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 1 7 1 1 4 28
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 1 6 39 1 2 22 68
A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets 0 0 1 124 1 1 3 232
A New Economic Framework: A DSGE Model with Cryptocurrency 3 16 79 306 10 39 179 641
A New Monthly Indicator of Global Real Economic Activity 0 0 0 73 0 1 6 318
A New Monthly Indicator of Global Real Economic Activity 0 0 0 99 0 0 1 232
A New Monthly Indicator of Global Real Economic Activity 0 0 0 259 0 0 1 810
A new monthly indicator of global real economic activity 0 0 0 56 0 0 2 124
A new monthly indicator of global real economic activity 0 0 1 107 1 1 6 222
A scoring rule for factor and autoregressive models under misspecification 0 0 0 68 0 1 6 156
Adaptive Importance Sampling for DSGE Models 1 3 19 62 6 11 50 168
Are low frequency macroeconomic variables important for high frequency electricity prices? 1 1 2 13 1 1 2 23
Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns 0 0 0 24 0 0 0 35
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 1 102
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 1 1 44 0 1 3 147
Bayesian Model Averaging in the Presence of Structural Breaks 1 1 1 35 1 1 1 126
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 1 32 0 0 2 115
Bayesian near-boundary analysis in basic macroeconomic time series models 0 1 2 87 0 1 2 170
Bayesian nonparametric calibration and combination of predictive distributions 0 0 0 32 0 0 2 110
Combination Schemes for Turning Point Predictions 0 0 0 67 0 0 0 146
Combination schemes for turning point predictions 0 0 0 57 0 0 0 112
Combination schemes for turning point predictions 0 0 0 19 0 0 0 125
Combined Density Nowcasting in an Uncertain Economic Environment 0 1 2 13 1 3 9 84
Combined Density Nowcasting in an uncertain economic environment 0 0 0 49 0 0 0 95
Combining Bayesian VARs with survey density forecasts: does it pay off? 1 2 7 43 5 10 26 85
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 1 41 0 0 1 86
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 16 0 0 0 68
Combining inflation density forecasts 0 0 0 112 0 0 0 207
Combining predictive densities using Bayesian filtering with applications to US economic data 0 0 0 55 0 0 4 167
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 1 67 0 0 3 112
Commodity Futures and Forecasting Commodity Currencies 0 1 4 66 0 1 12 137
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 1 1 1 39 1 1 3 78
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 0 0 1 35
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 1 1 2 55 2 2 8 201
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 15 1 2 9 109
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model 0 0 5 28 2 4 18 55
Density Forecasting 2 4 16 250 4 6 28 414
Density forecasts with MIDAS models 0 0 0 75 1 2 2 134
Density forecasts with MIDAS models 0 1 3 80 2 6 21 210
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 1 58 0 1 3 151
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 1 4 16 86 2 11 44 203
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 0 74 0 0 4 159
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 33 0 1 1 101
Evaluating real-time forecasts in real-time 0 0 0 18 0 1 6 83
Exploring the Antecedents of Consumer Confidence through Semantic Network Analysis of Online News 0 0 1 10 0 0 1 22
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 2 98 0 0 3 249
Forecast Densities for Economic Aggregates from Disaggregate Ensembles 0 0 2 42 0 0 3 110
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 96 0 0 1 159
Forecast densities for economic aggregates from disaggregate ensembles 0 0 0 93 0 0 0 174
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 1 32 0 0 3 53
Forecasting Cryptocurrencies Financial Time Series 1 3 17 214 2 8 71 627
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 3 103 0 1 6 163
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 63 0 0 8 120
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 1 1 12 62 1 1 26 122
Forecasting GDP with global components. This time is different 0 0 0 65 0 0 1 89
Forecasting GDP with global components. This time is different 0 0 1 46 1 1 3 132
Forecasting GDP with global components. This time is different 0 0 0 48 0 0 2 70
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 0 1 2 33 0 2 4 92
Forecasting daily electricity prices with monthly macroeconomic variables 0 1 4 69 0 1 10 142
Forecasting energy commodity prices: A large global dataset sparse approach 0 0 1 152 0 0 4 381
Forecasting energy commodity prices: a large global dataset sparse approach 0 1 2 44 1 3 10 120
Forecasting financial markets with semantic network analysis in the COVID-19 crisis 0 0 1 23 0 0 4 27
Forecasting financial markets with semantic network analysis in the COVID—19 crisis 0 2 6 39 0 2 21 84
Forecasting macroeconomic variables using disaggregate survey data 0 0 1 76 0 1 4 145
Forecasting recessions in real time 0 0 1 68 0 1 13 221
Forecasting the intraday market price of money 0 0 1 54 0 0 5 102
Forecasting the intraday market price of money 0 0 0 65 1 3 12 157
Identification and real-time forecasting of Norwegian business cycles 2 2 3 64 2 2 4 113
Identification of financial factors in economic fluctuations 0 1 1 59 1 3 9 166
Identification of financial factors in economic fluctuations 1 5 12 313 3 12 28 583
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 0 2 26 0 1 6 105
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 46 0 0 3 166
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 1 1 4 59 1 3 10 187
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 1 1 69 0 2 2 197
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 0 2 94 0 1 6 117
Large Time-Varying Volatility Models for Electricity Prices 0 1 2 35 1 4 5 43
Macro modelling with many models 0 0 1 198 1 1 3 381
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 0 5 99 0 1 8 150
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 61 0 1 7 332
Markov Switching Panel with Endogenous Synchronization Effects 0 0 16 83 0 2 33 172
Markov Switching Panel with Network Interaction Effects 0 0 2 71 1 3 10 179
Measuring Sovereign Contagion in Europe 0 0 0 133 0 0 1 284
Measuring Sovereign Contagion in Europe 0 0 2 124 0 0 3 198
Measuring sovereign contagion in Europe 0 0 1 257 2 4 32 616
Measuring sovereign contagion in Europe 0 0 0 59 0 1 4 161
