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	1	5	8	154
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	2	101
On International Uncertainty Links: BART-Based Empirical Evidence for Canada	0	0	0	13	0	1	2	53
On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees	0	0	0	3	1	1	3	82
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	1	2	79
Total Working Papers	0	0	0	123	2	8	17	469

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	0	6	1	3	7	26
A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss	0	0	1	17	1	1	3	60
A machine‐learning analysis of the rationality of aggregate stock market forecasts	0	0	0	9	0	0	0	42
A quantile-boosting approach to forecasting gold returns	0	0	0	7	0	1	2	71
A real-time quantile-regression approach to forecasting gold returns under asymmetric loss	0	0	0	16	0	1	4	85
A test of the joint efficiency of macroeconomic forecasts using multivariate random forests	0	0	0	3	0	1	2	15
Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees	0	0	0	15	0	3	9	69
Cointegration of the prices of gold and silver: RALS-based evidence	0	0	4	36	0	1	10	128
Combining wavelet decomposition with machine learning to forecast gold returns	0	0	1	36	2	3	10	109
Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty	0	0	0	28	0	2	9	135
Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis	0	0	0	6	0	1	1	16
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	2	3	63
Forecasting gold-price fluctuations: a real-time boosting approach	0	0	1	36	0	2	5	120
Forecasting house-price growth in the Euro area with dynamic model averaging	0	0	1	28	0	1	4	88
Forecasting precious metal returns with multivariate random forests	1	1	2	16	1	4	15	70
On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees	0	0	1	12	0	0	2	49
On international uncertainty links: BART-based empirical evidence for Canada	0	0	0	10	0	1	3	72
Testing the optimality of inflation forecasts under flexible loss with random forests	0	0	0	15	0	1	9	63
The international business cycle and gold-price fluctuations	0	0	2	103	1	3	14	358
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	0	0	4	37
Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market	1	1	1	12	1	1	3	77
Total Journal Articles	2	2	14	427	7	32	119	1,753

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Statistics updated 2025-10-06