Details about Raffaella Giacomini

Access statistics for papers by Raffaella Giacomini.

Last updated 2008-02-27. Update your information in the RePEc Author Service.

Short-id: pgi20

Working Papers

2007

1. Mixtures of t-distributions for Finance and Forecasting
   Economics Series, Institute for Advanced Studies

2006

2. Detecting and Predicting Forecast Breakdowns
   Working Papers, Duke University, Department of Economics
   Also in UCLA Economics Working Papers, UCLA Department of Economics (2005) View citations
   Working Paper Series, European Central Bank (2006)

2005

3. Comparing Density Forecsts via Weighted Likelihood Ratio Tests
   Working Papers, University of Brescia, Department of Economics View citations
4. How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?
   Working Papers, Duke University, Department of Economics
   See also Journal Article in Oxford Bulletin of Economics and Statistics (2006)

2003

5. Evaluation and Combination of Conditional Quantile Forecasts
   Boston College Working Papers in Economics, Boston College Department of Economics View citations
   See also Journal Article in Journal of Business & Economic Statistics (2005)
6. Tests of Conditional Predictive Ability
   Econometrics, EconWPA View citations
   Also in Boston College Working Papers in Economics, Boston College Department of Economics (2003) View citations
   See also Journal Article in Econometrica (2006)

2002

7. Aggregation of Space-Time Processes
   Boston College Working Papers in Economics, Boston College Department of Economics View citations
   See also Journal Article in Journal of Econometrics (2004)
8. Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods
   Boston College Working Papers in Economics, Boston College Department of Economics View citations
9. Hypernormal Densities
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
   Also in Boston College Working Papers in Economics, Boston College Department of Economics (2002)

Journal Articles

2006

1. How Stable is the Forecasting Performance of the Yield Curve for Output Growth?
   Oxford Bulletin of Economics and Statistics, 2006, 68, (s1), 783-795 View citations
   See also Working Paper (2005)
2. Tests of Conditional Predictive Ability
   Econometrica, 2006, 74, (6), 1545-1578 View citations
   See also Working Paper (2003)

2005

3. Evaluation and Combination of Conditional Quantile Forecasts
   Journal of Business & Economic Statistics, 2005, 23, 416-431 View citations
   See also Working Paper (2003)

2004

4. Aggregation of space-time processes
   Journal of Econometrics, 2004, 118, (1-2), 7-26 View citations
   See also Working Paper (2002)