Concepedia

Raffaella Giacomini

RG

31

Publications

2.4K

Citations

21

H-Index

2001

Active since

Affiliations

University College London(Current)

University of California, Los Angeles

University of California San Diego

Barcelona School of Economics

Raffaella Giacomini is an author at University College London specializing in statistics, engineering, and econometrics.

Top concepts

StatisticsEngineeringBusinessEconomicsEconometricsFinanceForecastingMacroeconomicsTime Series EconometricsMonetary Policy

Publications per year

2001–2022

31

Publications

31

Comparing Density Forecasts via Weighted Likelihood Ratio Tests

Gianni Amisano, Raffaella Giacomini · Journal of Business and Economic Statistics · 2007 · 543 citations

Forecasting Methodology, Engineering, Markov-switching Phillips Curve +16

Forecast comparisons in unstable environments

Raffaella Giacomini, Barbara Rossi · Journal of Applied Econometrics · 2010 · 454 citations

Forecasting Methodology, Engineering, Macroeconomic Forecasting +18

A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS

Raffaella Giacomini, Dimitris N. Politis, Halbert White · Econometric Theory · 2013 · 203 citations

Bootstrap Resampling, Engineering, Uncertainty Quantification +10

Detecting and Predicting Forecast Breakdowns

Raffaella Giacomini, Barbara Rossi · The Review of Economic Studies · 2009 · 187 citations

Aggregation of space-time processes

Raffaella Giacomini, Clive W. J. Granger · Journal of Econometrics · 2003 · 178 citations

Space-time Processes, Data Aggregation, Space-time Processing +2

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