Alessia Paccagnini : Citation Profile

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

11

H index

14

i10 index

452

Citations

RESEARCH PRODUCTION:

26

Articles

56

Papers

RESEARCH ACTIVITY:

   18 years (2007 - 2025). See details.
   Cites by year: 25
   Journals where Alessia Paccagnini has often published
   Relations with other researchers
   Recent citing documents: 95.    Total self citations: 34 (7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa357
   Updated: 2025-12-20    RAS profile: 2025-09-08    
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Relations with other researchers

Works with:

Rubaszek, Michał (5)

Iacone, Fabrizio (3)

Santos Monteiro, Paulo (3)

Coroneo, Laura (3)

Guidolin, Massimo (3)

Grossi, Luigi (2)

Sermpinis, Georgios (2)

Shang, Han Lin (2)

Castle, Jennifer (2)

Franses, Philip Hans (2)

Li, Feng (2)

Martinez, Andrew (2)

Reade, J (2)

Thomakos, Dimitrios (2)

Hendry, David (2)

Clements, Michael (2)

Colombo, Valentina (2)

Fiszeder, Piotr (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)

Albonico, Alice (15)

Villa, Stefania (13)

Tirelli, Patrizio (12)

Balcilar, Mehmet (12)

Bekiros, Stelios (10)

Melina, Giovanni (8)

Miller, Stephen (8)

Majumdar, Anandamayee (8)

Kanda, Tunda P. (6)

rossi, lorenza (6)

Cites to:

Wouters, Raf (112)

Smets, Frank (111)

Schorfheide, Frank (71)

Reichlin, Lucrezia (54)

Forni, Mario (41)

Kolasa, Marcin (38)

Coenen, Günter (38)

Watson, Mark (38)

Sims, Christopher (38)

Fernandez-Villaverde, Jesus (36)

Bekiros, Stelios (35)

Main data

Where Alessia Paccagnini has published?

Journals with more than one article published# docs
Economics Letters3
Journal of Business Ethics2
International Journal of Forecasting2

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 (2025 and 2024)

YearTitle of citing document
2024Macroeconomic Environment and Entrepreneurship in Nigeria. (2024). Wooszyn, Andrzej ; Anyebe, Daniel. In: Roczniki (Annals). RePEc:ags:paaero:348636.

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2024Entrepreneurship and Rural Development in Morocco: A Comparative Analysis of Female and Male Entrepreneurs in the Fes-Meknes Region. (2024). Benbrahim, Fatimazahra. In: Research on World Agricultural Economy. RePEc:ags:reowae:348767.

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2024Entrepreneurship and Rural Development in Morocco: A Comparative Analysis of Female and Male Entrepreneurs in the Fes-Meknes Region. (2024). Benbrahim, Fatimazahra. In: Research on World Agricultural Economy. RePEc:ags:reowae:348840.

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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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2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2024). Wilms, Ines ; Hecq, Alain ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2025Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Baruník, Jozef ; Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867.

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2025Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2312.09081.

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2024Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning. (2024). Wilms, Ines ; Ternes, Marie ; Rombouts, Jeroen. In: Papers. RePEc:arx:papers:2402.09033.

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2024Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105.

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2024Multiple split approach -- multidimensional probabilistic forecasting of electricity markets. (2024). Nitka, Weronika ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2407.07795.

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2025Online Distributional Regression. (2024). Hirsch, Simon ; Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2407.08750.

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2025On the (Mis)Use of Machine Learning with Panel Data. (2024). Pinto, Gabriele ; Letta, Marco ; Cerqua, Augusto. In: Papers. RePEc:arx:papers:2411.09218.

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2025A data-driven merit order: Learning a fundamental electricity price model. (2025). Ghelasi, Paul ; Ziel, Florian. In: Papers. RePEc:arx:papers:2501.02963.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Chke, Katarzyna ; Uniejewski, Bartosz ; Weron, Rafal. In: Papers. RePEc:arx:papers:2503.02518.

