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 multi-factor model of instability in prices and quantities of risk in U.S. financial markets 0 0 0 121 1 1 6 222
A New Economic Framework: A DSGE Model with Cryptocurrency 3 15 115 115 12 35 140 140
A New Monthly Indicator of Global Real Economic Activity 0 0 4 95 3 3 18 218
A New Monthly Indicator of Global Real Economic Activity 0 0 5 62 7 12 67 248
A New Monthly Indicator of Global Real Economic Activity 1 2 12 255 8 15 58 772
A new monthly indicator of global real economic activity 0 0 1 100 5 6 19 191
A new monthly indicator of global real economic activity 2 2 4 53 6 8 24 114
A scoring rule for factor and autoregressive models under misspecification 0 1 9 64 2 6 34 123
Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns 0 0 1 23 0 0 10 31
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 80 2 3 6 96
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 1 41 2 3 12 137
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 1 34 0 3 10 120
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 30 0 0 4 109
Bayesian near-boundary analysis in basic macroeconomic time series models 0 1 5 83 0 2 12 165
Bayesian nonparametric calibration and combination of predictive distributions 0 0 0 31 0 0 3 82
Combination Schemes for Turning Point Predictions 0 0 0 67 1 1 9 136
Combination schemes for turning point predictions 0 0 0 57 0 0 5 103
Combination schemes for turning point predictions 0 0 0 19 1 1 8 119
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 2 10 0 3 13 57
Combined Density Nowcasting in an uncertain economic environment 0 0 0 48 3 3 16 87
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 40 0 2 7 82
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 15 1 2 7 65
Combining inflation density forecasts 0 0 0 109 2 3 8 196
Combining predictive densities using Bayesian filtering with applications to US economic data 0 0 0 55 0 1 9 155
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 0 66 1 3 7 104
Commodity Futures and Forecasting Commodity Currencies 2 3 6 47 3 5 22 92
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 2 29 3 4 19 43
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 1 37 0 0 8 22
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 2 8 15 11 22 58 67
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 3 5 16 39 8 16 76 144
Density Forecasting 12 21 63 203 19 43 146 293
Density forecasts with MIDAS models 0 1 2 74 1 5 32 154
Density forecasts with MIDAS models 0 0 2 75 1 3 20 126
Dissecting the 2007-2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 1 2 73 1 2 9 123
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 1 56 1 2 12 140
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 1 6 60 5 7 24 121
Dynamic predictive density combinations for large data sets in economics and finance 2 2 5 32 3 3 12 87
Evaluating real-time forecasts in real-time 0 2 2 17 1 5 7 70
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 0 96 0 0 8 240
Forecast Densities for Economic Aggregates from Disaggregate Ensembles 0 1 1 38 1 3 12 98
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 93 3 3 6 154
Forecast densities for economic aggregates from disaggregate ensembles 0 0 1 92 1 5 14 170
Forecast density combinations with dynamic learning for large data sets in economics and finance 1 1 4 5 3 4 12 16
Forecasting Cryptocurrencies Financial Time Series 2 8 41 141 10 25 147 320
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 7 26 63 63 12 42 76 76
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 4 35 35 3 13 43 43
Forecasting GDP with global components. This time is different 0 0 0 48 0 2 10 64
Forecasting GDP with global components. This time is different 0 0 1 37 0 3 14 115
Forecasting GDP with global components. This time is different 5 7 8 56 7 11 20 76
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 1 1 3 29 3 3 13 75
Forecasting daily electricity prices with monthly macroeconomic variables 1 3 11 37 4 7 40 75
Forecasting energy commodity prices: A large global dataset sparse approach 8 22 111 111 23 61 252 252
Forecasting energy commodity prices: a large global dataset sparse approach 4 11 34 34 14 30 57 57
Forecasting macroeconomic variables using disaggregate survey data 0 0 0 75 0 1 6 138
Forecasting recessions in real time 0 0 3 67 3 5 20 191
Forecasting the intraday market price of money 0 0 0 62 1 3 9 122
Forecasting the intraday market price of money 0 0 0 51 1 4 20 71
Identification and real-time forecasting of Norwegian business cycles 0 0 0 60 1 1 7 98
Identification of financial factors in economic fluctuations 1 1 19 282 2 7 56 507
Identification of financial factors in economic fluctuations 1 3 7 53 3 11 33 125
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 0 0 22 1 2 4 93
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 1 5 55 0 4 14 161
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 1 65 0 2 11 177
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 1 44 2 3 6 155
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 1 2 88 0 3 5 95
Macro modelling with many models 0 1 2 193 2 6 16 352
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 2 10 88 1 4 18 133
Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section 1 1 5 60 3 6 18 301
Markov Switching Panel with Network Interaction Effects 0 2 22 53 1 11 71 120
Measuring Sovereign Contagion in Europe 1 1 9 129 4 5 34 265
Measuring Sovereign Contagion in Europe 0 0 1 121 2 3 20 178
Measuring sovereign contagion in Europe 0 0 1 254 1 2 19 535
Measuring sovereign contagion in Europe 0 0 4 54 2 3 28 141
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate. Evidence from Multi-Factor Asset Pricing Models of REIT Returns 0 1 5 116 1 3 10 257
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 1 70 1 2 7 131
Oil and US GDP: A Real-Time out-of Sample Examination 0 0 1 73 1 4 5 248
Oil and US GDP: A real-time out-of-sample examination 0 0 1 87 2 4 11 217
Oil price density forecasts: Exploring the linkages with stock markets 0 0 0 159 1 1 17 272
Oil price density forecasts: exploring the linkages with stock markets 1 1 1 27 1 3 7 109
Oil-Price Density Forecasts of U.S. GDP 0 0 5 37 2 3 19 48
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 30 1 3 14 75
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 17 1 1 17 43
Optimal portfolio choice under decision-based model combinations 0 0 0 30 2 2 9 71
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 1 11 96 1 8 57 265
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 1 1 2 118 2 3 15 456
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 1 33 2 2 6 101
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 78 2 3 10 171
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 0 0 36 2 3 11 123
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 3 353 2 3 16 878
Predicting the Volatility of Cryptocurrency Time–Series 3 11 37 122 11 36 118 315
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 1 140 4 5 13 356
Predictive gains from forecast combinations using time-varying model weights 0 0 2 27 2 3 7 98
Real-Time Inflation Forecasting in a Changing World 0 1 2 73 2 6 13 142
Real-time inflation forecasting in a changing world 0 1 1 71 1 7 22 235
Term structure forecasting using macro factors and forecast combination 0 0 1 151 1 2 10 311
Term structure forecasting using macro factors and forecast combination 0 1 2 92 2 4 17 248
The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode 1 2 2 52 4 8 20 69
The Evolution of Forecast Density Combinations in Economics 5 9 19 108 7 14 61 132
The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts 0 0 1 123 0 0 21 408
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 1 1 4 96 1 2 10 174
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 0 84 1 3 13 193
The power of weather 0 0 1 61 4 5 17 185
The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts 0 0 0 39 2 3 8 148
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 1 1 1 74 2 2 5 116
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 1 8 79 0 2 21 136
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 0 5 48 1 2 24 70
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 1 1 2 27 2 3 14 38
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 1 26 0 1 15 56
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 1 175 0 1 12 170
Why do people give less weight to advice the further it is from their initial opinion? 0 0 0 30 1 1 6 75
World steel production: A new monthly indicator of global real economic activity 4 6 13 57 14 23 62 149
World steel production: A new monthly indicator of global real economic activity 1 3 27 174 14 19 68 289
Total Working Papers 77 198 843 8,510 328 731 2,904 18,721

