Browsing All of EconStor by Author Ravazzolo, Francesco

Jump to a point in the index:
Showing results 1 to 20 of 58
 next >
Year of PublicationTitleAuthor(s)
2007 Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Informationde Pooter, Michiel D.; Ravazzolo, Francesco; van Dijk, Dick
2007 The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather ForecastsHuurman, Christian; Ravazzolo, Francesco; Zhou, Chen
2008 The Power of Weather. Some Empirical Evidence on Predicting Day-Ahead Power Prices Through Weather ForecastsHuurman, Christian; Ravazzolo, Francesco; Zhou, Chen
2008 Combining Inflation Density ForecastsKascha, Christian; Ravazzolo, Francesco
2009 Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying WeightsHoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco; van Dijk, Herman K.; Verbeek, Marno
2009 Real-Time Inflation Forecasting in a Changing WorldGroen, Jan J. J.; Paap, Richard; Ravazzolo, Francesco
2009 Macro Modelling with Many ModelsBache, Ida Wolden; Mitchell, James; Ravazzolo, Francesco; Vahey, Shaun P.
2009 Forecast Accuracy and Economic Gains from Bayesian Model Averaging Using Time Varying WeightHoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco; van Dijk, Herman K.; Verbeek, Marno
2009 Real-time inflation forecasting in a changing worldGroen, Jan J. J.; Paap, Richard; Ravazzolo, Francesco
2010 Combining Predictive Densities Using Bayesian Filtering with Applications to Us Economics DataBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2010 Oil and Us GDP: A Real-Time Out-Of-Sample ExaminationRavazzolo, Francesco; Rothman, Philip
2010 Term Structure Forecasting Using Macro Factors and Forecast Combinationde Pooter, Michiel; Ravazzolo, Francesco; van Dijk, Dick
2010 Forecast Densities for Economic Aggregates from Disaggregate EnsemblesRavazzolo, Francesco; Vahey, Shaun P.
2010 Why Do People Give Less Weight to Advice the Further It Is from Their Initial Opinion?Ravazzolo, Francesco; Røisland, Øistein
2011 Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange IndexBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2011 Combining Predictive Densities using Bayesian Filtering with Applications to US Economics DataBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2011 Backtesting 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.
2011 Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial marketsGuidolin, Massimo; Ravazzolo, Francesco; Tortora, Andrea Donato
2011 Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics DataBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2011 Combination Schemes for Turning Point PredictionsBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.