Access Statistics for Francesco Ravazzolo

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 0 7 1 2 2 30
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 3 47 0 0 9 90
A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets 0 0 1 129 0 0 1 237
A New Economic Framework: A DSGE Model with Cryptocurrency 1 3 11 377 2 12 33 818
A New Monthly Indicator of Global Real Economic Activity 0 0 0 73 0 0 0 319
A New Monthly Indicator of Global Real Economic Activity 0 0 0 99 0 1 2 240
A New Monthly Indicator of Global Real Economic Activity 0 0 0 259 1 1 1 812
A new monthly indicator of global real economic activity 0 0 0 108 0 1 5 235
A new monthly indicator of global real economic activity 0 0 0 56 0 0 4 129
A scoring rule for factor and autoregressive models under misspecification 0 0 1 71 0 0 1 160
Adaptive Importance Sampling for DSGE Models 2 3 5 73 5 9 17 223
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 0 0 1 28
Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns 0 0 0 25 0 0 1 37
Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann 0 0 0 81 0 0 2 106
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 0 45 0 0 0 149
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 35 0 0 0 129
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 32 0 1 2 117
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 1 90 0 0 1 177
Bayesian nonparametric calibration and combination of predictive distributions 0 0 0 32 0 0 0 111
Combination Schemes for Turning Point Predictions 0 0 0 67 0 0 0 146
Combination schemes for turning point predictions 0 0 1 58 0 1 2 117
Combination schemes for turning point predictions 0 0 0 19 0 0 2 130
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 1 14 0 0 2 93
Combined Density Nowcasting in an uncertain economic environment 0 0 1 50 0 2 4 100
Combining Bayesian VARs with survey density forecasts: does it pay off? 0 0 0 44 0 1 5 103
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 41 1 1 1 88
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 16 0 1 1 69
Combining inflation density forecasts 0 0 0 112 0 0 0 214
Combining predictive densities using Bayesian filtering with applications to US economic data 0 0 0 55 0 0 0 167
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 0 67 0 0 0 113
Commodity Futures and Forecasting Commodity Currencies 0 0 0 68 1 2 4 144
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 0 1 2 38
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 1 41 0 0 2 83
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 15 0 0 5 122
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 1 57 0 0 3 213
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model 1 1 6 37 2 4 11 85
Density Forecasting 1 2 11 281 1 2 21 481
Density forecasts with MIDAS models 0 0 1 82 2 5 16 255
Density forecasts with MIDAS models 0 0 0 75 0 0 0 137
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 0 0 1 157
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 2 2 4 106 2 5 16 271
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 0 76 0 0 1 164
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 0 1 1 110
Evaluating real-time forecasts in real-time 0 0 1 21 0 0 3 92
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 0 99 0 0 0 250
Forecast Densities for Economic Aggregates from Disaggregate Ensembles 0 0 1 43 0 0 2 114
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 96 0 0 2 163
Forecast densities for economic aggregates from disaggregate ensembles 0 0 0 94 0 0 0 176
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 0 32 0 0 0 54
Forecasting Cryptocurrencies Financial Time Series 1 1 6 234 2 2 14 687
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 104 0 0 7 176
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 1 1 1 66 1 3 4 135
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 65 0 1 2 133
Forecasting GDP with global components. This time is different 0 0 0 47 0 0 1 136
Forecasting GDP with global components. This time is different 0 0 0 65 1 2 2 92
Forecasting GDP with global components. This time is different 0 0 0 48 0 0 0 74
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 0 0 0 36 0 1 2 98
Forecasting consumer confidence through semantic network analysis of online news 0 0 0 11 0 1 1 25
Forecasting daily electricity prices with monthly macroeconomic variables 1 1 1 70 1 3 6 152
Forecasting energy commodity prices: A large global dataset sparse approach 0 0 0 152 1 1 2 383
Forecasting energy commodity prices: a large global dataset sparse approach 0 0 0 46 0 0 1 128
Forecasting financial markets with semantic network analysis in the COVID-19 crisis 0 1 1 24 0 2 2 30
Forecasting financial markets with semantic network analysis in the COVID—19 crisis 0 0 1 44 0 0 2 96
Forecasting macroeconomic variables using disaggregate survey data 0 0 0 76 0 0 0 146
Forecasting recessions in real time 0 0 1 69 0 0 2 229
Forecasting the intraday market price of money 0 0 0 65 0 0 2 169
Forecasting the intraday market price of money 0 0 0 54 0 1 1 110
Identification and real-time forecasting of Norwegian business cycles 0 0 0 65 0 0 6 123
Identification of financial factors in economic fluctuations 0 0 2 70 0 0 3 180
Identification of financial factors in economic fluctuations 3 8 17 347 3 11 28 646
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 1 1 28 0 2 3 110
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 69 0 1 5 202
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 62 0 0 0 194
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 47 1 2 2 172
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 0 1 96 0 1 3 122
Large Time-Varying Volatility Models for Electricity Prices 1 1 5 54 2 2 12 75
Macro modelling with many models 0 0 0 200 1 3 5 395
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 1 4 109 0 2 7 170
Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section 0 0 0 62 0 1 1 347
Markov Switching Panel with Endogenous Synchronization Effects 0 0 3 93 0 0 13 207
Markov Switching Panel with Network Interaction Effects 0 0 0 72 0 0 2 185
Measuring Sovereign Contagion in Europe 0 0 0 133 0 0 0 290
Measuring Sovereign Contagion in Europe 0 0 0 124 0 0 1 201
Measuring sovereign contagion in Europe 0 0 0 59 0 1 2 165
Measuring sovereign contagion in Europe 0 0 0 257 0 0 0 643
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate. Evidence from Multi-Factor Asset Pricing Models of REIT Returns 0 0 0 122 0 0 1 283
Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns 0 0 0 71 2 3 4 142
