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DP16488 Robust Bayesian Analysis for Econometrics 智库出版物
2021
作者:  Raffaella Giacomini;  Toru Kitagawa;  Matthew Read
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
DP14626 Robust Bayesian Inference in Proxy SVARs 智库出版物
2020
作者:  Raffaella Giacomini;  Toru Kitagawa;  Matthew Read
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
DP13619 Incentive-driven Inattention 智库出版物
2019
作者:  Raffaella Giacomini;  Wagner Gaglianone;  Joao Issler;  Vasiliki Skreta
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Rational inattention  Contest  Incentives  Structural estimation  Survey design  
DP11004 Models, Inattention and Expectation Updates 智库出版物
2015
作者:  Vasiliki Skreta;  Raffaella Giacomini
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Bayesian learning  Disagreement  Expectation formation  Forecast accuracy  Herding  Heterogeneous agents  Information rigidities  
DP10287 Inference about Non-Identified SVARs 智库出版物
2014
作者:  Raffaella Giacomini;  Toru Kitagawa
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Ambiguous beliefs  Credible region  Partial causal ordering  Posterior bounds  
DP10201 Economic theory and forecasting: lessons from the literature 智库出版物
2014
作者:  Raffaella Giacomini
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Bayesian methods  Dsge models  Exponential tilting  
DP9738 Anchoring the Yield Curve Using Survey Expectations 智库出版物
2013
作者:  Raffaella Giacomini;  Giuseppe Ragusa;  Carlo Altavilla
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Term structure models  Exponential tilting  Blue chip analysts survey  Forecast performance  Monetary policy forward guidance  Macroeconomic factors  
DP9692 Generalized Method of Moments with Latent Variables 智库出版物
2013
作者:  Raffaella Giacomini;  Giuseppe Ragusa
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Structural models  Particle filter  
DP8604 Incorporating theoretical restrictions into forecasting by projection methods 智库出版物
2011
作者:  Raffaella Giacomini;  Giuseppe Ragusa
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Forecast comparisons  Bayesian var  Exponential tilting  Euler conditions