Incentive-driven Inattention
Gaglianone W, Raffaella Giacomini, Issler J...1 more
Raffaella Giacomini
Professor
Narrative restrictions and proxies
Raffaella Giacomini, Kitagawa T, Matthew R
Narrative Restrictions and Proxies: Rejoinder
Raffaella Giacomini, Kitagawa T, Read M
Robust Bayesian Inference for Set-Identified Models
Raffaella Giacomini, Kitagawa T
Robust Bayesian Inference in Proxy SVARs
Raffaella Giacomini, Kitagawa T, Read M
Uncertain identification
Raffaella Giacomini, Kitagawa T, Volpicella A
Heterogeneity, Inattention and Bayesian Updates
Raffaella Giacomini, Skreta V, Turen J
Anchoring the yield curve using survey expectations
Altavilla C, Raffaella Giacomini, Ragusa G
Bayesian estimation of state-space models using moment conditions
Raffaella Giacomini, Gallant R, Ragusa G
Model comparisons in unstable environments
Raffaella Giacomini, Rossi, B
Economic theory and forecasting: lessons from the literature
Raffaella Giacomini
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models
Raffaella Giacomini, Rossi B, Arrow KJ (Editor)...1 more
Theory-coherent Forecasting
Raffaella Giacomini, Ragusa, G
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators (in press)
Raffaella Giacomini, Politis D, White H
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?
Carriero A, Raffaella Giacomini
Forecast Comparisons in Unstable Environments
Raffaella Giacomini, Rossi B
Detecting and predicting forecast breakdowns
Raffaella Giacomini, Rossi B
Mixtures of t-distributions for finance and forecasting
Raffaella Giacomini, Gottschling A, Haefke C...1 more
Comparing Density Forecasts via Weighted Likelihood Ratio Tests
Amisano G, Raffaella Giacomini
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?
Raffaella Giacomini, Rossi B
Tests of Conditional Predictive Ability
Raffaella Giacomini, White H
Evaluation and Combination of Conditional Quantile Forecasts
Raffaella Giacomini, Komunjer I
Aggregation of Space-Time Processes
Raffaella Giacomini, Granger C
Bond returns and market expectations
Raffaella Giacomini, Altavilla, C, Costantini, R