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Access Statistics for Francesco Ravazzolo

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 1 4 47 1 3 12 89
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 0 7 0 0 0 28
A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets 0 0 1 129 0 0 1 237
A New Monthly Indicator of Global Real Economic Activity 0 0 0 99 0 0 3 239
A New Monthly Indicator of Global Real Economic Activity 0 0 0 259 0 0 1 811
A new monthly indicator of global real economic activity 0 0 0 108 1 2 5 233
A new monthly indicator of global real economic activity 0 0 0 56 1 1 2 127
A scoring rule for factor and autoregressive models under misspecification 0 0 2 71 0 0 3 160
Adaptive Importance Sampling for DSGE Models 0 1 5 70 0 2 23 211
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 1 1 1 28
Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns 0 0 0 25 0 0 1 37
Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann 0 0 0 81 1 1 3 106
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 0 45 0 0 1 149
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 35 0 0 0 129
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 0 32 0 1 1 116
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 1 89 0 0 4 176
Bayesian nonparametric calibration and combination of predictive distributions 0 0 0 32 0 0 0 111
Combination Schemes for Turning Point Predictions 0 0 0 67 0 0 0 146
Combination schemes for turning point predictions 0 0 1 58 0 0 3 116
Combination schemes for turning point predictions 0 0 0 19 0 0 2 128
Combined Density Nowcasting in an Uncertain Economic Environment 0 1 1 14 0 1 3 92
Combined Density Nowcasting in an uncertain economic environment 0 0 1 50 0 0 2 97
Combining Bayesian VARs with survey density forecasts: does it pay off? 0 0 0 44 1 3 7 102
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 41 0 0 0 87
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 16 0 0 0 68
Combining inflation density forecasts 0 0 0 112 0 0 4 214
Combining predictive densities using Bayesian filtering with applications to US economic data 0 0 0 55 0 0 0 167
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 0 67 0 0 1 113
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 0 0 0 36
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 56 0 0 5 211
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 15 1 3 7 121
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model 1 3 5 36 1 3 11 80
Density Forecasting 0 0 7 276 0 3 20 473
Density forecasts with MIDAS models 0 0 0 75 0 0 1 137
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 2 60 1 1 4 157
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 0 1 5 103 0 4 18 262
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 0 76 0 0 3 164
Dynamic predictive density combinations for large data sets in economics and finance 0 0 3 37 0 0 5 109
Evaluating real-time forecasts in real-time 0 0 1 21 1 1 4 91
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 1 99 0 0 1 250
Forecast Densities for Economic Aggregates from Disaggregate Ensembles 0 0 0 42 0 0 1 112
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 96 0 1 3 163
Forecast densities for economic aggregates from disaggregate ensembles 0 0 0 94 0 0 0 176
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 0 32 0 0 0 54
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 1 104 0 4 10 176
Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach 0 0 0 65 0 1 3 132
Forecasting GDP with global components. This time is different 0 0 0 65 0 0 0 90
Forecasting GDP with global components. This time is different 0 0 0 48 0 0 1 74
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 0 0 3 36 0 0 4 96
Forecasting consumer confidence through semantic network analysis of online news 0 0 0 11 0 0 0 24
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 0 69 0 1 4 148
Forecasting energy commodity prices: A large global dataset sparse approach 0 0 0 152 1 1 1 382
Forecasting energy commodity prices: a large global dataset sparse approach 0 0 0 46 0 1 1 128
Forecasting financial markets with semantic network analysis in the COVID-19 crisis 0 0 0 23 0 0 0 28
Forecasting financial markets with semantic network analysis in the COVID—19 crisis 0 0 0 43 0 0 0 94
Forecasting macroeconomic variables using disaggregate survey data 0 0 0 76 0 0 0 146
Forecasting recessions in real time 1 1 1 69 2 2 4 229
Forecasting the intraday market price of money 0 0 0 54 0 0 0 109
Forecasting the intraday market price of money 0 0 0 65 1 1 2 169
Identification and real-time forecasting of Norwegian business cycles 0 0 0 65 2 3 5 122
Identification of financial factors in economic fluctuations 1 1 6 70 2 2 9 180
Identification of financial factors in economic fluctuations 2 3 11 337 3 6 26 632
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 0 1 27 1 1 3 108
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 1 47 0 0 2 170
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 69 1 1 1 198
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 1 2 96 0 1 4 121
Macro modelling with many models 0 0 0 200 0 1 3 391
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 1 4 108 0 3 9 168
Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section 0 0 0 62 0 0 1 346
Markov Switching Panel with Endogenous Synchronization Effects 0 0 5 92 6 6 16 203
Measuring Sovereign Contagion in Europe 0 0 0 133 0 0 3 290
Measuring sovereign contagion in Europe 0 0 0 59 0 0 0 163
Measuring sovereign contagion in Europe 0 0 0 257 0 0 0 643
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate. Evidence from Multi-Factor Asset Pricing Models of REIT Returns 0 0 2 122 0 0 3 283
Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns 0 0 0 71 1 1 1 139
Oil and US GDP: A real-time out-of-sample examination 0 0 0 87 0 0 2 232
Oil and fiscal policy regimes 0 0 0 26 0 1 1 39
