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Comparing density forecasts via weighted likelihood ratio tests : asymptotic and bootstrap methods

Giacomini, Raffaella - 2002

Persistent link: https://www.econbiz.de/10003887028

Aggregation of space-time processes

Giacomini, Raffaella; Granger, C. W. J. - 2002

Persistent link: https://www.econbiz.de/10003887032

Essays in forecast evaluation

Giacomini, Raffaella - 2003

Persistent link: https://www.econbiz.de/10003622452

Bond returns and market expectations

Altavilla, Carlo; Giacomini, Raffaella; Costantini, Riccardo - 2013

A well-documented empirical result is that market expectations extracted from futures contracts on the federal funds rate are among the best predictors for the future course of monetary policy. We show how this information can be exploited to produce accurate forecasts of bond excess returns and...

Persistent link: https://www.econbiz.de/10009744063

Anchoring the yield curve using survey expectations

Altavilla, Carlo; Giacomini, Raffaella; Ragusa, Giuseppe - 2013

Persistent link: https://www.econbiz.de/10010230091

Anchoring the yield curve using survey expectations

Altavilla, Carlo; Giacomini, Raffaella; Ragusa, Giuseppe - 2014

Persistent link: https://www.econbiz.de/10010239892

Economic theory and forecasting : lessons from the literature

Giacomini, Raffaella - 2014

Does economic theory help in forecasting key macroeconomic variables? This article aims to provide some insight into … the question by drawing lessons from the literature. The definition of "economic theory" includes a broad range of … examples of theory-based forecasting that have not proven useful, such as theory-driven variable selection and some popular …

Persistent link: https://www.econbiz.de/10010407425

Forecast comparisons in unstable environments

Giacomini, Raffaella (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003748410

Economic theory and forecasting : lessons from the literature

Giacomini, Raffaella - 2014

Persistent link: https://www.econbiz.de/10010461819

Evaluation and combination of conditional quantile forecast

Giacomini, Raffaella (contributor); … - 2003

Persistent link: https://www.econbiz.de/10002911904