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 0 7 2 2 5 33
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 1 48 0 2 5 95
A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets 0 0 0 129 2 4 9 246
A New Economic Framework: A DSGE Model with Cryptocurrency 1 4 10 384 7 25 54 860
A New Monthly Indicator of Global Real Economic Activity 0 0 0 99 5 6 10 249
A New Monthly Indicator of Global Real Economic Activity 0 0 0 259 2 8 13 824
A New Monthly Indicator of Global Real Economic Activity 0 0 0 73 15 18 18 337
A new monthly indicator of global real economic activity 0 0 0 56 5 10 16 145
A new monthly indicator of global real economic activity 0 0 1 109 2 6 14 248
A scoring rule for factor and autoregressive models under misspecification 0 0 0 71 4 11 12 172
Adaptive Importance Sampling for DSGE Models 0 1 7 77 3 9 35 249
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 1 6 7 35
Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns 0 0 0 25 3 5 5 42
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 1 3 109
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 0 45 1 1 2 151
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 35 2 7 8 137
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 32 2 3 8 124
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 0 90 3 8 8 185
Bayesian nonparametric calibration and combination of predictive distributions 0 0 0 32 6 9 9 120
Combination Schemes for Turning Point Predictions 0 0 0 67 1 4 8 154
Combination schemes for turning point predictions 0 0 0 58 7 11 15 131
Combination schemes for turning point predictions 0 0 0 19 5 7 9 139
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 0 14 6 8 13 106
Combined Density Nowcasting in an uncertain economic environment 0 0 0 50 2 6 8 106
Combining Bayesian VARs with survey density forecasts: does it pay off? 0 1 1 45 2 6 14 116
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 41 5 6 13 100
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 16 8 12 13 81
Combining inflation density forecasts 0 1 1 113 6 12 12 226
Combining predictive densities using Bayesian filtering with applications to US economic data 0 0 0 55 5 7 10 177
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 0 67 3 5 10 123
Commodity Futures and Forecasting Commodity Currencies 1 2 2 70 5 6 12 154
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 5 8 12 49
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 41 5 8 9 92
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 57 2 3 5 218
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 15 5 8 12 134
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model 0 1 2 38 0 2 10 91
Density Forecasting 0 0 7 286 13 19 33 512
Density forecasts with MIDAS models 0 0 0 75 10 12 14 151
Density forecasts with MIDAS models 0 0 0 82 17 30 48 298
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 5 9 12 169
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 0 0 7 111 7 19 44 310
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 1 1 77 3 7 9 173
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 1 10 12 121
Evaluating real-time forecasts in real-time 0 0 0 21 2 5 6 98
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 0 99 5 12 15 265
Forecast Densities for Economic Aggregates from Disaggregate Ensembles 0 0 0 43 6 7 9 123
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 96 1 13 13 176
Forecast densities for economic aggregates from disaggregate ensembles 0 0 0 94 2 7 9 185
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 0 32 3 4 6 60
Forecasting Cryptocurrencies Financial Time Series 2 4 5 238 5 17 24 709
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 104 2 2 6 182
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 65 14 21 22 154
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 1 153 10 13 16 398
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 4 69 7 12 22 154
Forecasting GDP with Global Components. This Time Is Different 0 0 0 65 6 7 11 101
Forecasting GDP with global components. This time is different 0 0 0 47 8 14 17 153
Forecasting GDP with global components. This time is different 0 0 0 48 4 5 6 80
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 0 0 0 36 1 3 6 103
Forecasting consumer confidence through semantic network analysis of online news 0 0 0 11 2 6 9 33
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 1 70 1 8 12 161
Forecasting energy commodity prices: a large global dataset sparse approach 0 0 0 46 9 10 11 139
Forecasting financial markets with semantic network analysis in the COVID-19 crisis 0 0 1 24 3 6 10 38
Forecasting financial markets with semantic network analysis in the COVID—19 crisis 0 0 0 44 1 4 4 100
Forecasting macroeconomic variables using disaggregate survey data 0 0 0 76 4 4 5 151
Forecasting recessions in real time 0 0 0 69 7 12 16 245
Forecasting the intraday market price of money 0 0 0 54 3 6 9 118
Forecasting the intraday market price of money 0 0 0 65 3 6 7 176
Identification and real-time forecasting of Norwegian business cycles 0 0 0 65 4 9 12 135
Identification of financial factors in economic fluctuations 2 5 18 357 6 12 33 668
Identification of financial factors in economic fluctuations 0 0 0 70 3 7 7 187
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 0 1 28 2 2 6 114
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 69 11 13 16 217
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 1 63 2 4 5 199
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 47 1 4 10 180
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 0 0 96 5 6 9 130
Large Time-Varying Volatility Models for Electricity Prices 0 0 2 55 8 17 26 99
Macro modelling with many models 0 0 0 200 3 11 20 412
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 1 5 113 5 7 17 185
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 3 5 6 352
Markov Switching Panel with Endogenous Synchronization Effects 0 0 1 94 3 18 27 234
Markov Switching Panel with Network Interaction Effects 0 0 1 73 4 8 10 195
Measuring Sovereign Contagion in Europe 0 0 0 133 4 10 13 303
Measuring Sovereign Contagion in Europe 0 0 0 124 6 8 9 210
Measuring sovereign contagion in Europe 0 0 0 257 12 16 16 659
Measuring sovereign contagion in Europe 0 0 0 59 13 20 21 185
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 9 14 297
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 5 9 148
Oil and Fiscal Policy Regimes 0 0 0 15 4 7 10 51
