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 0 4 136
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 3 93
On International Uncertainty Links: BART-Based Empirical Evidence for Canada 0 0 0 13 0 0 1 49
On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees 0 0 0 3 0 0 2 75
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 2 75
Total Working Papers 0 0 0 123 0 0 12 428


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 6 0 2 4 16
A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss 0 0 0 16 0 1 1 55
A machine‐learning analysis of the rationality of aggregate stock market forecasts 1 1 2 8 1 1 8 33
A quantile-boosting approach to forecasting gold returns 0 0 1 5 0 0 3 65
A real-time quantile-regression approach to forecasting gold returns under asymmetric loss 0 0 0 15 0 0 2 76
A test of the joint efficiency of macroeconomic forecasts using multivariate random forests 0 0 0 1 1 2 4 10
Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees 1 1 4 13 1 1 9 54
Cointegration of the prices of gold and silver: RALS-based evidence 0 0 3 32 0 1 8 115
Combining wavelet decomposition with machine learning to forecast gold returns 0 0 3 28 0 0 7 80
Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty 1 1 4 24 1 1 14 106
Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis 0 0 2 5 0 0 3 12
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 9 0 0 3 53
Forecasting gold-price fluctuations: a real-time boosting approach 0 0 1 30 0 0 9 106
Forecasting house-price growth in the Euro area with dynamic model averaging 1 1 1 21 1 1 1 71
Forecasting precious metal returns with multivariate random forests 0 0 2 10 0 0 9 39
On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees 0 0 1 11 0 2 9 38
On international uncertainty links: BART-based empirical evidence for Canada 0 0 0 9 0 0 1 66
Testing the optimality of inflation forecasts under flexible loss with random forests 0 0 2 13 1 3 6 47
The international business cycle and gold-price fluctuations 0 0 5 96 0 0 9 333
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 4 0 1 3 29
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 1 71
Total Journal Articles 4 5 35 367 6 16 114 1,475


Statistics updated 2022-11-05