Search Results for author: Raffaella Giacomini

Found 3 papers, 0 papers with code

Forecasted Treatment Effects

no code implementations11 Sep 2023 Irene Botosaru, Raffaella Giacomini, Martin Weidner

We consider estimation and inference of the effects of a policy in the absence of a control group.

Time Series

A Robust Method for Microforecasting and Estimation of Random Effects

no code implementations3 Aug 2023 Raffaella Giacomini, Sokbae Lee, Silvia Sarpietro

We propose a method for forecasting individual outcomes and estimating random effects in linear panel data models and value-added models when the panel has a short time dimension.

Time Series

Identification and Inference Under Narrative Restrictions

no code implementations12 Feb 2021 Raffaella Giacomini, Toru Kitagawa, Matthew Read

We consider structural vector autoregressions subject to 'narrative restrictions', which are inequality restrictions on functions of the structural shocks in specific periods.

valid

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