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 1 1 2 48 2 3 7 93
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 0 7 0 1 3 31
A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets 0 0 0 129 1 2 2 239
A New Economic Framework: A DSGE Model with Cryptocurrency 0 2 7 379 3 12 29 830
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 2 3 242
A New Monthly Indicator of Global Real Economic Activity 0 0 0 259 0 1 2 813
A new monthly indicator of global real economic activity 0 0 0 56 0 2 5 131
A new monthly indicator of global real economic activity 1 1 1 109 1 3 7 238
A scoring rule for factor and autoregressive models under misspecification 0 0 0 71 0 1 1 161
Adaptive Importance Sampling for DSGE Models 0 2 6 75 0 7 21 230
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 1 1 2 29
Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns 0 0 0 25 0 0 0 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 1 106
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 0 45 0 1 1 150
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 35 0 1 1 130
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 32 0 1 3 118
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 1 1 147
Combination schemes for turning point predictions 0 0 0 19 0 0 2 130
Combination schemes for turning point predictions 0 0 0 58 0 0 1 117
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 1 14 1 2 4 95
Combined Density Nowcasting in an uncertain economic environment 0 0 0 50 0 0 3 100
Combining Bayesian VARs with survey density forecasts: does it pay off? 0 0 0 44 3 3 7 106
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 41 0 2 3 90
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 16 0 0 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 2 2 115
Commodity Futures and Forecasting Commodity Currencies 0 0 0 68 1 1 4 145
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 0 0 2 38
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 41 0 0 1 83
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 1 57 0 2 4 215
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 15 0 0 4 122
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model 0 0 4 37 1 1 9 86
Density Forecasting 0 2 7 283 0 5 16 486
Density forecasts with MIDAS models 0 0 0 82 3 7 20 262
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 1 1 2 158
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 0 0 4 106 1 7 20 278
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 0 76 0 0 0 164
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 0 0 1 110
Evaluating real-time forecasts in real-time 0 0 0 21 0 1 3 93
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 0 99 1 1 1 251
Forecast Densities for Economic Aggregates from Disaggregate Ensembles 0 0 1 43 1 1 3 115
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 96 0 0 1 163
Forecast densities for economic aggregates from disaggregate ensembles 0 0 0 94 0 1 1 177
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 0 32 0 1 1 55
Forecasting Cryptocurrencies Financial Time Series 0 0 2 234 1 3 7 690
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 1 1 153 0 1 3 384
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 65 0 0 1 133
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 1 2 67 1 3 7 138
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 104 1 1 5 177
Forecasting GDP with global components. This time is different 0 0 0 47 1 1 2 137
Forecasting GDP with global components. This time is different 0 0 0 65 0 0 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 1 1 3 99
Forecasting consumer confidence through semantic network analysis of online news 0 0 0 11 0 0 1 25
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 1 70 0 1 6 153
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 0 1 24 1 1 3 31
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 1 1 3 230
Forecasting the intraday market price of money 0 0 0 65 0 0 1 169
Forecasting the intraday market price of money 0 0 0 54 0 1 2 111
Identification and real-time forecasting of Norwegian business cycles 0 0 0 65 0 1 5 124
Identification of financial factors in economic fluctuations 1 2 15 349 1 4 24 650
Identification of financial factors in economic fluctuations 0 0 1 70 0 0 2 180
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 0 1 28 0 2 5 112
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 1 1 63 0 1 1 195
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 47 0 0 2 172
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 69 0 1 6 203
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 0 1 96 1 1 3 123
Large Time-Varying Volatility Models for Electricity Prices 0 1 4 55 2 4 10 79
Macro modelling with many models 0 0 0 200 0 0 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 2 4 111 0 3 8 173
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 0 1 347
Markov Switching Panel with Endogenous Synchronization Effects 0 0 1 93 0 1 11 208
Markov Switching Panel with Network Interaction Effects 0 0 0 72 0 0 2 185
Measuring Sovereign Contagion in Europe 0 0 0 124 0 0 1 201
Measuring Sovereign Contagion in Europe 0 0 0 133 1 2 2 292
Measuring sovereign contagion in Europe 0 0 0 257 0 0 0 643
Measuring sovereign contagion in Europe 0 0 0 59 0 0 2 165
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 0 283
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 0 0 4 142
Oil and Fiscal Policy Regimes 0 0 0 15 0 2 2 43
