Research Staff

Raffaella Giacomini

cemmap and UCL

Raffaella is a Professor of Economics at University College London. Her recent research focuses on: Predictive Ability Testing, Forecast Evaluation, Forecasting in a Changing Economy, Model Selection, Density and Quantile Forecasting.

Selected Publications

A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators

We analyze fast procedures for conducting Monte Carlo experiments involving bootstrap estimators, providing formal results establishing […]

Raffaella Giacomini, Dimitris N. Politis, Halbert White
31 May 2012 | CWP11/12

Latest version

A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
Raffaella Giacomini, Dimitris N. Politis, Halbert White
1 June 2013 | Journal Article
Incorporating theoretical restrictions into forecasting by projection methods

We propose a method for modifying a given density forecast in a way that incorporates the […]

Raffaella Giacomini, Giuseppe Ragusa
1 October 2011 |
How useful are no-arbitrage restrictions for forecasting the term structure?

We develop a general framework for analyzing the usefulness of imposing parameter restrictions on a forecasting […]

Andrea Carreiro, Raffaella Giacomini
1 September 2011 | Journal Article
Forecast comparisons in unstable environments
Raffaella Giacomini
17 August 2010 | Journal Article
Detecting and predicting forecast breakdowns
Raffaella Giacomini
1 March 2009 | Journal Article