Francesco Ravazzolo : Citation Profile

Are you Francesco Ravazzolo?

Libera Università di Bolzano / Freie Universität Bozen

22

H index

39

i10 index

1598

Citations

RESEARCH PRODUCTION:

40

Articles

126

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2006 - 2023). See details.
   Cites by year: 94
   Journals where Francesco Ravazzolo has often published
   Relations with other researchers
   Recent citing documents: 183.    Total self citations: 100 (5.89 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra286
   Updated: 2024-12-03    RAS profile: 2023-03-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Rossini, Luca (8)

Casarin, Roberto (8)

Vespignani, Joaquin (6)

Lorusso, Marco (5)

Caporin, Massimiliano (4)

GUPTA, RANGAN (3)

Gianfreda, Angelica (3)

van Dijk, Herman (2)

Asimakopoulos, Stylianos (2)

Bjørnland, Hilde (2)

Violante, Francesco (2)

Foroni, Claudia (2)

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

Is cited by:

van Dijk, Herman (55)

Rossi, Barbara (48)

Aastveit, Knut Are (41)

Casarin, Roberto (35)

GUPTA, RANGAN (31)

Koop, Gary (31)

Mitchell, James (30)

Cross, Jamie (28)

Maheu, John (28)

Vahey, Shaun (27)

Huber, Florian (26)

Cites to:

van Dijk, Herman (103)

Watson, Mark (69)

Mitchell, James (66)

Casarin, Roberto (62)

Koop, Gary (54)

Diebold, Francis (50)

Clark, Todd (48)

Korobilis, Dimitris (44)

Billio, Monica (43)

amisano, gianni (43)

Timmermann, Allan (41)

Main data

Where Francesco Ravazzolo has published?

Journals with more than one article published# docs
International Journal of Forecasting5
Journal of Business & Economic Statistics5
Journal of Applied Econometrics2
Studies in Nonlinear Dynamics & Econometrics2
The Quarterly Review of Economics and Finance2
Journal of Empirical Finance2
JRFM2
Econometrics2
Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School20
Tinbergen Institute Discussion Papers / Tinbergen Institute16
BEMPS - Bozen Economics & Management Paper Series / Faculty of Economics and Management at the Free University of Bozen7
Working Papers / Department of Economics, University of Venice "Ca' Foscari"6
Papers / arXiv.org5
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute4
Working Papers / University of Tasmania, Tasmanian School of Business and Economics3
Working Paper Series / European Central Bank2
Working Paper series / Rimini Centre for Economic Analysis2
Working Papers (Old Series) / Federal Reserve Bank of Cleveland2
Globalization Institute Working Papers / Federal Reserve Bank of Dallas2

Recent works citing Francesco Ravazzolo (2024 and 2023)

YearTitle of citing document
2023Hybridising Neurofuzzy Model the Seasonal Autoregressive Models for Electricity Price Forecasting on Germany’s Spot Market. (2023). Bag, Raul Cristian ; Ben-Amor, Souhir ; Balasoiu, Narciz ; Paraschiv, Dorel Mihai. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:25:y:2023:i:63:p:463.

Full description at Econpapers || Download paper

2023Fiscal Rules, Independent Fiscal Institutions, and Sovereign Risk. (2023). Sprincean, Nicu ; Georgescu, George ; Capraru, Bogdan. In: Working Papers of Romania Fiscal Council. RePEc:ane:wpcfro:230201.

Full description at Econpapers || Download paper

2023Dynamic Adaptive Mixture Models. (2016). Catania, Leopoldo. In: Papers. RePEc:arx:papers:1603.01308.

Full description at Econpapers || Download paper

2023Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

Full description at Econpapers || Download paper

2023Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577.

Full description at Econpapers || Download paper

2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121.

Full description at Econpapers || Download paper

2023Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362.

Full description at Econpapers || Download paper

2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

Full description at Econpapers || Download paper

2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

Full description at Econpapers || Download paper

2023Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651.

Full description at Econpapers || Download paper

2023Structured Multifractal Scaling of the Principal Cryptocurrencies: Examination using a Self-Explainable Machine Learning. (2023). Saadaoui, Foued. In: Papers. RePEc:arx:papers:2304.08440.

