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Information about:
Raffaella Giacomini

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

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Personal Details

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

Email:
Homepage: http://www.econ.ucla.edu/giacomin/
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2007. "Mixtures of t-distributions for Finance and Forecasting," Economics Series 216, Institute for Advanced Studies. [Downloadable!]

  2. Rossi, Barbara & Giacomini, Raffaella, 2006. "Detecting and Predicting Forecast Breakdowns," Working Papers 06-01, Duke University, Department of Economics. [Downloadable!]
    Other versions:

  3. 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. [Downloadable!]
    Published as:

  4. Raffaella Giacomini & Halbert White, 2003. "Tests of Conditional Predictive Ability," Econometrics 0308001, EconWPA. [Downloadable!]
    Other versions:
    Published as:

  5. Raffaella Giacomini & Ivana Komunjer, 2003. "Evaluation and Combination of Conditional Quantile Forecasts," Boston College Working Papers in Economics 571, Boston College Department of Economics. [Downloadable!]
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    Published as:

  6. Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White, 2002. "Hypernormal Densities," University of California at San Diego, Economics Working Paper Series 2002-14, Department of Economics, UC San Diego. [Downloadable!]
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  7. Raffaella Giacomini, 2002. "Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods," University of California at San Diego, Economics Working Paper Series 2002-12, Department of Economics, UC San Diego. [Downloadable!]
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  8. Raffaella Giacomini & Clive W.J. Granger, 2001. "Aggregation of Space-Time Processes," University of California at San Diego, Economics Working Paper Series 2001-07, Department of Economics, UC San Diego. [Downloadable!]
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    Published as:

  9. Gianni Amisano & Raffaella Giacomini, . "Comparing Density Forecsts via Weighted Likelihood Ratio Tests," Working Papers ubs0504, University of Brescia, Department of Economics. [Downloadable!]

Articles

  1. Raffaella Giacomini & Halbert White, 2006. "Tests of Conditional Predictive Ability," Econometrica, Econometric Society, vol. 74(6), pages 1545-1578, November. [Downloadable!] (restricted)
    Other versions:

  2. 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. [Downloadable!] (restricted)
    Other versions:

  3. 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. [Downloadable!] (restricted)
    Other versions:

  4. Giacomini, Raffaella & Granger, Clive W. J., 2004. "Aggregation of space-time processes," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 7-26. [Downloadable!] (restricted)
    Other versions:

NEP Fields

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

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.