Details about Alessia Paccagnini
Access statistics for papers by Alessia Paccagnini.
Last updated 2025-03-05. Update your information in the RePEc Author Service.
Short-id: ppa357
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Working Papers
2024
- Uncertainty and the Federal Reserve’s Balance Sheet Monetary Policy
DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE)  View citations (1)
2023
- Financial Conditions for the US: Aggregate Supply or Aggregate Demand Shocks?
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
2022
- Forecasting: theory and practice
Papers, arXiv.org View citations (70)
See also Journal Article Forecasting: theory and practice, International Journal of Forecasting, Elsevier (2022) View citations (30) (2022)
2021
- Identifying High-Frequency Shockswith Bayesian Mixed-Frequency VARs
Bank of Lithuania Working Paper Series, Bank of Lithuania View citations (2)
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021) View citations (3)
- Teaching Quantitative Courses Online: An International Survey
MPRA Paper, University Library of Munich, Germany
- Testing the predictive accuracy of COVID-19 forecasts
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
Also in Discussion Papers, Department of Economics, University of York (2020) View citations (2)
See also Journal Article Testing the predictive accuracy of COVID-19 forecasts, International Journal of Forecasting, Elsevier (2023) View citations (1) (2023)
2020
- Common factors and the dynamics of cereal prices. A forecasting perspective
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
See also Journal Article Common factors and the dynamics of cereal prices. A forecasting perspective, Journal of Commodity Markets, Elsevier (2022) View citations (1) (2022)
- Federal reserve chair communication sentiments’ heterogeneity, personal characteristics, and their impact on target rate discovery
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
- Has the credit supply shock asymmetric effects on macroeconomic variables?
Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna View citations (3)
- The asymmetric effects of uncertainty shocks
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (3)
2019
- Forecasting with instabilities: an application to DSGE models with financial frictions
Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (6)
Also in Working Papers, School of Economics, University College Dublin (2015)
See also Journal Article Forecasting with instabilities: An application to DSGE models with financial frictions, Journal of Macroeconomics, Elsevier (2019) View citations (5) (2019)
2018
- Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model
Working Papers, University of Milano-Bicocca, Department of Economics View citations (1)
See also Journal Article LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS: AN EMPIRICAL DSGE MODEL, Economic Inquiry, Western Economic Association International (2019) View citations (16) (2019)
2017
- Dealing with Misspecification in DSGE Models: A Survey
MPRA Paper, University Library of Munich, Germany View citations (6)
- Forecasting with FAVAR: macroeconomic versus financial factors
NBP Working Papers, Narodowy Bank Polski View citations (2)
- PIIGS in the Euro area: An empirical DSGE model
Discussion Papers in Economics, Griffith University, Department of Accounting, Finance and Economics
Also in Working Papers, University of Milano-Bicocca, Department of Economics (2016) View citations (3)
- The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations
Working Papers, School of Economics, University College Dublin
2016
- Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs
Working Papers, School of Economics, University College Dublin View citations (11)
Also in Open Access publications, School of Economics, University College Dublin (2016) View citations (11)
See also Journal Article Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs, Journal of Financial Stability, Elsevier (2016) View citations (11) (2016)
- Great Recession, Slow Recovery and Muted Fiscal Policies in the US
Working Papers, School of Economics, University College Dublin View citations (5)
See also Journal Article Great recession, slow recovery and muted fiscal policies in the US, Journal of Economic Dynamics and Control, Elsevier (2017) View citations (16) (2017)
- In search of the Euro Area Fiscal Stance
Working Papers, University of Milano-Bicocca, Department of Economics View citations (28)
Also in Working Papers, School of Economics, University College Dublin (2016) View citations (23)
See also Journal Article In search of the Euro area fiscal stance, Journal of Empirical Finance, Elsevier (2016) View citations (22) (2016)
- The Macroeconomic Determinants of the US Term-Structure During The Great Moderation
Open Access publications, School of Economics, University College Dublin View citations (11)
Also in Working Papers, University of Milano-Bicocca, Department of Economics (2014)
See also Journal Article The macroeconomic determinants of the US term structure during the Great Moderation, Economic Modelling, Elsevier (2016) View citations (11) (2016)
2015
- DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa
Open Access publications, School of Economics, University College Dublin View citations (4)
Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (8)
See also Journal Article DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa, Applied Economics, Taylor & Francis Journals (2015) View citations (4) (2015)
- Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs
Economics Working Papers, European University Institute
- Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models
Working Papers, University of Pretoria, Department of Economics
- Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US
Working Papers, University of Milano-Bicocca, Department of Economics View citations (11)
- Identifying Noise Shocks: a VAR with Data Revisions
Discussion Papers, Centre for Macroeconomics (CFM) View citations (4)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2015) View citations (3)
See also Journal Article Identifying Noise Shocks: A VAR with Data Revisions, Journal of Money, Credit and Banking, Blackwell Publishing (2019) View citations (1) (2019)
- Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs
Open Access publications, School of Economics, University College Dublin View citations (12)
See also Journal Article MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS, Macroeconomic Dynamics, Cambridge University Press (2015) View citations (12) (2015)
- Oil Price Forecastability and Economic Uncertainty
Working Papers, University of Milano-Bicocca, Department of Economics View citations (61)
Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (62)
Open Access publications, School of Economics, University College Dublin (2015) View citations (61)
See also Journal Article Oil price forecastability and economic uncertainty, Economics Letters, Elsevier (2015) View citations (61) (2015)
2014
- Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models
Open Access publications, School of Economics, University College Dublin View citations (15)
See also Journal Article Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models, Computational Statistics & Data Analysis, Elsevier (2014) View citations (18) (2014)
- Estimating a DSGE model with Limited Asset Market Participation for the Euro Area
Working Papers, University of Milano-Bicocca, Department of Economics View citations (10)
- Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
Open Access publications, School of Economics, University College Dublin View citations (1)
See also Journal Article Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2015) View citations (4) (2015)
- Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model
Working Papers, Department of Research, Ipag Business School View citations (15)
- Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
Working Papers, Department of Research, Ipag Business School View citations (3)
Also in Working Papers, University of Milano-Bicocca, Department of Economics (2013) View citations (6)
See also Journal Article Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models, Journal of Forecasting, John Wiley & Sons, Ltd. (2016) View citations (4) (2016)
2013
- Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model
Working Paper series, Rimini Centre for Economic Analysis
- DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa
Working Papers, University of Milano-Bicocca, Department of Economics View citations (1)
- On the predictability of time-varying VAR and DSGE models
Open Access publications, School of Economics, University College Dublin View citations (16)
Also in Open Access publications, School of Economics, University College Dublin (2013) View citations (16)
See also Journal Article On the predictability of time-varying VAR and DSGE models, Empirical Economics, Springer (2013) View citations (20) (2013)
2012
- Comparing Hybrid DSGE Models
Working Papers, University of Milano-Bicocca, Department of Economics
2011
- Does Trade Foster Institutions?
Open Access publications, School of Economics, University College Dublin View citations (13)
- Does Trade Foster Institutions? An Empirical Assessment
Open Access publications, School of Economics, University College Dublin View citations (7)
See also Journal Article Does Trade Foster Institutions? An Empirical Assessment, Review of Economics and Institutions, Università di Perugia (2011) View citations (10) (2011)
2010
- DSGE Model Validation in a Bayesian Framework: an Assessment
MPRA Paper, University Library of Munich, Germany View citations (3)
2009
- On the Statistical Identification of DSGE Models
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (33)
Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2007) View citations (4)
Open Access publications, School of Economics, University College Dublin (2009) View citations (31)
See also Journal Article On the statistical identification of DSGE models, Journal of Econometrics, Elsevier (2009) View citations (29) (2009)
Journal Articles
2023
- Gender Bias in Entrepreneurship: What is the Role of the Founders’ Entrepreneurial Background?
Journal of Business Ethics, 2023, 187, (2), 325-346 View citations (2)
- Testing the predictive accuracy of COVID-19 forecasts
International Journal of Forecasting, 2023, 39, (2), 606-622 View citations (1)
See also Working Paper Testing the predictive accuracy of COVID-19 forecasts, CAMA Working Papers (2021) (2021)
2022
- Common factors and the dynamics of cereal prices. A forecasting perspective
Journal of Commodity Markets, 2022, 28, (C) View citations (1)
See also Working Paper Common factors and the dynamics of cereal prices. A forecasting perspective, CAMA Working Papers (2020) View citations (1) (2020)
- Forecasting: theory and practice
International Journal of Forecasting, 2022, 38, (3), 705-871 View citations (30)
See also Working Paper Forecasting: theory and practice, Papers (2022) View citations (70) (2022)
- SI women in Fintech and AI
Digital Finance, 2022, 4, (4), 263-264
2021
- Common factors and the dynamics of industrial metal prices. A forecasting perspective
Resources Policy, 2021, 74, (C) View citations (7)
- Editorial for Special Issue “New Frontiers in Forecasting the Business Cycle and Financial Markets”
Forecasting, 2021, 3, (3), 1-3
2020
- Does the credit supply shock have asymmetric effects on macroeconomic variables?
