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Raffaella Giacomini

Personal Details

First Name:Raffaella
Middle Name:
Last Name:Giacomini
Suffix:
RePEc Short-ID:pgi20
http://raffaellagiacomini.wix.com/research
Terminal Degree:2003 Department of Economics; University of California-San Diego (UCSD) (from RePEc Genealogy)

Affiliation

Department of Economics
University College London (UCL)

London, United Kingdom
http://www.ucl.ac.uk/economics/
RePEc:edi:deucluk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2021. "Identification and Inference Under Narrative Restrictions," Papers 2102.06456, arXiv.org.
  2. Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2019. "Robust Bayesian Inference in Proxy SVARs," CeMMAP working papers CWP38/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  3. Skreta, Vasiliki & Giacomini, Raffaella & Gaglianone, Wagner & Issler, Joao, 2019. "Incentive-driven Inattention," CEPR Discussion Papers 13619, C.E.P.R. Discussion Papers.
  4. Raffaella Giacomini & Toru Kitagawa & Harald Uhlig, 2019. "Estimation Under Ambiguity," CeMMAP working papers CWP24/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  5. Javier Turen & Raffaella Giacomini & Vasiliki Skreta, 2018. "Models, Inattention and Bayesian Updates," Documentos de Trabajo 515, Instituto de Economia. Pontificia Universidad Católica de Chile..
  6. Laurent Ferrara & Menzie Chinn & Raffaella Giacomini, 2018. "Impact of uncertainty shocks on the global economy," Post-Print hal-01635944, HAL.
  7. Raffaella Giacomini & Toru Kitagawa, 2018. "Robust Bayesian inference for set-identified models," CeMMAP working papers CWP61/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  8. Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017. "Uncertain identification," CeMMAP working papers CWP18/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  9. Rhys M. Bidder & Raffaella Giacomini & Andrew McKenna, 2016. "Stress Testing with Misspecified Models," Working Paper Series 2016-26, Federal Reserve Bank of San Francisco.
  10. Raffaella Giacomini & Vasiliki Skreta & Javier Turen, 2015. "Models, Inattention and Expectation Updates," Discussion Papers 1602, Centre for Macroeconomics (CFM).
  11. Raffaella Giacomini & Toru Kitagawa, 2014. "Inference about Non-Identi?ed SVARs," CeMMAP working papers CWP45/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  12. Raffaella Giacomini, 2014. "Economic theory and forecasting: lessons from the literature," CeMMAP working papers CWP41/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  13. Raffaella Giacomini & Barbara Rossi, 2014. "Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models," Economics Working Papers 1476, Department of Economics and Business, Universitat Pompeu Fabra.
  14. Ron Gallant & Raffaella Giacomini & Giuseppe Ragusa, 2013. "Generalized method of moments with latent variables," CeMMAP working papers CWP50/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  15. Carlo Altavilla & Riccardo Costantini & Raffaella Giacomini, 2013. "Bond returns and market expectations," CeMMAP working papers CWP20/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  16. Carlo Altavilla & Raffaella Giacomini & Giuseppe Ragusa, 2013. "Anchoring the yield curve using survey expectations," CeMMAP working papers CWP52/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  17. Raffaella Giacomini, 2013. "The relationship between DSGE and VAR models," CeMMAP working papers CWP21/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  18. Raffaella Giacomini, 2012. "Incorporating theoretical restrictions into forecasting by projection methods," 2012 Meeting Papers 548, Society for Economic Dynamics.
  19. Raffaella Giacomini & Dimitris N. Politis & Halbert White, 2012. "A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators," CeMMAP working papers CWP11/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  20. Andrea Carriero & Raffaella Giacomini, 2011. "How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?," Post-Print hal-00844809, HAL.
  21. Barbara Rossi & Raffaella Giacomini, 2009. "Model Selection in Unstable Environments," 2009 Meeting Papers 208, Society for Economic Dynamics.
  22. Raffaella Giacomini & Barbara Rossi, 2009. "Model Comparisons in Unstable Environments," Working Papers 09-10, Duke University, Department of Economics.
  23. Giacomini, Raffaella & Rossi, Barbara, 2008. "Forecast Comparisons in Unstable Environments," Working Papers 08-04, Duke University, Department of Economics.
  24. Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2007. "Mixtures of t-distributions for Finance and Forecasting," Economics Series 216, Institute for Advanced Studies.
  25. Rossi, Barbara & Giacomini, Raffaella, 2006. "Detecting and Predicting Forecast Breakdowns," Working Papers 06-01, Duke University, Department of Economics.
  26. Rossi, Barbara & Giacomini, Raffaella, 2005. "How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?," Working Papers 05-08, Duke University, Department of Economics.
  27. Gianni Amisano & Raffaella Giacomini, 2005. "Comparing Density Forecsts via Weighted Likelihood Ratio Tests," Working Papers ubs0504, University of Brescia, Department of Economics.
  28. Raffaella Giacomini & Ivana Komunjer, 2003. "Evaluation and Combination of Conditional Quantile Forecasts," Boston College Working Papers in Economics 571, Boston College Department of Economics.
  29. Raffaella Giacomini & Halbert White, 2003. "Tests of Conditional Predictive Ability," Econometrics 0308001, University Library of Munich, Germany.
  30. Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White, 2002. "Hypernormal densities," Economics Working Papers 638, Department of Economics and Business, Universitat Pompeu Fabra.
  31. Raffaella Giacomini, 2002. "Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods," Boston College Working Papers in Economics 583, Boston College Department of Economics.
  32. Raffaella Giacomini & Clive W.J. Granger, 2002. "Aggregation of Space-Time Processes," Boston College Working Papers in Economics 582, Boston College Department of Economics.

