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 48 2 2 5 95
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 0 7 0 0 3 31
A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets 0 0 0 129 2 4 7 244
A New Economic Framework: A DSGE Model with Cryptocurrency 1 4 9 383 11 21 48 853
A New Monthly Indicator of Global Real Economic Activity 0 0 0 259 3 8 11 822
A New Monthly Indicator of Global Real Economic Activity 0 0 0 73 1 3 3 322
A New Monthly Indicator of Global Real Economic Activity 0 0 0 99 0 2 5 244
A new monthly indicator of global real economic activity 0 0 1 109 2 8 12 246
A new monthly indicator of global real economic activity 0 0 0 56 2 8 12 140
A scoring rule for factor and autoregressive models under misspecification 0 0 0 71 5 7 8 168
Adaptive Importance Sampling for DSGE Models 0 1 7 77 1 11 34 246
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 2 5 6 34
Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns 0 0 0 25 2 2 2 39
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 1 3 3 109
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 0 45 0 0 1 150
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 35 1 5 6 135
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 32 1 2 6 122
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 0 90 3 5 5 182
Bayesian nonparametric calibration and combination of predictive distributions 0 0 0 32 1 3 3 114
Combination Schemes for Turning Point Predictions 0 0 0 67 2 3 7 153
Combination schemes for turning point predictions 0 0 0 58 3 6 8 124
Combination schemes for turning point predictions 0 0 0 19 2 3 6 134
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 0 14 1 4 7 100
Combined Density Nowcasting in an uncertain economic environment 0 0 0 50 4 4 7 104
Combining Bayesian VARs with survey density forecasts: does it pay off? 1 1 1 45 4 8 12 114
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 41 0 4 8 95
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 16 3 4 5 73
Combining inflation density forecasts 0 1 1 113 0 6 6 220
Combining predictive densities using Bayesian filtering with applications to US economic data 0 0 0 55 1 5 5 172
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 0 67 1 2 7 120
Commodity Futures and Forecasting Commodity Currencies 1 1 1 69 1 3 8 149
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 41 1 3 4 87
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 3 6 7 44
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 15 1 5 7 129
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 1 57 0 1 5 216
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model 0 1 2 38 1 3 10 91
Density Forecasting 0 1 8 286 3 8 21 499
Density forecasts with MIDAS models 0 0 0 75 2 4 4 141
Density forecasts with MIDAS models 0 0 0 82 5 17 33 281
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 0 4 7 164
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 0 0 7 111 7 15 40 303
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 1 1 77 3 5 6 170
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 1 9 11 120
Evaluating real-time forecasts in real-time 0 0 0 21 2 3 5 96
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 0 99 3 8 10 260
Forecast Densities for Economic Aggregates from Disaggregate Ensembles 0 0 0 43 1 1 4 117
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 96 11 12 12 175
Forecast densities for economic aggregates from disaggregate ensembles 0 0 0 94 4 6 7 183
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 0 32 0 2 3 57
Forecasting Cryptocurrencies Financial Time Series 0 2 3 236 3 14 19 704
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 104 0 2 4 180
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 4 69 3 5 15 147
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 1 153 1 4 6 388
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 65 5 7 8 140
Forecasting GDP with Global Components. This Time Is Different 0 0 0 65 0 1 5 95
Forecasting GDP with global components. This time is different 0 0 0 48 1 2 2 76
Forecasting GDP with global components. This time is different 0 0 0 47 5 6 9 145
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 0 0 0 36 1 3 6 102
Forecasting consumer confidence through semantic network analysis of online news 0 0 0 11 2 6 7 31
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 1 70 1 7 11 160
Forecasting energy commodity prices: a large global dataset sparse approach 0 0 0 46 1 2 2 130
Forecasting financial markets with semantic network analysis in the COVID-19 crisis 0 0 1 24 1 4 7 35
Forecasting financial markets with semantic network analysis in the COVID—19 crisis 0 0 0 44 2 3 3 99
Forecasting macroeconomic variables using disaggregate survey data 0 0 0 76 0 1 1 147
Forecasting recessions in real time 0 0 0 69 1 7 9 238
Forecasting the intraday market price of money 0 0 0 65 3 3 4 173
Forecasting the intraday market price of money 0 0 0 54 2 3 6 115
Identification and real-time forecasting of Norwegian business cycles 0 0 0 65 4 6 8 131
Identification of financial factors in economic fluctuations 0 0 0 70 3 4 4 184
Identification of financial factors in economic fluctuations 2 4 17 355 4 9 29 662
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 0 1 28 0 0 4 112
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 47 2 7 9 179
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 1 63 1 2 3 197
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 69 1 3 6 206
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 0 0 96 1 2 4 125
Large Time-Varying Volatility Models for Electricity Prices 0 0 2 55 6 10 19 91
Macro modelling with many models 0 0 0 200 2 11 17 409
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 1 1 5 113 1 4 12 180
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 1 2 3 349
Markov Switching Panel with Endogenous Synchronization Effects 0 0 1 94 9 20 24 231
Markov Switching Panel with Network Interaction Effects 0 0 1 73 3 5 7 191
Measuring Sovereign Contagion in Europe 0 0 0 124 1 3 3 204
Measuring Sovereign Contagion in Europe 0 0 0 133 4 6 9 299
Measuring sovereign contagion in Europe 0 0 0 257 2 4 4 647
Measuring sovereign contagion in Europe 0 0 0 59 2 7 8 172
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 8 10 293
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 2 4 8 147
Oil and Fiscal Policy Regimes 0 0 0 15 0 3 6 47