Economics Letters, 2020, 188, (C) View citations (10)
2019
- Did financial factors matter during the Great Recession?
Economics Letters, 2019, 174, (C), 26-30 View citations (7)
- Forecasting with instabilities: An application to DSGE models with financial frictions
Journal of Macroeconomics, 2019, 61, (C), - View citations (5)
See also Working Paper Forecasting with instabilities: an application to DSGE models with financial frictions, Temi di discussione (Economic working papers) (2019) View citations (6) (2019)
- Identifying Noise Shocks: A VAR with Data Revisions
Journal of Money, Credit and Banking, 2019, 51, (8), 2145-2172 View citations (1)
See also Working Paper Identifying Noise Shocks: a VAR with Data Revisions, Discussion Papers (2015) View citations (4) (2015)
- LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS: AN EMPIRICAL DSGE MODEL
Economic Inquiry, 2019, 57, (3), 1302-1323 View citations (16)
See also Working Paper Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model, Working Papers (2018) View citations (1) (2018)
2017
- Great recession, slow recovery and muted fiscal policies in the US
Journal of Economic Dynamics and Control, 2017, 81, (C), 140-161 View citations (16)
See also Working Paper Great Recession, Slow Recovery and Muted Fiscal Policies in the US, Working Papers (2016) View citations (5) (2016)
2016
- Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs
Journal of Financial Stability, 2016, 26, (C), 216-227 View citations (11)
See also Working Paper Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs, Working Papers (2016) View citations (11) (2016)
- In search of the Euro area fiscal stance
Journal of Empirical Finance, 2016, 39, (PB), 254-264 View citations (22)
See also Working Paper In search of the Euro Area Fiscal Stance, Working Papers (2016) View citations (28) (2016)
- Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models
Journal of Forecasting, 2016, 35, (7), 613-632 View citations (4)
See also Working Paper Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models, Working Papers (2014) View citations (3) (2014)
- The macroeconomic determinants of the US term structure during the Great Moderation
Economic Modelling, 2016, 52, (PA), 216-225 View citations (11)
See also Working Paper The Macroeconomic Determinants of the US Term-Structure During The Great Moderation, Open Access publications (2016) View citations (11) (2016)
2015
- DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa
Applied Economics, 2015, 47, (3), 207-221 View citations (4)
See also Working Paper DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa, Open Access publications (2015) View citations (4) (2015)
- Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (2), 107-136 View citations (4)
See also Working Paper Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model, Open Access publications (2014) View citations (1) (2014)
- MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS
Macroeconomic Dynamics, 2015, 19, (7), 1565-1592 View citations (12)
See also Working Paper Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs, Open Access publications (2015) View citations (12) (2015)
- Oil price forecastability and economic uncertainty
Economics Letters, 2015, 132, (C), 125-128 View citations (61)
See also Working Paper Oil Price Forecastability and Economic Uncertainty, Working Papers (2015) View citations (61) (2015)
2014
- Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models
Computational Statistics & Data Analysis, 2014, 71, (C), 298-323 View citations (18)
See also Working Paper Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models, Open Access publications (2014) View citations (15) (2014)
2013
- On the predictability of time-varying VAR and DSGE models
Empirical Economics, 2013, 45, (1), 635-664 View citations (20)
See also Working Paper On the predictability of time-varying VAR and DSGE models, Open Access publications (2013) View citations (16) (2013)
2011
- Does Trade Foster Institutions? An Empirical Assessment
Review of Economics and Institutions, 2011, 2, (2) View citations (10)
See also Working Paper Does Trade Foster Institutions? An Empirical Assessment, Open Access publications (2011) View citations (7) (2011)
2009
- On the statistical identification of DSGE models
Journal of Econometrics, 2009, 150, (1), 99-115 View citations (29)
See also Working Paper On the Statistical Identification of DSGE Models, CEPR Discussion Papers (2009) View citations (33) (2009)
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