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 2 119 0 3 4 279
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 1 138
Oil and Fiscal Policy Regimes 0 0 1 13 0 2 5 37
Oil and US GDP: A Real-Time out-of Sample Examination 0 0 1 77 0 1 4 278
Oil and US GDP: A real-time out-of-sample examination 0 0 0 87 0 0 1 224
Oil and fiscal policy regimes 0 0 7 22 0 1 11 32
Oil price density forecasts: Exploring the linkages with stock markets 0 0 1 162 0 0 4 291
Oil price density forecasts: exploring the linkages with stock markets 0 0 0 28 0 1 2 117
Oil-Price Density Forecasts of U.S. GDP 0 0 0 43 0 1 3 62
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 31 0 0 0 86
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 2 21 0 0 3 57
Optimal portfolio choice under decision-based model combinations 0 0 0 30 0 0 1 77
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 3 104 0 1 8 306
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 1 2 4 478
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 78 0 0 0 176
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 1 1 34 1 3 6 119
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 0 0 37 0 0 1 129
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 2 356 0 0 6 899
Predicting the Volatility of Cryptocurrency Time�Series 0 5 32 224 1 13 92 623
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 0 0 2 363
Predictive gains from forecast combinations using time-varying model weights 0 0 0 28 0 0 0 107
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 0 0 2 17
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 0 0 1 16
Real-Time Inflation Forecasting in a Changing World 0 0 0 73 0 0 1 153
Real-time inflation forecasting in a changing world 1 2 2 74 1 2 6 250
Term structure forecasting using macro factors and forecast combination 0 1 1 153 0 1 3 320
Term structure forecasting using macro factors and forecast combination 1 2 3 95 2 5 11 271
The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode 0 0 0 52 0 1 3 89
The Evolution of Forecast Density Combinations in Economics 1 1 5 132 3 3 13 200
The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts 0 0 1 124 0 2 4 422
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 0 101 0 0 0 189
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 0 89 0 3 5 210
The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts 0 0 0 40 0 0 0 151
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 2 79 0 0 6 139
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 0 1 51 0 2 7 95
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 1 1 27 0 3 11 135
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 2 30 0 1 6 58
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 1 177 1 1 2 182
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 1 12 82 0 7 65 347
World steel production: A new monthly indicator of global real economic activity 0 0 4 190 0 0 10 382
Total Working Papers 21 74 372 9,902 71 236 1,199 23,477
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 Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 2 16 0 0 9 67
Alternative econometric implementations of multi-factor models of the U.S. financial markets 0 0 1 36 0 0 3 124
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 0 2 10 0 0 4 65
Bayesian Calibration of Generalized Pools of Predictive Distributions 0 0 0 6 0 0 2 53
Bayesian Econometrics 0 0 2 7 1 1 7 34
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 0 0 0 2 17
Combination schemes for turning point predictions 0 0 1 25 0 0 3 100
Combined Density Nowcasting in an Uncertain Economic Environment 0 1 2 4 1 2 4 56
Combining inflation density forecasts 0 0 0 60 0 0 0 176
Comment 0 0 0 1 0 0 0 21
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 0 0 2 5 1 2 4 16
Computational Complexity and Parallelization in Bayesian Econometric Analysis 0 0 0 6 0 0 0 46
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach 1 1 7 11 2 3 19 34
Density Forecasts With Midas Models 0 0 4 15 0 0 9 81
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 2 29 0 0 6 62
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights 0 0 0 46 0 0 0 214
Forecast densities for economic aggregates from disaggregate ensembles 0 0 1 38 0 0 1 123
Forecasting GDP with global components: This time is different 0 0 0 20 0 0 0 116
Forecasting cryptocurrencies under model and parameter instability 2 2 21 70 2 2 38 179
Forecasting macroeconomic variables using disaggregate survey data 0 1 4 28 0 1 6 107
Forecasting the intraday market price of money 0 0 0 3 0 2 9 66
Identification and real-time forecasting of Norwegian business cycles 1 1 6 17 1 1 11 80
Identification of Financial Factors in Economic Fluctuations 2 7 20 35 4 14 44 99
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 1 2 14 0 2 3 51
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 2 5 19 5 8 27 120
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 0 1 1 52 0 1 5 136
Measuring sovereign contagion in Europe 0 0 2 28 1 4 17 148
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 0 1 1 25 0 2 3 111
Oil and U.S. GDP: A Real-Time Out-of-Sample Examination 0 0 0 17 0 0 1 112
Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination 0 0 0 1 0 0 4 10
Oil-price density forecasts of US GDP 0 0 0 12 0 0 1 98
On the correlation between commodity and equity returns: Implications for portfolio allocation 0 0 2 29 0 1 7 135
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 1 3 0 0 2 42
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 0 9 0 0 8 61
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 0 0 6 0 1 1 61
Real-Time Inflation Forecasting in a Changing World 0 1 6 104 0 5 15 292
The bank-sovereign nexus: Evidence from a non-bailout episode 0 0 1 4 0 0 3 43
The power of weather 0 0 4 28 0 0 13 106
Time-varying combinations of predictive densities using nonlinear filtering 0 1 4 48 0 3 8 190
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 3 3 9 0 5 7 58
Why do people place lower weight on advice far from their own initial opinion? 0 0 0 9 0 0 0 52
World steel production: A new monthly indicator of global real economic activity 0 0 56 312 2 6 78 370
Total Journal Articles 6 23 165 1,217 20 66 384 4,132

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 1 137
Total Chapters 0 0 0 37 0 0 1 137

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Statistics updated 2022-12-04