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Details about Alessia Paccagnini

E-mail:
Homepage:https://sites.google.com/site/alessiapaccagnini/
Workplace:Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University, (more information at EDIRC)
Michael Smurfit Graduate School of Business, School of Business, University College Dublin, (more information at EDIRC)

Access statistics for papers by Alessia Paccagnini.

Last updated 2024-04-06. Update your information in the RePEc Author Service.

Short-id: ppa357


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Working Papers

2024

  1. 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) Downloads

2023

  1. 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 Downloads

2022

  1. Forecasting: theory and practice
    Papers, arXiv.org Downloads View citations (47)
    See also Journal Article Forecasting: theory and practice, International Journal of Forecasting, Elsevier (2022) Downloads View citations (24) (2022)

2021

  1. Identifying High-Frequency Shockswith Bayesian Mixed-Frequency VARs
    Bank of Lithuania Working Paper Series, Bank of Lithuania Downloads View citations (2)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021) Downloads View citations (3)
  2. Teaching Quantitative Courses Online: An International Survey
    MPRA Paper, University Library of Munich, Germany Downloads
  3. 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 Downloads
    Also in Discussion Papers, Department of Economics, University of York (2020) Downloads View citations (2)

    See also Journal Article Testing the predictive accuracy of COVID-19 forecasts, International Journal of Forecasting, Elsevier (2023) Downloads (2023)

2020

  1. 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 Downloads View citations (1)
    See also Journal Article Common factors and the dynamics of cereal prices. A forecasting perspective, Journal of Commodity Markets, Elsevier (2022) Downloads (2022)
  2. 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 Downloads
  3. Has the credit supply shock asymmetric effects on macroeconomic variables?
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads View citations (3)
  4. The asymmetric effects of uncertainty shocks
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (3)

2019

  1. 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 Downloads View citations (5)
    Also in Working Papers, School of Economics, University College Dublin (2015) Downloads

    See also Journal Article Forecasting with instabilities: An application to DSGE models with financial frictions, Journal of Macroeconomics, Elsevier (2019) Downloads View citations (5) (2019)

2018

  1. Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads 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) Downloads View citations (12) (2019)

2017

  1. Dealing with Misspecification in DSGE Models: A Survey
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
  2. Forecasting with FAVAR: macroeconomic versus financial factors
    NBP Working Papers, Narodowy Bank Polski Downloads View citations (2)
  3. PIIGS in the Euro area: An empirical DSGE model
    Discussion Papers in Economics, Griffith University, Department of Accounting, Finance and Economics Downloads
    Also in Working Papers, University of Milano-Bicocca, Department of Economics (2016) Downloads View citations (3)
  4. 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 Downloads

2016

  1. Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs
    Open Access publications, School of Economics, University College Dublin Downloads View citations (11)
    Also in Working Papers, School of Economics, University College Dublin (2016) Downloads 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) Downloads View citations (11) (2016)
  2. Great Recession, Slow Recovery and Muted Fiscal Policies in the US
    Working Papers, School of Economics, University College Dublin Downloads 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) Downloads View citations (16) (2017)
  3. In search of the Euro Area Fiscal Stance
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads View citations (28)
    Also in Working Papers, School of Economics, University College Dublin (2016) Downloads View citations (23)

    See also Journal Article In search of the Euro area fiscal stance, Journal of Empirical Finance, Elsevier (2016) Downloads View citations (22) (2016)
  4. The Macroeconomic Determinants of the US Term-Structure During The Great Moderation
    Open Access publications, School of Economics, University College Dublin Downloads View citations (10)
    Also in Working Papers, University of Milano-Bicocca, Department of Economics (2014) Downloads

    See also Journal Article The macroeconomic determinants of the US term structure during the Great Moderation, Economic Modelling, Elsevier (2016) Downloads View citations (10) (2016)

2015

  1. DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa
    Open Access publications, School of Economics, University College Dublin Downloads 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) Downloads View citations (4) (2015)
  2. Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs
    Economics Working Papers, European University Institute Downloads
  3. Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models
    Working Papers, University of Pretoria, Department of Economics
  4. Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads View citations (11)
  5. Identifying Noise Shocks: a VAR with Data Revisions
    Discussion Papers, Centre for Macroeconomics (CFM) Downloads View citations (4)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2015) Downloads View citations (3)

