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1

Tests of Conditional Predictive Ability

Raffaella Giacomini and Halbert White

Journal:

Year:

2006

Language:

english

File:

PDF, 978 KB

english, 2006

2

Comparing Density Forecasts via Weighted Likelihood Ratio Tests

Amisano, Gianni, Giacomini, Raffaella

Journal:

Journal of Business and Economic Statistics

Year:

2007

Language:

english

File:

PDF, 560 KB

english, 2007

3

Forecasting in Nonstationary Environments: What Works and What Doesn’t in Reduced-Form and Structural Models

Giacomini, Raffaella, Rossi, Barbara

Journal:

Annual Review of Economics

Year:

2015

Language:

english

File:

PDF, 733 KB

english, 2015

4

Bayesian estimation of state space models using moment conditions

Gallant, A. Ronald, Giacomini, Raffaella, Ragusa, Giuseppe

Journal:

Journal of Econometrics

Year:

2017

Language:

english

File:

PDF, 674 KB

english, 2017

5

Mixtures of t-distributions for finance and forecasting

Raffaella Giacomini, Andreas Gottschling, Christian Haefke, Halbert White

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 433 KB

english, 2008

6

Aggregation of space-time processes

Raffaella Giacomini, Clive W.J. Granger

Journal:

Journal of Econometrics

Year:

2004

Language:

english

File:

PDF, 220 KB

english, 2004

7

How Stable is the Forecasting Performance of the Yield Curve for Output Growth?

Raffaella Giacomini, Barbara Rossi

Journal:

Oxford Bulletin of Economics and Statistics

Year:

2006

Language:

english

File:

PDF, 573 KB

english, 2006

8

Tests of Conditional Predictive Ability

Raffaella Giacomini, Halbert White

Journal:

Year:

2006

Language:

english

File:

PDF, 337 KB

english, 2006

9

Evaluation and Combination of Conditional Quantile Forecasts

Giacomini, Raffaella, Komunjer, Ivana

Journal:

Journal of Business and Economic Statistics

Year:

2005

Language:

english

File:

PDF, 632 KB

english, 2005

10

Comparing Density Forecasts via Weighted Likelihood Ratio Tests

Gianni Amisano and Raffaella Giacomini

Journal:

Journal of Business and Economic Statistics

Year:

2007

Language:

english

File:

PDF, 1.87 MB

english, 2007

11

Evaluation and Combination of Conditional Quantile Forecasts

Raffaella Giacomini and Ivana Komunjer

Journal:

Journal of Business and Economic Statistics

Year:

2005

Language:

english

File:

PDF, 2.34 MB

english, 2005

12

Detecting and Predicting Forecast Breakdowns

Raffaella Giacomini and Barbara Rossi

Journal:

Review of Economic Studies

Year:

2009

Language:

english

File:

PDF, 3.76 MB

english, 2009

13

Impact of uncertainty shocks on the global economy

Chinn, Menzie, Ferrara, Laurent, Giacomini, Raffaella

Journal:

Journal of International Money and Finance

Year:

2017

Language:

english

File:

PDF, 444 KB

english, 2017

14

Lack of correlation between hypomethylation and expression of the HLA-DRα gene

Roberto Gambari, Laura Del Senno, Raffaella Barbieri, Daniele Buzzoni, Kenth Gustafsson, Patrizio Giacomini, Pier Giorgio Natali

Journal:

European Journal of Immunology

Year:

1986

Language:

english

File:

PDF, 654 KB

english, 1986

15

Forecast comparisons in unstable environments

Raffaella Giacomini, Barbara Rossi

Journal:

Journal of Applied Econometrics

Year:

2010

Language:

english

File:

PDF, 203 KB

english, 2010

16

How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?

Andrea Carriero, Raffaella Giacomini

Journal:

Journal of Econometrics

Year:

2011

Language:

english

File:

PDF, 578 KB

english, 2011

17

Detecting and Predicting Forecast Breakdowns

GIACOMINI, RAFFAELLA, ROSSI, BARBARA

Journal:

Review of Economic Studies

Year:

2009

Language:

english

File:

PDF, 831 KB

english, 2009

18

Theory-coherent forecasting

Giacomini, Raffaella, Ragusa, Giuseppe

Journal:

Journal of Econometrics

Year:

2014

Language:

english

File:

PDF, 449 KB

english, 2014

19

A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS

Giacomini, Raffaella, Politis, Dimitris N., White, Halbert

Journal:

Econometric Theory

Year:

2013

Language:

english

File:

PDF, 225 KB

english, 2013

20

I-Maculaweb: A Tool to Support Data Reuse in Ophthalmology

Bonetto, Monica, Nicolo, Massimo, Gazzarata, Roberta, Fraccaro, Paolo, Rosa, Raffaella, Musetti, Donatella, Musolino, Maria, Traverso, Carlo E., Giacomini, Mauro

Journal:

IEEE Journal of Translational Engineering in Health and Medicine

Year:

2016

Language:

english

File:

PDF, 5.16 MB

english, 2016

21

Economic theory and forecasting: lessons from the literature

Giacomini, Raffaella

Journal:

The Econometrics Journal

Year:

2015

Language:

english

File:

PDF, 284 KB

english, 2015

22

MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS

Giacomini, Raffaella, Rossi, Barbara

Journal:

International Economic Review

Year:

2016

Language:

english

File:

PDF, 905 KB

english, 2016

23

Anchoring the yield curve using survey expectations

Altavilla, Carlo, Giacomini, Raffaella, Ragusa, Giuseppe

Journal:

Journal of Applied Econometrics

Year:

2017

Language:

english

File:

PDF, 1.70 MB

english, 2017

24

Real-Life Management of Patients with Retinal Vein Occlusion Using I-Macula Web Platform

Nicolò, Massimo, Bonetto, Monica, Rosa, Raffaella, Musetti, Donatella, Musolino, Maria, Traverso, Carlo Enrico, Giacomini, Mauro

Journal:

Journal of Ophthalmology

Year:

2017

Language:

english

File:

PDF, 1.35 MB

english, 2017

25

Evaluation and Combination of Conditional Quantile Forecasts

Giacomini, Raffaella, Komunjer, Ivana

Journal:

SSRN Electronic Journal

Year:

2002

Language:

english

File:

PDF, 371 KB

english, 2002

26

Heterogeneity, Inattention, and Bayesian Updates

Giacomini, Raffaella, Skreta, Vasiliki, Turen, Javier

Journal:

American Economic Journal Macroeconomics

Year:

2020

File:

PDF, 1.16 MB

2020

27

Incentive-driven inattention

Gaglianone, Wagner Piazza, Giacomini, Raffaella, Issler, JoÃ£o Victor, Skreta, Vasiliki

Journal:

Journal of Econometrics

Year:

2020

File:

PDF, 1.36 MB

2020