Access Statistics for Marian Risse

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
Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty 0 0 0 14 1 7 19 166
Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy 0 0 0 55 0 1 6 105
On International Uncertainty Links: BART-Based Empirical Evidence for Canada 0 0 0 13 0 11 14 66
On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees 0 0 0 3 0 5 9 88
The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data 0 0 0 38 0 2 5 83
Total Working Papers 0 0 0 123 1 26 53 508

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A boosting approach to forecasting gold and silver returns: economic and statistical forecast evaluation 0 0 0 6 0 3 12 33
A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss 0 0 0 17 0 5 9 68
A machine‐learning analysis of the rationality of aggregate stock market forecasts 0 0 0 9 0 1 5 47
A quantile-boosting approach to forecasting gold returns 0 0 0 7 1 6 9 79
A real-time quantile-regression approach to forecasting gold returns under asymmetric loss 0 0 0 16 1 5 9 93
A test of the joint efficiency of macroeconomic forecasts using multivariate random forests 0 0 0 3 0 2 6 19
Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees 0 0 0 15 0 4 8 73
Cointegration of the prices of gold and silver: RALS-based evidence 1 1 2 37 2 10 14 140
Combining wavelet decomposition with machine learning to forecast gold returns 0 0 3 39 1 3 16 120
Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty 0 0 0 28 2 8 17 147
Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis 0 0 0 6 0 3 7 22
Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy 0 0 0 12 1 6 17 77
Forecasting gold-price fluctuations: a real-time boosting approach 0 1 2 37 1 3 9 125
Forecasting house-price growth in the Euro area with dynamic model averaging 0 0 1 28 0 5 10 96
Forecasting precious metal returns with multivariate random forests 0 0 2 17 2 8 20 83
On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees 0 0 0 12 0 6 7 56
On international uncertainty links: BART-based empirical evidence for Canada 0 0 0 10 1 6 13 83
Testing the optimality of inflation forecasts under flexible loss with random forests 0 0 0 15 0 4 10 69
The international business cycle and gold-price fluctuations 0 0 1 103 1 9 23 375
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data 0 0 0 4 0 3 6 42
Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market 0 0 1 12 0 7 12 88
Total Journal Articles 1 2 12 433 13 107 239 1,935

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Statistics updated 2026-04-09