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 0 0 5 95
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 0 7 1 4 7 37
A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets 0 0 0 129 5 5 14 251
A New Economic Framework: A DSGE Model with Cryptocurrency 2 2 9 386 9 27 69 887
A New Monthly Indicator of Global Real Economic Activity 0 0 0 259 4 4 16 828
A New Monthly Indicator of Global Real Economic Activity 0 0 0 73 0 1 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 1 109 6 10 23 258
A new monthly indicator of global real economic activity 0 0 0 56 2 4 20 149
A scoring rule for factor and autoregressive models under misspecification 0 0 0 71 5 8 20 180
Adaptive Importance Sampling for DSGE Models 1 2 6 79 8 12 38 261
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 1 1 8 36
Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns 0 0 0 25 4 6 11 48
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 4 5 8 114
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 0 45 4 4 6 155
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 9 126
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 0 90 2 3 11 188
Bayesian nonparametric calibration and combination of predictive distributions 0 0 0 32 2 3 12 123
Combination Schemes for Turning Point Predictions 0 0 0 67 0 2 10 156
Combination schemes for turning point predictions 0 0 0 58 2 2 16 133
Combination schemes for turning point predictions 0 0 0 19 5 6 15 145
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 0 14 1 4 17 110
Combined Density Nowcasting in an uncertain economic environment 0 0 0 50 2 5 11 111
Combining Bayesian VARs with survey density forecasts: does it pay off? 0 0 1 45 0 4 17 120
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 41 1 2 14 102
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 16 2 2 14 83
Combining inflation density forecasts 0 0 1 113 4 7 19 233
Combining predictive densities using Bayesian filtering with applications to US economic data 0 0 0 55 3 5 15 182
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 0 67 1 3 13 126
Commodity Futures and Forecasting Commodity Currencies 0 0 2 70 2 2 12 156
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 1 1 12 50
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 41 0 8 17 100
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 15 4 7 19 141
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 57 1 1 6 219
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 6 37 518
Density forecasts with MIDAS models 1 1 1 76 2 16 30 167
Density forecasts with MIDAS models 0 0 0 82 4 6 49 304
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 6 8 20 177
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 0 0 5 111 6 12 51 322
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 1 77 3 4 13 177
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 4 4 15 125
Evaluating real-time forecasts in real-time 0 0 0 21 0 1 7 99
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 0 99 8 9 24 274
Forecast Densities for Economic Aggregates from Disaggregate Ensembles 0 0 0 43 3 7 16 130
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 96 3 4 17 180
Forecast densities for economic aggregates from disaggregate ensembles 0 0 0 94 3 9 18 194
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 0 32 2 2 8 62
Forecasting Cryptocurrencies Financial Time Series 1 1 5 239 7 10 32 719
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 65 5 26 47 180
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 1 2 5 71 3 5 24 159
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 104 2 2 8 184
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 1 153 3 4 19 402
Forecasting GDP with Global Components. This Time Is Different 0 0 0 65 4 4 13 105
Forecasting GDP with global components. This time is different 0 0 0 48 3 5 11 85
Forecasting GDP with global components. This time is different 0 0 0 47 6 11 28 164
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 1 1 1 37 7 7 12 110
Forecasting consumer confidence through semantic network analysis of online news 0 0 0 11 7 8 16 41
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 0 70 3 7 16 168
Forecasting energy commodity prices: a large global dataset sparse approach 0 0 0 46 2 6 17 145
Forecasting financial markets with semantic network analysis in the COVID-19 crisis 0 0 0 24 2 2 10 40
Forecasting financial markets with semantic network analysis in the COVID—19 crisis 0 0 0 44 3 5 9 105
Forecasting macroeconomic variables using disaggregate survey data 0 0 0 76 5 6 11 157
Forecasting recessions in real time 0 0 0 69 1 2 18 247
Forecasting the intraday market price of money 0 0 0 65 1 1 8 177
Forecasting the intraday market price of money 0 0 0 54 0 0 8 118
Identification and real-time forecasting of Norwegian business cycles 0 0 0 65 1 2 14 137
Identification of financial factors in economic fluctuations 0 0 0 70 3 5 12 192
Identification of financial factors in economic fluctuations 0 0 10 357 1 3 25 671
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 0 0 28 10 10 14 124
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 47 0 5 13 185
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 69 0 3 18 220
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 1 63 3 9 14 208
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 0 0 96 3 7 15 137
Large Time-Varying Volatility Models for Electricity Prices 1 1 2 56 7 7 31 106
Macro modelling with many models 0 0 0 200 3 4 21 416
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 0 4 113 2 5 20 190
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 2 4 9 356
Markov Switching Panel with Endogenous Synchronization Effects 0 0 1 94 0 4 31 238
Markov Switching Panel with Network Interaction Effects 0 0 1 73 1 3 13 198
Measuring Sovereign Contagion in Europe 0 0 0 124 9 12 21 222
Measuring Sovereign Contagion in Europe 0 0 0 133 2 4 17 307
Measuring sovereign contagion in Europe 0 0 0 257 3 11 27 670
Measuring sovereign contagion in Europe 0 0 0 59 1 7 27 192
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 1 6 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 3 3 9 151
Oil and Fiscal Policy Regimes 0 0 0 15 2 4 14 55
