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 1 48 0 0 4 95
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 0 7 0 1 6 37
A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets 0 0 0 129 1 6 14 252
A New Economic Framework: A DSGE Model with Cryptocurrency 0 2 7 386 0 9 60 887
A New Monthly Indicator of Global Real Economic Activity 0 0 0 99 0 0 8 250
A New Monthly Indicator of Global Real Economic Activity 0 0 0 259 1 5 16 829
A New Monthly Indicator of Global Real Economic Activity 0 0 0 73 1 1 20 339
A new monthly indicator of global real economic activity 0 0 1 109 0 6 21 258
A new monthly indicator of global real economic activity 0 0 0 56 0 2 18 149
A scoring rule for factor and autoregressive models under misspecification 0 0 0 71 0 5 19 180
Adaptive Importance Sampling for DSGE Models 0 1 4 79 1 11 34 264
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 0 2 9 37
Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns 0 0 0 25 0 6 13 50
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 4 8 114
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 0 45 0 5 6 156
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 35 1 1 9 139
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 32 1 3 10 128
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 0 90 0 2 11 188
Bayesian nonparametric calibration and combination of predictive distributions 0 0 0 32 0 2 12 123
Combination Schemes for Turning Point Predictions 0 0 0 67 0 0 9 156
Combination schemes for turning point predictions 0 0 0 19 0 7 17 147
Combination schemes for turning point predictions 0 0 0 58 0 2 16 133
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 0 14 0 1 16 110
Combined Density Nowcasting in an uncertain economic environment 0 0 0 50 0 2 11 111
Combining Bayesian VARs with survey density forecasts: does it pay off? 0 0 1 45 2 5 22 125
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 41 0 1 12 102
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 16 0 2 14 83
Combining inflation density forecasts 0 0 1 113 0 4 19 233
Combining predictive densities using Bayesian filtering with applications to US economic data 0 0 0 55 0 3 15 182
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 0 67 0 1 11 126
Commodity Futures and Forecasting Commodity Currencies 0 0 2 70 0 2 12 156
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 41 0 1 18 101
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 0 1 12 50
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 57 0 3 6 221
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 15 1 6 21 143
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model 0 0 1 38 0 0 6 91
Density Forecasting 2 2 5 288 2 4 35 521
Density forecasts with MIDAS models 0 0 0 82 3 7 48 307
Density forecasts with MIDAS models 0 1 1 76 0 2 30 167
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 0 7 21 178
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 0 1 6 112 4 16 55 332
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 1 77 0 4 14 178
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 0 4 15 125
Evaluating real-time forecasts in real-time 0 0 0 21 0 0 6 99
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 0 99 0 8 24 274
Forecast Densities for Economic Aggregates from Disaggregate Ensembles 0 0 0 43 0 3 16 130
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 96 0 4 18 181
Forecast densities for economic aggregates from disaggregate ensembles 0 0 0 94 0 3 17 194
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 0 32 1 4 9 64
Forecasting Cryptocurrencies Financial Time Series 2 3 7 241 2 11 34 723
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 1 4 71 0 6 25 162
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 104 0 2 8 184
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 153 0 3 18 402
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 65 0 5 47 180
Forecasting GDP with Global Components. This Time Is Different 0 0 0 65 0 6 15 107
Forecasting GDP with global components. This time is different 0 0 0 48 0 3 11 85
Forecasting GDP with global components. This time is different 0 0 0 47 1 10 32 168
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 0 1 1 37 0 8 13 111
Forecasting consumer confidence through semantic network analysis of online news 0 0 0 11 0 7 16 41
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 0 70 1 4 16 169
Forecasting energy commodity prices: a large global dataset sparse approach 0 0 0 46 1 5 20 148
Forecasting financial markets with semantic network analysis in the COVID-19 crisis 0 0 0 24 0 2 10 40
Forecasting financial markets with semantic network analysis in the COVID—19 crisis 0 0 0 44 1 5 11 107
Forecasting macroeconomic variables using disaggregate survey data 0 0 0 76 1 7 13 159
Forecasting recessions in real time 0 0 0 69 0 1 18 247
Forecasting the intraday market price of money 0 0 0 65 0 1 8 177
Forecasting the intraday market price of money 0 0 0 54 0 0 7 118
Identification and real-time forecasting of Norwegian business cycles 0 0 0 65 1 3 15 139
Identification of financial factors in economic fluctuations 0 0 0 70 1 4 13 193
Identification of financial factors in economic fluctuations 0 0 9 357 1 2 23 672
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 0 0 28 1 11 13 125
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 63 1 4 14 209
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 69 1 1 18 221
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 47 0 0 13 185
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 0 0 96 0 4 16 138
Large Time-Varying Volatility Models for Electricity Prices 0 2 2 57 1 10 32 109
Macro modelling with many models 0 0 0 200 0 4 22 417
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 1 3 114 1 4 19 192
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 63 0 3 10 357
Markov Switching Panel with Endogenous Synchronization Effects 0 0 1 94 2 4 34 242
Markov Switching Panel with Network Interaction Effects 0 0 1 73 0 2 14 199
Measuring Sovereign Contagion in Europe 0 0 0 124 1 10 22 223
Measuring Sovereign Contagion in Europe 0 0 0 133 1 3 17 308
Measuring sovereign contagion in Europe 0 0 0 59 0 3 29 194
Measuring sovereign contagion in Europe 0 0 0 257 0 7 31 674
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 2 3 22 305
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 4 10 152