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2025Enhancing the Inventory Management through Demand Forecasting. (2025). Muhammad, Afif Zuhri ; Salleh, Suzila Mat ; Malinjasari, Noor ; Irwan, Mohd Kamarul. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:1:p:2737-2744.

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2025Sipnayan sa Tambakan: Mathematical Ethnomodels Through the Lens of the Scrap Merchants. (2025). Quintos, Romeo T ; Tala, Coleen. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-9:p:3934-3957.

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2024Nexus of environmental, social, and governance performance in China‐listed companies: Disclosure and green bond issuance. (2024). Chen, Shihchih ; Wang, Shanshan ; Ali, Mohd Helmi ; Tseng, Minglang. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:3:p:1647-1660.

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2024Monetary policy rules: the market’s view.. (2024). Mangiante, Giacomo ; Masolo, Riccardo M. ; Di Pace, Federico. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def137.

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2025Managing the chaos: policy challenges in a hyperinflationary environment.. (2025). Dragomirescu-Gaina, Catalin ; Boitani, Andrea ; Monticini, Andrea. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def142.

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2025Poisoned Air, Shortened Lives: PM2.5 Exposure and Premature Mortality in Southern European Cities.. (2025). Popescu, Lorena ; Salmasi, Luca ; Cottini, Elena ; Turati, Gilberto. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def143.

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2024The asymmetry puzzle: the supply chain disruptions news shocks effects on oil prices and inflation. (2024). Puch, Luis Antonio ; Ruiz, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:43758.

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2024Enhancing tourism demand forecasting with a transformer-based framework. (2024). Xu, Yechi ; Li, Xin ; Wang, Shouyang ; Law, Rob. In: Annals of Tourism Research. RePEc:eee:anture:v:107:y:2024:i:c:s0160738324000689.

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2025AutoPQ: Automating quantile estimation from point forecasts in the context of sustainability. (2025). Gtz, Markus ; Mikut, Ralf ; Hagenmeyer, Veit ; Meisenbacher, Stefan ; Phipps, Kaleb ; Taubert, Oskar ; Weiel, Marie. In: Applied Energy. RePEc:eee:appene:v:392:y:2025:i:c:s0306261925006610.

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2024Research of the non-linear dynamic relationship between global economic policy uncertainty and crude oil prices. (2024). You, Zhe ; Gong, Mengqi ; Wang, Longle ; Ruan, Dapeng. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000933.

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2024Forecasting the climate-conflict risk in Africa along climate-related scenarios and multiple socio-economic drivers. (2024). Paglialunga, Elena ; Costantini, Valeria ; Tancredi, Andrea ; Conigliani, Caterina. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002682.

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2024Improving volatility forecasts: Evidence from range-based models. (2024). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001420.

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2025Forecasting retail fuel prices with spatial interdependencies. (2025). Clements, Adam ; Otero, Jess. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006128.

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2024Predictive ability tests with possibly overlapping models. (2024). Corradi, Valentina ; Fosten, Jack ; Gutknecht, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000629.

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2025Monetary policy in the euro area: Active or passive?. (2025). Haque, Qazi ; Ascari, Guido ; Albonico, Alice. In: European Economic Review. RePEc:eee:eecrev:v:177:y:2025:i:c:s001429212500100x.

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2024On the update frequency of univariate forecasting models. (2024). Petropoulos, Fotios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:111-121.

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2024Combining probabilistic forecasts of intermittent demand. (2024). Kang, Yanfei ; Wang, Shengjie ; Petropoulos, Fotios. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048.

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2025Forecast accuracy and inventory performance: Insights on their relationship from the M5 competition data. (2025). Spiliotis, Evangelos ; Theodorou, Evangelos ; Assimakopoulos, Vassilios. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:414-426.

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2024Monetary and fiscal policy responses to fossil fuel price shocks. (2024). Pisani, Massimiliano ; Notarpietro, Alessandro ; Cantelmo, Alessandro ; Bartocci, Anna ; Cova, Pietro. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004456.

