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~person:"Guérin, Pierre"
~person:"Ravazzolo, Francesco"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"VAR-Modell"
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Guérin, Pierre
Ravazzolo, Francesco
Gupta, Rangan
75
Lütkepohl, Helmut
39
Kim, So-yŏng
33
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30
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28
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ECONIS (ZBW)
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1
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
Saved in:
2
Comparing the forecasting performances of linear models for electricity prices with high RES penetration
Gianfreda, Angelica
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 974-986
Persistent link: https://www.econbiz.de/10012497125
Saved in:
3
Forecasting cryptocurrencies under model and parameter instability
Catania, Leopoldo
;
Grassi, Stefano
;
Ravazzolo, Francesco
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 485-501
Persistent link: https://www.econbiz.de/10012300691
Saved in:
4
Identification of financial factors in economic fluctuations
Furlanetto, Francesco
;
Ravazzolo, Francesco
;
Sarferaz, Samad
- In:
The economic journal : the journal of the Royal …
129
(
2019
)
617
,
pp. 311-337
Persistent link: https://www.econbiz.de/10012034407
Saved in:
5
Using low frequency information for predicting high frequency variables
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 774-787
Persistent link: https://www.econbiz.de/10012031105
Saved in:
6
Explaining the time-varying effects of oil market shocks on US stock returns
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
Economics letters
155
(
2017
),
pp. 84-88
Persistent link: https://www.econbiz.de/10011821575
Saved in:
7
Interconnections between Eurozone and us booms and us busts using a Bayesian panel Markov-switching VAR model
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1352-1370
Persistent link: https://www.econbiz.de/10011687515
Saved in:
8
Markov-switching mixed-frequency VAR models
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 692-711
Persistent link: https://www.econbiz.de/10011474529
Saved in:
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