Browsing All of EconStor by Author Giacomini, Raffaella


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Year of PublicationTitleAuthor(s)
2006Detecting and predicting forecast breakdownsGiacomini, Raffaella; Rossi, Barbara
2007Mixtures of t-distributions for finance and forecastingGiacomini, Raffaella; Gottschling, Andreas; Haefke, Christian; White, Halbert
2012A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimatorsGiacomini, Raffaella; Politis, Dimitris; White, Halbert
2012Model comparisons in unstable environmentsGiacomini, Raffaella; Rossi, Barbara
2013Bond returns and market expectationsAltavilla, Carlo; Giacomini, Raffaella; Costantini, Riccardo
2013Anchoring the yield curve using survey expectationsAltavilla, Carlo; Giacomini, Raffaella; Ragusa, Giuseppe
2013The relationship between DSGE and VAR modelsGiacomini, Raffaella
2013Generalised method of moments with latent variablesGallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe
2014Economic theory and forecasting: Lessons from the literatureGiacomini, Raffaella
2014Anchoring the yield curve using survey expectationsAltavilla, Carlo; Giacomini, Raffaella; Ragusa, Giuseppe
2014Inference about non-identified SVARsGiacomini, Raffaella; Kitagawa, Toru
2017Uncertain identificationGiacomini, Raffaella; Kitagawa, Toru; Volpicella, Alessio
2018Robust Bayesian inference for set-identified modelsGiacomini, Raffaella; Kitagawa, Toru
2019Estimation under ambiguityGiacomini, Raffaella; Kitagawa, Toru; Uhlig, Harald
2019Robust Bayesian inference in proxy SVARsGiacomini, Raffaella; Kitagawa, Toru; Read, Matthew
2020Uncertain identificationGiacomini, Raffaella; Kitagawa, Toru; Volpicella, Alessio
2020Robust Bayesian inference in proxy SVARsGiacomini, Raffaella; Kitagawa, Toru; Read, Matthew
2020Robust Bayesian inference for set-identified modelsGiacomini, Raffaella; Kitagawa, Toru
2021Robust Bayesian analysis for econometricsGiacomini, Raffaella; Kitagawa, Toru; Read, Matthew
2022Narrative restrictions and proxiesGiacomini, Raffaella; Kitagawa, Toru; Read, Matthew