Browsing All of EconStor by Author Ravazzolo, Francesco


Showing results 21 to 40 of 66
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Year of PublicationTitleAuthor(s)
2011Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. TimmermannHoogerheide, Lennart F.; Ravazzolo, Francesco; van Dijk, Herman K.
2011Combining Predictive Densities using Bayesian Filtering with Applications to US Economics DataBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2011Myths and Facts About the Alleged Over-Pricing of U.S. Real Estate. Evidence from Multi-Factor Asset Pricing Models of REIT ReturnsGuidolin, Massimo; Ravazzolo, Francesco; Tortora, Andrea Donato
2012Oil Price Density Forecasts: Exploring the Linkages with Stock MarketsLombardi, Marco J.; Ravazzolo, Francesco
2012The Macroeconomic Forecasting Performance of Autoregressive Models with Alternative Specifications of Time-Varying VolatilityClark, Todd E.; Ravazzolo, Francesco
2012Combination Schemes for Turning Point PredictionsBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2012Measuring Sovereign Contagion in EuropeCaporin, Massimiliano; Pelizzon, Loriana; Ravazzolo, Francesco; Rigobon, Roberto
2012Time-varying Combinations of Predictive Densities using Nonlinear FilteringBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2013Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab ToolboxCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2013Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR ModelBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2013Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-SectionBianchi, Daniele; Guidolin, Massimo; Ravazzolo, Francesco
2013Interactions Between Eurozone and US Booms and Busts: A Bayesian Panel Markov-Switching VAR ModelBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2013Dissecting the 2007-2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?Bianchi, Daniele; Guidolin, Massimo; Ravazzolo, Francesco
2014Density Forecasts with Midas ModelsAastveit, Knut Are; Foroni, Claudia; Ravazzolo, Francesco
2014Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB ToolboxCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2014Optimal Portfolio Choice Under Decision-Based Model CombinationsPettenuzzo, Davide; Ravazzolo, Francesco
2014Combined Density Nowcasting in an Uncertain Economic EnvironmentAastveit, Knut Are; Ravazzolo, Francesco; van Dijk, Herman K.
2014Identification of Financial Factors in Economic FluctuationsFurlanetto, Francesco; Ravazzolo, Francesco; Sarferaz, Samad
2014Identification of financial factors in economic fluctuationsFurlanetto, Francesco; Ravazzolo, Francesco; Sarferaz, Samad
2014Combined Density Nowcasting in an Uncertain Economic EnvironmentAastveit, Knut Are; Ravazzolo, Francesco; van Dijk, Herman K.