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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. She works at the Centre for Microdata Methods and Practice (cemmap).

Academic outputs

Cemmap Working Paper CWP09/22
We compare two approaches to using information about the signs of structural shocks at specific dates within a structural vector autoregression (SVAR): imposing ‘narrative restrictions’ (NR) on the shock signs in an otherwise set-identified SVAR; and casting the information about the shock ...
Cemmap Working Paper CWP33/20
Uncertainty about the choice of identifying assumptions is common in causal studies, but is often ignored in empirical practice.

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.