Navigation

Researchers at UCD

Alessia Paccagnini

Lecturer/Assistant Professor

School Of Business
Blackrock East/West Hall
Carysfort Avenue, Blackrock
Co. Dublin

Tel: +353 1 7168065
Email: alessia.paccagnini@ucd.ie

Biography

Dr. Alessia Paccagnini is currently permanent Lecturer/Assistant Professor at the at the University College Dublin School of Business. Previously, she was Lecturer at the School of Economics at the University College Dublin, Assistant Professor at the University of Milan - Bicocca and Max Weber Fellow at the European University Institute She earned her Ph.D. in Economics and Econometrics from Bocconi University.

During her career, she has been research visitor at the European Central Bank, University of Pennsylvania, Universitat Pompeu Fabra, Bank of England, National Bank of Poland, and visiting professor at IMT Lucca. Her research includes Time Series Analysis, Forecasting, Factor Models, Classical and Bayesian Econometrics, Applied Macroeconomics, DSGE Model Estimation, and Monetary Policy.  Her work has been published in international prestigious journals such as Journal of Econometrics, Macroeconomic Dynamics, Computational Statistics and Data Analysis, Economics Letters, Journal of Forecasting, Journal of Empirical Finance, Journal of Economics Dynamics and Control, and Journal of Financial Stability among others.

 

Dr. Alessia Paccagnini has taught a variety of courses in Econometrics, Applied Econometrics, Financial Econometrics, and Macroeconomics to both undergraduate and postgraduate students at Bocconi University, Catholic University in Milan, University of Varese - Insubria, University of Milan - Bicocca, IMT Lucca, and University College Dublin. She currently teaches Financial Econometrics for Master student at Smurfit Business Graduate School and Econometrics of Financial Markets for bachelor students in Economics & Finance.




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 (2016) '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 (2016) '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