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 48 1 1 3 96
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 0 7 8 8 14 45
A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets 0 0 0 129 1 2 14 253
A New Economic Framework: A DSGE Model with Cryptocurrency 0 0 7 386 2 2 57 889
A New Monthly Indicator of Global Real Economic Activity 0 0 0 73 0 1 20 339
A New Monthly Indicator of Global Real Economic Activity 0 0 0 259 1 2 16 830
A New Monthly Indicator of Global Real Economic Activity 0 0 0 99 1 1 9 251
A new monthly indicator of global real economic activity 0 0 0 109 0 0 20 258
A new monthly indicator of global real economic activity 0 0 0 56 1 1 18 150
A scoring rule for factor and autoregressive models under misspecification 0 0 0 71 3 3 22 183
Adaptive Importance Sampling for DSGE Models 0 0 4 79 1 2 35 265
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 2 2 10 39
Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns 0 0 0 25 0 0 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 0 8 114
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 0 45 0 1 7 157
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 35 0 1 9 139
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 32 0 1 8 128
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 0 90 1 2 13 190
Bayesian nonparametric calibration and combination of predictive distributions 0 0 0 32 1 1 13 124
Combination Schemes for Turning Point Predictions 0 0 0 67 2 2 11 158
Combination schemes for turning point predictions 0 0 0 19 0 0 16 147
Combination schemes for turning point predictions 0 0 0 58 0 0 16 133
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 0 14 2 2 16 112
Combined Density Nowcasting in an uncertain economic environment 0 0 0 50 1 1 12 112
Combining Bayesian VARs with survey density forecasts: does it pay off? 0 0 1 45 4 6 23 129
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 41 1 2 14 104
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 16 0 0 14 83
Combining inflation density forecasts 0 0 1 113 0 0 19 233
Combining predictive densities using Bayesian filtering with applications to US economic data 0 0 0 55 0 0 15 182
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 0 67 1 2 10 128
Commodity Futures and Forecasting Commodity Currencies 0 0 2 70 0 1 11 157
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 1 1 13 51
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 41 0 0 18 101
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 15 2 3 23 145
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 57 4 4 10 225
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model 0 0 1 38 0 0 4 91
Density Forecasting 1 3 5 289 1 3 33 522
Density forecasts with MIDAS models 0 0 0 82 0 3 44 307
Density forecasts with MIDAS models 0 0 1 76 2 2 32 169
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 0 1 19 179
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 0 0 5 112 1 8 55 336
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 1 77 1 2 15 180
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 0 0 15 125
Evaluating real-time forecasts in real-time 0 1 1 22 2 3 9 102
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 0 99 0 1 24 275
Forecast Densities for Economic Aggregates from Disaggregate Ensembles 0 0 0 43 0 0 15 130
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 96 0 1 19 182
Forecast densities for economic aggregates from disaggregate ensembles 0 0 0 94 0 0 17 194
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 0 32 0 1 9 64
Forecasting Cryptocurrencies Financial Time Series 0 2 7 241 1 3 34 724
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 104 1 1 8 185
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 65 0 0 47 180
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 153 4 4 22 406
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 3 71 1 2 24 164
Forecasting GDP with Global Components. This Time Is Different 0 0 0 65 2 2 15 109
Forecasting GDP with global components. This time is different 0 0 0 48 3 3 14 88
Forecasting GDP with global components. This time is different 0 0 0 47 3 5 34 172
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 0 0 1 37 0 1 13 112
Forecasting consumer confidence through semantic network analysis of online news 0 0 0 11 1 1 17 42
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 0 70 1 2 17 170
Forecasting energy commodity prices: a large global dataset sparse approach 0 0 0 46 1 2 21 149
Forecasting financial markets with semantic network analysis in the COVID-19 crisis 0 0 0 24 1 1 10 41
Forecasting financial markets with semantic network analysis in the COVID—19 crisis 0 0 0 44 1 2 12 108
Forecasting macroeconomic variables using disaggregate survey data 1 1 1 77 3 4 16 162
Forecasting recessions in real time 0 0 0 69 0 0 17 247
Forecasting the intraday market price of money 0 0 0 54 1 1 7 119
Forecasting the intraday market price of money 0 0 0 65 1 1 9 178
Identification and real-time forecasting of Norwegian business cycles 0 0 0 65 0 1 14 139
Identification of financial factors in economic fluctuations 0 0 7 357 2 3 23 674
Identification of financial factors in economic fluctuations 0 0 0 70 0 2 14 194
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 0 0 28 0 1 13 125
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 47 0 0 13 185
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 69 2 3 20 223
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 63 2 4 17 212
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 0 0 96 0 1 16 139
Large Time-Varying Volatility Models for Electricity Prices 0 0 2 57 1 2 30 110
Macro modelling with many models 0 0 0 200 3 3 23 420
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 0 2 114 1 3 19 194
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 2 2 12 359
Markov Switching Panel with Endogenous Synchronization Effects 0 0 0 94 0 2 31 242
Markov Switching Panel with Network Interaction Effects 1 1 2 74 1 1 15 200
Measuring Sovereign Contagion in Europe 0 0 0 124 0 1 22 223
Measuring Sovereign Contagion in Europe 0 0 0 133 1 3 18 310
Measuring sovereign contagion in Europe 0 0 0 257 1 1 32 675
Measuring sovereign contagion in Europe 0 0 0 59 1 2 31 196
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate. Evidence from Multi-Factor Asset Pricing Models of REIT Returns 1 1 2 124 3 6 25 309
