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Browsing All of EconStor by Author Ravazzolo, Francesco
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Year of Publication
Title
Author(s)
2011
Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann
Hoogerheide, Lennart F.
;
Ravazzolo, Francesco
;
van Dijk, Herman K.
2011
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
;
van Dijk, Herman K.
2011
Myths and Facts About the Alleged Over-Pricing of U.S. Real Estate. Evidence from Multi-Factor Asset Pricing Models of REIT Returns
Guidolin, Massimo
;
Ravazzolo, Francesco
;
Tortora, Andrea Donato
2012
Oil Price Density Forecasts: Exploring the Linkages with Stock Markets
Lombardi, Marco J.
;
Ravazzolo, Francesco
2012
The Macroeconomic Forecasting Performance of Autoregressive Models with Alternative Specifications of Time-Varying Volatility
Clark, Todd E.
;
Ravazzolo, Francesco
2012
Combination Schemes for Turning Point Predictions
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
;
van Dijk, Herman K.
2012
Measuring Sovereign Contagion in Europe
Caporin, Massimiliano
;
Pelizzon, Loriana
;
Ravazzolo, Francesco
;
Rigobon, Roberto
2012
Time-varying Combinations of Predictive Densities using Nonlinear Filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
;
van Dijk, Herman K.
2013
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
;
van Dijk, Herman K.
2013
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
;
van Dijk, Herman K.
2013
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
2013
Interactions Between Eurozone and US Booms and Busts: A Bayesian Panel Markov-Switching VAR Model
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
;
van Dijk, Herman K.
2013
Dissecting the 2007-2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
2014
Density Forecasts with Midas Models
Aastveit, Knut Are
;
Foroni, Claudia
;
Ravazzolo, Francesco
2014
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
;
van Dijk, Herman K.
2014
Optimal Portfolio Choice Under Decision-Based Model Combinations
Pettenuzzo, Davide
;
Ravazzolo, Francesco
2014
Combined Density Nowcasting in an Uncertain Economic Environment
Aastveit, Knut Are
;
Ravazzolo, Francesco
;
van Dijk, Herman K.
2014
Identification of Financial Factors in Economic Fluctuations
Furlanetto, Francesco
;
Ravazzolo, Francesco
;
Sarferaz, Samad
2014
Identification of financial factors in economic fluctuations
Furlanetto, Francesco
;
Ravazzolo, Francesco
;
Sarferaz, Samad
2014
Combined Density Nowcasting in an Uncertain Economic Environment
Aastveit, Knut Are
;
Ravazzolo, Francesco
;
van Dijk, Herman K.