Full description at Econpapers || Download paper

2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

Full description at Econpapers || Download paper

2023Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis. (2023). Chernis, Tony. In: Staff Working Papers. RePEc:bca:bocawp:23-45.

Full description at Econpapers || Download paper

2023Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models. (2023). Gaglianone, Wagner ; Moreira, Marta Baltar. In: Working Papers Series. RePEc:bcb:wpaper:574.

Full description at Econpapers || Download paper

2023Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1425_23.

Full description at Econpapers || Download paper

2023The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13.

Full description at Econpapers || Download paper

2023Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets. (2023). Yoon, Seongmin ; Vo, Xuan Vinh ; Jiang, Zhuhua ; Mensi, Walid. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:4:p:597-615.

Full description at Econpapers || Download paper

2024Predictive model averaging with parameter instability and heteroskedasticity. (2024). Yin, Anwen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:418-442.

Full description at Econpapers || Download paper

2023Norges Bank Output Gap Estimates: Forecasting Properties, Reliability, Cyclical Sensitivity and Hysteresis. (2023). Furlanetto, Francesco ; Robstad, Orjan ; Hansen, Frank ; Hagelund, Kre. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:238-267.

Full description at Econpapers || Download paper

2023The impact of financial shocks on the forecast distribution of output and inflation. (2023). Sala, Luca ; Maffei-Faccioli, Nicolo ; Gambetti, Luca ; Forni, Mario. In: Working Paper. RePEc:bno:worpap:2023_3.

Full description at Econpapers || Download paper

2023A Bayesian DSGE Approach to Modelling Cryptocurrency. (2023). Lorusso, Marco ; Asimakopoulos, Stylianos ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0120.

Full description at Econpapers || Download paper

2024A Dynamic Latent-Space Model for Asset Clustering. (2024). Antonio, Peruzzi ; Roberto, Casarin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:379-402:n:9.

Full description at Econpapers || Download paper

2023Professional Survey Forecasts and Expectations in DSGE Models. (2023). Slobodyan, Sergey ; Rychalovska, Yuliya ; Wouters, Rafael. In: CERGE-EI Working Papers. RePEc:cer:papers:wp766.

Full description at Econpapers || Download paper

2023Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269.

Full description at Econpapers || Download paper

2023Drivers of Large Recessions and Monetary Policy Responses. (2023). Villa, Stefania ; Melina, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10590.

Full description at Econpapers || Download paper

2023Macroeconomic Expectations and State-Dependent Factor Returns. (2023). Neuenkirch, Matthias ; Haase, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10720.

Full description at Econpapers || Download paper

2023Bootstrap Performance with Heteroskedasticity.. (2023). Monticini, Andrea ; Davidson, Russell. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def130.

Full description at Econpapers || Download paper

2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

Full description at Econpapers || Download paper

2023Multivariate probabilistic forecasting of intraday electricity prices using normalizing flows. (2023). Dahmen, Manuel ; Mitsos, Alexander ; Witthaut, Dirk ; Cramer, Eike. In: Applied Energy. RePEc:eee:appene:v:346:y:2023:i:c:s0306261923007341.

Full description at Econpapers || Download paper

2024Electricity market price forecasting using ELM and Bootstrap analysis: A case study of the German and Finnish Day-Ahead markets. (2024). Georghiou, George E ; Kyprianou, Andreas ; Loizidis, Stylianos. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004410.

Full description at Econpapers || Download paper

2023Volatility and dark trading: Evidence from the Covid-19 pandemic. (2023). Rzayev, Khaladdin ; Ibikunle, Gbenga. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922001111.

Full description at Econpapers || Download paper

2023A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model. (2023). Ge, Shuyi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002688.

Full description at Econpapers || Download paper

2023Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x.

Full description at Econpapers || Download paper

2023Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972.

Full description at Econpapers || Download paper

2023How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach. (2023). Chang, Tsangyao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000025.

Full description at Econpapers || Download paper

2024Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111.

Full description at Econpapers || Download paper

2023Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446.

Full description at Econpapers || Download paper

2023Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607.

