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 7 0 0 3 31
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 1 1 48 0 2 5 93
A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets 0 0 0 129 1 2 3 240
A New Economic Framework: A DSGE Model with Cryptocurrency 0 0 5 379 0 5 28 832
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 1 3 814
A New Monthly Indicator of Global Real Economic Activity 0 0 0 99 0 0 3 242
A new monthly indicator of global real economic activity 0 0 0 56 0 1 6 132
A new monthly indicator of global real economic activity 0 1 1 109 0 1 6 238
A scoring rule for factor and autoregressive models under misspecification 0 0 0 71 0 0 1 161
Adaptive Importance Sampling for DSGE Models 1 1 6 76 5 5 24 235
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 0 1 2 29
Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns 0 0 0 25 0 0 0 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 1 106
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 0 0 1 130
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 32 0 2 4 120
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 1 90 0 0 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 3 3 4 150
Combination schemes for turning point predictions 0 0 0 19 0 1 3 131
Combination schemes for turning point predictions 0 0 0 58 1 1 2 118
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 0 14 0 2 4 96
Combined Density Nowcasting in an uncertain economic environment 0 0 0 50 0 0 3 100
Combining Bayesian VARs with survey density forecasts: does it pay off? 0 0 0 44 0 3 5 106
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 41 1 1 4 91
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 16 0 0 1 69
Combining inflation density forecasts 0 0 0 112 0 0 0 214
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 3 5 118
Commodity Futures and Forecasting Commodity Currencies 0 0 0 68 0 2 5 146
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 0 0 2 38
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 41 1 1 2 84
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 1 57 0 0 4 215
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 15 2 2 4 124
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model 0 0 2 37 1 3 9 88
Density Forecasting 1 2 9 285 2 5 18 491
Density forecasts with MIDAS models 0 0 0 82 1 5 18 264
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 3 4 160
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 4 5 8 111 7 11 26 288
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 0 76 0 1 1 165
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 1 1 2 111
Evaluating real-time forecasts in real-time 0 0 0 21 0 0 3 93
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 0 99 1 2 2 252
Forecast Densities for Economic Aggregates from Disaggregate Ensembles 0 0 1 43 1 2 4 116
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 96 0 0 0 163
Forecast densities for economic aggregates from disaggregate ensembles 0 0 0 94 0 0 1 177
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 0 32 0 0 1 55
Forecasting Cryptocurrencies Financial Time Series 0 0 1 234 0 1 6 690
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 104 1 2 2 178
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 1 153 0 0 3 384
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 1 2 4 69 2 5 10 142
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 65 0 0 1 133
Forecasting GDP with Global Components. This Time Is Different 0 0 0 65 0 2 4 94
Forecasting GDP with global components. This time is different 0 0 0 47 1 3 3 139
Forecasting GDP with global components. This time is different 0 0 0 48 0 0 0 74
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 0 0 0 36 0 1 3 99
Forecasting consumer confidence through semantic network analysis of online news 0 0 0 11 0 0 1 25
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 1 70 0 0 5 153
Forecasting energy commodity prices: a large global dataset sparse approach 0 0 0 46 0 0 0 128
Forecasting financial markets with semantic network analysis in the COVID-19 crisis 0 0 1 24 0 1 3 31
Forecasting financial markets with semantic network analysis in the COVID—19 crisis 0 0 1 44 0 0 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 1 2 4 231
Forecasting the intraday market price of money 0 0 0 54 0 1 3 112
Forecasting the intraday market price of money 0 0 0 65 1 1 2 170
Identification and real-time forecasting of Norwegian business cycles 0 0 0 65 0 1 5 125
Identification of financial factors in economic fluctuations 1 3 16 351 2 4 24 653
Identification of financial factors in economic fluctuations 0 0 1 70 0 0 2 180
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 0 1 28 0 0 5 112
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 69 0 0 6 203
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 47 0 0 2 172
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 1 63 0 0 1 195
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 0 0 96 0 1 2 123
Large Time-Varying Volatility Models for Electricity Prices 0 0 3 55 1 4 11 81
Macro modelling with many models 0 0 0 200 1 3 7 398
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 1 4 112 1 3 8 176
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 1 347
Markov Switching Panel with Endogenous Synchronization Effects 0 1 2 94 0 3 14 211
Markov Switching Panel with Network Interaction Effects 1 1 1 73 1 1 3 186
Measuring Sovereign Contagion in Europe 0 0 0 124 0 0 1 201
Measuring Sovereign Contagion in Europe 0 0 0 133 1 2 3 293
Measuring sovereign contagion in Europe 0 0 0 257 0 0 0 643
Measuring sovereign contagion in Europe 0 0 0 59 0 0 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 1 1 1 123 1 2 2 285
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 1 5 143
Oil and Fiscal Policy Regimes 0 0 0 15 1 1 3 44
Oil and US GDP: A Real-Time out-of Sample Examination 0 0 0 78 0 0 0 282