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 10 152
Oil and Fiscal Policy Regimes 0 0 0 15 0 0 12 55
Oil and US GDP: A Real-Time out-of Sample Examination 0 0 0 78 2 2 14 296
Oil and US GDP: A real-time out-of-sample examination 0 0 0 87 1 3 31 264
Oil and fiscal policy regimes 0 0 0 26 0 0 12 54
Oil price density forecasts: Exploring the linkages with stock markets 0 0 0 163 0 0 14 311
Oil price density forecasts: exploring the linkages with stock markets 0 0 0 29 0 0 12 133
Oil-Price Density Forecasts of U.S. GDP 0 0 1 46 0 1 21 87
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 22 0 0 5 65
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 32 1 1 14 105
Optimal portfolio choice under decision-based model combinations 0 0 0 30 1 1 14 96
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 0 107 0 1 30 359
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 0 1 9 490
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 1 3 16 137
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 1 3 13 192
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 0 1 39 0 2 17 153
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 1 357 1 3 12 921
Predicting the Volatility of Cryptocurrency Time Series 0 0 1 243 0 0 17 680
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 0 1 11 377
Predictive gains from forecast combinations using time-varying model weights 0 0 0 29 0 0 8 120
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 1 2 9 28
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 1 1 14 37
Real-Time Inflation Forecasting in a Changing World 0 0 0 73 1 1 13 173
Real-time inflation forecasting in a changing world 0 0 0 80 0 0 17 293
Term structure forecasting using macro factors and forecast combination 0 0 1 157 2 2 18 349
Term structure forecasting using macro factors and forecast combination 0 0 1 101 3 4 25 325
The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode 0 0 0 53 0 1 12 108
The Evolution of Forecast Density Combinations in Economics 1 1 4 142 1 2 47 281
The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts 0 0 0 125 1 3 14 439
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 2 94 0 1 18 241
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 2 103 1 1 17 210
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 2 3 16 164
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 1 3 56 0 1 21 131
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 30 0 1 16 166
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 1 180 2 2 18 210
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 31 2 2 17 88
Why do people give less weight to advice the further it is from their initial opinion? 0 0 0 30 0 0 9 87
World Steel Production: A New Monthly Indicator of Global Real Economic Activity 0 0 1 198 3 3 14 418
World steel production: A new monthly indicator of global real economic activity 0 0 0 90 1 1 16 391
Total Working Papers 5 11 76 10,420 122 209 2,214 27,388
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 4 18 0 0 42 101
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 1 1 16 89
Alternative econometric implementations of multi-factor models of the U.S. financial markets 0 0 0 37 0 0 12 141
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 0 1 13 1 3 17 90
Bayesian Calibration of Generalized Pools of Predictive Distributions 0 0 0 6 0 1 10 68
Bayesian Econometrics 0 1 2 10 0 2 12 54
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 2 0 0 10 33
Combination schemes for turning point predictions 1 1 1 27 2 2 20 126
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 1 7 1 1 21 91
Combining inflation density forecasts 0 0 0 65 0 0 11 197
Comment 0 0 0 1 0 0 4 26
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 0 0 1 9 0 2 16 44
Computational Complexity and Parallelization in Bayesian Econometric Analysis 0 0 0 6 0 0 13 60
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach 0 0 0 21 1 3 23 93
Density Forecasts With Midas Models 0 0 0 16 4 4 15 111
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 0 29 0 0 16 81
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights 1 1 1 48 2 4 16 236
Forecast densities for economic aggregates from disaggregate ensembles 0 0 0 40 0 0 12 137
Forecasting GDP with global components: This time is different 0 0 1 21 0 2 16 138
Forecasting cryptocurrencies under model and parameter instability 1 3 8 103 2 8 34 280
Forecasting macroeconomic variables using disaggregate survey data 0 0 0 30 0 2 13 129
Forecasting the intraday market price of money 0 0 0 4 0 1 8 90
Identification and real-time forecasting of Norwegian business cycles 0 0 3 44 0 1 22 150
Identification of Financial Factors in Economic Fluctuations 0 1 9 113 2 3 37 276
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 0 16 1 2 14 75
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 27 0 1 16 164
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 0 0 1 65 2 3 20 177
Measuring sovereign contagion in Europe 0 0 0 47 0 1 24 216
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 0 0 0 26 0 1 7 122
Oil and U.S. GDP: A Real-Time Out-of-Sample Examination 0 0 0 17 0 0 10 126
Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination 0 0 0 2 1 1 11 25
Oil-price density forecasts of US GDP 0 0 1 16 0 2 20 124
On the correlation between commodity and equity returns: Implications for portfolio allocation 0 0 0 34 0 0 11 168
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 2 3 22 71
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 0 11 1 1 7 83
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 1 3 9 0 1 29 93
Real-Time Inflation Forecasting in a Changing World 0 0 1 115 1 1 13 331
The bank-sovereign nexus: Evidence from a non-bailout episode 0 0 0 4 0 1 17 62
The power of weather 0 0 0 36 1 1 12 136
Time-varying combinations of predictive densities using nonlinear filtering 0 0 2 54 2 4 29 247
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 0 1 12 1 3 19 91
Why do people place lower weight on advice far from their own initial opinion? 0 0 0 9 0 0 5 64
World steel production: A new monthly indicator of global real economic activity 0 0 6 340 1 1 24 436
Total Journal Articles 3 8 48 1,531 29 67 726 5,652

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 10 150
Total Chapters 0 0 0 37 0 1 10 150

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