Alessia Paccagnini
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Alessia |
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Paccagnini |
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Affiliations
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Australian National University
/ Crawford School of Public Policy
/ Centre for Applied Macroeconomic Analysis (CAMA) (weight: 1%)
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University College Dublin
/ School of Business
/ Michael Smurfit Graduate School of Business (weight: 99%)
Research profile
author of:
- Forecasting: theory and practice (RePEc:arx:papers:2012.03854)
by Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet - Forecasting with instabilities: an application to DSGE models with financial frictions (RePEc:bdi:wptemi:td_1234_19)
by Roberta Cardani & Alessia Paccagnini & Stefania Villa - Limited Asset Market Participation And The Euro Area Crisis: An Empirical Dsge Model (RePEc:bla:ecinqu:v:57:y:2019:i:3:p:1302-1323)
by Alice Albonico & Alessia Paccagnini & Patrizio Tirelli - Has the credit supply shock asymmetric effects on macroeconomic variables? (RePEc:bol:bodewp:wp1140)
by V. Colombo & A. Paccagnini - Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model (RePEc:bpj:sndecm:v:19:y:2015:i:2:p:107-136:n:3)
by Bekiros Stelios & Paccagnini Alessia - Identifying Noise Shocks: a VAR with Data Revisions (RePEc:cfm:wpaper:1510)
by Riccardo M. Masolo & Alessia Paccagnini - On the Statistical Identification of DSGE Models (RePEc:cpr:ceprdp:7176)
by Favero, Carlo A. & Consolo, Agostino & Paccagnini, Alessia - Uncertainty and the Federal Reserve’s Balance Sheet Monetary Policy (RePEc:ctc:serie1:def131)
by Valentina Colombo & Alessia Paccagnini - Macroprudential Policy And Forecasting Using Hybrid Dsge Models With Financial Frictions And State Space Markov-Switching Tvp-Vars (RePEc:cup:macdyn:v:19:y:2015:i:07:p:1565-1592_00)
by Bekiros, Stelios D. & Paccagnini, Alessia - Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models (RePEc:eee:csdana:v:71:y:2014:i:c:p:298-323)
by Bekiros, Stelios D. & Paccagnini, Alessia - Great recession, slow recovery and muted fiscal policies in the US (RePEc:eee:dyncon:v:81:y:2017:i:c:p:140-161)
by Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio - The macroeconomic determinants of the US term structure during the Great Moderation (RePEc:eee:ecmode:v:52:y:2016:i:pa:p:216-225)
by Paccagnini, Alessia - Oil price forecastability and economic uncertainty (RePEc:eee:ecolet:v:132:y:2015:i:c:p:125-128)
by Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia - Did financial factors matter during the Great Recession? (RePEc:eee:ecolet:v:174:y:2019:i:c:p:26-30)
by Paccagnini, Alessia - Does the credit supply shock have asymmetric effects on macroeconomic variables? (RePEc:eee:ecolet:v:188:y:2020:i:c:s0165176520300100)
by Colombo, Valentina & Paccagnini, Alessia - On the statistical identification of DSGE models (RePEc:eee:econom:v:150:y:2009:i:1:p:99-115)
by Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia - In search of the Euro area fiscal stance (RePEc:eee:empfin:v:39:y:2016:i:pb:p:254-264)
by Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio - Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs (RePEc:eee:finsta:v:26:y:2016:i:c:p:216-227)
by Bekiros, Stelios & Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania - Forecasting: theory and practice (RePEc:eee:intfor:v:38:y:2022:i:3:p:705-871)
by Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh - Testing the predictive accuracy of COVID-19 forecasts (RePEc:eee:intfor:v:39:y:2023:i:2:p:606-622)
by Coroneo, Laura & Iacone, Fabrizio & Paccagnini, Alessia & Santos Monteiro, Paulo - Forecasting with instabilities: An application to DSGE models with financial frictions (RePEc:eee:jmacro:v:61:y:2019:i:c:11)
by Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania - Common factors and the dynamics of cereal prices. A forecasting perspective (RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851321000738)
by Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał - Common factors and the dynamics of industrial metal prices. A forecasting perspective (RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003299)
by Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał - Federal reserve chair communication sentiments’ heterogeneity, personal characteristics, and their impact on target rate discovery (RePEc:een:camaaa:2020-105)
by Juan Arismendi-Zambrano & Massimo Guidolin & Alessia Paccagnini - Common factors and the dynamics of cereal prices. A forecasting perspective (RePEc:een:camaaa:2020-47)
by Marek Kwas & Alessia Paccagnini & Michal Rubaszek - The asymmetric effects of uncertainty shocks (RePEc:een:camaaa:2020-72)
by Valentina Colombo & Alessia Paccagnini - Identifying high-frequency shocks with Bayesian mixed-frequency VARs (RePEc:een:camaaa:2021-26)
by Alessia Paccagnini & Fabio Parla - Testing the predictive accuracy of COVID-19 forecasts (RePEc:een:camaaa:2021-52)
by Laura Coroneo & Fabrizio Iacone & Alessia Paccagnini & Paulo Santos Monteiro - Financial Conditions for the US: Aggregate Supply or Aggregate Demand Shocks? (RePEc:een:camaaa:2023-10)
by Alessia Paccagnini & Fabio Parla - Identifying noise shocks: a VAR with data revisions (RePEc:ehl:lserod:86314)
by Masolo, Riccardo M. & Paccagnini, Alessia - Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs (RePEc:eui:euiwps:eco2015/04)
by Bekiros, Stelios D.; Cardani, Roberta; Paccagnini, Alessia; Villa, Stefania - Editorial for Special Issue “New Frontiers in Forecasting the Business Cycle and Financial Markets” (RePEc:gam:jforec:v:3:y:2021:i:3:p:30-500:d:588484)
by Alessia Paccagnini - PIIGS in the Euro area: An empirical DSGE model (RePEc:gri:epaper:economics:201710)
by Alice Albonico & Alessia Paccagnini & Patrizio Tirelli - On the Statistical Identification of DSGE Models (RePEc:igi:igierp:324)
by Agostino Consolo & Carlo A. Favero & Alessia Paccagnini - Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model (RePEc:ipg:wpaper:2014-183)
by Stelios Bekiros & Alessia Paccagnini - Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models (RePEc:ipg:wpaper:2014-426)
by Stelios D. Bekiros & Alessia Paccagnini - Gender Bias in Entrepreneurship: What is the Role of the Founders’ Entrepreneurial Background? (RePEc:kap:jbuset:v:187:y:2023:i:2:d:10.1007_s10551-022-05275-y)
by Luca Pistilli & Alessia Paccagnini & Stefano Breschi & Franco Malerba - Identifying High-Frequency Shockswith Bayesian Mixed-Frequency VARs (RePEc:lie:wpaper:97)
by Alessia Paccagnini & Fabio Parla - Comparing Hybrid DSGE Models (RePEc:mib:wpaper:228)
by Alessia Paccagnini - Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models (RePEc:mib:wpaper:236)
by Stelios Bekiros & Alessia Paccagnini - DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa (RePEc:mib:wpaper:259)
by Rangan Gupta & Patrick Kanda & Mampho Modise & Alessia Paccagnini - The Macroeconomic Determinants of the US Term-Structure during the Great Moderation (RePEc:mib:wpaper:274)
by Alessia Paccagnini - Estimating a DSGE model with Limited Asset Market Participation for the Euro Area (RePEc:mib:wpaper:286)
by Alice Albonico & Alessia Paccagnini & Patrizio Tirelli - Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US (RePEc:mib:wpaper:292)
by Roberta Cardani & Alessia Paccagnini & Stefania Villa - Oil Price Forecastability and Economic Uncertainty (RePEc:mib:wpaper:298)
by Stelios Bekiros & Rangan Gupta & Alessia Paccagnini - In search of the Euro Area Fiscal Stance (RePEc:mib:wpaper:324)
by Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli - PIIGS in the Euro Area. An Empirical DSGE Model (RePEc:mib:wpaper:331)
by Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli - Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model (RePEc:mib:wpaper:391)
by Alice Albonico & Alessia Paccagnini & Patrizio Tirelli - Forecasting with FAVAR: macroeconomic versus financial factors (RePEc:nbp:nbpmis:256)
by Alessia Paccagnini - Does Trade Foster Institutions? An Empirical Assessment (RePEc:pia:review:v:2:y:2011:i:2:n:4)
