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 5 7 153
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 0 2 101
On International Uncertainty Links: BART-Based Empirical Evidence for Canada 0 0 0 13 0 1 2 53
On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees 0 0 0 3 0 1 2 81
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 1 1 2 79
Total Working Papers 0 0 0 123 2 8 15 467


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 2 2 6 25
A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss 0 0 1 17 0 0 2 59
A machine‐learning analysis of the rationality of aggregate stock market forecasts 0 0 0 9 0 0 1 42
A quantile-boosting approach to forecasting gold returns 0 0 0 7 1 1 2 71
A real-time quantile-regression approach to forecasting gold returns under asymmetric loss 0 0 0 16 0 1 4 85
A test of the joint efficiency of macroeconomic forecasts using multivariate random forests 0 0 0 3 0 1 2 15
Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees 0 0 0 15 2 3 10 69
Cointegration of the prices of gold and silver: RALS-based evidence 0 1 4 36 0 2 10 128
Combining wavelet decomposition with machine learning to forecast gold returns 0 0 1 36 0 1 9 107
Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty 0 0 0 28 0 2 10 135
Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis 0 0 0 6 1 1 1 16
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 2 3 63
Forecasting gold-price fluctuations: a real-time boosting approach 0 0 1 36 2 2 6 120
Forecasting house-price growth in the Euro area with dynamic model averaging 0 1 1 28 0 2 5 88
Forecasting precious metal returns with multivariate random forests 0 0 2 15 1 5 15 69
On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees 0 0 1 12 0 0 2 49
On international uncertainty links: BART-based empirical evidence for Canada 0 0 0 10 0 1 3 72
Testing the optimality of inflation forecasts under flexible loss with random forests 0 0 0 15 0 1 10 63
The international business cycle and gold-price fluctuations 0 0 2 103 2 2 14 357
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 0 4 37
Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market 0 0 0 11 0 0 2 76
Total Journal Articles 0 2 13 425 12 29 121 1,746


Statistics updated 2025-09-05