econometrics.
[Full Text][Citation analysis]		article27
2017Bayesian estimation of state space models using moment conditions In: Journal of Econometrics.
[Full Text][Citation analysis]		article17
2013Forecasting in macroeconomics In: Chapters.
[Full Text][Citation analysis]		chapter4
2016Stress Testing with Misspecified Models In: Working Paper Series.
[Full Text][Citation analysis]		paper9
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]		paper65
2018Robust Bayesian inference for set-identified models.(2018) In: CeMMAP working papers.
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This paper has nother version. Agregated cites: 65		paper
2021Robust Bayesian Inference for Set‐Identified Models.(2021) In: Econometrica.
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This paper has nother version. Agregated cites: 65		article
2017Uncertain identification In: CeMMAP working papers.
[Full Text][Citation analysis]		paper2
2020Uncertain Identification.(2020) In: CeMMAP working papers.
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This paper has nother version. Agregated cites: 2		paper
2013Bond returns and market expectations In: CeMMAP working papers.
[Full Text][Citation analysis]		paper17
2014Bond Returns and Market Expectations.(2014) In: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 17		article
2013The relationship between DSGE and VAR models In: CeMMAP working papers.
[Full Text][Citation analysis]		paper49
2019Estimation Under Ambiguity In: CeMMAP working papers.
[Full Text][Citation analysis]		paper9
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

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