Full description at Econpapers || Download paper

2023On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates. (2023). Zhang, Boyuan ; Shin, Minchul ; Diebold, Francis X. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622001464.

Full description at Econpapers || Download paper

2023A flexible predictive density combination for large financial data sets in regular and crisis periods. (2023). Casarin, Roberto ; Grassi, Stefano ; van Dijk, Herman K ; Ravazzolo, Francesco. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002093.

Full description at Econpapers || Download paper

2024An identification and testing strategy for proxy-SVARs with weak proxies. (2024). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003202.

Full description at Econpapers || Download paper

2024Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective. (2024). Zhu, Ziwei ; An, Ran ; Wang, Weichen. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003494.

Full description at Econpapers || Download paper

2024Industrial Connectedness and Business Cycle Comovements. (2024). Owyang, Michael ; Guisinger, Amy ; Soques, Daniel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:132-149.

Full description at Econpapers || Download paper

2023The macroeconomic effects of uncertainty and risk aversion shocks. (2023). Berthold, Brendan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000715.

Full description at Econpapers || Download paper

2024Combining probabilistic forecasts of intermittent demand. (2024). Petropoulos, Fotios ; Kang, Yanfei ; Wang, Shengjie. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048.

Full description at Econpapers || Download paper

2023Term premia and short rate expectations in the euro area. (2023). Berardi, Andrea. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000919.

Full description at Econpapers || Download paper

2023Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540.

Full description at Econpapers || Download paper

2023Energy market reforms in China and the time-varying connectedness of domestic and international markets. (2023). Zhang, Dayong ; Ji, Qiang ; Wu, Fei ; Wang, Tiantian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006247.

Full description at Econpapers || Download paper

2023Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models. (2023). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004620.

Full description at Econpapers || Download paper

2023Nowcasting industrial production using linear and non-linear models of electricity demand. (2023). Galdi, Giulio ; Casarin, Roberto ; Ravazzolo, Francesco ; Fezzi, Carlo ; Ferrari, Davide. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005042.

Full description at Econpapers || Download paper

2024Energy price bubbles and extreme price movements: Evidence from Chinas coal market. (2024). Dickinson, David ; Wu, Fei ; Wang, Tiantian ; Zhao, Wanli. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300751x.

Full description at Econpapers || Download paper

2024The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Muhammadullah, Sara ; Khan, Faridoon ; Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

Full description at Econpapers || Download paper

2024Financing sustainable energy transition with algorithmic energy tokens. (2024). Romagnoli, Silvia ; Zadeh, Omid Razavi. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001282.

Full description at Econpapers || Download paper

2024Wholesale electricity price forecasting by Quantile Regression and Kalman Filter method. (2024). Movahedi, Akram ; Amiri, Hossein ; Monjazeb, Mohammad Reza. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223033194.

Full description at Econpapers || Download paper

2023The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation. (2023). Pacelli, Vincenzo ; Foglia, Matteo ; di Tommaso, Caterina. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000947.

Full description at Econpapers || Download paper

2023Does sentiment affect stock returns? A meta-analysis across survey-based measures. (2023). Badura, Ondej ; Bajzik, Josef ; Gric, Zuzana. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002892.

Full description at Econpapers || Download paper

2023Measuring financial contagion: Dealing with the volatility Bias in the correlation dynamics. (2023). Tsafack, Georges ; Starkey, Christopher Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003794.

Full description at Econpapers || Download paper

2024Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods. (2024). Yuan, Kunpeng ; Hajek, Petr ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005719.

Full description at Econpapers || Download paper

2023Herding behavior in exploring the predictability of price clustering in cryptocurrency market. (2023). Masmoudi, Afif ; Hachicha, Fatma ; Obeid, Hassan ; Abid, Ilyes. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005500.

Full description at Econpapers || Download paper

2023What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037.

Full description at Econpapers || Download paper

2024The impact of COVID-19 on sovereign contagion. (2024). Moratis, Georgios ; Drakos, Anastasios. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300089x.

Full description at Econpapers || Download paper

2024Temporal networks and financial contagion. (2024). Nocciola, Luca ; Vouldis, Angelos ; Franch, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093.

Full description at Econpapers || Download paper

2023Data-based priors for vector error correction models. (2023). Pruser, Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:209-227.