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2025Multivariate probabilistic forecasting of electricity prices with trading applications. (2025). Petukhina, Alla ; Kozmik, Karel ; Kopa, Milos ; Hrdle, Wolfgang Karl ; Agakishiev, Ilyas. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007163.

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2025Evaluating the role of information disclosure on bidding behavior in wholesale electricity markets. (2025). Silveira, Douglas ; Brown, David ; Cajueiro, Daniel O ; Eckert, Andrew. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003299.

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2024Urban‒rural disparities in household energy and electricity consumption under the influence of electricity price reform policies. (2024). Su, Bin ; Nie, Yan ; Zhong, Luhao ; Zhang, Guoxing. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004536.

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2025Advancing short-term load forecasting with decomposed Fourier ARIMA: A case study on the Greek energy market. (2025). Koulouriotis, Dimitrios E ; Karamolegkos, Spyridon. In: Energy. RePEc:eee:energy:v:325:y:2025:i:c:s0360544225014963.

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2025Modeling GDP losses from unexpected oil price shocks: An extended CGE analysis in China. (2025). Yao, Junchen ; Ma, Xiangyang ; Wu, Wei ; Chen, Ying ; Liu, Yanqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005150.

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2024Volatility prediction for the energy sector with economic determinants: Evidence from a hybrid model. (2024). Wang, Yuejing ; Jiang, Ying ; Liu, Xiaoquan ; Ye, Wuyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000267.

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2024Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765.

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2024Practical forecasting of risk boundaries for industrial metals and critical minerals via statistical machine learning techniques. (2024). Kim, Woo Chang ; Choi, Insu. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001844.

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2024Does trade openness improve or worsen public governance in sub-Saharan Africa?. (2024). Gandjon, Gislain Stephane ; Feyom, Cedric. In: International Economics. RePEc:eee:inteco:v:178:y:2024:i:c:s2110701724000258.

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2024A market for trading forecasts: A wagering mechanism. (2024). Grammatico, Sergio ; Pinson, Pierre ; Kazempour, Jalal ; Raja, Aitazaz Ali. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:142-159.

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2024Demand forecasting for fashion products: A systematic review. (2024). Venkitasubramony, Rakesh ; Swaminathan, Kritika. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:247-267.

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2024Conflict forecasting using remote sensing data: An application to the Syrian civil war. (2024). Zhu, Xiao Xiang ; Thurner, Paul W ; Kauermann, Goran ; Racek, Daniel ; Davidson, Brittany I. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:373-391.

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2024Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2024). Ghelasi, Paul ; Ziel, Florian. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:581-596.

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2024Forecasting seasonal demand for retail: A Fourier time-varying grey model. (2024). Shang, Zhongju ; Xie, Naiming ; Ye, Lili ; Boylan, John E. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1467-1485.

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2025Forecasting mail flow: A hierarchical approach for enhanced societal wellbeing. (2025). Babai, Zied M ; Klibi, Walid ; Kafa, Nadine. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:51-65.

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2025Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2025). Pedersen, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:475-486.

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2024Time-varying and multi-scale analysis of copper price influencing factors based on LASSO and EMD methods. (2024). Guo, Yaoqi ; Liu, Yanqiong ; Wei, Qing. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000072.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Weron, Rafa ; Uniejewski, Bartosz ; Che, Katarzyna. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851324000680.

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2025Globality in the metal markets: Leveraging cross-learning to forecast aluminum and copper prices. (2025). Dimitriou, Dimitrios ; Oikonomou, Konstantinos ; Damigos, Dimitris. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s030142072500100x.

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2024The ability of energy commodities to hedge the dynamic risk of epidemic black swans. (2024). Lin, Che-Chun ; Tsai, I-Chun ; Chen, Han-Bo. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013338.

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2024Statistical analysis of gold production in South Africa using ARIMA, VAR and ARNN modelling techniques: Extrapolating future gold production, Resources–Reserves depletion, and Implication on South Africas gold exploration. (2024). Mutele, Litshedzani ; John, Emmanuel. In: Resources Policy. RePEc:eee:jrpoli:v:93:y:2024:i:c:s0301420724004434.