Oil and US GDP: A Real-Time out-of Sample Examination 0 0 0 78 4 6 6 288
Oil and US GDP: A real-time out-of-sample examination 0 0 0 87 13 18 19 252
Oil and fiscal policy regimes 0 0 0 26 4 9 11 51
Oil price density forecasts: Exploring the linkages with stock markets 0 0 0 163 4 5 7 303
Oil price density forecasts: exploring the linkages with stock markets 0 0 1 29 1 6 9 127
Oil-Price Density Forecasts of U.S. GDP 0 0 0 45 2 6 9 74
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 32 3 7 10 99
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 22 2 4 5 64
Optimal portfolio choice under decision-based model combinations 0 0 0 30 4 6 8 90
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 2 107 6 16 28 347
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 4 5 6 487
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 2 2 5 182
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 5 6 8 128
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 1 2 39 3 6 9 142
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 1 1 357 2 5 10 915
Predicting the Volatility of Cryptocurrency Time Series 1 1 1 243 5 10 17 675
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 5 6 8 373
Predictive gains from forecast combinations using time-varying model weights 0 0 0 29 4 4 8 117
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 1 2 3 22
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 5 5 7 29
Real-Time Inflation Forecasting in a Changing World 0 0 0 73 6 9 10 170
Real-time inflation forecasting in a changing world 0 0 1 80 4 9 17 287
Term structure forecasting using macro factors and forecast combination 1 1 3 157 4 6 12 338
Term structure forecasting using macro factors and forecast combination 0 0 2 101 5 13 23 314
The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode 0 0 0 53 3 6 10 103
The Evolution of Forecast Density Combinations in Economics 0 3 5 141 9 29 40 267
The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts 0 0 0 125 5 6 7 432
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 0 92 3 6 8 231
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 1 2 103 2 10 12 205
The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts 0 0 1 42 2 4 7 160
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 0 79 5 7 12 157
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 1 2 55 3 7 14 121
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 179 3 10 12 202
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 31 4 8 14 81
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 30 3 6 10 159
Why do people give less weight to advice the further it is from their initial opinion? 0 0 0 30 0 3 3 81
World Steel Production: A New Monthly Indicator of Global Real Economic Activity 0 0 3 198 1 3 14 409
World steel production: A new monthly indicator of global real economic activity 0 0 1 90 5 9 16 385
Total Working Papers 8 30 109 10,391 552 1,053 1,599 26,421
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 2 6 17 8 20 44 85
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 2 6 8 81
Alternative econometric implementations of multi-factor models of the U.S. financial markets 0 0 0 37 6 7 8 136
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 1 2 13 2 6 13 81
Bayesian Calibration of Generalized Pools of Predictive Distributions 0 0 0 6 2 3 5 62
Bayesian Econometrics 0 0 1 9 3 6 10 50
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 2 1 3 5 28
Combination schemes for turning point predictions 0 0 0 26 5 9 11 115
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 1 7 2 13 17 86
Combining inflation density forecasts 0 0 1 65 5 8 11 195
Comment 0 0 0 1 2 2 2 24
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 0 1 1 9 7 12 16 41
Computational Complexity and Parallelization in Bayesian Econometric Analysis 0 0 0 6 4 5 6 53
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach 0 0 0 21 7 12 16 84
Density Forecasts With Midas Models 0 0 0 16 1 7 9 103
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 0 29 6 10 11 75
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights 0 0 0 47 5 8 10 228
Forecast densities for economic aggregates from disaggregate ensembles 0 0 0 40 5 5 7 132
Forecasting GDP with global components: This time is different 0 0 1 21 2 7 11 132
Forecasting cryptocurrencies under model and parameter instability 4 4 11 99 9 16 33 264
Forecasting macroeconomic variables using disaggregate survey data 0 0 1 30 3 4 9 120
Forecasting the intraday market price of money 0 0 0 4 2 2 3 84
Identification and real-time forecasting of Norwegian business cycles 0 0 2 43 1 9 19 142
Identification of Financial Factors in Economic Fluctuations 0 1 23 107 6 15 57 260
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 0 16 4 6 11 68
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 3 4 8 153
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 0 0 1 64 3 10 13 167
Measuring sovereign contagion in Europe 0 0 2 47 4 11 17 205
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 0 0 0 26 2 2 4 117
Oil and U.S. GDP: A Real-Time Out-of-Sample Examination 0 0 0 17 3 7 9 123
Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination 0 0 0 2 3 4 6 18
Oil-price density forecasts of US GDP 1 1 1 16 4 8 9 112
On the correlation between commodity and equity returns: Implications for portfolio allocation 0 0 0 34 5 6 9 164
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 4 8 9 57
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 0 11 1 3 6 79
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 1 1 7 5 15 19 81
Real-Time Inflation Forecasting in a Changing World 0 0 1 115 4 5 11 324
The bank-sovereign nexus: Evidence from a non-bailout episode 0 0 0 4 4 5 11 55
The power of weather 0 0 1 36 2 4 9 129
Time-varying combinations of predictive densities using nonlinear filtering 0 0 2 54 7 9 25 231
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 0 1 12 6 10 16 85
Why do people place lower weight on advice far from their own initial opinion? 0 0 0 9 1 1 4 60
World steel production: A new monthly indicator of global real economic activity 0 2 8 339 5 10 23 428
Total Journal Articles 5 13 69 1,511 166 323 560 5,317

Chapter File Downloads Abstract Views
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Measuring Core Inflation in Australia with Disaggregate Ensembles 0 0 0 37 5 7 7 147
Total Chapters 0 0 0 37 5 7 7 147

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