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 0 2 16 120
Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy 0 0 2 55 0 0 5 88
On International Uncertainty Links: BART-Based Empirical Evidence for Canada 0 0 0 13 0 0 5 45
On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees 0 0 0 3 0 3 10 69
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 21 71
Total Working Papers 0 0 2 123 0 7 57 393


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 2 2 0 1 5 8
A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss 0 0 4 14 0 1 15 50
A machine‐learning analysis of the rationality of aggregate stock market forecasts 0 0 0 3 1 2 4 14
A quantile-boosting approach to forecasting gold returns 0 0 0 3 0 1 6 52
A real-time quantile-regression approach to forecasting gold returns under asymmetric loss 0 3 4 14 0 4 12 66
A test of the joint efficiency of macroeconomic forecasts using multivariate random forests 0 0 0 0 0 0 0 3
Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees 0 0 0 8 0 1 2 37
Cointegration of the prices of gold and silver: RALS-based evidence 0 0 1 24 0 3 10 94
Combining wavelet decomposition with machine learning to forecast gold returns 0 6 12 19 1 9 33 53
Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty 1 3 6 18 3 7 29 75
Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis 0 1 1 1 0 1 3 3
Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy 1 1 3 8 2 2 10 41
Forecasting gold-price fluctuations: a real-time boosting approach 1 2 2 27 1 3 8 90
Forecasting house-price growth in the Euro area with dynamic model averaging 0 0 5 20 0 2 12 63
Forecasting precious metal returns with multivariate random forests 0 2 5 5 0 5 20 20
On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees 1 3 7 9 2 5 18 23
On international uncertainty links: BART-based empirical evidence for Canada 0 0 0 9 0 1 13 64
Testing the optimality of inflation forecasts under flexible loss with random forests 1 1 2 6 2 3 8 36
The international business cycle and gold-price fluctuations 0 5 11 85 4 10 27 302
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 1 2 2 1 5 9 24
Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market 1 1 5 10 4 5 18 56
Total Journal Articles 6 29 72 287 21 71 262 1,174


Statistics updated 2021-01-03