Francesco Roccazzella : Citation Profile


Are you Francesco Roccazzella?

Université Catholique de Louvain

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H index

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i10 index

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Citations

RESEARCH PRODUCTION:

4

Papers

RESEARCH ACTIVITY:

   2 years (2019 - 2021). See details.
   Cites by year: 1
   Journals where Francesco Roccazzella has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 1 (25 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro1232
   Updated: 2022-01-15    RAS profile: 2021-06-23    
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Relations with other researchers


Works with:

Vrins, Frédéric (2)

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

Is cited by:

Shi, Zhentao (1)

Xie, Tian (1)

Su, Liangjun (1)

Vasnev, Andrey (1)

Cites to:

Smets, Frank (8)

Wouters, Raf (8)

Gertler, Mark (6)

Eichenbaum, Martin (6)

Galí, Jordi (6)

Vrins, Frédéric (6)

Pesaran, M (6)

Christiano, Lawrence (5)

Clarida, Richard (4)

Favero, Carlo (4)

Corsetti, Giancarlo (4)

Main data


Where Francesco Roccazzella has published?


Working Papers Series with more than one paper published# docs
LIDAM Discussion Papers LFIN / Universit catholique de Louvain, Louvain Finance (LFIN)3

Recent works citing Francesco Roccazzella (2021 and 2020)


YearTitle of citing document
2020High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477.

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2022Opening the black box – Quantile neural networks for loss given default prediction. (2022). Rosch, Daniel ; Nagl, Maximilian ; Kellner, Ralf. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002855.

Full description at Econpapers || Download paper

2020Too similar to combine? On negative weights in forecast combination. (2020). Vasnev, Andrey ; Wang, Wendun ; Radchenko, Peter. In: Working Papers. RePEc:syb:wpbsba:2123/22956.

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.
[Full Text][Citation analysis]
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2020Optimal and robust combination of forecasts via constrained optimization and shrinkage In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]
paper2
2020Meta-learning approaches for recovery rate prediction In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]
paper1
2021Fragmentation in the European Monetary Union: Is it really over? In: GRU Working Paper Series.
[Full Text][Citation analysis]
paper0

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