← All authors Raffaella Giacomini University College London (from arXiv:2605.05404, 2026) · ORCID · OpenAlex
29 papers in scope · 25 published · 4 on the econ.EM arXiv · 2,329 citations · h-index 19 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Matthew Read Lukas Berend Sokbae Lee Myunghyun Song Charles F. Manski Frank Schorfheide Laura Liu Hyungsik Roger Moon Soonwoo Kwon Xun Tang Philip Marx Irene Botosaru Roger Koenker Jiaying Gu Marco Letta Sylvia Klosin Augusto Cerqua Sarah Abraham Fiammetta Menchetti Emmanuel Selorm Tsyawo Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (4 of 29)
working paper 2026 · arXiv
working paper 2023 · arXiv · 6 citations
working paper 2023 · arXiv
Microforecasting inflation
published 2023 · Economic Perspectives · 2 citations
with Yaakov Levin
Narrative Restrictions and Proxies
published 2022 · Journal of Business and Economic Statistics · 12 citations
Narrative Restrictions and Proxies: Rejoinder
published 2022 · Journal of Business and Economic Statistics · 4 citations
Uncertain identification
published 2022 · Quantitative Economics · 14 citations · first circulated 2017
Robust Bayesian inference in proxy SVARs
published 2021 · Journal of Econometrics · 6 citations · first circulated 2019
working paper 2021 · arXiv · 10 citations
Robust Bayesian Inference for Set‐Identified Models
published 2021 · Econometrica · 95 citations · first circulated 2018
Incentive-driven inattention
published 2020 · Journal of Econometrics · 23 citations · first circulated 2019
Heterogeneity, Inattention, and Bayesian Updates
published 2020 · American Economic Journal Macroeconomics · 54 citations
with Vasiliki Skreta, Javier Turén
Bayesian estimation of state space models using moment conditions
published 2017 · Journal of Econometrics · 22 citations
with A. Ronald Gallant, Giuseppe Ragusa
Anchoring the yield curve using survey expectations
published 2017 · Journal of Applied Econometrics · 34 citations · first circulated 2013
with Carlo Altavilla, Giuseppe Ragusa
Impact of uncertainty shocks on the global economy
published 2017 · Journal of International Money and Finance · 19 citations
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS
published 2016 · International Economic Review · 26 citations · first circulated 2012
with Barbara Rossi
Forecasting in Nonstationary Environments: What Works and What Doesn’t in Reduced-Form and Structural Models
published 2015 · Annual Review of Economics · 13 citations · first circulated 2014
with Barbara Rossi
Economic theory and forecasting: lessons from the literature
published 2014 · Econometrics Journal · 34 citations
Theory-coherent forecasting
published 2014 · Journal of Econometrics · 56 citations
with Giuseppe Ragusa
A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS
published 2013 · Econometric Theory · 214 citations · first circulated 2012
with Dimitris N. Politis, Halbert White
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?
published 2011 · Journal of Econometrics · 33 citations
Forecast comparisons in unstable environments
published 2010 · Journal of Applied Econometrics · 465 citations · first circulated 2008
with Barbara Rossi
Detecting and Predicting Forecast Breakdowns
published 2009 · The Review of Economic Studies · 188 citations · first circulated 2006
with Barbara Rossi
Mixtures of t-distributions for finance and forecasting
published 2008 · Journal of Econometrics · 34 citations · first circulated 2007
with Andreas Gottschling, Christian Haefke, Halbert White
Comparing Density Forecasts via Weighted Likelihood Ratio Tests
published 2007 · Journal of Business and Economic Statistics · 549 citations · first circulated 2002
with Gianni Amisano
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?*
published 2006 · Oxford Bulletin of Economics and Statistics · 126 citations · first circulated 2005
with Barbara Rossi
Tests of Conditional Predictive Ability
published 2006 · Econometrica · 47 citations
with Halbert White
Evaluation and Combination of Conditional Quantile Forecasts
published 2005 · Journal of Business and Economic Statistics · 65 citations · first circulated 2002
with Ivana Komunjer
Aggregation of space-time processes
published 2003 · Journal of Econometrics · 178 citations · first circulated 2001
with Clive W. J. Granger
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).