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 3 47 0 1 10 90
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 0 7 1 1 1 29
A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets 0 0 1 129 0 0 1 237
A New Economic Framework: A DSGE Model with Cryptocurrency 1 1 15 375 6 8 45 812
A New Monthly Indicator of Global Real Economic Activity 0 0 0 99 0 0 1 239
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 0 259 0 0 0 811
A new monthly indicator of global real economic activity 0 0 0 56 0 2 4 129
A new monthly indicator of global real economic activity 0 0 0 108 1 2 5 235
A scoring rule for factor and autoregressive models under misspecification 0 0 1 71 0 0 1 160
Adaptive Importance Sampling for DSGE Models 1 1 5 71 3 5 24 217
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 0 0 1 28
Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns 0 0 0 25 0 0 1 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 2 106
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 0 45 0 0 0 149
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 35 0 0 0 129
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 32 0 0 1 116
Bayesian near-boundary analysis in basic macroeconomic time series models 0 1 1 90 0 1 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 0 0 146
Combination schemes for turning point predictions 0 0 1 58 1 1 3 117
Combination schemes for turning point predictions 0 0 0 19 0 2 2 130
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 1 14 0 0 3 93
Combined Density Nowcasting in an uncertain economic environment 0 0 1 50 2 3 4 100
Combining Bayesian VARs with survey density forecasts: does it pay off? 0 0 0 44 0 0 5 102
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 41 0 0 0 87
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 16 1 1 1 69
Combining inflation density forecasts 0 0 0 112 0 0 1 214
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 0 0 113
Commodity Futures and Forecasting Commodity Currencies 0 0 0 68 1 2 3 143
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 1 2 2 38
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 1 41 0 1 2 83
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 15 0 0 6 122
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 1 1 57 0 2 4 213
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model 0 0 5 36 1 1 8 82
Density Forecasting 1 3 10 280 1 5 23 480
Density forecasts with MIDAS models 0 0 1 82 3 5 17 253
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 0 0 1 157
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 0 0 2 104 3 6 16 269
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 0 76 0 0 1 164
Dynamic predictive density combinations for large data sets in economics and finance 0 0 2 37 1 1 3 110
Evaluating real-time forecasts in real-time 0 0 1 21 0 1 3 92
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 1 99 0 0 1 250
Forecast Densities for Economic Aggregates from Disaggregate Ensembles 0 1 1 43 0 2 3 114
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 96 0 0 2 163
Forecast densities for economic aggregates from disaggregate ensembles 0 0 0 94 0 0 0 176
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 0 32 0 0 0 54
Forecasting Cryptocurrencies Financial Time Series 0 0 5 233 0 0 15 685
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 65 1 1 3 133
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 1 104 0 0 9 176
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 65 1 1 3 133
Forecasting GDP with global components. This time is different 0 0 0 65 1 1 1 91
Forecasting GDP with global components. This time is different 0 0 0 48 0 0 0 74
Forecasting GDP with global components. This time is different 0 0 0 47 0 0 1 136
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 0 0 3 36 1 2 6 98
Forecasting consumer confidence through semantic network analysis of online news 0 0 0 11 0 0 0 24
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 0 69 1 1 5 150
Forecasting energy commodity prices: A large global dataset sparse approach 0 0 0 152 0 0 1 382
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 0 23 0 0 0 28
Forecasting financial markets with semantic network analysis in the COVID—19 crisis 0 0 1 44 0 1 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 0 0 3 229
Forecasting the intraday market price of money 0 0 0 54 0 0 0 109
Forecasting the intraday market price of money 0 0 0 65 0 0 2 169
Identification and real-time forecasting of Norwegian business cycles 0 0 0 65 0 0 6 123
Identification of financial factors in economic fluctuations 0 0 3 70 0 0 5 180
Identification of financial factors in economic fluctuations 4 5 13 343 5 7 25 640
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 1 1 1 28 1 1 2 109
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 62 0 0 0 194
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 69 1 2 5 202
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 47 0 0 1 170
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 0 2 96 0 0 4 121
Large Time-Varying Volatility Models for Electricity Prices 0 1 4 53 0 2 12 73
Macro modelling with many models 0 0 0 200 1 1 4 393
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 1 1 5 109 1 1 9 169
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 1 346
Markov Switching Panel with Endogenous Synchronization Effects 0 1 3 93 0 3 14 207
Markov Switching Panel with Network Interaction Effects 0 0 0 72 0 2 2 185
Measuring Sovereign Contagion in Europe 0 0 0 124 0 0 1 201
Measuring Sovereign Contagion in Europe 0 0 0 133 0 0 2 290
Measuring sovereign contagion in Europe 0 0 0 257 0 0 0 643
Measuring sovereign contagion in Europe 0 0 0 59 1 2 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 1 283
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 1 139