Oil and US GDP: A Real-Time out-of Sample Examination 0 0 0 78 5 6 12 294
Oil and US GDP: A real-time out-of-sample examination 0 0 0 87 4 9 28 261
Oil and fiscal policy regimes 0 0 0 26 2 3 12 54
Oil price density forecasts: Exploring the linkages with stock markets 0 0 0 163 5 7 13 310
Oil price density forecasts: exploring the linkages with stock markets 0 0 0 29 1 4 11 131
Oil-Price Density Forecasts of U.S. GDP 1 1 1 46 9 11 19 85
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 22 0 1 6 65
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 32 2 4 12 103
Optimal portfolio choice under decision-based model combinations 0 0 0 30 1 5 13 95
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 2 107 4 6 30 353
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 1 2 8 489
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 4 7 11 189
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 3 6 14 134
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 0 2 39 4 7 16 149
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 1 357 2 3 10 918
Predicting the Volatility of Cryptocurrency Time Series 0 0 1 243 1 2 17 677
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 2 3 10 376
Predictive gains from forecast combinations using time-varying model weights 0 0 0 29 1 1 9 118
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 1 5 12 34
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 4 4 7 26
Real-Time Inflation Forecasting in a Changing World 0 0 0 73 2 2 12 172
Real-time inflation forecasting in a changing world 0 0 0 80 4 5 21 292
Term structure forecasting using macro factors and forecast combination 0 0 3 157 5 9 19 347
Term structure forecasting using macro factors and forecast combination 0 0 1 101 0 4 23 318
The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode 0 0 0 53 2 3 11 106
The Evolution of Forecast Density Combinations in Economics 0 0 4 141 4 9 46 276
The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts 0 0 0 125 3 4 11 436
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 2 2 2 94 4 6 14 237
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 2 103 3 4 16 209
The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts 0 0 0 42 0 1 7 161
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 0 79 3 4 16 161
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 0 2 55 5 8 22 129
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 30 2 4 14 163
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 1 1 180 3 6 17 208
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 31 1 4 16 85
Why do people give less weight to advice the further it is from their initial opinion? 0 0 0 30 2 4 7 85
World Steel Production: A New Monthly Indicator of Global Real Economic Activity 0 0 2 198 1 6 18 415
World steel production: A new monthly indicator of global real economic activity 0 0 1 90 0 4 19 389
Total Working Papers 11 15 92 10,406 353 662 2,124 27,083
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" 1 1 5 18 9 15 49 100
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 5 6 14 87
Alternative econometric implementations of multi-factor models of the U.S. financial markets 0 0 0 37 3 4 11 140
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 0 1 13 3 5 17 86
Bayesian Calibration of Generalized Pools of Predictive Distributions 0 0 0 6 3 5 10 67
Bayesian Econometrics 0 0 1 9 2 2 10 52
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 2 2 3 8 31
Combination schemes for turning point predictions 0 0 0 26 3 8 17 123
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 1 7 2 4 21 90
Combining inflation density forecasts 0 0 0 65 1 2 12 197
Comment 0 0 0 1 2 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 5 6 12 59
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach 0 0 0 21 3 6 21 90
Density Forecasts With Midas Models 0 0 0 16 0 4 13 107
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 0 29 5 6 17 81
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights 0 0 0 47 1 4 14 232
Forecast densities for economic aggregates from disaggregate ensembles 0 0 0 40 5 5 12 137
Forecasting GDP with global components: This time is different 0 0 1 21 3 3 14 135
Forecasting cryptocurrencies under model and parameter instability 0 1 10 100 2 7 35 271
Forecasting macroeconomic variables using disaggregate survey data 0 0 1 30 4 7 15 127
Forecasting the intraday market price of money 0 0 0 4 2 4 7 88
Identification and real-time forecasting of Norwegian business cycles 0 0 2 43 3 5 20 147
Identification of Financial Factors in Economic Fluctuations 1 4 19 111 5 11 52 271
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 0 16 0 5 15 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 2 9 17 162
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 1 1 1 65 2 5 16 172
Measuring sovereign contagion in Europe 0 0 1 47 4 10 26 215
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 0 0 0 26 3 4 7 121
Oil and U.S. GDP: A Real-Time Out-of-Sample Examination 0 0 0 17 3 3 11 126
Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination 0 0 0 2 5 5 10 23
Oil-price density forecasts of US GDP 0 0 1 16 10 10 19 122
On the correlation between commodity and equity returns: Implications for portfolio allocation 0 0 0 34 2 4 12 168
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 2 10 19 67
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 0 11 2 2 5 81
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 1 1 2 8 7 10 29 91
Real-Time Inflation Forecasting in a Changing World 0 0 1 115 4 6 16 330
The bank-sovereign nexus: Evidence from a non-bailout episode 0 0 0 4 2 6 16 61
The power of weather 0 0 0 36 2 4 12 133
Time-varying combinations of predictive densities using nonlinear filtering 0 0 2 54 5 7 30 238
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 0 1 12 2 3 16 88
Why do people place lower weight on advice far from their own initial opinion? 0 0 0 9 3 3 6 63
World steel production: A new monthly indicator of global real economic activity 1 1 8 340 3 7 28 435
Total Journal Articles 5 10 61 1,521 136 238 731 5,555

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 9 149
Total Chapters 0 0 0 37 1 2 9 149

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