Alessia Paccagnini : Citation Profile

Are you Alessia Paccagnini?

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

11

H index

13

i10 index

384

Citations

RESEARCH PRODUCTION:

24

Articles

56

Papers

RESEARCH ACTIVITY:

   17 years (2007 - 2024). See details.
   Cites by year: 22
   Journals where Alessia Paccagnini has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 34 (8.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa357
   Updated: 2024-12-03    RAS profile: 2024-04-06    
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Relations with other researchers

Works with:

Rubaszek, Michał (5)

Coroneo, Laura (3)

Santos Monteiro, Paulo (3)

Iacone, Fabrizio (3)

Guidolin, Massimo (3)

Li, Feng (2)

Grossi, Luigi (2)

Hendry, David (2)

Villa, Stefania (2)

Fiszeder, Piotr (2)

Colombo, Valentina (2)

Franses, Philip Hans (2)

Reade, J (2)

Castle, Jennifer (2)

Martinez, Andrew (2)

Cardani, Roberta (2)

Sermpinis, Georgios (2)

Shang, Han Lin (2)

Clements, Michael (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)

Albonico, Alice (14)

Villa, Stefania (13)

Balcilar, Mehmet (12)

Tirelli, Patrizio (12)

Bekiros, Stelios (10)

Majumdar, Anandamayee (8)

Miller, Stephen (8)

Abeliansky, Ana Lucia (6)

rossi, lorenza (6)

Kanda, Tunda P. (6)

Cites to:

Wouters, Raf (112)

Smets, Frank (111)

Schorfheide, Frank (71)

Reichlin, Lucrezia (54)

Forni, Mario (41)

Sims, Christopher (38)

Watson, Mark (38)

Coenen, Günter (38)

Kolasa, Marcin (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
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 (2024 and 2023)

YearTitle of citing document
2023Are the Effects of Uncertainty Shocks Big or Small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea ; Alessandri, Piergiorgio. In: Working Papers. RePEc:aoz:wpaper:244.

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2023Predicting 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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2024Hierarchical 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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2023Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2023). Ziel, Florian ; Ghelasi, Paul. In: Papers. RePEc:arx:papers:2305.16255.

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

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2023Forecasting 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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2024Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105.

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2023Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1425_23.

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2023The Financialization of Coffee, Cocoa and Cotton Value Chains: The Role of Physical Actors. (2023). Gunter, Ulrich ; Troster, Bernhard. In: Development and Change. RePEc:bla:devchg:v:54:y:2023:i:6:p:1550-1574.

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2023Drivers of Large Recessions and Monetary Policy Responses. (2023). Villa, Stefania ; Melina, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10590.

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

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2023Heat load forecasting using adaptive spatial hierarchies. (2023). Madsen, Henrik ; Moller, Jan Kloppenborg ; Sorensen, Mikkel Lindstrom ; Bergsteinsson, Hjorleifur G. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010401.

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2023Residential energy consumption forecasting using deep learning models. (2023). Dias, Bruno H ; Silva, Walquiria N ; Villela, Saulo Moraes ; Vitor, Paulo. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010693.

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

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2023COVID-19 uncertainty, financial markets and monetary policy effects in case of two emerging Asian countries. (2023). Rath, Badri ; Behera, Harendra ; Gunadi, Iman. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:173-189.

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

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

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

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2023Are the effects of uncertainty shocks big or small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni ; Alessandri, Piergiorgio. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300154x.

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

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2023Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321.

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2023Distributional neural networks for electricity price forecasting. (2023). Weron, Rafał ; Ziel, Florian ; Narajewski, Micha ; Marcjasz, Grzegorz. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003419.

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2023Combination forecasts of Chinas oil futures returns based on multiple uncertainties and their connectedness with oil. (2023). Li, Xiafei ; Wei, YU ; Shi, Chunpei ; Liu, Yuntong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005352.

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

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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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2023Differential attention net: Multi-directed differential attention based hybrid deep learning model for solar power forecasting. (2023). Jana, Kartick C ; Shrivastava, Ashish ; Rai, Amit. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222026329.

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2023Memory long and short term time series network for ultra-short-term photovoltaic power forecasting. (2023). Yang, Mengyuan ; Huang, Congzhi. In: Energy. RePEc:eee:energy:v:279:y:2023:i:c:s0360544223013555.

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

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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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2023Distributed ARIMA models for ultra-long time series. (2023). Li, Feng ; Hyndman, Rob ; Kang, Yanfei ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1163-1184.

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2023fETSmcs: Feature-based ETS model component selection. (2023). Jia, Suling ; Wang, Qiang ; Li, Xixi ; Qi, Lingzhi. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1303-1317.

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2023A machine learning-based framework for forecasting sales of new products with short life cycles using deep neural networks. (2023). Seifert, Ralf W ; Maier, Sebastian ; Elalem, Yara Kayyali. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1874-1894.

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2024A market for trading forecasts: A wagering mechanism. (2024). Kazempour, Jalal ; Pinson, Pierre ; Raja, Aitazaz Ali ; Grammatico, Sergio. 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). Davidson, Brittany I ; Thurner, Paul W ; Racek, Daniel ; Kauermann, Goran ; Zhu, Xiao Xiang. 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). Ziel, Florian ; Ghelasi, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:581-596.