Oil and Fiscal Policy Regimes 0 0 1 15 0 0 1 41
Oil and US GDP: A Real-Time out-of Sample Examination 0 0 1 78 0 0 1 282
Oil and US GDP: A real-time out-of-sample examination 0 0 0 87 0 0 2 233
Oil and fiscal policy regimes 0 0 0 26 0 0 2 40
Oil price density forecasts: Exploring the linkages with stock markets 0 0 1 163 1 1 3 297
Oil price density forecasts: exploring the linkages with stock markets 0 0 0 28 1 1 2 119
Oil-Price Density Forecasts of U.S. GDP 0 1 1 45 0 1 1 65
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 2 2 2 91
Optimal portfolio choice under decision-based model combinations 0 0 0 30 0 0 2 82
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 0 105 1 2 7 320
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 0 2 2 481
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 0 0 0 177
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 0 0 0 120
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 0 0 37 0 0 2 133
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 0 356 1 2 4 906
Predicting the Volatility of Cryptocurrency Time Series 0 0 5 242 1 2 9 659
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 0 0 2 365
Predictive gains from forecast combinations using time-varying model weights 0 0 1 29 0 0 1 109
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 0 1 2 19
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 0 0 0 22
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 79 0 1 9 270
Term structure forecasting using macro factors and forecast combination 0 0 0 154 1 2 4 327
Term structure forecasting using macro factors and forecast combination 0 0 4 99 1 3 13 292
The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode 0 0 0 53 1 1 1 94
The Evolution of Forecast Density Combinations in Economics 1 2 4 137 3 7 13 230
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 1 2 92 0 1 7 223
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 0 101 0 0 2 193
The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts 1 1 1 42 1 1 2 154
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 0 79 0 0 2 145
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 0 1 53 0 1 5 107
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 31 1 3 7 68
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 1 179 1 4 5 191
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 30 0 2 2 149
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 0 3 195 0 0 4 395
World steel production: A new monthly indicator of global real economic activity 0 0 1 89 0 0 4 369
Total Working Papers 11 22 126 10,293 57 123 488 24,879
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 2 5 11 3 8 29 44
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 0 0 2 73
Alternative econometric implementations of multi-factor models of the U.S. financial markets 0 0 0 37 1 1 1 129
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 0 1 11 0 0 2 68
Bayesian Calibration of Generalized Pools of Predictive Distributions 0 0 0 6 0 1 1 57
Bayesian Econometrics 0 0 0 8 1 1 2 41
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 1 2 0 0 1 23
Combination schemes for turning point predictions 0 0 1 26 2 2 4 106
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 0 6 0 0 2 69
Combining inflation density forecasts 0 0 2 64 0 0 3 184
Comment 0 0 0 1 0 1 1 22
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 0 0 1 8 0 2 4 25
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 3 21 0 1 18 68
Density Forecasts With Midas Models 0 0 0 16 0 1 4 94
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 1 1 218
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 0 1 2 121
Forecasting cryptocurrencies under model and parameter instability 2 4 13 90 2 8 30 233
Forecasting macroeconomic variables using disaggregate survey data 0 0 1 29 0 0 1 111
Forecasting the intraday market price of money 0 0 0 4 0 0 0 81
Identification and real-time forecasting of Norwegian business cycles 0 0 10 41 2 4 22 125
Identification of Financial Factors in Economic Fluctuations 4 5 30 88 7 12 57 210
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 2 16 0 0 3 57
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 0 1 5 145
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 1 3 6 64 1 3 11 155
Measuring sovereign contagion in Europe 1 3 5 46 1 3 13 189
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 0 0 1 26 1 1 2 114
Oil and U.S. GDP: A Real-Time Out-of-Sample Examination 0 0 0 17 1 1 1 115
Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination 0 1 1 2 1 2 2 13
Oil-price density forecasts of US GDP 0 1 2 15 0 2 3 103
On the correlation between commodity and equity returns: Implications for portfolio allocation 0 1 2 34 0 2 14 155
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 0 1 1 48
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 1 11 2 3 9 75
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 0 0 6 0 1 1 62
Real-Time Inflation Forecasting in a Changing World 0 0 3 114 0 1 9 313
The bank-sovereign nexus: Evidence from a non-bailout episode 0 0 0 4 0 0 0 44
The power of weather 0 1 3 35 0 1 6 120
Time-varying combinations of predictive densities using nonlinear filtering 0 0 3 52 1 1 15 207
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 0 1 11 3 4 7 72
Why do people place lower weight on advice far from their own initial opinion? 0 0 0 9 1 1 3 57
World steel production: A new monthly indicator of global real economic activity 0 0 4 331 0 0 7 405
Total Journal Articles 8 21 103 1,450 30 72 300 4,787

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 2 140
Total Chapters 0 0 0 37 0 0 2 140

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 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

Statistics updated 2025-03-03