Oil price density forecasts: exploring the linkages with stock markets 0 0 0 28 0 1 1 118
Optimal Portfolio Choice under Decision-Based Model Combinations 0 0 0 32 0 0 0 89
Optimal portfolio choice under decision-based model combinations 0 0 0 30 0 0 2 82
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 0 105 0 3 5 318
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 0 0 0 479
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 0 0 0 177
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 0 0 0 120
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 0 0 37 0 0 3 133
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 0 356 0 1 3 904
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 1 1 2 365
Predictive gains from forecast combinations using time-varying model weights 0 0 1 29 0 0 1 109
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 1 1 1 18
Real-Time Inflation Forecasting in a Changing World 0 0 0 73 0 1 2 160
Real-time inflation forecasting in a changing world 0 1 3 78 0 1 9 267
Term structure forecasting using macro factors and forecast combination 0 0 0 154 0 0 1 324
Term structure forecasting using macro factors and forecast combination 0 0 4 99 0 2 12 289
The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode 0 0 0 53 0 0 0 93
The Evolution of Forecast Density Combinations in Economics 0 1 2 135 0 2 7 222
The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts 0 0 0 125 0 1 1 425
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 1 91 1 3 6 222
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility 0 0 0 101 1 1 3 193
The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts 0 0 0 41 0 0 0 152
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 0 79 0 0 3 144
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 0 1 53 0 1 2 104
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 0 0 0 30 0 0 0 147
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 1 1 1 179 1 1 3 187
Why do people give less weight to advice the further it is from their initial opinion? 0 0 0 30 0 0 0 78
World steel production: A new monthly indicator of global real economic activity 0 0 3 195 0 0 8 395
World steel production: A new monthly indicator of global real economic activity 0 0 2 89 1 1 4 367
Total Working Papers 6 17 95 8,365 36 89 364 20,047
21 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian DSGE Approach to Modelling Cryptocurrency" 0 1 6 8 1 4 29 34
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 0 0 3 73
Alternative econometric implementations of multi-factor models of the U.S. financial markets 0 0 0 37 0 0 1 128
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 1 1 11 0 2 3 68
Bayesian Calibration of Generalized Pools of Predictive Distributions 0 0 0 6 0 0 0 56
Bayesian Econometrics 0 0 1 8 0 0 3 40
Bayesian Nonparametric Calibration and Combination of Predictive Distributions 0 0 1 2 0 0 1 23
Combination schemes for turning point predictions 0 0 1 26 0 0 3 104
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 0 6 0 1 4 69
Combining inflation density forecasts 0 0 3 64 0 1 4 184
Comment 0 0 0 1 0 0 0 21
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 0 1 2 8 0 1 3 23
Computational Complexity and Parallelization in Bayesian Econometric Analysis 0 0 0 6 0 0 0 47
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach 1 1 3 21 3 8 21 66
Density Forecasts With Midas Models 0 0 0 16 0 1 6 93
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 0 29 0 0 1 64
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights 0 0 0 47 0 0 0 217
Forecast densities for economic aggregates from disaggregate ensembles 0 0 0 39 0 0 0 124
Forecasting GDP with global components: This time is different 0 0 0 20 0 1 1 120
Forecasting cryptocurrencies under model and parameter instability 2 3 11 86 3 6 26 224
Forecasting macroeconomic variables using disaggregate survey data 0 0 1 29 0 0 2 111
Forecasting the intraday market price of money 0 0 1 4 0 0 2 81
Identification and real-time forecasting of Norwegian business cycles 0 9 9 40 0 16 17 120
Identification of Financial Factors in Economic Fluctuations 5 5 29 80 7 9 57 195
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 2 16 0 1 3 57
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 0 0 25 1 1 5 144
Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility 1 1 3 61 2 3 9 152
Measuring sovereign contagion in Europe 1 1 8 43 3 4 19 186
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 0 1 1 26 0 1 1 113
Oil and U.S. GDP: A Real-Time Out-of-Sample Examination 0 0 0 17 0 0 2 114
Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination 0 0 0 1 0 0 0 11
Oil-price density forecasts of US GDP 0 0 1 14 0 0 2 101
On the correlation between commodity and equity returns: Implications for portfolio allocation 0 0 1 33 1 3 9 150
Optimal Portfolio Choice Under Decision‐Based Model Combinations 0 0 0 5 0 0 1 47
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments 0 0 1 11 0 2 6 71
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 0 0 6 0 0 0 61
Real-Time Inflation Forecasting in a Changing World 0 1 7 114 1 2 11 311
The bank-sovereign nexus: Evidence from a non-bailout episode 0 0 0 4 0 0 0 44
The power of weather 0 0 3 34 0 0 7 119
Time-varying combinations of predictive densities using nonlinear filtering 0 1 3 52 1 3 14 206
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts 0 1 1 11 1 3 4 68
Why do people place lower weight on advice far from their own initial opinion? 0 0 0 9 0 2 2 56
World steel production: A new monthly indicator of global real economic activity 1 1 6 331 2 2 10 405
Total Journal Articles 11 28 106 1,423 26 77 292 4,701

Chapter File Downloads Abstract Views
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Measuring Core Inflation in Australia with Disaggregate Ensembles 0 0 0 37 0 1 2 140
Total Chapters 0 0 0 37 0 1 2 140

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Statistics updated 2024-11-05