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Raffaella Giacomini

Raffaella Giacomini

Research fellow

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.

Academic outputs

Journal article | Journal of Econometrics
We consider Bayesian estimation of state space models when the measurement density is not available but estimating equations for the parameters of the measurement density are available from moment conditions.
Cemmap Working Paper CWP18/17
Uncertainty about the choice of identifying assumptions is common in causal studies, but is often ignored in empirical practice. This paper considers uncertainty over models that impose different identifying assumptions, which, in general, leads to a mix of point- and set-identified models. We ...

Reports and comment

External publication
We propose a method for modifying a given density forecast in a way that incorporates the information contained in theory-based moment conditions.

Presentations