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person:"Giacomini, Raffaella"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Forecasting method"
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Giacomini, Raffaella
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ECONIS (ZBW)
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1
Anchoring the yield curve using survey expectations
Altavilla, Carlo
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10011862313
Saved in:
2
Economic theory and forecasting : lessons from the literature
Giacomini, Raffaella
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 22-41
Persistent link: https://www.econbiz.de/10011378469
Saved in:
3
Forecasting in nonstationary environments : what works and what doesn't in reduced-form and structural models
Giacomini, Raffaella
;
Rossi, Barbara
- In:
Annual review of economics
7
(
2015
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011380685
Saved in:
4
Theory-coherent forecasting
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 145-155
Persistent link: https://www.econbiz.de/10010497096
Saved in:
5
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?
Carriero, Andrea
;
Giacomini, Raffaella
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10009270416
Saved in:
6
Forecast comparisons in unstable environments
Giacomini, Raffaella
;
Rossi, Barbara
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 595-620
Persistent link: https://www.econbiz.de/10008667472
Saved in:
7
Detecting and predicting forecast breakdowns
Giacomini, Raffaella
;
Rossi, Barbara
- In:
The review of economic studies
76
(
2009
)
2
,
pp. 669-705
Persistent link: https://www.econbiz.de/10003828214
Saved in:
8
Mixtures of t-distributions for finance and forecasting
Giacomini, Raffaella
;
Gottschling, Andreas
;
Häfke, …
- In:
Journal of econometrics
144
(
2008
)
1
,
pp. 175-192
Persistent link: https://www.econbiz.de/10003723638
Saved in:
9
Comparing density forecasts via weighted likelihood ratio tests
Amisano, Gianni
;
Giacomini, Raffaella
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
2
,
pp. 177-190
Persistent link: https://www.econbiz.de/10003463633
Saved in:
10
Tests of conditional predictive ability
Giacomini, Raffaella
;
White, Halbert
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
6
,
pp. 1545-1578
Persistent link: https://www.econbiz.de/10003392308
Saved in:
11
How stable is the forecasting performance of the yield curve for output growth?
Giacomini, Raffaella
;
Rossi, Barbara
- In:
Oxford bulletin of economics and statistics
68
(
2006
),
pp. 783-795
Persistent link: https://www.econbiz.de/10003393462
Saved in:
12
Evaluation and combination of conditional quantile forecasts
Giacomini, Raffaella
;
Komunjer, Ivana
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
4
,
pp. 416-431
Persistent link: https://www.econbiz.de/10003193455
Saved in:
13
Aggregation of space-time processes
Giacomini, Raffaella
;
Granger, C. W. J.
- In:
Journal of econometrics
118
(
2004
)
1/2
,
pp. 7-26
Persistent link: https://www.econbiz.de/10001822910
Saved in:
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