Oil and US GDP: A Real-Time out-of Sample Examination 0 0 0 78 0 0 0 282
Oil and US GDP: A real-time out-of-sample examination 0 0 0 87 0 0 1 233
Oil and fiscal policy regimes 0 0 0 26 0 0 4 42
Oil price density forecasts: Exploring the linkages with stock markets 0 0 0 163 0 0 2 297
Oil price density forecasts: exploring the linkages with stock markets 0 0 1 29 0 0 3 120
Oil-Price Density Forecasts of U.S. GDP 0 0 1 45 0 0 2 66
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 32 0 0 2 91
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 1 2 2 107 1 6 14 329
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 34 0 1 1 121
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 1 1 2 179
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 1 1 38 1 3 3 136
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 0 356 0 0 5 908
Predicting the Volatility of Cryptocurrency Time Series 0 0 1 242 0 2 6 662
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 0 0 2 366
Predictive gains from forecast combinations using time-varying model weights 0 0 0 29 1 3 3 112
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 1 1 1 23
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 0 0 2 19
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 0 3 80 2 5 10 276
Term structure forecasting using macro factors and forecast combination 0 2 2 156 0 3 7 331
Term structure forecasting using macro factors and forecast combination 0 0 1 100 0 5 13 300
The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode 0 0 0 53 1 1 3 96
The Evolution of Forecast Density Combinations in Economics 0 1 4 138 2 4 14 234
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 1 92 0 0 4 223
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 0 101 0 0 1 193
The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts 0 0 1 42 0 1 3 155
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 0 79 0 2 3 147
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 0 0 53 1 3 7 110
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 1 179 1 1 6 192
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 31 1 2 9 71
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 30 0 1 3 150
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 1 1 2 197 3 6 8 403
World steel production: A new monthly indicator of global real economic activity 0 1 1 90 2 4 8 374
Total Working Papers 5 24 94 10,338 51 168 507 25,127
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" 0 0 6 13 1 4 25 55
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 0 0 0 73
Alternative econometric implementations of multi-factor models of the U.S. financial markets 0 0 0 37 0 0 1 129
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 0 2 12 1 4 7 73
Bayesian Calibration of Generalized Pools of Predictive Distributions 0 0 0 6 1 1 2 58
Bayesian Econometrics 0 0 0 8 0 0 2 42
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 2 0 0 0 23
Combination schemes for turning point predictions 0 0 0 26 0 0 2 106
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 0 6 0 1 2 70
Combining inflation density forecasts 0 0 1 65 0 0 2 185
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 1 2 6 28
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 1 21 0 1 12 70
Density Forecasts With Midas Models 0 0 0 16 1 2 4 96
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 2 3 220
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 1 1 3 122
Forecasting cryptocurrencies under model and parameter instability 0 2 9 92 2 6 24 242
Forecasting macroeconomic variables using disaggregate survey data 0 1 1 30 1 3 4 115
Forecasting the intraday market price of money 0 0 0 4 1 1 1 82
Identification and real-time forecasting of Norwegian business cycles 0 0 10 41 0 1 24 128
Identification of Financial Factors in Economic Fluctuations 2 11 28 103 3 15 48 234
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 0 16 1 3 5 61
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 1 2 4 147
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 0 0 4 64 0 0 7 156
Measuring sovereign contagion in Europe 0 0 4 46 0 2 9 191
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 0 0 1 26 1 1 3 115
Oil and U.S. GDP: A Real-Time Out-of-Sample Examination 0 0 0 17 0 1 2 116
Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination 0 0 1 2 0 1 3 14
Oil-price density forecasts of US GDP 0 0 1 15 1 1 3 104
On the correlation between commodity and equity returns: Implications for portfolio allocation 0 0 1 34 0 1 10 157
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 1 1 2 49
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 0 11 0 0 7 76
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 0 0 6 0 1 2 63
Real-Time Inflation Forecasting in a Changing World 0 0 1 114 1 4 9 318
The bank-sovereign nexus: Evidence from a non-bailout episode 0 0 0 4 0 0 1 45
The power of weather 0 0 2 36 0 2 4 123
Time-varying combinations of predictive densities using nonlinear filtering 0 0 1 52 2 8 13 216
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 0 1 11 0 0 7 72
Why do people place lower weight on advice far from their own initial opinion? 0 0 0 9 2 2 5 59
World steel production: A new monthly indicator of global real economic activity 1 1 3 333 2 3 7 410
Total Journal Articles 3 15 80 1,475 25 77 277 4,901

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 1 140
Total Chapters 0 0 0 37 0 0 1 140

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