Alessia Paccagnini

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

Blackrock, Co. Dublin

Ireland

Australian National University (ANU) - Crawford School of Public Policy

ANU College of Asia and the Pacific

J.G. Crawford Building, #132, Lennox Crossing

Canberra, Australian Capital Territory 0200

Australia

SCHOLARLY PAPERS

13

DOWNLOADS

722

SSRN CITATIONS
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Top 35,903

in Total Papers Citations

4

CROSSREF CITATIONS

15

Scholarly Papers (13)

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 95 (296,139)

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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 91 (304,263)

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Oil prices, economic policy uncertainty, forecasting

3.

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 78 (334,220)

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

4.

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 Union - JRC-Ispra, European Commision, University College Dublin (UCD) - Michael Smurfit Graduate School of Business and University of Foggia
Downloads 71 (352,525)

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Bayesian estimation, Forecasting, Banking sector

5.

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 66 (366,572)
Citation 1

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DSGE Models, Misspecification, Estimation, Bayesian Estimation

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 63 (375,421)
Citation 6

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

7.

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 57 (394,356)
Citation 3

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

8.

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 52 (411,350)
Citation 3

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

9.

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 49 (422,051)

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

10.

Common Factors and the Dynamics of Cereal Prices. A Forecasting Perspective

CAMA Working Paper No. 47/2020
Number of pages: 21 Posted: 05 May 2020
Marek Kwas, Alessia Paccagnini and Michał Rubaszek
affiliation not provided to SSRN, University College Dublin (UCD) - Michael Smurfit Graduate School of Business and Warsaw School of Economics (SGH)
Downloads 47 (429,482)

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Cereal prices, Forecasting, Factor models, Autoregressive models

Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 391
Number of pages: 39 Posted: 26 Nov 2018
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 33 (500,873)

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

Limited Asset Market Participation and the Euro Area Crisis: An Empirical DSGE Model

Economic Inquiry, Vol. 57, Issue 3, pp. 1302-1323, 2019
Number of pages: 22 Posted: 22 May 2019
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)
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12.

Has the Credit Supply Shock Asymmetric Effects on Macroeconomic Variables?

Quaderni - Working Paper DSE N° 1140, 2019
Number of pages: 20 Posted: 31 Jan 2020
Valentina Colombo and Alessia Paccagnini
University of Padova - Department of Economics and Management and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 13 (607,650)
Citation 1

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Credit Supply Shock, Smooth Transition Var, Nonlinearities

13.

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 (663,362)
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Bayesian analysis, Dynamic stochastic general equilibrium model, Factor-Augmented Vector Autoregression, Model evaluation