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Raffaella Giacomini, Ph.D. - Publications

Affiliations: 
2003 University of California, San Diego, La Jolla, CA 
Area:
General Economics
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18 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Giacomini R, Skreta V, Turen J. Heterogeneity, Inattention and Bayesian Updates American Economic Journal: Macroeconomics. 12: 282-309. DOI: 10.1257/Mac.20180235  0.408
2020 Gaglianone WP, Giacomini R, Issler JV, Skreta V. Incentive-driven inattention Journal of Econometrics. DOI: 10.1016/J.Jeconom.2020.06.010  0.396
2017 Gallant AR, Giacomini R, Ragusa G. Bayesian estimation of state space models using moment conditions Journal of Econometrics. 201: 198-211. DOI: 10.1016/J.Jeconom.2017.08.003  0.355
2016 Giacomini R, Rossi B. Model comparisons in unstable environments International Economic Review. 57: 369-392. DOI: 10.1111/Iere.12161  0.417
2015 Giacomini R, Rossi B. Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models Annual Review of Economics. 7: 207-229. DOI: 10.1146/Annurev-Economics-080614-115338  0.395
2014 Giacomini R. Economic Theory and Forecasting: Lessons from the Literature Econometrics Journal. 18: 22-41. DOI: 10.1111/Ectj.12038  0.417
2014 Giacomini R, Ragusa G. Theory-coherent forecasting Journal of Econometrics. 182: 145-155. DOI: 10.1016/J.Jeconom.2014.04.014  0.435
2013 Altavilla C, Giacomini R, Ragusa G. Anchoring the yield curve using survey expectations Journal of Applied Econometrics. 32: 1055-1068. DOI: 10.1920/Wp.Cem.2013.5213  0.44
2013 Altavilla C, Giacomini R, Costantini R. Bond returns and market expectations Journal of Financial Econometrics. 12: 708-729. DOI: 10.1093/Jjfinec/Nbu012  0.375
2011 Carriero A, Giacomini R. How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? Journal of Econometrics. 164: 21-34. DOI: 10.1016/J.Jeconom.2011.02.010  0.401
2010 Giacomini R, Rossi B. Forecast comparisons in unstable environments Journal of Applied Econometrics. 25: 595-620. DOI: 10.1002/Jae.1177  0.473
2009 Giacomini R, Rossi B. Detecting and Predicting Forecast Breakdowns The Review of Economic Studies. 76: 669-705. DOI: 10.1111/J.1467-937X.2009.00545.X  0.501
2008 Giacomini R, Gottschling A, Haefke C, White H. Mixtures of t-distributions for finance and forecasting Journal of Econometrics. 144: 175-192. DOI: 10.1016/J.Jeconom.2008.01.004  0.327
2007 Amisano G, Giacomini R. Comparing Density Forecasts via Weighted Likelihood Ratio Tests Journal of Business & Economic Statistics. 25: 177-190. DOI: 10.1198/073500106000000332  0.416
2006 Giacomini R, White H. Tests of conditional predictive ability Econometrica. 74: 1545-1578. DOI: 10.1111/J.1468-0262.2006.00718.X  0.514
2006 Giacomini R, Rossi B. How Stable is the Forecasting Performance of the Yield Curve for Output Growth Oxford Bulletin of Economics and Statistics. 68: 783-795. DOI: 10.1111/J.1468-0084.2006.00456.X  0.396
2005 Giacomini R, Komunjer I. Evaluation and Combination of Conditional Quantile Forecasts Journal of Business & Economic Statistics. 23: 416-431. DOI: 10.2139/Ssrn.318728  0.445
2004 Giacomini R, Granger CWJ. Aggregation of space-time processes Journal of Econometrics. 118: 7-26. DOI: 10.1016/S0304-4076(03)00132-5  0.37
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