Browsing All of EconStor by Author Ravazzolo, Francesco

Jump to a point in the index:
Showing results 1 to 20 of 24
 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
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
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.
2012 Time-varying Combinations of Predictive Densities using Nonlinear FilteringBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2013 Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab ToolboxCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2013 Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR ModelBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2014 Forecasting the intraday market price of moneyMonticini, Andrea; Ravazzolo, Francesco
2014 Identification of financial factors in economic fluctuationsFurlanetto, Francesco; Ravazzolo, Francesco; Sarferaz, Samad
2014 Combined Density Nowcasting in an Uncertain Economic EnvironmentAastveit, Knut Are; Ravazzolo, Francesco; van Dijk, Herman K.
2015 Dynamic Predictive Density Combinations for Large Data Sets in Economics and FinanceCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2015 Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR ModeBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2015 Using Entropic Tilting to Combine BVAR Forecasts with External NowcastsKr├╝ger, Fabian; Clark, Todd E.; Ravazzolo, Francesco
2015 Measuring sovereign contagion in EuropeCaporin, Massimiliano; Pelizzon, Loriana; Ravazzolo, Francesco; Rigobon, Roberto