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Dr Gianna Boero

Recent Publications and Working Papers
  • G. Boero, J. Smith and K. F. Wallis, 2011. Scoring rules and survey density forecasts International Journal of Forecasting, 27, 379-393.

  • G. Boero, P. Silvapulle and A. Tursunalieva, 2010. Modelling the Bivariate Dependence Structure of Exchange Rates Before and After the Introduction of the Euro: a Semi-Parametric Approach. International Journal of Finance and Economics, November, Paper (PDF) 

  • G. Boero, J. Smith and K. F. Wallis, 2008. Modelling UK inflation uncertainty, 1958-2006. In Volatility and Time Series Econometrics: Essays in Honour of Robert F. Engle (M. Watson, T. Bollerslev and J. Russell, eds). Oxford: Oxford University Press, forthcoming. Paper (PDF)

  • G. Boero, J. Smith and K. F. Wallis, 2008. Evaluating a three-dimensional panel of point forecasts: the Bank of England Survey of External Forecasters International Journal of Forecasting, No. 24, pp. 254-367. Paper (PDF)

  • G. Boero, J. Smith and K. F. Wallis, 2008. Here is the news: forecast revisions in the Bank of England Survey of External Forecasters, National Institute Economic Review, No.203, pp. 68-77. Article (PDF)

  • G. Boero, J. Smith and K. F. Wallis, 2008, Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters, Economic Journal, 118 (July), pp. 1107-1127. Paper (PDF)

  • G. Boero, J. Smith and K. F. Wallis, 2004, Decompositions of Pearson's Chi-Squared Test, Journal of Econometrics, 123, pp. 189-193. Article (PDF)

  • G. Boero, J. Smith and K. F. Wallis, 2004, The sensitivity of chi-squared goodness-of-fit tests to the partitioning of data, Econometric Reviews, 23 , 341-370. Article (PDF)

  • G. Boero and E. Marrocu, 2004, The Performance of SETAR Models: a Regime Conditional Evaluation of Point, Interval and Density Forecasts, International Journal of Forecasting, Vol. 20, pp. 305-320. Article (PDF)

  • G. Boero, A. McKnight, R. A. Naylor and J. Smith, 2004, ‘Graduates and the graduate labour market: evidence from the UK and Italy’ in D. Checchi and C. Lucifora (eds.) Education, Training and Labour Market Outcomes in Europe, Palgrave Macmillan.

  • G. Boero and E. Marrocu, 2002, The Performance of Non-linear Exchange Rate Models: a Forecasting Comparison, Journal of Forecasting, Vol. 21, pp. 513-542. Article (PDF)
  • G. Boero and C. Torricelli, 2002, The information in the term structure of German interest rates, The European Journal of Finance, Vol. 8, no. 1, pp. 21-45. Article (PDF)