Giuseppe Ragusa
Selected Publications
Bayesian estimation of state space models using moment conditions
We consider Bayesian estimation of state space models when the measurement density is not available but […]
Anchoring the yield curve using survey expectations
The dynamic behavior of the term structure of interest rates is difficult to replicate with models, […]
Generalized method of moments with latent variables
The contribution of generalized method of moments (Hansen and Singleton, 1982) was to allow frequentist inference […]
Incorporating theoretical restrictions into forecasting by projection methods
We propose a method for modifying a given density forecast in a way that incorporates the […]