    See also Journal Article Identifying Noise Shocks: A VAR with Data Revisions, Journal of Money, Credit and Banking, Blackwell Publishing (2019) Downloads View citations (1) (2019)
  6. 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 Downloads View citations (11)
    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) Downloads View citations (11) (2015)
  7. Oil Price Forecastability and Economic Uncertainty
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads View citations (59)
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (60)
    Open Access publications, School of Economics, University College Dublin (2015) Downloads View citations (59)

    See also Journal Article Oil price forecastability and economic uncertainty, Economics Letters, Elsevier (2015) Downloads View citations (59) (2015)

2014

  1. Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models
    Open Access publications, School of Economics, University College Dublin Downloads 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) Downloads View citations (18) (2014)
  2. Estimating a DSGE model with Limited Asset Market Participation for the Euro Area
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads View citations (10)
  3. 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 Downloads 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) Downloads View citations (4) (2015)
  4. Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model
    Working Papers, Department of Research, Ipag Business School Downloads View citations (15)
  5. Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
    Working Papers, Department of Research, Ipag Business School Downloads View citations (3)
    Also in Working Papers, University of Milano-Bicocca, Department of Economics (2013) Downloads 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) Downloads View citations (3) (2016)

2013

  1. Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model
    Working Paper series, Rimini Centre for Economic Analysis Downloads
  2. DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads View citations (1)
  3. On the predictability of time-varying VAR and DSGE models
    Open Access publications, School of Economics, University College Dublin Downloads View citations (16)
    Also in Open Access publications, School of Economics, University College Dublin (2013) Downloads View citations (16)

    See also Journal Article On the predictability of time-varying VAR and DSGE models, Empirical Economics, Springer (2013) Downloads View citations (20) (2013)

2012

  1. Comparing Hybrid DSGE Models
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads

2011

  1. Does Trade Foster Institutions?
    Open Access publications, School of Economics, University College Dublin Downloads View citations (12)
  2. Does Trade Foster Institutions? An Empirical Assessment
    Open Access publications, School of Economics, University College Dublin Downloads View citations (6)
    See also Journal Article Does Trade Foster Institutions? An Empirical Assessment, Review of Economics and Institutions, Università di Perugia (2011) Downloads View citations (9) (2011)

2010

  1. DSGE Model Validation in a Bayesian Framework: an Assessment
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)

2009

  1. On the Statistical Identification of DSGE Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (33)
    Also in Open Access publications, School of Economics, University College Dublin (2009) Downloads View citations (31)
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2007) Downloads View citations (4)

    See also Journal Article On the statistical identification of DSGE models, Journal of Econometrics, Elsevier (2009) Downloads View citations (29) (2009)

Journal Articles

2023

  1. Gender Bias in Entrepreneurship: What is the Role of the Founders’ Entrepreneurial Background?
    Journal of Business Ethics, 2023, 187, (2), 325-346 Downloads
  2. Testing the predictive accuracy of COVID-19 forecasts
    International Journal of Forecasting, 2023, 39, (2), 606-622 Downloads
    See also Working Paper Testing the predictive accuracy of COVID-19 forecasts, CAMA Working Papers (2021) Downloads (2021)

2022

  1. Common factors and the dynamics of cereal prices. A forecasting perspective
    Journal of Commodity Markets, 2022, 28, (C) Downloads
    See also Working Paper Common factors and the dynamics of cereal prices. A forecasting perspective, CAMA Working Papers (2020) Downloads View citations (1) (2020)
  2. Forecasting: theory and practice
    International Journal of Forecasting, 2022, 38, (3), 705-871 Downloads View citations (24)
    See also Working Paper Forecasting: theory and practice, Papers (2022) Downloads View citations (47) (2022)
  3. SI women in Fintech and AI
    Digital Finance, 2022, 4, (4), 263-264 Downloads

2021

  1. Common factors and the dynamics of industrial metal prices. A forecasting perspective
    Resources Policy, 2021, 74, (C) Downloads View citations (4)
  2. Editorial for Special Issue “New Frontiers in Forecasting the Business Cycle and Financial Markets”
    Forecasting, 2021, 3, (3), 1-3 Downloads

