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	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
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	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

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage for services based on the RePEc data set.

LogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2021-01-03