IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to follow this author

Alessia Paccagnini

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:
Location: Dublin, Ireland
Homepage: http://www.ucd.ie/economics/
Email:
Phone: +353-1-7067777
Fax: +353-1-283 0068
Postal: UCD, Belfield, Dublin 4
Handle: RePEc:edi:educdie (more details at EDIRC)
in new window

  1. Riccardo M. Masolo & Alessia Paccagnini, 2015. "Identifying Noise Shocks: a VAR with Data Revisions," Discussion Papers 1510, Centre for Macroeconomics (CFM).
  2. Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015. "Oil Price Forecastability and Economic Uncertainty," Working Papers 298, University of Milano-Bicocca, Department of Economics, revised Apr 2015.
  3. Rangan Gupta & Alessia Paccagnini & Charles Rahal, 2015. "Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models," Working Papers 201547, University of Pretoria, Department of Economics.
  4. Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US," Working Papers 292, University of Milano-Bicocca, Department of Economics, revised Feb 2015.
  5. Alessia Paccagnini, 2014. "The Macroeconomic Determinants of the US Term-Structure during the Great Moderation," Working Papers 274, University of Milano-Bicocca, Department of Economics, revised Jun 2014.
  6. Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2014. "Estimating a DSGE model with Limited Asset Market Participation for the Euro Area," Working Papers 286, University of Milano-Bicocca, Department of Economics, revised Nov 2014.
  7. Stelios Bekiros & Alessia Paccagnini, 2014. "Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model," Working Papers 2014-183, Department of Research, Ipag Business School.
  8. Stelios Bekiros & Alessia Paccagnini, 2013. "Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models," Working Papers 236, University of Milano-Bicocca, Department of Economics, revised Feb 2013.
  9. 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.
  10. Stelios D. Bekiros & Alessia Paccagnini, 2013. "Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model," Working Paper Series 22_13, The Rimini Centre for Economic Analysis.
  11. Alessia Paccagnini, 2012. "Comparing Hybrid DSGE Models," Working Papers 228, University of Milano-Bicocca, Department of Economics, revised Dec 2012.
  12. Paccagnini, Alessia, 2010. "DSGE Model Validation in a Bayesian Framework: an Assessment," MPRA Paper 24509, University Library of Munich, Germany.
  13. Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, 2007. "On the Statistical Identification of DSGE Models," Working Papers 324, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  1. Bekiros Stelios & Paccagnini Alessia, 2015. "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 107-136, April.
  2. Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015. "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Applied Economics, Taylor & Francis Journals, vol. 47(3), pages 207-221, January.
  3. Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia, 2015. "Oil price forecastability and economic uncertainty," Economics Letters, Elsevier, vol. 132(C), pages 125-128.
  4. Bekiros, Stelios D. & Paccagnini, Alessia, 2014. "Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 298-323.
  5. Stelios Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Empirical Economics, Springer, vol. 45(1), pages 635-664, August.
  6. Marcella Nicolini & Alessia Paccagnini, 2011. "Does Trade Foster Institutions? An Empirical Assessment," Review of Economics and Institutions, Università di Perugia, vol. 2(2).
  7. Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia, 2009. "On the statistical identification of DSGE models," Journal of Econometrics, Elsevier, vol. 150(1), pages 99-115, May.
15 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 (2) 2009-02-28 2015-06-27
  3. NEP-CMP: Computational Economics (1) 2010-08-28
  4. NEP-DGE: Dynamic General Equilibrium (12) 2009-02-28 2010-08-28 2013-03-16 2013-05-22 2013-11-29 2013-12-06 2014-03-30 2014-07-28 2014-09-08 2015-01-03 2015-02-22 2015-06-27. Author is listed
  5. NEP-ECM: Econometrics (3) 2009-02-28 2010-08-28 2015-06-05
  6. NEP-EEC: European Economics (1) 2015-01-03
  7. NEP-ENE: Energy Economics (2) 2015-04-02 2015-04-11
  8. NEP-ETS: Econometric Time Series (2) 2013-05-22 2015-06-05
  9. NEP-FOR: Forecasting (12) 2009-02-28 2013-03-16 2013-05-22 2013-11-29 2013-12-06 2014-03-30 2014-07-28 2014-09-08 2015-02-22 2015-04-02 2015-04-11 2015-06-27. Author is listed
  10. NEP-MAC: Macroeconomics (10) 2013-11-29 2013-12-06 2014-06-07 2014-07-28 2014-09-08 2015-01-03 2015-02-22 2015-04-02 2015-04-11 2015-06-05. Author is listed
  11. NEP-MON: Monetary Economics (4) 2013-11-29 2013-12-06 2014-06-07 2015-06-27. Author is listed
  12. NEP-ORE: Operations Research (1) 2015-04-02
This author is among the top 5% authors according to these criteria:
  1. Number of Downloads through RePEc Services over the past 12 months

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Alessia Paccagnini should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.