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 3 7 18 165
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 1 3 6 105
On International Uncertainty Links: BART-Based Empirical Evidence for Canada 0 0 0 13 4 13 15 66
On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees 0 0 0 3 0 5 9 88
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 3 5 83
Total Working Papers 0 0 0 123 8 31 53 507

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 3 12 33
A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss 0 0 1 17 0 7 10 68
A machine‐learning analysis of the rationality of aggregate stock market forecasts 0 0 0 9 0 2 5 47
A quantile-boosting approach to forecasting gold returns 0 0 0 7 0 5 9 78
A real-time quantile-regression approach to forecasting gold returns under asymmetric loss 0 0 0 16 0 4 9 92
A test of the joint efficiency of macroeconomic forecasts using multivariate random forests 0 0 0 3 0 3 6 19
Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees 0 0 0 15 0 4 9 73
Cointegration of the prices of gold and silver: RALS-based evidence 0 0 1 36 0 9 15 138
Combining wavelet decomposition with machine learning to forecast gold returns 0 0 3 39 0 5 15 119
Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty 0 0 0 28 1 7 15 145
Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis 0 0 0 6 0 4 7 22
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 0 8 16 76
Forecasting gold-price fluctuations: a real-time boosting approach 0 1 2 37 0 3 9 124
Forecasting house-price growth in the Euro area with dynamic model averaging 0 0 1 28 0 6 11 96
Forecasting precious metal returns with multivariate random forests 0 0 2 17 2 8 19 81
On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees 0 0 0 12 0 6 7 56
On international uncertainty links: BART-based empirical evidence for Canada 0 0 0 10 0 8 13 82
Testing the optimality of inflation forecasts under flexible loss with random forests 0 0 0 15 1 6 10 69
The international business cycle and gold-price fluctuations 0 0 1 103 0 11 22 374
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 1 4 7 42
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 1 11 12 88
Total Journal Articles 0 1 12 432 7 124 238 1,922

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Statistics updated 2026-03-04