Oil and Fiscal Policy Regimes 0 0 0 15 0 0 0 41
Oil and US GDP: A Real-Time out-of Sample Examination 0 0 1 78 0 0 1 282
Oil and US GDP: A real-time out-of-sample examination 0 0 0 87 0 0 2 233
Oil and fiscal policy regimes 0 0 0 26 2 2 4 42
Oil price density forecasts: Exploring the linkages with stock markets 0 0 1 163 0 1 3 297
Oil price density forecasts: exploring the linkages with stock markets 0 1 1 29 0 2 3 120
Oil-Price Density Forecasts of U.S. GDP 0 0 1 45 0 1 2 66
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 32 0 2 2 91
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 22 0 0 0 59
Optimal portfolio choice under decision-based model combinations 0 0 0 30 0 0 0 82
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 0 105 1 4 9 323
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 0 0 2 481
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 0 1 1 178
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 0 0 0 120
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 0 0 37 0 0 2 133
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 0 356 1 3 5 908
Predicting the Volatility of Cryptocurrency Time Series 0 0 3 242 1 2 6 660
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 1 1 2 366
Predictive gains from forecast combinations using time-varying model weights 0 0 0 29 0 0 0 109
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 0 0 2 19
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 0 0 0 22
Real-Time Inflation Forecasting in a Changing World 0 0 0 73 0 0 1 160
Real-time inflation forecasting in a changing world 0 1 3 80 0 1 7 271
Term structure forecasting using macro factors and forecast combination 0 0 0 154 1 2 5 328
Term structure forecasting using macro factors and forecast combination 1 1 5 100 2 4 16 295
The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode 0 0 0 53 0 2 2 95
The Evolution of Forecast Density Combinations in Economics 0 1 4 137 0 3 13 230
The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts 0 0 0 125 0 0 1 425
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 0 101 0 0 2 193
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 1 92 0 0 4 223
The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts 0 1 1 42 0 1 2 154
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 0 79 0 0 2 145
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 0 0 53 0 0 4 107
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 1 179 0 1 5 191
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 31 1 2 8 69
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 30 0 0 2 149
Why do people give less weight to advice the further it is from their initial opinion? 0 0 0 30 0 0 0 78
World steel production: A new monthly indicator of global real economic activity 0 0 1 89 1 1 5 370
World steel production: A new monthly indicator of global real economic activity 0 1 3 196 1 2 5 397
Total Working Papers 15 32 121 10,314 45 137 468 24,959
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian DSGE Approach to Modelling Cryptocurrency" 1 2 6 13 3 10 30 51
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 0 0 2 73
Alternative econometric implementations of multi-factor models of the U.S. financial markets 0 0 0 37 0 1 1 129
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 1 2 12 0 1 3 69
Bayesian Calibration of Generalized Pools of Predictive Distributions 0 0 0 6 0 0 1 57
Bayesian Econometrics 0 0 0 8 0 2 3 42
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 1 2 0 0 1 23
Combination schemes for turning point predictions 0 0 0 26 0 2 3 106
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 0 6 0 0 1 69
Combining inflation density forecasts 1 1 2 65 1 1 3 185
Comment 0 0 0 1 0 0 1 22
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 0 0 1 8 0 1 5 26
Computational Complexity and Parallelization in Bayesian Econometric Analysis 0 0 0 6 0 0 0 47
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach 0 0 3 21 1 1 17 69
Density Forecasts With Midas Models 0 0 0 16 0 0 3 94
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 0 29 0 0 0 64
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights 0 0 0 47 0 0 1 218
Forecast densities for economic aggregates from disaggregate ensembles 0 0 1 40 0 0 1 125
Forecasting GDP with global components: This time is different 0 0 0 20 0 0 2 121
Forecasting cryptocurrencies under model and parameter instability 0 2 12 90 1 5 27 236
Forecasting macroeconomic variables using disaggregate survey data 0 0 0 29 1 1 1 112
Forecasting the intraday market price of money 0 0 0 4 0 0 0 81
Identification and real-time forecasting of Norwegian business cycles 0 0 10 41 2 4 23 127
Identification of Financial Factors in Economic Fluctuations 4 8 32 92 6 16 61 219
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 0 16 0 1 2 58
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 0 0 25 0 0 2 145
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 0 1 5 64 1 2 9 156
Measuring sovereign contagion in Europe 0 1 5 46 0 1 8 189
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 0 0 1 26 0 1 2 114
Oil and U.S. GDP: A Real-Time Out-of-Sample Examination 0 0 0 17 0 1 1 115
Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination 0 0 1 2 0 1 2 13
Oil-price density forecasts of US GDP 0 0 2 15 0 0 3 103
On the correlation between commodity and equity returns: Implications for portfolio allocation 0 0 1 34 1 1 11 156
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 0 0 1 48
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 1 11 0 3 9 76
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 0 0 6 0 0 1 62
Real-Time Inflation Forecasting in a Changing World 0 0 2 114 0 1 8 314
The bank-sovereign nexus: Evidence from a non-bailout episode 0 0 0 4 0 1 1 45
The power of weather 1 1 4 36 1 1 5 121
Time-varying combinations of predictive densities using nonlinear filtering 0 0 1 52 0 2 7 208
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 0 1 11 0 3 7 72
Why do people place lower weight on advice far from their own initial opinion? 0 0 0 9 0 1 3 57
World steel production: A new monthly indicator of global real economic activity 0 1 4 332 0 2 6 407
Total Journal Articles 7 18 98 1,460 18 67 278 4,824

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Measuring Core Inflation in Australia with Disaggregate Ensembles 0 0 0 37 0 0 2 140
Total Chapters 0 0 0 37 0 0 2 140

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