Overview
Antonello D'Agostino is a macroeconomist (European Stability Mechanism; formerly ECB, Central Bank of Ireland, and Federal Reserve Board) working on macroeconomic forecasting, structural change, and real-time data.
Key Contributions / Features
- Forecasting through structural change (D'Agostino-Gambetti-Giannone 2013): showed a time-varying-coefficients VAR with stochastic volatility forecasts US inflation better than fixed-coefficient VARs, time-varying ARs, and the random walk. Journal of Applied Econometrics 28(1): 82–101.
- Work on real-time forecast evaluation and the predictability of macroeconomic variables (D'Agostino-Giannone 2012).
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