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Results 1-10 of 15.
Year of PublicationTitleAuthor(s)
2015Dynamic Predictive Density Combinations for Large Data Sets in Economics and FinanceCasarin, Roberto; Grassi, Stefano; 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.
2011Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics DataBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2022A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis PeriodsCasarin, 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.
2021A Bayesian Dynamic Compositional Model for Large Density Combinations in FinanceCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2014Combined Density Nowcasting in an Uncertain Economic EnvironmentAastveit, Knut Are; Ravazzolo, Francesco; van Dijk, Herman K.
2009Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying WeightsHoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco; van Dijk, Herman K.; Verbeek, Marno
2011Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange IndexBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2015Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR ModeBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.