Access Statistics for Marian Risse

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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
Journal Article	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

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Statistics updated 2022-11-05