Access Statistics for Francesco Ravazzolo

Author contact details at EconPapers.

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 3 5 34
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 1 48 0 2 5 95
A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets 0 0 0 129 0 4 9 246
A New Economic Framework: A DSGE Model with Cryptocurrency 0 2 9 384 10 28 58 870
A New Monthly Indicator of Global Real Economic Activity 0 0 0 259 0 5 13 824
A New Monthly Indicator of Global Real Economic Activity 0 0 0 73 1 17 19 338
A New Monthly Indicator of Global Real Economic Activity 0 0 0 99 0 5 10 249
A new monthly indicator of global real economic activity 0 0 0 56 1 8 17 146
A new monthly indicator of global real economic activity 0 0 1 109 0 4 13 248
A scoring rule for factor and autoregressive models under misspecification 0 0 0 71 2 11 14 174
Adaptive Importance Sampling for DSGE Models 0 0 6 77 1 5 33 250
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 0 3 7 35
Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns 0 0 0 25 1 6 6 43
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 1 3 109
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 0 45 0 1 2 151
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 35 0 3 8 137
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 32 1 4 9 125
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 0 90 0 6 8 185
Bayesian nonparametric calibration and combination of predictive distributions 0 0 0 32 0 7 9 120
Combination Schemes for Turning Point Predictions 0 0 0 67 2 5 10 156
Combination schemes for turning point predictions 0 0 0 19 0 7 9 139
Combination schemes for turning point predictions 0 0 0 58 0 10 14 131
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 0 14 2 9 15 108
Combined Density Nowcasting in an uncertain economic environment 0 0 0 50 1 7 7 107
Combining Bayesian VARs with survey density forecasts: does it pay off? 0 1 1 45 1 7 15 117
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 41 1 6 14 101
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 16 0 11 12 81
Combining inflation density forecasts 0 0 1 113 1 7 13 227
Combining predictive densities using Bayesian filtering with applications to US economic data 0 0 0 55 2 8 12 179
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 0 67 1 5 11 124
Commodity Futures and Forecasting Commodity Currencies 0 2 2 70 0 6 11 154
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 41 7 13 16 99
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 0 8 11 49
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 15 2 8 14 136
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 57 0 2 5 218
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model 0 0 2 38 0 1 9 91
Density Forecasting 0 0 6 286 3 19 35 515
Density forecasts with MIDAS models 0 0 0 75 6 18 20 157
Density forecasts with MIDAS models 0 0 0 82 1 23 46 299
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 0 5 12 169
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 0 0 7 111 5 19 46 315
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 1 77 0 6 9 173
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 0 2 11 121
Evaluating real-time forecasts in real-time 0 0 0 21 0 4 6 98
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 0 99 0 8 15 265
Forecast Densities for Economic Aggregates from Disaggregate Ensembles 0 0 0 43 2 9 11 125
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 96 1 13 14 177
Forecast densities for economic aggregates from disaggregate ensembles 0 0 0 94 5 11 14 190
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 0 32 0 3 6 60
Forecasting Cryptocurrencies Financial Time Series 0 2 5 238 2 10 26 711
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 4 69 0 10 21 154
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 104 0 2 6 182
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 65 13 32 34 167
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 1 153 0 11 16 398
Forecasting GDP with Global Components. This Time Is Different 0 0 0 65 0 6 10 101
Forecasting GDP with global components. This time is different 0 0 0 48 2 7 8 82
Forecasting GDP with global components. This time is different 0 0 0 47 5 18 22 158
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 0 0 0 36 0 2 5 103
Forecasting consumer confidence through semantic network analysis of online news 0 0 0 11 1 5 10 34
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 1 70 4 6 15 165
Forecasting energy commodity prices: a large global dataset sparse approach 0 0 0 46 3 13 14 142
Forecasting financial markets with semantic network analysis in the COVID-19 crisis 0 0 1 24 0 4 10 38
Forecasting financial markets with semantic network analysis in the COVID—19 crisis 0 0 0 44 1 4 5 101
Forecasting macroeconomic variables using disaggregate survey data 0 0 0 76 1 5 6 152
Forecasting recessions in real time 0 0 0 69 1 9 17 246
Forecasting the intraday market price of money 0 0 0 65 0 6 7 176
Forecasting the intraday market price of money 0 0 0 54 0 5 9 118
Identification and real-time forecasting of Norwegian business cycles 0 0 0 65 0 8 12 135
Identification of financial factors in economic fluctuations 0 4 14 357 2 12 30 670
Identification of financial factors in economic fluctuations 0 0 0 70 2 8 9 189
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 0 0 28 0 2 5 114
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 1 63 4 7 9 203
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 47 4 7 14 184
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 69 2 14 17 219
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 0 0 96 3 9 12 133
Large Time-Varying Volatility Models for Electricity Prices 0 0 2 55 0 14 26 99
Macro modelling with many models 0 0 0 200 1 6 20 413
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 1 4 113 0 6 16 185
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 4 6 352
Markov Switching Panel with Endogenous Synchronization Effects 0 0 1 94 1 13 28 235
Markov Switching Panel with Network Interaction Effects 0 0 1 73 2 9 12 197
Measuring Sovereign Contagion in Europe 0 0 0 124 2 9 11 212
Measuring Sovereign Contagion in Europe 0 0 0 133 0 8 13 303
Measuring sovereign contagion in Europe 0 0 0 257 6 20 22 665
Measuring sovereign contagion in Europe 0 0 0 59 5 20 25 190
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 1 123 4 12 18 301
