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Bernardi, Mauro; Grassi, Stefano; Ravazzolo, Francesco - In: Journal of risk and financial management : JRFM 13 (2020) 11/257, pp. 1-2

, forecasting, assessment of policy effectiveness in macro, finance, marketing and monetary economics. …

Persistent link: https://www.econbiz.de/10012389851

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

Is Bitcoin a relevant predictor of standard & poor's 500?

Muglia, Camilla; Santabarbara, Luca; Grassi, Stefano - In: Journal of risk and financial management : JRFM 12 (2019) 2/93, pp. 1-10

The paper investigates whether Bitcoin is a good predictor of the Standard & Poor's 500 Index. To answer this question we compare alternative models using a point and density forecast relying on Dynamic Model Averaging (DMA) and Dynamic Model Selection (DMS). According to our results, Bitcoin...

Persistent link: https://www.econbiz.de/10012022045

Macroeconomic information, structural change, and the prediction of fiscal aggregates

Carriero, Andrea; Mumtaz, Haroon; Theophilopoulou, Angeliki - In: International journal of forecasting 31 (2015) 2, pp. 325-348

Persistent link: https://www.econbiz.de/10011474102

Forecasting with Bayesian multivariate vintage-based VARs

Carriero, Andrea; Clements, Michael P.; Galvão, Ana … - In: International journal of forecasting 31 (2015) 3, pp. 757-768

Persistent link: https://www.econbiz.de/10011474551