by Marcella Nicolini & Alessia Paccagnini - Teaching Quantitative Courses Online: An International Survey (RePEc:pra:mprapa:108330)
by Paccagnini, Alessia - DSGE Model Validation in a Bayesian Framework: an Assessment (RePEc:pra:mprapa:24509)
by Paccagnini, Alessia - Dealing with Misspecification in DSGE Models: A Survey (RePEc:pra:mprapa:82914)
by Paccagnini, Alessia - DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa (RePEc:pre:wpaper:201374)
by Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini - Oil Price Forecastability and Economic Uncertainty (RePEc:pre:wpaper:201518)
by Stelios Bekiros & Rangan Gupta & Alessia Paccagnini - Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models (RePEc:pre:wpaper:201547)
by Rangan Gupta - Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model (RePEc:rim:rimwps:22_13)
by Stelios D. Bekiros & Alessia Paccagnini - SI women in Fintech and AI (RePEc:spr:digfin:v:4:y:2022:i:4:d:10.1007_s42521-022-00070-w)
by Galena Pisoni & Alessia Paccagnini & Claudia Tarantola & Alessandra Tanda & Albulena Shala & Kherbouche Meriem - On the predictability of time-varying VAR and DSGE models (RePEc:spr:empeco:v:45:y:2013:i:1:p:635-664)
by Stelios Bekiros & Alessia Paccagnini - DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa (RePEc:taf:applec:v:47:y:2015:i:3:p:207-221)
by Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini - Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models (RePEc:ucn:oapubs:10197/7322)
by Stelios D. Bekiros & Alessia Paccagnini - Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs (RePEc:ucn:oapubs:10197/7323)
by Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa - The Macroeconomic Determinants of the US Term-Structure During The Great Moderation (RePEc:ucn:oapubs:10197/7324)
by Alessia Paccagnini - On the predictability of time-varying VAR and DSGE models (RePEc:ucn:oapubs:10197/7326)
by Stelios D. Bekiros & Alessia Paccagnini - On the predictability of time-varying VAR and DSGE models (RePEc:ucn:oapubs:10197/7329)
by Stelios D. Bekiros & Alessia Paccagnini - Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs (RePEc:ucn:oapubs:10197/7333)
by Stelios D. Bekiros & Alessia Paccagnini - Oil price forecastability and economic uncertainty (RePEc:ucn:oapubs:10197/7345)
by Stelios D. Bekiros & Rangan Gupta & Alessia Paccagnini - DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa (RePEc:ucn:oapubs:10197/7351)
by Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini - Does Trade Foster Institutions? An Empirical Assessment (RePEc:ucn:oapubs:10197/7585)
by Marcella Nicolini & Alessia Paccagnini - On the statistical identification of DSGE models (RePEc:ucn:oapubs:10197/7586)
by Agostino Consolo & Carlo A. Favero & Alessia Paccagnini - Does Trade Foster Institutions? (RePEc:ucn:oapubs:10197/7587)
by Marcella Nicolini & Alessia Paccagnini - Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model (RePEc:ucn:oapubs:10197/7588)
by Stelios D. Bekiros & Alessia Paccagnini - Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions (RePEc:ucn:wpaper:201523)
by Roberta Cardani & Alessia Paccagnini & Stefania Villa - Great Recession, Slow Recovery and Muted Fiscal Policies in the US (RePEc:ucn:wpaper:201602)
by Alice Albonico & Alessia Paccagnini & Patrizio Tirelli - Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs (RePEc:ucn:wpaper:201611)
by Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa - In search of the Euro area fiscal stance (RePEc:ucn:wpaper:201612)
by Alice Albonico & Alessia Paccagnini & Patrizio Tirelli - The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations (RePEc:ucn:wpaper:201701)
by Roberta Cardani & Alessia Paccagnini & Stelios D. Bekiros - Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models (RePEc:wly:jforec:v:35:y:2016:i:7:p:613-632)
by Stelios D. Bekiros & Alessia Paccagnini - Identifying Noise Shocks: A VAR with Data Revisions (RePEc:wly:jmoncb:v:51:y:2019:i:8:p:2145-2172)
by Riccardo M. Masolo & Alessia Paccagnini - Testing the predictive accuracy of COVID-19 forecasts (RePEc:yor:yorken:20/10)
by Laura Coroneo & Fabrizio Iacone & Alessia Paccagnini & Paulo Santos Monteiro