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 3 9 148
Oil and Fiscal Policy Regimes 0 0 0 15 2 6 12 53
Oil and US GDP: A Real-Time out-of Sample Examination 0 0 0 78 1 5 7 289
Oil and US GDP: A real-time out-of-sample examination 0 0 0 87 3 17 22 255
Oil and fiscal policy regimes 0 0 0 26 1 8 12 52
Oil price density forecasts: Exploring the linkages with stock markets 0 0 0 163 2 6 8 305
Oil price density forecasts: exploring the linkages with stock markets 0 0 1 29 2 4 10 129
Oil-Price Density Forecasts of U.S. GDP 0 0 0 45 2 6 11 76
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 22 1 3 6 65
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 32 1 7 9 100
Optimal portfolio choice under decision-based model combinations 0 0 0 30 2 8 10 92
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 2 107 1 16 28 348
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 1 6 7 488
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 2 8 10 130
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 1 3 6 183
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 1 2 39 1 5 10 143
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 1 1 357 0 4 9 915
Predicting the Volatility of Cryptocurrency Time Series 0 1 1 243 1 8 17 676
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 0 5 8 373
Predictive gains from forecast combinations using time-varying model weights 0 0 0 29 0 4 8 117
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 3 8 10 32
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 0 1 3 22
Real-Time Inflation Forecasting in a Changing World 0 0 0 73 0 8 10 170
Real-time inflation forecasting in a changing world 0 0 1 80 0 7 17 287
Term structure forecasting using macro factors and forecast combination 0 1 3 157 2 7 13 340
Term structure forecasting using macro factors and forecast combination 0 0 2 101 1 9 23 315
The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode 0 0 0 53 1 6 10 104
The Evolution of Forecast Density Combinations in Economics 0 1 4 141 5 22 42 272
The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts 0 0 0 125 1 6 8 433
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 0 92 2 6 10 233
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 2 103 1 6 13 206
The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts 0 0 0 42 1 4 7 161
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 0 79 0 6 12 157
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 1 2 55 1 7 15 122
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 1 1 1 180 2 7 13 204
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 31 3 9 16 84
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 30 0 6 10 159
Why do people give less weight to advice the further it is from their initial opinion? 0 0 0 30 2 4 5 83
World Steel Production: A New Monthly Indicator of Global Real Economic Activity 0 0 3 198 3 5 17 412
World steel production: A new monthly indicator of global real economic activity 0 0 1 90 1 6 17 386
Total Working Papers 1 19 99 10,392 185 998 1,727 26,606
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 17 4 21 45 89
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 1 6 9 82
Alternative econometric implementations of multi-factor models of the U.S. financial markets 0 0 0 37 0 6 7 136
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 0 2 13 1 4 14 82
Bayesian Calibration of Generalized Pools of Predictive Distributions 0 0 0 6 1 4 6 63
Bayesian Econometrics 0 0 1 9 0 4 9 50
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 2 0 1 5 28
Combination schemes for turning point predictions 0 0 0 26 5 13 14 120
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 1 7 0 6 17 86
Combining inflation density forecasts 0 0 1 65 0 6 11 195
Comment 0 0 0 1 0 2 2 24
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 0 0 1 9 0 8 16 41
Computational Complexity and Parallelization in Bayesian Econometric Analysis 0 0 0 6 1 6 7 54
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach 0 0 0 21 2 12 18 86
Density Forecasts With Midas Models 0 0 0 16 4 9 13 107
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 0 29 1 11 12 76
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights 0 0 0 47 1 7 11 229
Forecast densities for economic aggregates from disaggregate ensembles 0 0 0 40 0 5 7 132
Forecasting GDP with global components: This time is different 0 0 1 21 0 4 11 132
Forecasting cryptocurrencies under model and parameter instability 1 5 10 100 2 17 33 266
Forecasting macroeconomic variables using disaggregate survey data 0 0 1 30 1 4 10 121
Forecasting the intraday market price of money 0 0 0 4 2 4 5 86
Identification and real-time forecasting of Norwegian business cycles 0 0 2 43 0 5 17 142
Identification of Financial Factors in Economic Fluctuations 3 3 22 110 6 18 56 266
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 0 16 2 8 13 70
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 0 1 26 2 6 10 155
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 0 0 0 64 1 6 13 168
Measuring sovereign contagion in Europe 0 0 1 47 5 12 21 210
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 0 0 0 26 0 2 3 117
Oil and U.S. GDP: A Real-Time Out-of-Sample Examination 0 0 0 17 0 3 8 123
Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination 0 0 0 2 0 4 5 18
Oil-price density forecasts of US GDP 0 1 1 16 0 5 9 112
On the correlation between commodity and equity returns: Implications for portfolio allocation 0 0 0 34 1 7 10 165
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 4 11 13 61
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 0 11 0 2 4 79
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 1 1 7 3 14 22 84
Real-Time Inflation Forecasting in a Changing World 0 0 1 115 1 6 12 325
The bank-sovereign nexus: Evidence from a non-bailout episode 0 0 0 4 3 8 14 58
The power of weather 0 0 1 36 2 5 11 131
Time-varying combinations of predictive densities using nonlinear filtering 0 0 2 54 2 11 26 233
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 0 1 12 0 7 13 85
Why do people place lower weight on advice far from their own initial opinion? 0 0 0 9 0 1 3 60
World steel production: A new monthly indicator of global real economic activity 0 2 8 339 2 9 25 430
Total Journal Articles 4 12 65 1,515 60 310 590 5,377

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 6 7 147
Total Chapters 0 0 0 37 0 6 7 147

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