centre for microdata methods and practice
ESRC centre
cemmap is an ESRC research centre
Raffaella Giacomini
Research economist
Biography
Raffaella Giacomini came to UCL from a position at UCLA in summer 2007. Her
recent research focuses on: Predictive Ability Testing, Forecast Evaluation,
Forecasting in a Changing Economy, Model Selection, Density and Quantile
Forecasting.
Selected publications
All available publications
Model comparisons in unstable environments,
June 2012,
(with Barbara Rossi),
cemmap Working Papers
, CWP13/12
Incorporating theoretical restrictions into forecasting by projection methods,
October 2011,
External publications
, CEPR
How useful are no-arbitrage restrictions for forecasting the term structure?,
September 2011,
Journal of Econometrics,
Vol. 164, No. 1, pp. 21-34,
Elsevier,
Journal Articles
Forecast comparisons in unstable environments,
August 2010,
Journal of Applied Econometrics,
Journal Articles
Detecting and predicting forecast breakdowns,
March 2009,
Review of Economic Studies,
Vol. 72, No. 2, pp. 669-705,
Journal Articles