Alessia Paccagnini

University College Dublin (UCD) - Michael Smurfit Graduate School of Business

Blackrock, Co. Dublin

Ireland

SCHOLARLY PAPERS

10

DOWNLOADS

490

CITATIONS

1

Scholarly Papers (10)

1.

Policy-Oriented Macroeconomic Forecasting With Hybrid DSGE and Time-Varying Parameter VAR Models

University of Milan Bicocca Department of Economics, Management, and Statistics Working Paper No. 236
Number of pages: 26 Posted: 02 Jul 2013
Stelios Bekiros and Alessia Paccagnini
European University Institute - Economics Department (ECO) and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 68 (263,201)

Abstract:

Loading...

model validation, forecasting, Factor Augmented DSGE, time-varying parameter VAR, DGSE-VAR, Bayesian analysis

2.

Oil Price Forecastability and Economic Uncertainty

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 298
Number of pages: 12 Posted: 06 Apr 2015
Stelios Bekiros, Rangan Gupta and Alessia Paccagnini
European University Institute - Economics Department (ECO), University of Pretoria - Department of Economics and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 55 (269,175)

Abstract:

Loading...

Oil prices, economic policy uncertainty, forecasting

3.

Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 292
Number of pages: 44 Posted: 11 Feb 2015
Roberta Cardani, Alessia Paccagnini and Stefania Villa
European Commission Joint Research Center - JRC-Ispra, European Commision, University College Dublin (UCD) - Michael Smurfit Graduate School of Business and University of Foggia
Downloads 30 (323,022)

Abstract:

Loading...

Bayesian estimation, Forecasting, Banking sector

4.

DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 259
Number of pages: 20 Posted: 04 Dec 2013
Rangan Gupta, Patrick Kanda, Mampho Modise and Alessia Paccagnini
University of Pretoria - Department of Economics, affiliation not provided to SSRN, University of Pretoria - Department of Economics and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 29 (355,658)

Abstract:

Loading...

DSGE model, inflation, core variables, non-core variables

5.

The Macroeconomic Determinants of the US Term-Structure during the Great Moderation

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 274
Number of pages: 27 Posted: 11 Jun 2014
Alessia Paccagnini
University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 25 (375,871)

Abstract:

Loading...

term structure of interest rates, yield curve, VAR, Factor Model

6.

Estimating a DSGE Model with Limited Asset Market Participation for the Euro Area

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 286
Number of pages: 48 Posted: 20 Nov 2014
Alice Albonico, Alessia Paccagnini and Patrizio Tirelli
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University College Dublin (UCD) - Michael Smurfit Graduate School of Business and Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS)
Downloads 17 (372,335)

Abstract:

Loading...

DSGE, Limited Asset Market Participation, Bayesian Estimation, Euro Area, Business Cycle

7.

On the Statistical Identification of DSGE Models

CEPR Discussion Paper No. DP7176
Number of pages: 46 Posted: 18 Feb 2009
Agostino Consolo, Carlo A. Favero and Alessia Paccagnini
Bocconi University, Bocconi University - Department of Finance and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 5 (541,313)
Citation 1
  • Add to Cart

Abstract:

Loading...

Bayesian analysis, Dynamic stochastic general equilibrium model, Factor-Augmented Vector Autoregression, Model evaluation

8.

Dealing with Misspecification in DSGE Models: A Survey

Number of pages: 41 Posted: 11 Dec 2017
Alessia Paccagnini
University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 0 (464,162)

Abstract:

Loading...

DSGE Models, Misspecification, Estimation, Bayesian Estimation

9.

PIIGS in the Euro Area. An Empirical DSGE Model

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 331
Number of pages: 54 Posted: 12 Mar 2016
Alice Albonico, Alessia Paccagnini and Patrizio Tirelli
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University College Dublin (UCD) - Michael Smurfit Graduate School of Business and Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS)
Downloads 0 (299,969)

Abstract:

Loading...

PIIGS, Euro crisis, two-country DSGE, Bayesian estimation

10.

In Search of the Euro Area Fiscal Stance

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 324
Number of pages: 47 Posted: 01 Feb 2016
Alice Albonico, Alessia Paccagnini and Patrizio Tirelli
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University College Dublin (UCD) - Michael Smurfit Graduate School of Business and Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS)
Downloads 0 (337,489)

Abstract:

Loading...

DSGE, Limited Asset Market Participation, Bayesian Estimation, Euro Area, Business Cycle, Monetary Policy, Fiscal Policy