Publications

David Aikman, Rhys Bidder, Simon Lloyd, Giulia Mantoan, Simone Maso, Aditya Mori, Matthew Tong. Forecasting Macroeconomic Risks in the UK.

Giulia Mantoan, Ana Galvao, James Mitchell. Testing for Correct Specification of Path Density Forecasts.

Knut Are Aastveit, Saskia ter Ellen, Giulia Mantoan (2026). Quantile forecast combination: An application to forecasting US GDP growth. International Journal of Forecasting (forthcoming).

Preprint Code Journal

Samuel N. Cohen, Giulia Mantoan, Lars Nesheim, Áureo de Paula, Arthur Turrell, Lingyi Yang. Nowcasting using regression on signatures.

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

Giulia Mantoan. 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).