Full description at Econpapers || Download paper

2023Does the Phillips curve help to forecast euro area inflation?. (2023). Bobeica, Elena ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390.

Full description at Econpapers || Download paper

2023The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539.

Full description at Econpapers || Download paper

2023Forecasting electricity prices with expert, linear, and nonlinear models. (2023). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:570-586.

Full description at Econpapers || Download paper

2023Empirically-transformed linear opinion pools. (2023). Vahey, Shaun P ; Henckel, Timo ; Garratt, Anthony. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:736-753.

Full description at Econpapers || Download paper

2023Nowcasting food inflation with a massive amount of online prices. (2023). Szafranek, Karol ; Stelmasiak, Damian ; Macias, Pawe. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:809-826.

Full description at Econpapers || Download paper

2023Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx. (2023). Weron, Rafał ; Dubrawski, Artur ; Marcjasz, Grzegorz ; Challu, Cristian ; Olivares, Kin G. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:884-900.

Full description at Econpapers || Download paper

2023Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921.

Full description at Econpapers || Download paper

2023Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models. (2023). Meng, Xiaochun ; Han, Yang ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1078-1096.

Full description at Econpapers || Download paper

2023Penalized estimation of panel vector autoregressive models: A panel LASSO approach. (2023). Camehl, Annika. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1185-1204.

Full description at Econpapers || Download paper

2023Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302.

Full description at Econpapers || Download paper

2023Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547.

Full description at Econpapers || Download paper

2023Testing big data in a big crisis: Nowcasting under Covid-19. (2023). Ratto, Marco ; Pericoli, Filippo Maria ; Barbaglia, Luca ; Pezzoli, Luca Tiozzo ; Onorante, Luca ; Frattarolo, Lorenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1548-1563.

Full description at Econpapers || Download paper

2023Real-time density nowcasts of US inflation: A model combination approach. (2023). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1736-1760.

Full description at Econpapers || Download paper

2023Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2023). Čapek, Jan ; Reichel, Vlastimil ; Hauzenberger, Niko ; Cuaresma, Jesus Crespo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1820-1838.

Full description at Econpapers || Download paper

2023Dynamic linear models with adaptive discounting. (2023). Pavlidis, Efthymios G ; Yusupova, Alisa. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1925-1944.

Full description at Econpapers || Download paper

2024Accelerating peak dating in a dynamic factor Markov-switching model. (2024). van Dijk, Dick ; van Os, Bram. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:313-323.

Full description at Econpapers || Download paper

2024Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

Full description at Econpapers || Download paper

2023Breakup and default risks in the great lockdown. (2023). Consiglio, Andrea ; Borri, Nicola ; Bonaccolto, Giovanni. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426621002600.

Full description at Econpapers || Download paper

2023Interbank market structure, bank conduct, and performance: Evidence from the UK. (2023). James, Gregory A ; Lartey, Theophilus ; Boateng, Agyenim ; Danso, Albert. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:210:y:2023:i:c:p:1-25.

Full description at Econpapers || Download paper

2023Currency exchange rate predictability: The new power of Bitcoin prices. (2023). Zhang, Zhengjun ; Feng, Wenjun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:132:y:2023:i:c:s0261560623000128.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Francesco Ravazzolo:

YearTitleTypeCited
2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article0
2018A scoring rule for factor and autoregressive models under misspecification.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2013Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox In: CREATES Research Papers.
[Full Text][Citation analysis]		paper19
2014Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox.(2014) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2015Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox.(2015) In: Journal of Statistical Software.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2015Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox.(2015) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2013Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2017The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2019The bank-sovereign nexus: Evidence from a non-bailout episode.(2019) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2019Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration In: Papers.
[Full Text][Citation analysis]		paper34
2018Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2020Comparing the forecasting performances of linear models for electricity prices with high RES penetration.(2020) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		article
2020Proper scoring rules for evaluating asymmetry in density forecasting In: Papers.
[Full Text][Citation analysis]		paper0
2020Proper scoring rules for evaluating asymmetry in density forecasting.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2022Are low frequency macroeconomic variables important for high frequency electricity prices? In: Papers.
[Full Text][Citation analysis]		paper6
2023Forecasting financial markets with semantic network analysis in the COVID-19 crisis In: Papers.
[Full Text][Citation analysis]		paper3
2021Forecasting financial markets with semantic network analysis in the COVID—19 crisis.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2023Forecasting consumer confidence through semantic network analysis of online news In: Papers.
[Full Text][Citation analysis]		paper0
2017Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns In: Staff Working Papers.
[Full Text][Citation analysis]		paper8
2018Assessing the predictive ability of sovereign default risk on exchange rate returns.(2018) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2008The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts In: Working Paper.
[Full Text][Citation analysis]		paper1
2008Combining inflation density forecasts In: Working Paper.
[Full Text][Citation analysis]		paper86
2010Combining inflation density forecasts.(2010) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		article
2009Forecast accuracy and economic gains from Bayesian model averaging using time varying weight In: Working Paper.
[Full Text][Citation analysis]		paper36
2010Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights.(2010) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		article
2009Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights.(2009) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2009Macro modelling with many models In: Working Paper.
[Full Text][Citation analysis]		paper16
2009Real-Time Inflation Forecasting in a Changing World In: Working Paper.
[Full Text][Citation analysis]		paper123
2009Real-time inflation forecasting in a changing world.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 123		paper
2013Real-Time Inflation Forecasting in a Changing World.(2013) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 123		article
2010Term structure forecasting using macro factors and forecast combination In: Working Paper.
[Full Text][Citation analysis]		paper19
2010Term structure forecasting using macro factors and forecast combination.(2010) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2010Forecast densities for economic aggregates from disaggregate ensembles In: Working Paper.
[Full Text][Citation analysis]		paper32
2014Forecast densities for economic aggregates from disaggregate ensembles.(2014) In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
2010Forecast Densities for Economic Aggregates from Disaggregate Ensembles.(2010) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2010Why do people give less weight to advice the further it is from their initial opinion? In: Working Paper.
[Full Text][Citation analysis]		paper0
2010Oil and US GDP: A real-time out-of-sample examination In: Working Paper.
[Full Text][Citation analysis]		paper55
2011Oil and US GDP: A Real-Time out-of Sample Examination.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2013Oil and U.S. GDP: A Real-Time Out-of-Sample Examination.(2013) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		article
2010Combining predictive densities using Bayesian filtering with applications to US economics data In: Working Paper.
[Full Text][Citation analysis]		paper11
2011Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data.(2011) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2012Combining predictive densities using Bayesian filtering with applications to US economic data.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2011Forecasting macroeconomic variables using disaggregate survey data In: Working Paper.
[Full Text][Citation analysis]		paper34
2014Forecasting macroeconomic variables using disaggregate survey data.(2014) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		article
2011Forecasting the intraday market price of money In: Working Paper.
[Full Text][Citation analysis]		paper35
2014Forecasting the intraday market price of money.(2014) In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2014Forecasting the intraday market price of money.(2014) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		article
2011Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns In: Working Paper.
[Full Text][Citation analysis]		paper0
2011Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate. Evidence from Multi-Factor Asset Pricing Models of REIT Returns.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2012Combination schemes for turning point predictions In: Working Paper.
[Full Text][Citation analysis]		paper28
2012Combination schemes for turning point predictions.(2012) In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
2011Combination Schemes for Turning Point Predictions.(2011) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2012Combination schemes for turning point predictions.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2012Measuring sovereign contagion in Europe In: Working Paper.
[Full Text][Citation analysis]		paper216
2012Measuring Sovereign Contagion in Europe.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 216		paper