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2024Measuring wholesale electricity price risk from climate change: Evidence from Portugal. (2024). Fuinhas, Jos Alberto ; Entezari, Negin. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001309.

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2025Technical indicators and aggregate stock returns: An updated look. (2025). Shi, QI. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:77:y:2025:i:c:s1042444x25000027.

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2024Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM. (2024). Wang, Xing ; Liang, Chao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001339.

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2024Optimal planning for hybrid renewable energy systems under limited information based on uncertainty quantification. (2024). Feng, Wei ; Wu, Xia ; Tian, Zhe ; Li, Xiaoyuan ; Niu, Jide. In: Renewable Energy. RePEc:eee:renene:v:237:y:2024:i:pd:s0960148124019347.

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2024A systematic review towards integrative energy management of smart grids and urban energy systems. (2024). Zheng, Zhuang ; Luo, Xiaowei ; Wang, Shengwei ; Shafique, Muhammad. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s136403212300881x.

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2024Estimating time-varying factors’ variance in the string-term structure model with stochastic volatility. (2024). Almeida, Thiago Ramos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001302.

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2025Predicting policy funding allocation with Machine Learning. (2025). Resce, Giuliano ; Vaquero-Pieiro, Cristina ; Caravaggio, Nicola. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:98:y:2025:i:c:s0038012125000242.

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2025Isolating financial cycles using the fractional cyclical model in selected economies: 1970–2019. (2025). Skare, Marinko ; Gil-Alana, Luis ; Porada-Rochon, Magorzata. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:72:y:2025:i:c:p:67-77.

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2024Investigating the diffusion of innovation: A comprehensive study of successive diffusion processes through analysis of search trends, patent records, and academic publications. (2024). Bastos, Julio Cesar ; Scornavacca, Eusebio ; Takahashi, Carlos Kazunari. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006765.

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2025Political Uncertainty Cycles and the Impact of Oil Shocks on Supply Chain Pressures. (2025). Williams, Corey. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:6:p:166-:d:1675114.

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2024Electrification of Public Urban Transport: Funding Opportunities, Bus Fleet, and Energy Use Forecasts for Poland. (2024). Batg, Jacek ; Mojsiewicz, Magdalena ; Pluskota, Przemysaw. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:23:p:6140-:d:1537660.

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2025Long-Term Multi-Resolution Probabilistic Load Forecasting Using Temporal Hierarchies. (2025). Zareipour, Hamidreza ; Bahman, Shafie. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:11:p:2908-:d:1670138.

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2024Forecasting Selected Commodities’ Prices with the Bayesian Symbolic Regression. (2024). Drachal, Krzysztof ; Pawowski, Micha. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:2:p:34-:d:1366740.

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2025Machine Learning vs. Econometric Models to Forecast Inflation Rate in Romania? The Role of Sentiment Analysis. (2025). Simionescu, Mihaela. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:1:p:168-:d:1560797.

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2025Transformer-Based Models for Probabilistic Time Series Forecasting with Explanatory Variables. (2025). Oliveira, Jos Manuel ; Caetano, Ricardo ; Ramos, Patrcia. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:814-:d:1602666.

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2025An Improved Grey Prediction Model Integrating Periodic Decomposition and Aggregation for Renewable Energy Forecasting: Case Studies of Solar and Wind Power. (2025). Ran, Minghao ; Wang, Yingchao ; Qin, Qilu ; Huang, Jindi ; Jiang, Jiading. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:11:p:5009-:d:1667814.

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2025FIDELIO Manual: Model description, equations, data sources and econometric estimations. (2025). Paola, Rocchi ; Jinxue, HU ; Mattia, Cai ; Luis, Pedauga ; Manuel, Rueda Jose ; Hettie, Boonman ; Frederic, Reynes. In: JRC Research Reports. RePEc:ipt:iptwpa:jrc141957.

