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Raffaella Giacomini

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This is information that was supplied by Raffaella Giacomini in registering through RePEc. If you are Raffaella Giacomini , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Raffaella
Middle Name:
Last Name: Giacomini
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RePEc Short-ID: pgi20

Email:
Homepage: http://raffaellagiacomini.wix.com/research
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Affiliation

Department of Economics
University College London (UCL)
Location: London, United Kingdom
Homepage: http://www.ucl.ac.uk/economics/
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Postal: Gower Street, London WC1E 6BT
Handle: RePEc:edi:deucluk (more details at EDIRC)

Works

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Working papers

  1. Raffaella Giacomini, 2012. "Incorporating theoretical restrictions into forecasting by projection methods," 2012 Meeting Papers 548, Society for Economic Dynamics.
  2. 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.
  3. Barbara Rossi & Raffaella Giacomini, 2009. "Model Selection in Unstable Environments," 2009 Meeting Papers 208, Society for Economic Dynamics.
  4. Raffaella Giacomini & Barbara Rossi, 2009. "Model Comparisons in Unstable Environments," Working Papers 09-10, Duke University, Department of Economics.
  5. Giacomini, Raffaella & Rossi, Barbara, 2008. "Forecast Comparisons in Unstable Environments," Working Papers 08-04, Duke University, Department of Economics.
  6. Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2007. "Mixtures of t-distributions for Finance and Forecasting," Economics Series 216, Institute for Advanced Studies.
  7. Rossi, Barbara & Giacomini, Raffaella, 2006. "Detecting and Predicting Forecast Breakdowns," Working Papers 06-01, Duke University, Department of Economics.
  8. Gianni Amisano & Raffaella Giacomini, 2005. "Comparing Density Forecsts via Weighted Likelihood Ratio Tests," Working Papers ubs0504, University of Brescia, Department of Economics.
  9. 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.
  10. Raffaella Giacomini & Ivana Komunjer, 2003. "Evaluation and Combination of Conditional Quantile Forecasts," Boston College Working Papers in Economics 571, Boston College Department of Economics.
  11. Raffaella Giacomini & Halbert White, 2003. "Tests of Conditional Predictive Ability," Econometrics 0308001, EconWPA.
  12. 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.
  13. Raffaella Giacomini & Clive W.J. Granger, 2002. "Aggregation of Space-Time Processes," Boston College Working Papers in Economics 582, Boston College Department of Economics.
  14. Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White, 2002. "Hypernormal densities," Economics Working Papers 638, Department of Economics and Business, Universitat Pompeu Fabra.

Articles

  1. 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.
  2. Raffaella Giacomini & Barbara Rossi, 2010. "Forecast comparisons in unstable environments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 595-620.
  3. Raffaella Giacomini & Barbara Rossi, 2009. "Detecting and Predicting Forecast Breakdowns," Review of Economic Studies, Oxford University Press, vol. 76(2), pages 669-705.
  4. 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.
  5. 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.
  6. 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.
  7. Raffaella Giacomini & Halbert White, 2006. "Tests of Conditional Predictive Ability," Econometrica, Econometric Society, vol. 74(6), pages 1545-1578, November.
  8. 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.
  9. Giacomini, Raffaella & Granger, Clive W. J., 2004. "Aggregation of space-time processes," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 7-26.

NEP Fields

14 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2006-07-28 2008-04-12 2011-10-22
  2. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  3. NEP-CMP: Computational Economics (1) 2003-11-03
  4. NEP-ECM: Econometrics (12) 2002-09-28 2003-08-17 2003-11-03 2003-11-03 2003-11-03 2004-09-05 2005-10-22 2006-02-12 2006-07-28 2007-10-20 2008-04-12 2011-10-22. Author is listed
  5. NEP-ETS: Econometric Time Series (10) 2002-09-28 2003-08-17 2003-09-24 2003-11-03 2003-11-03 2006-02-12 2006-03-05 2006-07-28 2007-10-20 2011-10-22. Author is listed
  6. NEP-FIN: Finance (1) 2004-09-05
  7. NEP-FMK: Financial Markets (1) 2005-10-22
  8. NEP-FOR: Forecasting (8) 2005-10-22 2006-02-12 2006-03-05 2006-07-28 2007-10-20 2008-04-12 2011-10-22 2013-04-20. Author is listed
  9. NEP-MAC: Macroeconomics (1) 2006-07-28
  10. NEP-MFD: Microfinance (3) 2003-11-03 2003-11-03 2003-11-03
  11. NEP-RMG: Risk Management (1) 2003-11-03

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Discounted by Citation Age
  2. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  3. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  4. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  5. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  6. Wu-Index

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Co-authorship network on CollEc

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