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Alessia Paccagnini
Alessia Paccagnini
University College Dublin & Centre for Applied Macroeconomic Analysis
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Forecasting: theory and practice
F Petropoulos, D Apiletti, V Assimakopoulos, MZ Babai, DK Barrow, ...
International Journal of Forecasting 38 (3), 705-871, 2022
5442022
Oil price forecastability and economic uncertainty
S Bekiros, R Gupta, A Paccagnini
Economics Letters 132, 125-128, 2015
1202015
On the statistical identification of DSGE models
A Consolo, CA Favero, A Paccagnini
Journal of Econometrics 150 (1), 99-115, 2009
682009
The macroeconomic determinants of the US term structure during the Great Moderation
A Paccagnini
Economic Modelling 52, 216-225, 2016
262016
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models
SD Bekiros, A Paccagnini
Computational statistics & data analysis 71, 298-323, 2014
262014
Great recession, slow recovery and muted fiscal policies in the US
A Albonico, A Paccagnini, P Tirelli
Journal of Economic Dynamics and Control 81, 140-161, 2017
252017
In search of the Euro area fiscal stance
A Albonico, A Paccagnini, P Tirelli
Journal of Empirical Finance 39, 254-264, 2016
252016
On the predictability of time-varying VAR and DSGE models
S Bekiros, A Paccagnini
Empirical Economics 45, 635-664, 2013
252013
Does Trade Foster Institutions?
M Nicolini, A Paccagnini
Review of Economics and Institutions 2 (2), 2011
252011
Does the credit supply shock have asymmetric effects on macroeconomic variables?
V Colombo, A Paccagnini
Economics Letters 188, 108958, 2020
232020
Macroprudential policy and forecasting using hybrid DSGE models with financial frictions and state space Markov-switching tvp-vars
SD Bekiros, A Paccagnini
Macroeconomic Dynamics 19 (7), 1565-1592, 2015
212015
Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-vars
S Bekiros, R Cardani, A Paccagnini, S Villa
Journal of financial stability 26, 216-227, 2016
202016
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa
R Gupta, PT Kanda, MP Modise, A Paccagnini
Applied Economics 47 (3), 207-221, 2015
192015
Testing the predictive accuracy of COVID-19 forecasts
L Coroneo, F Iacone, A Paccagnini, PS Monteiro
International journal of forecasting 39 (2), 606-622, 2023
132023
Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models
SD Bekiros, A Paccagnini
Journal of Forecasting 35 (7), 613-632, 2016
122016
Estimating a DSGE model with Limited Asset Market Participation for the Euro Area
A Albonico, A Paccagnini, P Tirelli
University of Milan Bicocca Department of Economics, Management and …, 2014
122014
Limited asset market participation and the Euro area crisis: An empirical DSGE model
A Albonico, A Paccagnini, P Tirelli
Economic Inquiry 57 (3), 1302-1323, 2019
112019
Forecasting in a DSGE model with banking intermediation: Evidence from the US
R Cardani, A Paccagnini, S Villa
University of Milan Bicocca Department of Economics, Management and …, 2015
112015
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
S Bekiros, A Paccagnini
Studies in Nonlinear Dynamics & Econometrics 19 (2), 107-136, 2015
102015
The asymmetric effects of uncertainty shocks
V Colombo, A Paccagnini
Australian National University, Crawford School of Public Policy, Centre for …, 2020
92020
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