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Alternative econometric implementations of multi-factor models of the U.S. financial markets 0 0 1 35 2 4 11 116
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 0 2 6 2 2 15 54
Bayesian Calibration of Generalized Pools of Predictive Distributions 0 0 1 4 1 1 12 43
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 0 1 2 4 6
Combination schemes for turning point predictions 0 0 0 21 0 2 7 89
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 1 1 1 4 19 33
Combining inflation density forecasts 0 0 0 60 1 2 6 165
Comment 0 0 0 1 0 0 5 17
Computational Complexity and Parallelization in Bayesian Econometric Analysis 0 0 0 6 3 3 13 44
Density Forecasts With Midas Models 0 1 2 9 1 6 22 55
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 1 6 25 1 2 14 44
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights 0 0 2 45 1 1 12 207
Forecast densities for economic aggregates from disaggregate ensembles 1 1 3 36 3 4 15 105
Forecasting GDP with global components: This time is different 0 1 2 20 0 4 21 99
Forecasting cryptocurrencies under model and parameter instability 2 7 15 24 3 13 40 61
Forecasting macroeconomic variables using disaggregate survey data 0 0 1 21 0 1 15 90
Forecasting the intraday market price of money 0 0 0 3 0 4 7 45
Identification and real-time forecasting of Norwegian business cycles 1 1 3 11 1 2 8 60
Identification of Financial Factors in Economic Fluctuations 0 0 1 1 0 5 11 11
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 2 8 0 4 12 35
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 1 3 11 1 4 29 58
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 0 1 3 46 0 5 19 118
Measuring sovereign contagion in Europe 3 3 6 18 5 11 39 86
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 0 0 1 24 1 1 6 97
Oil and U.S. GDP: A Real-Time Out-of-Sample Examination 0 0 0 17 0 1 10 97
Oil-price density forecasts of US GDP 0 2 3 12 1 6 31 92
On the correlation between commodity and equity returns: Implications for portfolio allocation 0 0 6 22 2 5 42 106
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 1 1 0 3 11 28
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 2 4 9 9 6 15 35 38
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 0 3 6 1 2 8 48
Real-Time Inflation Forecasting in a Changing World 0 1 11 87 0 10 31 242
The bank-sovereign nexus: Evidence from a non-bailout episode 0 0 0 0 3 7 20 20
The power of weather 0 0 6 17 1 3 16 70
Time-varying combinations of predictive densities using nonlinear filtering 0 0 1 37 1 2 11 165
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 0 0 5 0 3 13 40
Why do people place lower weight on advice far from their own initial opinion? 0 1 1 6 0 1 3 46
Total Journal Articles 9 25 96 655 43 145 593 2,730

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 1 34 1 1 7 127
Total Chapters 0 0 1 34 1 1 7 127

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Statistics updated 2020-09-04