Francesco Ravazzolo
Francesco Ravazzolo
BI Norwegian Business School and Free University of Bozen-Bolzano
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Cited by
Cited by
Macroeconomic forecasting performance under alternative specifications of time‐varying volatility
TE Clark, F Ravazzolo
Journal of Applied Econometrics 30 (4), 551-575, 2015
Measuring sovereign contagion in Europe
M Caporin, L Pelizzon, F Ravazzolo, R Rigobon
Journal of Financial Stability 34, 150-181, 2018
Real-time inflation forecasting in a changing world
JJJ Groen, R Paap, F Ravazzolo
Journal of Business & Economic Statistics 31 (1), 29-44, 2013
Identification of financial factors in economic fluctuations
F Furlanetto, F Ravazzolo, S Sarferaz
The Economic Journal 129 (617), 311-337, 2019
Forecaster's dilemma: extreme events and forecast evaluation
S Lerch, TL Thorarinsdottir, F Ravazzolo, T Gneiting
Statistical Science, 106-127, 2017
Time-varying combinations of predictive densities using nonlinear filtering
M Billio, R Casarin, F Ravazzolo, HK Van Dijk
Journal of Econometrics 177 (2), 213-232, 2013
Combining inflation density forecasts
C Kascha, F Ravazzolo
Journal of forecasting 29 (1‐2), 231-250, 2010
Forecasting cryptocurrencies under model and parameter instability
L Catania, S Grassi, F Ravazzolo
International Journal of Forecasting 35 (2), 485-501, 2019
On the correlation between commodity and equity returns: Implications for portfolio allocation
MJ Lombardi, F Ravazzolo
Journal of Commodity Markets 2 (1), 45-57, 2016
Predicting the volatility of cryptocurrency time-series
L Catania, S Grassi, F Ravazzolo
Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF …, 2018
Term structure forecasting using macro factors and forecast combination
M De Pooter, F Ravazzolo, DJC Van Dijk
FRB International Finance Discussion Paper, 2010
Interconnections between eurozone and US booms and busts using a Bayesian panel Markov‐switching VAR model
M Billio, R Casarin, F Ravazzolo, HK Van Dijk
Journal of Applied Econometrics 31 (7), 1352-1370, 2016
Optimal portfolio choice under decision‐based model combinations
D Pettenuzzo, F Ravazzolo
Journal of Applied Econometrics 31 (7), 1312-1332, 2016
Oil and US GDP: A real‐time out‐of‐sample examination
F Ravazzolo, P Rothman
Journal of Money, Credit and Banking 45 (2‐3), 449-463, 2013
Forecasting macroeconomic variables using disaggregate survey data
K Martinsen, F Ravazzolo, F Wulfsberg
International Journal of Forecasting 30 (1), 65-77, 2014
Bayesian nonparametric calibration and combination of predictive distributions
F Bassetti, R Casarin, F Ravazzolo
Journal of the American Statistical Association 113 (522), 675-685, 2018
The power of weather
C Huurman, F Ravazzolo, C Zhou
Computational Statistics & Data Analysis 56 (11), 3793-3807, 2012
Using entropic tilting to combine BVAR forecasts with external nowcasts
F Krüger, TE Clark, F Ravazzolo
Journal of Business & Economic Statistics 35 (3), 470-485, 2017
Combined density nowcasting in an uncertain economic environment
KA Aastveit, F Ravazzolo, HK Van Dijk
Journal of Business & Economic Statistics 36 (1), 131-145, 2018
Forecast accuracy and economic gains from Bayesian model averaging using time‐varying weights
L Hoogerheide, R Kleijn, F Ravazzolo, HK Van Dijk, M Verbeek
Journal of Forecasting 29 (1‐2), 251-269, 2010
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