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2024Chinas business cycle forecasting: a machine learning approach. (2024). Tang, Pan ; Zhang, Yuwei. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10549-w.

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2025Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models. (2025). Sorge, Marco ; Fanelli, Luca ; Angelini, Giovanni. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10640-2.

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2025Gender differences in entrepreneurial equity financing—a systematic literature review. (2025). Koziol, Kevin ; Schmitz, Maja ; Bort, Suleika. In: Small Business Economics. RePEc:kap:sbusec:v:65:y:2025:i:1:d:10.1007_s11187-024-00989-x.

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2025Monetary Policy in the Euro Area: Active or Passive?. (2025). Haque, Qazi ; Ascari, Guido ; Albonico, Alice. In: Working Papers. RePEc:mib:wpaper:535.

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2025Do global forecasting models require frequent retraining?. (2025). Zanotti, Marco. In: Working Papers. RePEc:mib:wpaper:551.

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2025On the stability of global forecasting models. (2025). Zanotti, Marco. In: Working Papers. RePEc:mib:wpaper:553.

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2025The cost of ensembling: is it always worth combining?. (2025). Zanotti, Marco. In: Working Papers. RePEc:mib:wpaper:554.

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2024Enhancing Tourism Demand Forecasting with a Transformer-based Framework. (2024). Wang, Shouyang ; Law, Rob ; Xu, Yechi ; Li, Xin. In: SocArXiv. RePEc:osf:socarx:5ezn3_v1.

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2025Forecasting the use of chiropractic services within the Veterans Health Administration. (2025). Corcoran, Kelsey ; Bensel, Victoria A ; Lisi, Anthony J. In: PLOS ONE. RePEc:plo:pone00:0316924.

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2024Energy Inflation and Consumption Inequality. (2024). Ricciutelli, Francesco. In: MPRA Paper. RePEc:pra:mprapa:120899.

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2024On estimation of nonparametric regression models with autoregressive and moving average errors. (2024). Zheng, QI ; Cui, Yunwei ; Wu, Rongning. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:76:y:2024:i:2:d:10.1007_s10463-023-00882-6.

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2025Uncertainty and fluctuation in crude oil price: evidence from machine learning models. (2025). Zhu, BO ; Lu, Xinjie ; Ma, Feng. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-023-05463-7.

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2025Forecasting product sales using text mining: a case study in new energy vehicle. (2025). Ding, YI ; Wu, Peng ; Zhao, Jie ; Zhou, Ligang. In: Electronic Commerce Research. RePEc:spr:elcore:v:25:y:2025:i:1:d:10.1007_s10660-023-09701-9.

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2024The factor structure of exchange rates volatility: global and intermittent factors. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos ; Caporin, Massimiliano ; Rodriguez-Caballero, Vladimir C. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:1:d:10.1007_s00181-023-02542-3.

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2025An automated adaptive trading system for enhanced performance of emerging market portfolios. (2025). Tudor, Cristiana ; Sova, Robert. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00754-3.

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2025A Tool to Nowcast Tourist Overnight Stays with Payment Data and Complementary Indicators. (2025). Mariani, Vincenzo ; Crispino, Marta. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:11:y:2025:i:1:d:10.1007_s40797-024-00266-6.

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2025Investing in people, not in products: how age, gender, ethnicity, and attractiveness of entrepreneurial teams influence the decision-making of angel investors in Germany. (2025). Frick, Bernd ; Fritz, Thomas ; Boerner, Livia. In: Journal of Business Economics. RePEc:spr:jbecon:v:95:y:2025:i:1:d:10.1007_s11573-024-01206-7.

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2024Evaluating Market Attributes and Housing Affordability: Gaining Perspective on Future Value Trends. (2024). Olaopin, Olanrele Olusegun ; Mohd, Aini Ainoriza ; Ab, Majid Rohayu ; Mardhiati, Sulaimi ; Rosli, Said ; Omokolade, Akinsomi. In: Real Estate Management and Valuation. RePEc:vrs:remava:v:32:y:2024:i:3:p:87-100:n:1007.