2018Measuring sovereign contagion in Europe.(2018) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 216		article
2013Measuring Sovereign Contagion in Europe.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 216		paper
2015Measuring sovereign contagion in Europe.(2015) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 216		paper
2012The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility In: Working Paper.
[Full Text][Citation analysis]		paper11
2012The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility.(2012) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2012Oil price density forecasts: exploring the linkages with stock markets In: Working Paper.
[Full Text][Citation analysis]		paper12
2012Oil price density forecasts: Exploring the linkages with stock markets.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2013Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section In: Working Paper.
[Full Text][Citation analysis]		paper12
2015Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2017Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section.(2017) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2013Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model In: Working Paper.
[Full Text][Citation analysis]		paper10
2014Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2014Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model.(2014) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2014Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2013Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? In: Working Paper.
[Full Text][Citation analysis]		paper5
2018Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?.(2018) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2014Forecasting recessions in real time In: Working Paper.
[Full Text][Citation analysis]		paper4
2014Identification of financial factors in economic fluctuations In: Working Paper.
[Full Text][Citation analysis]		paper84
2014Identification of financial factors in economic fluctuations.(2014) In: KOF Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 84		paper
2019Identification of Financial Factors in Economic Fluctuations.(2019) In: The Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 84		article
2014Density forecasts with MIDAS models In: Working Paper.
[Full Text][Citation analysis]		paper22
2014Density forecasts with MIDAS models.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2017Density Forecasts With Midas Models.(2017) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		article
2014Optimal portfolio choice under decision-based model combinations In: Working Paper.
[Full Text][Citation analysis]		paper32
2015Optimal Portfolio Choice under Decision-Based Model Combinations.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2014Optimal Portfolio Choice under Decision-Based Model Combinations.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2016Optimal Portfolio Choice Under Decision‐Based Model Combinations.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
2014Combined Density Nowcasting in an uncertain economic environment In: Working Paper.
[Full Text][Citation analysis]		paper34
2018Combined Density Nowcasting in an Uncertain Economic Environment.(2018) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		article
2014Combined Density Nowcasting in an Uncertain Economic Environment.(2014) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2015Bayesian nonparametric calibration and combination of predictive distributions In: Working Paper.
[Full Text][Citation analysis]		paper24
2018Bayesian Nonparametric Calibration and Combination of Predictive Distributions.(2018) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
2015Bayesian Nonparametric Calibration and Combination of Predictive Distributions.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2015Forecasting GDP with global components. This time is different In: Working Paper.
[Full Text][Citation analysis]		paper20
2015Forecasting GDP with global components. This time is different.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2017Forecasting GDP with global components: This time is different.(2017) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2016Forecasting GDP with global components. This time is different.(2016) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2015A New Monthly Indicator of Global Real Economic Activity In: Working Paper.
[Full Text][Citation analysis]		paper20
2015A New Monthly Indicator of Global Real Economic Activity.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2015A New Monthly Indicator of Global Real Economic Activity.(2015) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2015A new monthly indicator of global real economic activity.(2015) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2015A new monthly indicator of global real economic activity.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2015Identification and real-time forecasting of Norwegian business cycles In: Working Paper.
[Full Text][Citation analysis]		paper23
2016Identification and real-time forecasting of Norwegian business cycles.(2016) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2015Dynamic predictive density combinations for large data sets in economics and finance In: Working Paper.
[Full Text][Citation analysis]		paper7
2017Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance.(2017) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2015Forecasting commodity currencies: the role of fundamentals with short-lived predictive content In: Working Paper.
[Full Text][Citation analysis]		paper3
2015Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts In: Working Papers.
[Full Text][Citation analysis]		paper47
2015Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts.(2015) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		paper
2017Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts.(2017) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		article
2015Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		paper
2015Oil-Price Density Forecasts of U.S. GDP In: Working Papers.
[Full Text][Citation analysis]		paper14
2016Oil-price density forecasts of US GDP.(2016) In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2016Commodity Futures and Forecasting Commodity Currencies In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Markov Switching Panel with Network Interaction Effects In: Working Papers.
[Full Text][Citation analysis]		paper2
2018Predicting the Volatility of Cryptocurrency Time Series In: Working Papers.
[Full Text][Citation analysis]		paper9
2018Forecasting Cryptocurrencies Financial Time Series In: Working Papers.
[Full Text][Citation analysis]		paper4
