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 5 5 23 176
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 8 109
On International Uncertainty Links: BART-Based Empirical Evidence for Canada 0 0 0 13 1 1 17 70
On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees 0 0 0 3 0 1 11 92
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 0 7 86
Total Working Papers 0 0 0 123 6 8 66 533

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 1 2 14 39
A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss 0 1 1 18 0 1 15 74
A machine‐learning analysis of the rationality of aggregate stock market forecasts 0 0 0 9 0 0 5 47
A quantile-boosting approach to forecasting gold returns 0 0 0 7 0 2 14 85
A real-time quantile-regression approach to forecasting gold returns under asymmetric loss 0 0 0 16 0 0 11 96
A test of the joint efficiency of macroeconomic forecasts using multivariate random forests 0 0 0 3 0 1 5 20
Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees 0 0 0 15 1 1 8 77
Cointegration of the prices of gold and silver: RALS-based evidence 0 1 2 38 2 3 21 149
Combining wavelet decomposition with machine learning to forecast gold returns 0 0 3 39 3 4 27 134
Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty 0 0 0 28 1 2 15 150
Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis 0 0 0 6 1 1 10 26
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 1 17 80
Forecasting gold-price fluctuations: a real-time boosting approach 0 1 2 38 2 7 14 134
Forecasting house-price growth in the Euro area with dynamic model averaging 0 0 0 28 0 1 12 100
Forecasting precious metal returns with multivariate random forests 0 0 4 19 0 0 19 88
On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees 0 0 0 12 2 6 15 64
On international uncertainty links: BART-based empirical evidence for Canada 0 0 0 10 0 1 15 87
Testing the optimality of inflation forecasts under flexible loss with random forests 0 0 0 15 1 3 11 74
The international business cycle and gold-price fluctuations 0 0 0 103 0 1 21 378
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 1 1 1 5 2 3 9 46
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 1 17 93
Total Journal Articles 1 4 14 439 17 41 295 2,041

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Statistics updated 2026-09-10