Browsing Department of Economics (ECO) by Author "PACCAGNINI, Alessia"

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Title: On the Predictability of Time-Varying VAR and DSGE Models Author(s): BEKIROS, Stelios D.; PACCAGNINI, Alessia Date: 2012 Type of Publication: Article Abstract: Over the last few years, there has been a growing interest in DSGE modelling for predicting macroeconomic fluctuations and conducting quantitative policy analysis. Hybrid DSGE models have become popular for dealing with ...
Title: DGSE Model Evaluation and Hybrid Models: A Comparison Author(s): PACCAGNINI, Alessia Date: 2011-01-01 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: This paper discusses the estimation of Dynamic Stochastic General Equilibrium (DSGE) models using hybrid models. These econometric tools provide the combination of an atheoretical statistical representation and the theoretical ...
Title: Does Trade Foster Institutions? An Empirical Assessment Author(s): NICOLINI, Marcella; PACCAGNINI, Alessia Date: 2011 Type of Publication: Article Abstract: The relationship between trade and institutions has been extensively debated by trade economists and political scientists. The aim of the present paper is to provide some empirical evidence on the causal relationship between ...

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