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Term structure forecasting using macro factors and forecast combination
Pooter, Michiel de; Ravazzolo, Francesco; Dijk, Dick van - 2010
Persistent link: https://www.econbiz.de/10003937282
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Forecast densities for economic aggregates from disaggregate ensembles
Ravazzolo, Francesco; Vahey, Shaun P. - 2010
Persistent link: https://www.econbiz.de/10003939661
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The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility
Clark, Todd E.; Ravazzolo, Francesco - 2012
Persistent link: https://www.econbiz.de/10009627354
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Parallel sequential Monte Carlo for efficient density combination : the DeCo MATLAB toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2014
Persistent link: https://www.econbiz.de/10010388765