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2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148.

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2025Adaptive Now‐ and Forecasting of Global Temperatures Under Smooth Structural Changes. (2025). Krusebecher, Robinson. In: Environmetrics. RePEc:wly:envmet:v:36:y:2025:i:6:n:e70033.

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2024Measuring persistent global economic factors with output, commodity price, and commodity currency data. (2024). Basistha, Arabinda ; Startz, Richard. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2860-2885.

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2025Forecasting of S&P 500 ESG Index by Using CEEMDAN and LSTM Approach. (2025). Banerjee, Sougata ; Aggarwal, Divya. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:339-355.

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2025Deciphering Long‐Term Economic Growth: An Exploration With Leading Machine Learning Techniques. (2025). Kakinaka, Makoto ; Lin, Chingyang ; Oo, Zin Mar. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1531-1562.

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2024The (Ir)Relevance of Rule‐of‐Thumb Consumers for U.S. Business Cycle Fluctuations. (2024). Haque, Qazi ; Ascari, Guido ; Albonico, Alice. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:4:p:769-804.

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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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This paper has nother version. Agregated cites: 99		article
2019Forecasting with instabilities: an application to DSGE models with financial frictions In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper6
2019Forecasting with instabilities: An application to DSGE models with financial frictions.(2019) In: Journal of Macroeconomics.
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This paper has nother version. Agregated cites: 6		article
2015Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 6		paper
2019LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS: AN EMPIRICAL DSGE MODEL In: Economic Inquiry.
[Full Text][Citation analysis]		article17
2018Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 17		paper
2020Has the credit supply shock asymmetric effects on macroeconomic variables? In: Working Papers.
[Full Text][Citation analysis]		paper3
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]		article5
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 nother version. Agregated cites: 5		paper
2015Identifying Noise Shocks: a VAR with Data Revisions In: Discussion Papers.
[Full Text][Citation analysis]		paper3
2015Identifying noise shocks: a VAR with data revisions.(2015) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2019Identifying Noise Shocks: A VAR with Data Revisions.(2019) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2009On the Statistical Identification of DSGE Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper29
2009On the statistical identification of DSGE models.(2009) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		article
2007On the Statistical Identification of DSGE Models.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2009On the statistical identification of DSGE models.(2009) In: Open Access publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2024Uncertainty and the Federal Reserve’s Balance Sheet Monetary Policy. In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
[Full Text][Citation analysis]		paper3
2015MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article8
2015Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs.(2015) In: Open Access publications.
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This paper has nother version. Agregated cites: 8		paper
2014Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article13
2014Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models.(2014) In: Open Access publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2017Great recession, slow recovery and muted fiscal policies in the US In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article17
2016Great Recession, Slow Recovery and Muted Fiscal Policies in the US.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2016The macroeconomic determinants of the US term structure during the Great Moderation In: Economic Modelling.
[Full Text][Citation analysis]		article11
2014The Macroeconomic Determinants of the US Term-Structure during the Great Moderation.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2016The Macroeconomic Determinants of the US Term-Structure During The Great Moderation.(2016) In: Open Access publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2015Oil price forecastability and economic uncertainty In: Economics Letters.
[Full Text][Citation analysis]		article66
2015Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66		paper
2015Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 66		paper
2015Oil price forecastability and economic uncertainty.(2015) In: Open Access publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66		paper
2019Did financial factors matter during the Great Recession? In: Economics Letters.
[Full Text][Citation analysis]		article6
2020Does the credit supply shock have asymmetric effects on macroeconomic variables? In: Economics Letters.
[Full Text][Citation analysis]		article10
2016In search of the Euro area fiscal stance In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article24
2016In search of the Euro Area Fiscal Stance.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2016In search of the Euro area fiscal stance.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2016Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs In: Journal of Financial Stability.
