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Alessia Paccagnini

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This is information that was supplied by Alessia Paccagnini in registering through RePEc. If you are Alessia Paccagnini , 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: Alessia
Middle Name:
Last Name: Paccagnini
Suffix:

RePEc Short-ID: ppa357

Email: [This author has chosen not to make the email address public]
Homepage: https://sites.google.com/site/alessiapaccagnini/
Postal Address:
Phone:

Affiliation

Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS)
Facoltà di Economia
Università degli Studi di Milano-Bicocca
Location: Milano, Italy
Homepage: http://dipeco.economia.unimib.it/
Email:
Phone: +39 02 6448 3089
Fax: +39 02 6448 3085
Postal: Piazza Ateneo Nuovo, 1 Milano 20126
Handle: RePEc:edi:dpmibit (more details at EDIRC)

Works

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Working papers

  1. Alessia Paccagnini, 2014. "The Macroeconomic Determinants of the US Term-Structure during the Great Moderation," Working Papers, University of Milano-Bicocca, Department of Economics 274, University of Milano-Bicocca, Department of Economics, revised Jun 2014.
  2. Stelios Bekiros & Alessia Paccagnini, 2014. "Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model," Working Papers, Department of Research, Ipag Business School 2014-183, Department of Research, Ipag Business School.
  3. Stelios Bekiros & Alessia Paccagnini, 2013. "Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models," Working Papers, University of Milano-Bicocca, Department of Economics 236, University of Milano-Bicocca, Department of Economics, revised Feb 2013.
  4. Stelios D. Bekiros & Alessia Paccagnini, 2013. "Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model," Working Paper Series, The Rimini Centre for Economic Analysis 22_13, The Rimini Centre for Economic Analysis.
  5. Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini, 2013. "DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers 201374, University of Pretoria, Department of Economics.
  6. Alessia Paccagnini, 2012. "Comparing Hybrid DSGE Models," Working Papers, University of Milano-Bicocca, Department of Economics 228, University of Milano-Bicocca, Department of Economics, revised Dec 2012.
  7. Paccagnini, Alessia, 2010. "DSGE Model Validation in a Bayesian Framework: an Assessment," MPRA Paper 24509, University Library of Munich, Germany.
  8. Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, 2007. "On the Statistical Identification of DSGE Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University 324, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

Articles

  1. Bekiros, Stelios D. & Paccagnini, Alessia, 2014. "Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 71(C), pages 298-323.
  2. Stelios Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Empirical Economics, Springer, Springer, vol. 45(1), pages 635-664, August.
  3. Marcella Nicolini & Alessia Paccagnini, 2011. "Does Trade Foster Institutions? An Empirical Assessment," Review of Economics and Institutions, Università di Perugia, Università di Perugia, vol. 2(2).
  4. Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia, 2009. "On the statistical identification of DSGE models," Journal of Econometrics, Elsevier, Elsevier, vol. 150(1), pages 99-115, May.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AFR: Africa (2) 2013-11-29 2013-12-06
  2. NEP-CBA: Central Banking (1) 2009-02-28
  3. NEP-CMP: Computational Economics (1) 2010-08-28
  4. NEP-DGE: Dynamic General Equilibrium (8) 2009-02-28 2010-08-28 2013-03-16 2013-05-22 2013-11-29 2013-12-06 2014-03-30 2014-07-28. Author is listed
  5. NEP-ECM: Econometrics (2) 2009-02-28 2010-08-28
  6. NEP-ETS: Econometric Time Series (1) 2013-05-22
  7. NEP-FOR: Forecasting (7) 2009-02-28 2013-03-16 2013-05-22 2013-11-29 2013-12-06 2014-03-30 2014-07-28. Author is listed
  8. NEP-MAC: Macroeconomics (5) .html">"> 2013-11-29 2013-12-06 2014-06-07 2014-07-28. Author is listed
  9. NEP-MON: Monetary Economics (3) 2013-11-29 2013-12-06 2014-06-07. Author is listed

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