Articles

  1. Raffaella Giacomini & Toru Kitagawa, 2021. "Robust Bayesian Inference for Set‐Identified Models," Econometrica, Econometric Society, vol. 89(4), pages 1519-1556, July.
  2. Raffaella Giacomini & Vasiliki Skreta & Javier Turen, 2020. "Heterogeneity, Inattention, and Bayesian Updates," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(1), pages 282-309, January.
  3. Carlo Altavilla & Raffaella Giacomini & Giuseppe Ragusa, 2017. "Anchoring the yield curve using survey expectations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1055-1068, September.
  4. Gallant, A. Ronald & Giacomini, Raffaella & Ragusa, Giuseppe, 2017. "Bayesian estimation of state space models using moment conditions," Journal of Econometrics, Elsevier, vol. 201(2), pages 198-211.
  5. Raffaella Giacomini & Barbara Rossi, 2016. "Model Comparisons In Unstable Environments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(2), pages 369-392, May.
  6. Raffaella Giacomini, 2015. "Economic theory and forecasting: lessons from the literature," Econometrics Journal, Royal Economic Society, vol. 18(2), pages 22-41, June.
  7. Raffaella Giacomini & Barbara Rossi, 2015. "Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models," Annual Review of Economics, Annual Reviews, vol. 7(1), pages 207-229, August.
  8. Carlo Altavilla & Raffaella Giacomini & Riccardo Costantini, 2014. "Bond Returns and Market Expectations," Journal of Financial Econometrics, Oxford University Press, vol. 12(4), pages 708-729.
  9. Giacomini, Raffaella & Ragusa, Giuseppe, 2014. "Theory-coherent forecasting," Journal of Econometrics, Elsevier, vol. 182(1), pages 145-155.
  10. Giacomini, Raffaella & Politis, Dimitris N. & White, Halbert, 2013. "A Warp-Speed Method For Conducting Monte Carlo Experiments Involving Bootstrap Estimators," Econometric Theory, Cambridge University Press, vol. 29(3), pages 567-589, June.
  11. Carriero, Andrea & Giacomini, Raffaella, 2011. "How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?," Journal of Econometrics, Elsevier, vol. 164(1), pages 21-34, September.
  12. Raffaella Giacomini & Barbara Rossi, 2010. "Forecast comparisons in unstable environments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 595-620.
  13. Raffaella Giacomini & Barbara Rossi, 2009. "Detecting and Predicting Forecast Breakdowns," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(2), pages 669-705.
  14. Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2008. "Mixtures of t-distributions for finance and forecasting," Journal of Econometrics, Elsevier, vol. 144(1), pages 175-192, May.
  15. Amisano, Gianni & Giacomini, Raffaella, 2007. "Comparing Density Forecasts via Weighted Likelihood Ratio Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 177-190, April.
  16. Raffaella Giacomini & Barbara Rossi, 2006. "How Stable is the Forecasting Performance of the Yield Curve for Output Growth?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 783-795, December.
  17. Raffaella Giacomini & Halbert White, 2006. "Tests of Conditional Predictive Ability," Econometrica, Econometric Society, vol. 74(6), pages 1545-1578, November.
  18. Giacomini, Raffaella & Komunjer, Ivana, 2005. "Evaluation and Combination of Conditional Quantile Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 416-431, October.
  19. Giacomini, Raffaella & Granger, Clive W. J., 2004. "Aggregation of space-time processes," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 7-26.