2019A New Economic Framework: A DSGE Model with Cryptocurrency In: Working Papers.
[Full Text][Citation analysis]		paper6
2019Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach In: Working Papers.
[Full Text][Citation analysis]		paper14
2021Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach.(2021) In: BEMPS - Bozen Economics & Management Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2019Forecasting energy commodity prices: A large global dataset sparse approach.(2019) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2019Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach.(2019) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2019Forecasting energy commodity prices: a large global dataset sparse approach.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2020Large Time-Varying Volatility Models for Electricity Prices In: Working Papers.
[Full Text][Citation analysis]		paper3
2020Oil and Fiscal Policy Regimes In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Oil and fiscal policy regimes.(2021) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2019Optimism in Financial Markets: Stock Market Returns and Investor Sentiments In: BEMPS - Bozen Economics & Management Paper Series.
[Full Text][Citation analysis]		paper9
2019Optimism in Financial Markets: Stock Market Returns and Investor Sentiments.(2019) In: JRFM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2019Density Forecasting In: BEMPS - Bozen Economics & Management Paper Series.
[Full Text][Citation analysis]		paper0
2019Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach In: BEMPS - Bozen Economics & Management Paper Series.
[Full Text][Citation analysis]		paper13
2021Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach.(2021) In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2019Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2020Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution In: BEMPS - Bozen Economics & Management Paper Series.
[Full Text][Citation analysis]		paper0
2021Markov Switching Panel with Endogenous Synchronization Effects In: BEMPS - Bozen Economics & Management Paper Series.
[Full Text][Citation analysis]		paper4
2021Adaptive Importance Sampling for DSGE Models In: BEMPS - Bozen Economics & Management Paper Series.
[Full Text][Citation analysis]		paper0
2017Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2010The power of weather In: Working Papers.
[Full Text][Citation analysis]		paper2
2019Forecasting daily electricity prices with monthly macroeconomic variables In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2021Combining Bayesian VARs with survey density forecasts: does it pay off? In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2012The power of weather In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article37
2011Why do people place lower weight on advice far from their own initial opinion? In: Economics Letters.
[Full Text][Citation analysis]		article4
2013Time-varying combinations of predictive densities using nonlinear filtering In: Journal of Econometrics.
[Full Text][Citation analysis]		article85
2012Time-varying Combinations of Predictive Densities using Nonlinear Filtering.(2012) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		paper
2019Forecasting cryptocurrencies under model and parameter instability In: International Journal of Forecasting.
[Full Text][Citation analysis]		article58
2016On the correlation between commodity and equity returns: Implications for portfolio allocation In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article69
2013Alternative econometric implementations of multi-factor models of the U.S. financial markets In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article3
2017World steel production: A new monthly indicator of global real economic activity In: CAMA Working Papers.
[Full Text][Citation analysis]		paper26
2017World steel production: A new monthly indicator of global real economic activity.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2020World steel production: A new monthly indicator of global real economic activity.(2020) In: Canadian Journal of Economics/Revue canadienne d'économique.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
2007Predictive gains from forecast combinations using time-varying model weights In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper9
2007Evaluating real-time forecasts in real-time In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper1
2008Bayesian near-boundary analysis in basic macroeconomic time series models In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper11
2006Bayesian Model Averaging in the Presence of Structural Breaks In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper9
2011A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets In: Working Papers.
[Full Text][Citation analysis]		paper1
2016Bayesian Calibration of Generalized Pools of Predictive Distributions In: Econometrics.
[Full Text][Citation analysis]		article6
2016Computational Complexity and Parallelization in Bayesian Econometric Analysis In: Econometrics.
[Full Text][Citation analysis]		article0
2020Bayesian Econometrics In: JRFM.
[Full Text][Citation analysis]		article0
2014Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article0
2007Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information In: MPRA Paper.
[Full Text][Citation analysis]		paper21
2007Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information.(2007) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2010Measuring Core Inflation in Australia with Disaggregate Ensembles In: RBA Annual Conference Volume (Discontinued).
[Full Text][Citation analysis]		chapter1
2023A Bayesian DSGE Approach to Modelling Cryptocurrency In: Review of Economic Dynamics.
[Full Text][Citation analysis]		article0
2020A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance In: Working Paper series.
[Full Text][Citation analysis]		paper5
2021A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance.(2021) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2021Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model In: Working Paper series.
[Full Text][Citation analysis]		paper0
2011Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2007The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2011Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1
2011Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper2
2011Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper4
2015Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2018The Evolution of Forecast Density Combinations in Economics In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper15

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team