Oil and Fiscal Policy Regimes 0 0 0 15 0 2 12 55
Oil and US GDP: A Real-Time out-of Sample Examination 0 0 0 78 0 5 12 294
Oil and US GDP: A real-time out-of-sample examination 0 0 0 87 2 6 30 263
Oil and fiscal policy regimes 0 0 0 26 0 2 12 54
Oil price density forecasts: Exploring the linkages with stock markets 0 0 0 163 0 6 14 311
Oil price density forecasts: exploring the linkages with stock markets 0 0 0 29 0 3 13 133
Oil-Price Density Forecasts of U.S. GDP 0 1 1 46 1 11 21 87
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 22 0 0 6 65
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 32 0 3 13 104
Optimal portfolio choice under decision-based model combinations 0 0 0 30 0 1 13 95
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 1 107 1 10 31 359
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 1 2 9 490
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 2 5 15 136
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 2 6 13 191
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 0 1 39 0 6 16 151
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 1 357 1 3 11 919
Predicting the Volatility of Cryptocurrency Time Series 0 0 1 243 0 4 18 680
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 1 3 11 377
Predictive gains from forecast combinations using time-varying model weights 0 0 0 29 0 3 9 120
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 0 3 14 36
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 1 5 8 27
Real-Time Inflation Forecasting in a Changing World 0 0 0 73 0 2 12 172
Real-time inflation forecasting in a changing world 0 0 0 80 0 5 19 293
Term structure forecasting using macro factors and forecast combination 0 0 1 157 0 5 16 347
Term structure forecasting using macro factors and forecast combination 0 0 1 101 0 3 21 321
The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode 0 0 0 53 0 3 12 107
The Evolution of Forecast Density Combinations in Economics 0 0 3 141 1 8 48 280
The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts 0 0 0 125 1 4 12 437
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 2 2 94 1 8 18 241
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 2 103 0 3 16 209
The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts 0 0 0 42 0 0 6 161
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 0 79 1 4 15 162
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 1 1 3 56 1 7 22 131
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 31 0 2 16 86
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 1 180 0 3 17 208
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 30 1 5 16 166
Why do people give less weight to advice the further it is from their initial opinion? 0 0 0 30 0 4 9 87
World Steel Production: A New Monthly Indicator of Global Real Economic Activity 0 0 2 198 0 1 15 415
World steel production: A new monthly indicator of global real economic activity 0 0 0 90 0 1 18 390
Total Working Papers 5 19 81 10,414 58 507 2,161 27,237
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 1 5 18 0 10 47 101
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 0 6 15 88
Alternative econometric implementations of multi-factor models of the U.S. financial markets 0 0 0 37 0 4 12 141
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 0 1 13 0 4 15 87
Bayesian Calibration of Generalized Pools of Predictive Distributions 0 0 0 6 1 4 11 68
Bayesian Econometrics 1 1 2 10 1 3 11 53
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 2 0 4 10 33
Combination schemes for turning point predictions 0 0 0 26 0 4 18 124
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 1 7 0 2 20 90
Combining inflation density forecasts 0 0 0 65 0 1 12 197
Comment 0 0 0 1 0 2 4 26
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 0 0 1 9 0 0 15 42
Computational Complexity and Parallelization in Bayesian Econometric Analysis 0 0 0 6 0 6 13 60
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach 0 0 0 21 1 4 21 91
Density Forecasts With Midas Models 0 0 0 16 0 0 12 107
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 0 29 0 5 17 81
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights 0 0 0 47 2 3 14 234
Forecast densities for economic aggregates from disaggregate ensembles 0 0 0 40 0 5 12 137
Forecasting GDP with global components: This time is different 0 0 1 21 0 4 15 136
Forecasting cryptocurrencies under model and parameter instability 1 1 9 101 4 7 36 276
Forecasting macroeconomic variables using disaggregate survey data 0 0 0 30 1 5 14 128
Forecasting the intraday market price of money 0 0 0 4 1 4 9 90
Identification and real-time forecasting of Norwegian business cycles 0 1 3 44 0 5 21 149
Identification of Financial Factors in Economic Fluctuations 1 3 12 113 1 8 43 274
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 0 16 1 1 14 74
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 0 2 27 0 3 17 163
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 0 1 1 65 0 4 18 174
Measuring sovereign contagion in Europe 0 0 1 47 1 5 25 216
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 0 0 0 26 0 3 7 121
Oil and U.S. GDP: A Real-Time Out-of-Sample Examination 0 0 0 17 0 3 10 126
Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination 0 0 0 2 0 6 10 24
Oil-price density forecasts of US GDP 0 0 1 16 2 12 21 124
On the correlation between commodity and equity returns: Implications for portfolio allocation 0 0 0 34 0 2 11 168
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 0 3 20 68
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 0 11 0 3 6 82
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 1 2 8 0 8 29 92
Real-Time Inflation Forecasting in a Changing World 0 0 1 115 0 4 13 330
The bank-sovereign nexus: Evidence from a non-bailout episode 0 0 0 4 1 3 17 62
The power of weather 0 0 0 36 0 4 12 135
Time-varying combinations of predictive densities using nonlinear filtering 0 0 2 54 2 12 31 245
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 0 1 12 1 3 17 89
Why do people place lower weight on advice far from their own initial opinion? 0 0 0 9 0 4 7 64
World steel production: A new monthly indicator of global real economic activity 0 1 8 340 0 3 27 435
Total Journal Articles 3 10 54 1,526 20 186 729 5,605

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 1 9 149
Total Chapters 0 0 0 37 0 1 9 149

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10