| Tests of conditional predictive ability R Giacomini, H White Econometrica 74 (6), 1545-1578, 2006 | 1995 | 2006 |
| Comparing density forecasts via weighted likelihood ratio tests G Amisano, R Giacomini Journal of Business & Economic Statistics 25 (2), 177-190, 2007 | 612 | 2007 |
| Forecast comparisons in unstable environments R Giacomini, B Rossi Journal of Applied Econometrics 25 (4), 595-620, 2010 | 492 | 2010 |
| Evaluation and combination of conditional quantile forecasts R Giacomini, I Komunjer Journal of Business & Economic Statistics 23 (4), 416-431, 2005 | 360 | 2005 |
| Aggregation of space-time processes R Giacomini, CWJ Granger Journal of econometrics 118 (1-2), 7-26, 2004 | 258 | 2004 |
| A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators R Giacomini, DN Politis, H White Econometric theory 29 (3), 567-589, 2013 | 224 | 2013 |
| Detecting and predicting forecast breakdowns R Giacomini, B Rossi The Review of Economic Studies 76 (2), 669-705, 2009 | 192 | 2009 |
| How stable is the forecasting performance of the yield curve for output growth? R Giacomini, B Rossi Oxford Bulletin of Economics and Statistics 68, 783-795, 2006 | 144 | 2006 |
| Robust Bayesian inference for set‐identified models R Giacomini, T Kitagawa Econometrica 89 (4), 1519-1556, 2021 | 114 | 2021 |
| The relationship between DSGE and VAR models R Giacomini VAR models in macroeconomics–new developments and applications: Essays in …, 2013 | 100 | 2013 |
| Anchoring the yield curve using survey expectations C Altavilla, R Giacomini, G Ragusa Journal of Applied Econometrics 32 (6), 1055-1068, 2017 | 89 | 2017 |
| Theory-coherent forecasting R Giacomini, G Ragusa Journal of Econometrics 182 (1), 145-155, 2014 | 64 | 2014 |
| Robust Bayesian inference in proxy SVARs R Giacomini, T Kitagawa, M Read Journal of Econometrics 228 (1), 107-126, 2022 | 58 | 2022 |
| Model comparisons in unstable environments R Giacomini, B Rossi International Economic Review 57 (2), 369-392, 2016 | 56* | 2016 |
| How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? A Carriero, R Giacomini Journal of Econometrics 164 (1), 21-34, 2011 | 54 | 2011 |
| Heterogeneity, inattention, and Bayesian updates R Giacomini, V Skreta, J Turen American Economic Journal: Macroeconomics 12 (1), 282-309, 2020 | 51 | 2020 |
| Robust inference about partially identified SVARs R Giacomini, T Kitagawa Manuscript, University College London, 2015 | 48 | 2015 |
| Economic theory and forecasting: lessons from the literature R Giacomini The Econometrics Journal 18 (2), C22-C41, 2015 | 42 | 2015 |
| Mixtures of t-distributions for finance and forecasting R Giacomini, A Gottschling, C Haefke, H White Journal of Econometrics 144 (1), 175-192, 2008 | 41 | 2008 |
| Identification and inference under narrative restrictions R Giacomini, T Kitagawa, M Read arXiv preprint arXiv:2102.06456, 2021 | 32 | 2021 |
Barbara RossiICREA-Univ. Pompeu Fabra, Barcelona GSE and CREI在 upf.edu 的电子邮件经过验证
