Forecasting: theory and practice F Petropoulos, D Apiletti, V Assimakopoulos, MZ Babai, DK Barrow, ... International Journal of Forecasting 38 (3), 705-871, 2022 | 653 | 2022 |
Oil price forecastability and economic uncertainty S Bekiros, R Gupta, A Paccagnini Economics Letters 132, 125-128, 2015 | 120 | 2015 |
On the statistical identification of DSGE models A Consolo, CA Favero, A Paccagnini Journal of Econometrics 150 (1), 99-115, 2009 | 70 | 2009 |
The macroeconomic determinants of the US term structure during the Great Moderation A Paccagnini Economic Modelling 52, 216-225, 2016 | 27 | 2016 |
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 | 26 | 2014 |
On the predictability of time-varying VAR and DSGE models S Bekiros, A Paccagnini Empirical Economics 45, 635-664, 2013 | 26 | 2013 |
In search of the Euro area fiscal stance A Albonico, A Paccagnini, P Tirelli Journal of Empirical Finance 39, 254-264, 2016 | 25 | 2016 |
Does Trade Foster Institutions? M Nicolini, A Paccagnini Review of Economics and Institutions 2 (2), 2011 | 25 | 2011 |
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 | 24 | 2017 |
Does the credit supply shock have asymmetric effects on macroeconomic variables? V Colombo, A Paccagnini Economics Letters 188, 108958, 2020 | 23 | 2020 |
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 | 22 | 2016 |
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 | 21 | 2015 |
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 | 19 | 2015 |
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 | 12 | 2023 |
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 | 12 | 2019 |
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 | 12 | 2016 |
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 | 12 | 2014 |
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 | 11 | 2015 |
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 | 10 | 2015 |
DGSE model evaluation and hybrid models: A comparison A Paccagnini European University Institute, 2011 | 9 | 2011 |