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2023Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000955.

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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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2023Exploring the nexus between monetary uncertainty and volatility in global crude oil: A contemporary approach of regime-switching. (2023). Karabayeva, Zhnsaya ; Oskenbayev, Yessengali ; Umair, Muhammad ; Yu, Mengyan. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005974.

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2023Forecasting rare earth stock prices with machine learning. (2023). Sadorsky, Perry ; Henriques, Irene. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009595.

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2023A novel non-ferrous metal price hybrid forecasting model based on data preprocessing and error correction. (2023). Huang, Jianhua ; He, Zhichao. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009005.

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2023The artificial intelligence-assisted short-term optimal scheduling of a cascade hydro-photovoltaic complementary system with hybrid time steps. (2023). Kurban, Aynur ; He, YI ; Zheng, Kun ; Guo, SU. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:1169-1189.

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

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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). Scornavacca, Eusebio ; Bastos, Julio Cesar ; Takahashi, Carlos Kazunari. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006765.

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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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2023Enhancing Smart Home Design with AI Models: A Case Study of Living Spaces Implementation Review. (2023). Almssad, Asaad ; Yitmen, Ibrahim ; Almusaed, Amjad. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:6:p:2636-:d:1094089.

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

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2023International Trade and Carbon Emissions: Evaluating the Role of Trade Rule Uncertainty. (2023). Yue, Shengjie ; Peng, Geng ; Yang, Xinsong ; Zhao, Xinwei. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:15:p:11662-:d:1204981.

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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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2023An analysis of investments and their drivers in Lithuania. (2020). Comunale, Mariarosaria. In: Bank of Lithuania Discussion Paper Series. RePEc:lie:dpaper:34.

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2024Monetary Policy in the Euro Area: Active or Passive?. (2024). Albonico, Alice ; Haque, Qazi ; Ascari, Guido. In: Working Papers. RePEc:mib:wpaper:535.

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2023Arctic weather variability and connectivity. (2023). Kurths, Jurgen ; Bhatt, Uma S ; Fan, Jingfang ; Meng, Jun. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-42351-x.

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2023Does demand forecasting matter to retailing?. (2023). Veiga, Claudimar Pereira ; Almeida, Wesley Marcos. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:11:y:2023:i:2:d:10.1057_s41270-022-00162-x.

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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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2023Do credit supply shocks have asymmetric effects?. (2023). Rudel, Paul ; Finck, David. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02291-9.

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2023Trade liberalization, institutional quality, and social trust of Chinese residents. (2023). Sun, Churen ; Ma, Yanjun. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:3:d:10.1007_s00181-023-02380-3.

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2023Bayesian VARs of the U.S. economy before and during the pandemic. (2023). Sznajderska, Anna ; Haug, Alfred A. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:2:d:10.1007_s40822-023-00229-9.

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2023Statistical actuarial estimation of the Capitation Payment Unit from copula functions and deep learning: historical comparability analysis for the Colombian health system, 2015–2021. (2023). Martinez, Boris ; Ramos, Jeferson ; Bejarano, Valeria ; Espinosa, Oscar. In: Health Economics Review. RePEc:spr:hecrev:v:13:y:2023:i:1:d:10.1186_s13561-022-00416-5.

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2023Forecasting a Commodity-Exporting Small Open Developing Economy Using DSGE and DSGE-BVAR. (2023). Konebayev, Erlan. In: International Economic Journal. RePEc:taf:intecj:v:37:y:2023:i:1:p:39-70.

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2023Credit supply, house prices, and financial stability. (2023). Wu, Nan ; Xu, Jiayu ; Wen, Fenghua ; Min, Feng. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2088-2108.

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2023Nowcasting the state of the Italian economy: The role of financial markets. (2023). Silvestrini, Andrea ; Ceci, Donato. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1569-1593.

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2023.

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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: 57		article
2019Forecasting with instabilities: an application to DSGE models with financial frictions In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper4
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: 4		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: 4		paper
2019LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS: AN EMPIRICAL DSGE MODEL In: Economic Inquiry.
[Full Text][Citation analysis]		article16
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: 16		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]		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 nother version. Agregated cites: 4		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.
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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.
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This paper has nother version. Agregated cites: 3		article
2009On the Statistical Identification of DSGE Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper28
2009On the statistical identification of DSGE models.(2009) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 28		article
2007On the Statistical Identification of DSGE Models.(2007) In: Working Papers.
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This paper has nother version. Agregated cites: 28		paper
2009On the statistical identification of DSGE models.(2009) In: Open Access publications.
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This paper has nother version. Agregated cites: 28		paper
2024Uncertainty and the Federal Reserve’s Balance Sheet Monetary Policy. In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
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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]		article6
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: 6		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.
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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.
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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.
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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.
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This paper has nother version. Agregated cites: 11		paper
2015Oil price forecastability and economic uncertainty In: Economics Letters.
[Full Text][Citation analysis]		article62
2015Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 62		paper
2015Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 62		paper
2015Oil price forecastability and economic uncertainty.(2015) In: Open Access publications.
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This paper has nother version. Agregated cites: 62		paper
2019Did financial factors matter during the Great Recession? In: Economics Letters.
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