Chapters

  1. Raffaella Giacomini & Barbara Rossi, 2013. "Forecasting in macroeconomics," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 17, pages 381-408, Edward Elgar Publishing.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. Number of Registered Citing Authors
  19. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  20. Number of Journal Pages, Weighted by Simple Impact Factor
  21. Number of Journal Pages, Weighted by Recursive Impact Factor
  22. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  23. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  24. Euclidian citation score
  25. Closeness measure in co-authorship network
  26. Breadth of citations across fields
  27. Wu-Index
  28. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 38 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (21) 2002-09-28 2003-08-17 2003-11-03 2003-11-03 2003-11-03 2004-09-05 2005-10-22 2006-02-12 2007-10-20 2008-04-12 2011-10-22 2013-06-09 2013-10-25 2014-09-29 2014-12-29 2015-04-19 2017-05-14 2019-02-18 2020-01-13 2020-01-13 2021-02-22. Author is listed
  2. NEP-ETS: Econometric Time Series (17) 2002-09-28 2003-08-17 2003-09-24 2003-11-03 2003-11-03 2006-02-12 2006-03-05 2007-10-20 2011-10-22 2014-12-29 2015-04-19 2015-05-09 2015-08-19 2019-02-18 2020-01-13 2021-02-22 2021-07-19. Author is listed
  3. NEP-FOR: Forecasting (17) 2005-10-22 2006-02-12 2006-03-05 2007-10-20 2008-04-12 2011-10-22 2013-04-20 2013-06-09 2013-10-25 2014-04-05 2014-06-02 2014-12-24 2015-04-19 2015-05-09 2015-08-13 2019-04-08 2019-10-21. Author is listed
  4. NEP-MAC: Macroeconomics (6) 2014-04-05 2014-06-02 2016-01-03 2016-01-29 2018-02-26 2019-04-08. Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (4) 2013-06-09 2014-09-29 2014-12-24 2015-08-13
  6. NEP-MFD: Microfinance (3) 2003-11-03 2003-11-03 2003-11-03
  7. NEP-CBA: Central Banking (2) 2008-04-12 2011-10-22
  8. NEP-FMK: Financial Markets (2) 2005-10-22 2013-06-09
  9. NEP-ORE: Operations Research (2) 2016-01-29 2020-01-13
  10. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  11. NEP-CMP: Computational Economics (1) 2003-11-03
  12. NEP-DCM: Discrete Choice Models (1) 2021-07-19
  13. NEP-FIN: Finance (1) 2004-09-05
  14. NEP-GER: German Papers (1) 2014-09-29
  15. NEP-HIS: Business, Economic and Financial History (1) 2015-08-13
  16. NEP-HPE: History and Philosophy of Economics (1) 2015-08-13
  17. NEP-MON: Monetary Economics (1) 2013-10-25
  18. NEP-RMG: Risk Management (1) 2003-11-03

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