معرفی
Raffaella Giacomini is a Professor of Economics at the Department of Economics, University College London. Her research focuses on econometrics, applied macroeconomics, and forecasting methodologies. She holds a PhD from the University of California and has held academic positions at UCLA and Boston College, alongside non-academic roles at the Federal Reserve Bank of Chicago.
Her work emphasizes developing robust econometric methods for policy analysis and forecasting, particularly using survey data to study expectation formation. Giacomini is a Fellow of the Econometric Society and recipient of the 2024 Haavelmo Prize. She has secured grants from the European Research Council, National Science Foundation, and British Academy, and serves on editorial boards of top econometrics journals.
Recent research explores subjective shocks in impulse responses, inference under narrative restrictions, and microforecasting techniques. Her applied work includes analyzing inflation dynamics and yield curve behavior, with contributions to stress testing and model uncertainty quantification. Giacomini's methodologies address challenges in structural vector autoregression, Bayesian inference under set-identification, and heterogeneous agent models.
Her publications span journals like Econometrica, Journal of Econometrics, and Review of Economic Studies, with notable contributions to theory-coherent forecasting and robust Bayesian analysis. Current projects investigate inattention effects in expectation updates and tail behaviors in micropanels.
