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Raffaella Giacomini
Raffaella Giacomini
Research economist

Raffaella Giacomini came to UCL from a position at UCLA in summer 2007. Her recent research focuses on: Predictive Ability Testing, Forecast Evaluation, Forecasting in a Changing Economy, Model Selection, Density and Quantile Forecasting.

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Raffaella Giacomini and Barbara Rossi, June 2012,  Model comparisons in unstable environments cemmap Working Papers , CWP13/12
Raffaella Giacomini and Giuseppe Ragusa, October 2011,  Incorporating theoretical restrictions into forecasting by projection methods External publications , CEPR
Andrea Carreiro and Raffaella Giacomini, September 2011,  How useful are no-arbitrage restrictions for forecasting the term structure? Journal of Econometrics,  Vol. 164, No. 1, pp. 21-34, Elsevier, Journal Articles
Raffaella Giacomini, March 2009,  Detecting and predicting forecast breakdowns Review of Economic Studies,  Vol. 72, No. 2, pp. 669-705, Journal Articles

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