2020

  1. Does the credit supply shock have asymmetric effects on macroeconomic variables?
    Economics Letters, 2020, 188, (C) Downloads View citations (7)

2019

  1. Did financial factors matter during the Great Recession?
    Economics Letters, 2019, 174, (C), 26-30 Downloads View citations (7)
  2. Forecasting with instabilities: An application to DSGE models with financial frictions
    Journal of Macroeconomics, 2019, 61, (C), - Downloads 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) Downloads View citations (5) (2019)
  3. Identifying Noise Shocks: A VAR with Data Revisions
    Journal of Money, Credit and Banking, 2019, 51, (8), 2145-2172 Downloads View citations (1)
    See also Working Paper Identifying Noise Shocks: a VAR with Data Revisions, Discussion Papers (2015) Downloads View citations (4) (2015)
  4. LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS: AN EMPIRICAL DSGE MODEL
    Economic Inquiry, 2019, 57, (3), 1302-1323 Downloads View citations (12)
    See also Working Paper Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model, Working Papers (2018) Downloads View citations (1) (2018)

2017

  1. Great recession, slow recovery and muted fiscal policies in the US
    Journal of Economic Dynamics and Control, 2017, 81, (C), 140-161 Downloads View citations (16)
    See also Working Paper Great Recession, Slow Recovery and Muted Fiscal Policies in the US, Working Papers (2016) Downloads View citations (5) (2016)

2016

  1. 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 Downloads 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, Open Access publications (2016) Downloads View citations (11) (2016)
  2. In search of the Euro area fiscal stance
    Journal of Empirical Finance, 2016, 39, (PB), 254-264 Downloads View citations (22)
    See also Working Paper In search of the Euro Area Fiscal Stance, Working Papers (2016) Downloads View citations (28) (2016)
  3. Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models
    Journal of Forecasting, 2016, 35, (7), 613-632 Downloads View citations (3)
    See also Working Paper Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models, Working Papers (2014) Downloads View citations (3) (2014)
  4. The macroeconomic determinants of the US term structure during the Great Moderation
    Economic Modelling, 2016, 52, (PA), 216-225 Downloads View citations (10)
    See also Working Paper The Macroeconomic Determinants of the US Term-Structure During The Great Moderation, Open Access publications (2016) Downloads View citations (10) (2016)

2015

  1. DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa
    Applied Economics, 2015, 47, (3), 207-221 Downloads View citations (4)
    See also Working Paper DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa, Open Access publications (2015) Downloads View citations (4) (2015)
  2. 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 Downloads 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) Downloads View citations (1) (2014)
  3. 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 Downloads View citations (11)
    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) Downloads View citations (11) (2015)
  4. Oil price forecastability and economic uncertainty
    Economics Letters, 2015, 132, (C), 125-128 Downloads View citations (59)
    See also Working Paper Oil Price Forecastability and Economic Uncertainty, Working Papers (2015) Downloads View citations (59) (2015)

2014

  1. Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models
    Computational Statistics & Data Analysis, 2014, 71, (C), 298-323 Downloads View citations (18)
    See also Working Paper Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models, Open Access publications (2014) Downloads View citations (15) (2014)

2013

  1. On the predictability of time-varying VAR and DSGE models
    Empirical Economics, 2013, 45, (1), 635-664 Downloads View citations (20)
    See also Working Paper On the predictability of time-varying VAR and DSGE models, Open Access publications (2013) Downloads View citations (16) (2013)

2011

  1. Does Trade Foster Institutions? An Empirical Assessment
    Review of Economics and Institutions, 2011, 2, (2) Downloads View citations (9)
    See also Working Paper Does Trade Foster Institutions? An Empirical Assessment, Open Access publications (2011) Downloads View citations (6) (2011)

2009

  1. On the statistical identification of DSGE models
    Journal of Econometrics, 2009, 150, (1), 99-115 Downloads View citations (29)
    See also Working Paper On the Statistical Identification of DSGE Models, CEPR Discussion Papers (2009) Downloads View citations (33) (2009)
 
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