[Full Text][Citation analysis]		article7
2016Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs.(2016) In: Open Access publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2016Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2023Testing the predictive accuracy of COVID-19 forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]		article3
2021Testing the predictive accuracy of COVID-19 forecasts.(2021) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2020Testing the predictive accuracy of COVID-19 forecasts.(2020) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2022Common factors and the dynamics of cereal prices. A forecasting perspective In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article2
2020Common Factors and the Dynamics of Cereal Prices: A Forecasting Perspective.(2020) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2021Common factors and the dynamics of industrial metal prices. A forecasting perspective In: Resources Policy.
[Full Text][Citation analysis]		article8
2020Federal Reserve Chair Communication Sentiments Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2020The Asymmetric Effects of Uncertainty Shocks In: CAMA Working Papers.
[Full Text][Citation analysis]		paper4
2021Identifying high-frequency shocks with Bayesian mixed-frequency VARs In: CAMA Working Papers.
[Full Text][Citation analysis]		paper3
2021Identifying High-Frequency Shockswith Bayesian Mixed-Frequency VARs.(2021) In: Bank of Lithuania Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2023Financial Conditions for the US: Aggregate Supply or Aggregate Demand Shocks? In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2015Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs In: Economics Working Papers.
[Full Text][Citation analysis]		paper0
2021Editorial for Special Issue “New Frontiers in Forecasting the Business Cycle and Financial Markets” In: Forecasting.
[Full Text][Citation analysis]		article0
2017PIIGS in the Euro area: An empirical DSGE model In: Discussion Papers in Economics.
[Full Text][Citation analysis]		paper3
2016PIIGS in the Euro Area. An Empirical DSGE Model.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2014Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model In: Working Papers.
[Full Text][Citation analysis]		paper15
2014Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models In: Working Papers.
[Full Text][Citation analysis]		paper9
2013Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2016Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models.(2016) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2023Gender Bias in Entrepreneurship: What is the Role of the Founders’ Entrepreneurial Background? In: Journal of Business Ethics.
[Full Text][Citation analysis]		article4
2025Editorial Boards of Finance Journals: The Gender Gap and Social Networks In: Journal of Business Ethics.
[Full Text][Citation analysis]		article0
2012Comparing Hybrid DSGE Models In: Working Papers.
[Full Text][Citation analysis]		paper0
2013DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa In: Working Papers.
[Full Text][Citation analysis]		paper8
2013DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2014Estimating a DSGE model with Limited Asset Market Participation for the Euro Area In: Working Papers.
[Full Text][Citation analysis]		paper5
2015Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US In: Working Papers.
[Full Text][Citation analysis]		paper5
2017Forecasting with FAVAR: macroeconomic versus financial factors In: NBP Working Papers.
[Full Text][Citation analysis]		paper2
2011Does Trade Foster Institutions? An Empirical Assessment In: Review of Economics and Institutions.
[Full Text][Citation analysis]		article11
2011Does Trade Foster Institutions? An Empirical Assessment.(2011) In: Open Access publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2021Teaching Quantitative Courses Online: An International Survey In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2010DSGE Model Validation in a Bayesian Framework: an Assessment In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2017Dealing with Misspecification in DSGE Models: A Survey In: MPRA Paper.
[Full Text][Citation analysis]		paper5
2015Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models In: Working Papers.
[Citation analysis]		paper0
2013Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model In: Working Paper series.
[Full Text][Citation analysis]		paper0
2022SI women in Fintech and AI In: Digital Finance.
[Full Text][Citation analysis]		article0
2013On the predictability of time-varying VAR and DSGE models In: Empirical Economics.
[Full Text][Citation analysis]		article11
2013On the predictability of time-varying VAR and DSGE models.(2013) In: Open Access publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2013On the predictability of time-varying VAR and DSGE models.(2013) In: Open Access publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2015DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa In: Applied Economics.
[Full Text][Citation analysis]		article12
2013DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2015DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa.(2015) In: Open Access publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2011Does Trade Foster Institutions? In: Open Access publications.
[Full Text][Citation analysis]		paper13
2017The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations In: Working Papers.
[Full Text][Citation analysis]		paper0

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