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 5 95
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 0 7 0 3 6 37
A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets 0 0 0 129 0 5 14 251
A New Economic Framework: A DSGE Model with Cryptocurrency 0 2 8 386 0 17 62 887
A New Monthly Indicator of Global Real Economic Activity 0 0 0 73 0 0 19 338
A New Monthly Indicator of Global Real Economic Activity 0 0 0 99 0 1 10 250
A New Monthly Indicator of Global Real Economic Activity 0 0 0 259 0 4 15 828
A new monthly indicator of global real economic activity 0 0 1 109 0 10 22 258
A new monthly indicator of global real economic activity 0 0 0 56 0 3 20 149
A scoring rule for factor and autoregressive models under misspecification 0 0 0 71 0 6 20 180
Adaptive Importance Sampling for DSGE Models 0 2 5 79 2 13 38 263
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 1 2 9 37
Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns 0 0 0 25 2 7 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 5 8 114
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 0 45 1 5 7 156
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 35 0 1 9 138
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 32 1 2 10 127
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 0 90 0 3 11 188
Bayesian nonparametric calibration and combination of predictive distributions 0 0 0 32 0 3 12 123
Combination Schemes for Turning Point Predictions 0 0 0 67 0 0 10 156
Combination schemes for turning point predictions 0 0 0 19 2 8 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 2 17 110
Combined Density Nowcasting in an uncertain economic environment 0 0 0 50 0 4 11 111
Combining Bayesian VARs with survey density forecasts: does it pay off? 0 0 1 45 3 6 20 123
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 41 0 1 13 102
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 6 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 2 13 126
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 1 2 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 2 3 8 221
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 15 1 6 20 142
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 0 0 5 286 1 4 35 519
Density forecasts with MIDAS models 0 0 0 82 0 5 48 304
Density forecasts with MIDAS models 0 1 1 76 0 10 30 167
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 1 9 21 178
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 1 1 6 112 6 13 55 328
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 1 77 1 5 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 1 6 99
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 0 99 0 9 24 274
Forecast Densities for Economic Aggregates from Disaggregate Ensembles 0 0 0 43 0 5 16 130
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 96 1 4 18 181
Forecast densities for economic aggregates from disaggregate ensembles 0 0 0 94 0 4 17 194
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 0 32 1 3 9 63
Forecasting Cryptocurrencies Financial Time Series 0 1 5 239 2 10 32 721
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 2 4 71 3 8 25 162
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 1 153 0 4 19 402
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 65 0 13 47 180
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 104 0 2 8 184
Forecasting GDP with Global Components. This Time Is Different 0 0 0 65 2 6 15 107
Forecasting GDP with global components. This time is different 0 0 0 47 3 9 31 167
Forecasting GDP with global components. This time is different 0 0 0 48 0 3 11 85
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 0 1 1 37 1 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 0 3 16 168
Forecasting energy commodity prices: a large global dataset sparse approach 0 0 0 46 2 5 19 147
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 10 106
Forecasting macroeconomic variables using disaggregate survey data 0 0 0 76 1 6 12 158
Forecasting recessions in real time 0 0 0 69 0 1 18 247
Forecasting the intraday market price of money 0 0 0 54 0 0 8 118
Forecasting the intraday market price of money 0 0 0 65 0 1 8 177
Identification and real-time forecasting of Norwegian business cycles 0 0 0 65 1 3 14 138
Identification of financial factors in economic fluctuations 0 0 9 357 0 1 23 671
Identification of financial factors in economic fluctuations 0 0 0 70 0 3 12 192
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 0 0 28 0 10 14 124
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 63 0 5 13 208
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 47 0 1 13 185
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 69 0 1 18 220
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 0 0 96 1 5 16 138
Large Time-Varying Volatility Models for Electricity Prices 1 2 3 57 2 9 32 108
Macro modelling with many models 0 0 0 200 1 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 1 1 4 114 1 6 20 191
Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section 0 1 1 63 1 5 10 357
Markov Switching Panel with Endogenous Synchronization Effects 0 0 1 94 2 5 32 240
Markov Switching Panel with Network Interaction Effects 0 0 1 73 1 2 14 199
Measuring Sovereign Contagion in Europe 0 0 0 133 0 4 16 307
Measuring Sovereign Contagion in Europe 0 0 0 124 0 10 21 222
Measuring sovereign contagion in Europe 0 0 0 59 2 4 29 194
Measuring sovereign contagion in Europe 0 0 0 257 4 9 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 0 2 20 303
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 1 4 10 152