Oil and US GDP: A Real-Time out-of Sample Examination 0 0 0 78 0 2 2 284
Oil and US GDP: A real-time out-of-sample examination 0 0 0 87 1 6 6 239
Oil and fiscal policy regimes 0 0 0 26 3 5 7 47
Oil price density forecasts: Exploring the linkages with stock markets 0 0 0 163 0 2 3 299
Oil price density forecasts: exploring the linkages with stock markets 0 0 1 29 1 5 8 126
Oil-Price Density Forecasts of U.S. GDP 0 0 1 45 2 6 8 72
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 22 0 2 3 62
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 32 3 5 7 96
Optimal portfolio choice under decision-based model combinations 0 0 0 30 2 4 4 86
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 2 107 9 12 22 341
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 1 2 3 483
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 0 1 3 180
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 1 2 3 123
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 1 1 2 39 1 3 6 139
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 1 1 1 357 2 4 8 913
Predicting the Volatility of Cryptocurrency Time Series 0 0 0 242 2 5 13 670
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 0 1 3 368
Predictive gains from forecast combinations using time-varying model weights 0 0 0 29 0 0 4 113
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 0 2 3 21
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 0 1 2 24
Real-Time Inflation Forecasting in a Changing World 0 0 0 73 2 4 4 164
Real-time inflation forecasting in a changing world 0 0 1 80 3 6 14 283
Term structure forecasting using macro factors and forecast combination 0 0 2 101 3 8 18 309
Term structure forecasting using macro factors and forecast combination 0 0 2 156 1 3 9 334
The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode 0 0 0 53 2 4 7 100
The Evolution of Forecast Density Combinations in Economics 1 3 6 141 8 24 32 258
The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts 0 0 0 125 0 2 2 427
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 2 2 103 3 9 10 203
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 0 92 1 4 5 228
The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts 0 0 1 42 1 3 5 158
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 0 79 1 4 7 152
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 1 1 2 55 3 7 12 118
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 31 2 6 11 77
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 30 3 5 9 156
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 179 2 7 11 199
Why do people give less weight to advice the further it is from their initial opinion? 0 0 0 30 2 3 3 81
World Steel Production: A New Monthly Indicator of Global Real Economic Activity 0 1 3 198 1 4 13 408
World steel production: A new monthly indicator of global real economic activity 0 0 1 90 0 5 11 380
Total Working Papers 10 27 106 10,383 261 641 1,084 25,869
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 3 7 17 9 16 37 77
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 3 5 6 79
Alternative econometric implementations of multi-factor models of the U.S. financial markets 0 0 0 37 0 1 2 130
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 1 2 13 1 4 11 79
Bayesian Calibration of Generalized Pools of Predictive Distributions 0 0 0 6 1 2 4 60
Bayesian Econometrics 0 0 1 9 1 4 7 47
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 2 0 2 4 27
Combination schemes for turning point predictions 0 0 0 26 3 4 6 110
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 1 7 4 12 15 84
Combining inflation density forecasts 0 0 1 65 1 4 6 190
Comment 0 0 0 1 0 0 1 22
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 0 1 1 9 1 6 10 34
Computational Complexity and Parallelization in Bayesian Econometric Analysis 0 0 0 6 1 2 2 49
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach 0 0 0 21 3 6 9 77
Density Forecasts With Midas Models 0 0 0 16 4 6 9 102
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 0 29 4 4 5 69
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights 0 0 0 47 1 3 6 223
Forecast densities for economic aggregates from disaggregate ensembles 0 0 0 40 0 2 2 127
Forecasting GDP with global components: This time is different 0 1 1 21 2 7 10 130
Forecasting cryptocurrencies under model and parameter instability 0 0 8 95 6 8 28 255
Forecasting macroeconomic variables using disaggregate survey data 0 0 1 30 0 1 6 117
Forecasting the intraday market price of money 0 0 0 4 0 0 1 82
Identification and real-time forecasting of Norwegian business cycles 0 0 2 43 4 10 20 141
Identification of Financial Factors in Economic Fluctuations 0 3 23 107 6 13 54 254
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 0 16 2 3 7 64
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 1 2 6 150
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 0 0 2 64 2 7 11 164
Measuring sovereign contagion in Europe 0 0 2 47 3 9 13 201
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 0 0 0 26 0 0 2 115
Oil and U.S. GDP: A Real-Time Out-of-Sample Examination 0 0 0 17 0 4 6 120
Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination 0 0 1 2 1 1 4 15
Oil-price density forecasts of US GDP 0 0 0 15 1 4 5 108
On the correlation between commodity and equity returns: Implications for portfolio allocation 0 0 0 34 1 2 5 159
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 3 4 6 53
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 0 11 1 2 5 78
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 1 1 1 7 6 12 15 76
Real-Time Inflation Forecasting in a Changing World 0 0 1 115 1 1 8 320
The bank-sovereign nexus: Evidence from a non-bailout episode 0 0 0 4 1 5 7 51
The power of weather 0 0 2 36 1 3 8 127
Time-varying combinations of predictive densities using nonlinear filtering 0 2 2 54 2 6 18 224
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 1 1 12 1 6 11 79
Why do people place lower weight on advice far from their own initial opinion? 0 0 0 9 0 0 3 59
World steel production: A new monthly indicator of global real economic activity 2 4 8 339 2 9 18 423
Total Journal Articles 3 17 69 1,506 84 202 419 5,151

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 1 2 2 142
Total Chapters 0 0 0 37 1 2 2 142

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Statistics updated 2026-01-09