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Researchers at UCD

Alessia Paccagnini

Lecturer/Assistant Professor

School Of Economics

Tel:
Email: alessia.paccagnini@ucd.ie

Biography

For more information, see my website:
https://sites.google.com/site/alessiapaccagnini/ 

Publications

     

Peer Reviewed Journals

Marcella Nicolini, Alessia Paccagnini (2011) 'DOES TRADE FOSTER INSTITUTIONS? AN EMPIRICAL ASSESSMENT'. Review of Economics and Institutions, . Link to full text [Details]
Stelios Bekiros, Alessia Paccagnini (2013) 'ON THE PREDICTABILITY OF TIME-VARYING VAR AND DSGE MODELS'. Empirical Economics, . Link to full text [Details]
Stelios Bekiros, Roberta Cardani, Alessia Paccagnini, Stefania Villa (2015) 'DEALING WITH FINANCIAL INSTABILITY UNDER A DSGE MODELING APPROACH WITH BANKING INTERMEDIATION: A PREDICTABILITY ANALYSIS VERSUS TVP-VARs'. Journal of Financial Stability, . Link to full text [Details]
Stelios Bekiros; Alessia Paccagnini (2015) 'POLICY-ORIENTED MACROECONOMIC ANALYSIS AND FORECASTING WITH DSGE AND SVAR MODELS'. Journal of Forecasting, . [Details]
Alice Albonico, Alessia Paccagnini, Patrizio Tirelli (2016) 'IN SEARCH of the EURO-AREA FISCAL STANCE'. Journal of Empirical Finance, . [Details]
Agostino Consolo, Carlo A. Favero, Alessia Paccagnini (2009) 'ON THE STATISTICAL IDENTIFICATION OF DSGE MODELS'. Journal of Econometrics, . Link to full text [Details]
Stelios Bekiros, Alessia Paccagnini (2014) 'ESTIMATING POINT AND DENSITY FORECASTS FOR THE US ECONOMY WITH A FACTOR-AUGMENTED VECTOR AUTOREGRESSIVE DSGE MODEL'. Studies in Nonlinear Dynamics and Econometrics, . Link to full text [Details]
Stelios Bekiros, Alessia Paccagnini (2014) 'BAYESIAN FORECASTING WITH A SMALL and MEDIUM SCALE FACTOR-AUGMENTED VECTOR AUTOREGRESSIVE DSGE MODEL'. Computational Statistics and Data Analysis, . Link to full text [Details]
Stelios Bekiros, Rangan Gupta, Alessia Paccagnini (2015) 'OIL PRICE FORECASTABILITY and ECONOMIC UNCERTAINTY'. Economics Letters, . Link to full text [Details]
Alessia Paccagnini (2015) 'THE MACROECONOMIC DETERMINANTS OF THE US TERM-STRUCTURE DURING THE GREAT MODERATION'. Economic Modelling, . Link to full text [Details]
Stelios Bekiros, Alessia Paccagnini (2015) 'MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TV-VARs'. MACROECONOMIC DYNAMICS, . Link to full text [Details]
Rangan Gupta, Patrick T. Kanda, Mampho P. Modise, Alessia Paccagnini (2015) 'DSGE MODEL-BASED FORECASTING OF MODELED and NON-MODELED INFLATION VARIABLES in SOUTH AFRICA'. Applied Financial Economics, . Link to full text [Details]

Other Journals

Marcella Nicolini, Alessia Paccagnini (2011) 'DOES TRADE FOSTER INSTITUTIONS? AN EMPIRICAL ASSESSMENT' Review of Economics and Institutions . Link to full text [Details]

Conference Publications

Alessia Paccagnini (2009) ASSESSING THE POTENTIAL OF DSGE MODEL EVALUATION IN A BAYESIAN FRAMEWORK SMYE 2009 [Details]
                                                                                         

Research

Research Interests

Econometrics, Macroeconomics, Macroeconometrics, Time-Series, Bayesian Econometrics, Applied Macroeconomics
   

Current Postgraduate Students

Bahar Sungurtekin Hallam, Undeclared   -   Thesis Supervisor