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Testing density forecasts, with applications to risk management

Berkowitz, Jeremy - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 4, pp. 465-474

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Forecasting cryptocurrencies under model and parameter instability

Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco - In: International journal of forecasting 35 (2019) 2, pp. 485-501

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Identification and real-time forecasting of Norwegian business cycles

Aastveit, Knut Are; Jore, Anne Sofie; Ravazzolo, Francesco - In: International journal of forecasting 32 (2016) 2, pp. 283-292

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Combined density nowcasting in an uncertain economic environment

Aastveit, Knut Are; Ravazzolo, Francesco; Dijk, Herman … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 131-145

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Bayesian econometrics

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The computational revolution in simulation techniques has shown to become a key ingredient in the field of Bayesian econometrics and opened new possibilities to study complex economic and financial phenomena. Applications include risk measurement, forecasting, assessment of policy effectiveness...

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Proper scoring rules for evaluating density forecasts with asymmetric loss functions

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