Publications

Knut Are Aastveit, Saskia ter Ellen, Giulia Mantoan (2024). Quantile combination: An application to US GDP growth forecasts.

Simon Lloyd, Giulia Mantoan, Ed Manuel (2023). When Growth-at-Risk Hits the Fan: Comparing Quantile-Regression Predictive Densities with Committee Fan Charts.

Samuel Cohen, Silvia Lui, Giulia Mantoan, Lars Nesheim, Aureo de Paula, Lingyi Yang (2022). Nowcasting with Signature Methods.

Giulia Mantoan, Ana Galvao, James Mitchell (2019). Are Central Banks' Fancharts Reliable? On Calibration of Density Path Forecasts.

Giulia Mantoan (2018). Optimal Pooling and Finite Mixture Distribution: a Comparison between Approaches to Density Forecast Combination.

Giulia Mantoan, Roberto Casarin, Francesco Ravazzolo (2016). Bayesian Calibration of Generalized Pools of Predictive Distributions. Econometrics(4).