Oil and Fiscal Policy Regimes 0 0 0 15 0 2 13 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 0 6 28 261
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 1 6 14 311
Oil price density forecasts: exploring the linkages with stock markets 0 0 0 29 2 4 13 133
Oil-Price Density Forecasts of U.S. GDP 0 1 1 46 1 10 20 86
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 1 4 13 104
Optimal portfolio choice under decision-based model combinations 0 0 0 30 0 3 13 95
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 1 107 5 10 31 358
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 0 1 8 489
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 0 4 14 134
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 0 6 11 189
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 0 1 39 2 8 17 151
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 1 357 0 3 10 918
Predicting the Volatility of Cryptocurrency Time Series 0 0 1 243 3 4 18 680
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 0 3 10 376
Predictive gains from forecast combinations using time-varying model weights 0 0 0 29 2 3 11 120
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 0 4 7 26
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 2 4 14 36
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 1 6 20 293
Term structure forecasting using macro factors and forecast combination 0 0 1 157 0 7 16 347
Term structure forecasting using macro factors and forecast combination 0 0 1 101 3 6 22 321
The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode 0 0 0 53 1 3 12 107
The Evolution of Forecast Density Combinations in Economics 0 0 4 141 3 7 49 279
The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts 0 0 0 125 0 3 11 436
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 2 103 0 3 16 209
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 2 2 94 3 7 17 240
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 0 4 16 161
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 0 2 55 1 8 22 130
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 1 180 0 4 17 208
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 30 2 6 16 165
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 31 1 2 16 86
Why do people give less weight to advice the further it is from their initial opinion? 0 0 0 30 2 4 9 87
World Steel Production: A New Monthly Indicator of Global Real Economic Activity 0 0 2 198 0 3 17 415
World steel production: A new monthly indicator of global real economic activity 0 0 1 90 1 4 19 390
Total Working Papers 3 17 85 10,409 96 573 2,165 27,179
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 1 12 48 101
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 1 6 15 88
Alternative econometric implementations of multi-factor models of the U.S. financial markets 0 0 0 37 1 5 12 141
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 0 1 13 1 5 16 87
Bayesian Calibration of Generalized Pools of Predictive Distributions 0 0 0 6 0 4 10 67
Bayesian Econometrics 0 0 1 9 0 2 10 52
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 2 2 5 10 33
Combination schemes for turning point predictions 0 0 0 26 1 4 18 124
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 1 7 0 4 20 90
Combining inflation density forecasts 0 0 0 65 0 2 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 1 16 42
Computational Complexity and Parallelization in Bayesian Econometric Analysis 0 0 0 6 1 6 13 60
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach 0 0 0 21 0 4 21 90
Density Forecasts With Midas Models 0 0 0 16 0 0 13 107
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 0 3 13 232
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 1 4 15 136
Forecasting cryptocurrencies under model and parameter instability 0 0 9 100 1 6 34 272
Forecasting macroeconomic variables using disaggregate survey data 0 0 0 30 0 6 14 127
Forecasting the intraday market price of money 0 0 0 4 1 3 8 89
Identification and real-time forecasting of Norwegian business cycles 1 1 3 44 2 7 21 149
Identification of Financial Factors in Economic Fluctuations 1 2 13 112 2 7 47 273
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 0 16 0 3 14 73
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 1 2 27 1 8 17 163
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 0 1 1 65 2 6 18 174
Measuring sovereign contagion in Europe 0 0 1 47 0 5 26 215
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 0 0 0 26 0 4 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 1 6 10 24
Oil-price density forecasts of US GDP 0 0 1 16 0 10 19 122
On the correlation between commodity and equity returns: Implications for portfolio allocation 0 0 0 34 0 3 11 168
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 1 7 20 68
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 0 11 1 3 6 82
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 1 2 8 1 8 30 92
Real-Time Inflation Forecasting in a Changing World 0 0 1 115 0 5 13 330
The bank-sovereign nexus: Evidence from a non-bailout episode 0 0 0 4 0 3 16 61
The power of weather 0 0 0 36 2 4 13 135
Time-varying combinations of predictive densities using nonlinear filtering 0 0 2 54 5 10 33 243
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 0 1 12 0 3 16 88
Why do people place lower weight on advice far from their own initial opinion? 0 0 0 9 1 4 7 64
World steel production: A new monthly indicator of global real economic activity 0 1 8 340 0 5 28 435
Total Journal Articles 2 8 54 1,523 30 208 733 5,585

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 2 9 149
Total Chapters 0 0 0 37 0 2 9 149

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