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Real-time inflation forecasting in a changing world
Groen, Jan J. J.; Paap, Richard; Ravazzolo, Francesco - 2010
Persistent link: https://www.econbiz.de/10003920144
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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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Oil and US GDP : a real-time out-of-sample examination
Ravazzolo, Francesco; Rothman, Philip - 2010
Persistent link: https://www.econbiz.de/10008656224
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Combination schemes for turning point predictions
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2012
Persistent link: https://www.econbiz.de/10009524199
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Forecasting commodity currencies : the role of fundamentals with short-lived predictive content
Foroni, Claudia; Ravazzolo, Francesco; Ribeiro, Pinho J. - 2015
Persistent link: https://www.econbiz.de/10011391725
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Dynamic predictive density combinations for large data sets in economics and finance
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2015
Persistent link: https://www.econbiz.de/10011333448
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Oil price density forecasts : exploring the linkages with stock markets
Lombardi, Marco; Ravazzolo, Francesco - 2012
Persistent link: https://www.econbiz.de/10009680478
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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
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Density forecasts with MIDAS models
Aastveit, Knut Are; Foroni, Claudia; Ravazzolo, Francesco - 2014
Persistent link: https://www.econbiz.de/10010388773