Francesco Roccazzella : Citation Profile


Are you Francesco Roccazzella?

Université Catholique de Louvain

2

H index

0

i10 index

14

Citations

RESEARCH PRODUCTION:

4

Articles

7

Papers

RESEARCH ACTIVITY:

   3 years (2019 - 2022). See details.
   Cites by year: 4
   Journals where Francesco Roccazzella has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 3 (17.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro1232
   Updated: 2024-01-16    RAS profile: 2022-08-30    
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Relations with other researchers


Works with:

Vrins, Frédéric (6)

Candelon, Bertrand (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Francesco Roccazzella.

Is cited by:

Vasnev, Andrey (6)

Candelon, Bertrand (3)

Xie, Tian (1)

Shi, Zhentao (1)

Su, Liangjun (1)

Cites to:

Smets, Frank (8)

Wouters, Raf (8)

Vrins, Frédéric (7)

Gertler, Mark (6)

Christiano, Lawrence (6)

Galí, Jordi (6)

Eichenbaum, Martin (6)

bloom, nicholas (6)

Baker, Scott (5)

Davis, Steven (5)

Clarida, Richard (4)

Main data


Where Francesco Roccazzella has published?


Journals with more than one article published# docs
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
LIDAM Discussion Papers LFIN / Université catholique de Louvain, Louvain Finance (LFIN)4
LIDAM Reprints LFIN / Université catholique de Louvain, Louvain Finance (LFIN)2

Recent works citing Francesco Roccazzella (2024 and 2023)


YearTitle of citing document
2023Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318.

Full description at Econpapers || Download paper

2023Measuring sovereign bond fragmentation in the Eurozone. (2023). Iacopini, Matteo ; Costola, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005323.

Full description at Econpapers || Download paper

2023Too similar to combine? On negative weights in forecast combination. (2023). Wang, Wendun ; Vasnev, Andrey L ; Radchenko, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:18-38.

Full description at Econpapers || Download paper

Works by Francesco Roccazzella:


YearTitleTypeCited
2019Credit market frictions and rational agents myopia: Modeling financial frictions and shock to expectations in a DSGE setting estimated on Slovenian data In: LIDAM Discussion Papers LFIN.
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2020Optimal and robust combination of forecasts via constrained optimization and shrinkage In: LIDAM Discussion Papers LFIN.
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paper7
2021Optimal and robust combination of forecasts via constrained optimization and shrinkage.(2021) In: LIDAM Reprints LFIN.
[Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2022Optimal and robust combination of forecasts via constrained optimization and shrinkage.(2022) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2020Meta-learning approaches for recovery rate prediction In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]
paper2
2022Meta-Learning Approaches for Recovery Rate Prediction.(2022) In: Risks.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2021Fragmentation in the European Monetary Union: Is it really over? In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]
paper2
2022Fragmentation in the European Monetary Union: Is it really over?.(2022) In: LIDAM Reprints LFIN.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2021Fragmentation in the European Monetary Union: Is it really over?.(2021) In: GRU Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2022Fragmentation in the European Monetary Union: Is it really over?.(2022) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2022Correction to: Optimal and robust combination of forecasts via constrained optimization and shrinkage In: International Journal of Forecasting.
[Full Text][Citation analysis]
article3

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