Oil and US GDP: A real-time out-of-sample examination 0 0 0 87 0 0 1 233
Oil and fiscal policy regimes 0 0 0 26 0 0 3 42
Oil price density forecasts: Exploring the linkages with stock markets 0 0 0 163 0 0 1 297
Oil price density forecasts: exploring the linkages with stock markets 0 0 1 29 0 1 3 121
Oil-Price Density Forecasts of U.S. GDP 0 0 1 45 0 0 2 66
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 22 0 1 1 60
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 32 0 0 2 91
Optimal portfolio choice under decision-based model combinations 0 0 0 30 0 0 0 82
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 1 2 107 0 1 11 329
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 0 0 2 481
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 0 0 1 121
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 0 1 2 179
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 0 1 38 0 1 3 136
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 0 356 0 1 5 909
Predicting the Volatility of Cryptocurrency Time Series 0 0 0 242 2 3 8 665
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 1 1 3 367
Predictive gains from forecast combinations using time-varying model weights 0 0 0 29 1 2 4 113
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 0 0 2 19
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 0 1 1 23
Real-Time Inflation Forecasting in a Changing World 0 0 0 73 0 0 0 160
Real-time inflation forecasting in a changing world 0 0 2 80 1 3 10 277
Term structure forecasting using macro factors and forecast combination 1 1 2 101 1 1 12 301
Term structure forecasting using macro factors and forecast combination 0 0 2 156 0 0 7 331
The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode 0 0 0 53 0 1 3 96
The Evolution of Forecast Density Combinations in Economics 0 0 3 138 0 2 12 234
The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts 0 0 0 125 0 0 0 425
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 1 92 1 1 3 224
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 0 101 1 1 2 194
The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts 0 0 1 42 0 0 3 155
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 0 79 0 1 4 148
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 1 1 1 54 1 2 7 111
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 1 179 0 1 6 192
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 30 1 1 4 151
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 31 0 1 6 71
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 1 2 197 0 4 9 404
World steel production: A new monthly indicator of global real economic activity 0 0 1 90 0 3 9 375
Total Working Papers 12 23 96 10,356 54 152 540 25,228
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 6 14 2 7 28 61
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 1 1 1 74
Alternative econometric implementations of multi-factor models of the U.S. financial markets 0 0 0 37 0 0 1 129
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 0 1 12 2 3 7 75
Bayesian Calibration of Generalized Pools of Predictive Distributions 0 0 0 6 0 1 2 58
Bayesian Econometrics 1 1 1 9 1 1 3 43
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 2 2 2 2 25
Combination schemes for turning point predictions 0 0 0 26 0 0 2 106
Combined Density Nowcasting in an Uncertain Economic Environment 1 1 1 7 2 2 3 72
Combining inflation density forecasts 0 0 1 65 0 1 2 186
Comment 0 0 0 1 0 0 1 22
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 0 0 0 8 0 1 5 28
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 1 21 1 1 8 71
Density Forecasts With Midas Models 0 0 0 16 0 1 3 96
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 0 29 0 1 1 65
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights 0 0 0 47 0 0 3 220
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 1 2 3 123
Forecasting cryptocurrencies under model and parameter instability 0 3 11 95 1 7 26 247
Forecasting macroeconomic variables using disaggregate survey data 0 0 1 30 0 2 5 116
Forecasting the intraday market price of money 0 0 0 4 0 1 1 82
Identification and real-time forecasting of Norwegian business cycles 2 2 3 43 3 3 11 131
Identification of Financial Factors in Economic Fluctuations 0 3 29 104 2 10 53 241
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 0 16 0 1 4 61
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 26 0 2 5 148
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 0 0 4 64 0 1 7 157
Measuring sovereign contagion in Europe 0 1 5 47 0 1 9 192
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 0 0 0 26 0 1 2 115
Oil and U.S. GDP: A Real-Time Out-of-Sample Examination 0 0 0 17 0 0 2 116
Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination 0 0 1 2 0 0 3 14
Oil-price density forecasts of US GDP 0 0 1 15 0 1 3 104
On the correlation between commodity and equity returns: Implications for portfolio allocation 0 0 1 34 0 0 8 157
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 0 1 2 49
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 0 11 0 0 5 76
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 0 0 6 0 1 3 64
Real-Time Inflation Forecasting in a Changing World 1 1 1 115 1 2 9 319
The bank-sovereign nexus: Evidence from a non-bailout episode 0 0 0 4 1 1 2 46
The power of weather 0 0 2 36 0 1 5 124
Time-varying combinations of predictive densities using nonlinear filtering 0 0 0 52 0 4 13 218
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 0 0 11 1 1 6 73
Why do people place lower weight on advice far from their own initial opinion? 0 0 0 9 0 2 3 59
World steel production: A new monthly indicator of global real economic activity 1 3 5 335 2 6 11 414
Total Journal Articles 6 17 77 1,489 23 73 274 4,949

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

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 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

Statistics updated 2025-10-06