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Forecasting with global vector autoregressive models : a Bayesian approach

Crespo Cuaresma, Jesús; Feldkircher, Martin; Huber, Florian - In: Journal of applied econometrics 31 (2016) 7, pp. 1371-1391

Persistent link: https://www.econbiz.de/10011687530

Macroeconomic forecasting in the Euro area using predictive combinations of DSGE models

Čapek, Jan; Crespo Cuaresma, Jesús; Hauzenberger, Niko; … - In: International journal of forecasting 39 (2023) 4, pp. 1820-1838

Persistent link: https://www.econbiz.de/10014465357

Bayesian calibration of generalized pools of predictive distributions

Casarin, Roberto; Mantoan, Giulia; Ravazzolo, Francesco - In: Econometrics : open access journal 4 (2016) 1, pp. 1-24

Decision-makers often consult different experts to build reliable forecasts on variables of interest. Combining more opinions and calibrating them to maximize the forecast accuracy is consequently a crucial issue in several economic problems. This paper applies a Bayesian beta mixture model to...

Persistent link: https://www.econbiz.de/10011505901

Last night a shrinkage saved my life : economic growth, model uncertainty and correlated regressors

Hofmarcher, Paul; Crespo Cuaresma, Jesús; Grün, Bettina; … - In: Journal of forecasting 34 (2015) 2, pp. 133-144

Persistent link: https://www.econbiz.de/10011305284

Forecast densities for economic aggregates from disaggregate ensembles

Ravazzolo, Francesco; Vahey, Shaun P. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 4, pp. 367-381

Persistent link: https://www.econbiz.de/10010461273

Using entropic tilting to combine BVAR forecasts with external nowcasts

Krüger, Fabian; Clark, Todd E.; Ravazzolo, Francesco - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 470-485

Persistent link: https://www.econbiz.de/10011705954

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

Persistent link: https://www.econbiz.de/10011894481

Could markets have helped predict the puzzling exchange rate path in CESEE countries during the current crisis?

Crespo Cuaresma, Jesús; Geršl, Adam; Slačík, Tomáš - In: Focus on European economic integration (2010) 1, pp. 32-48

Persistent link: https://www.econbiz.de/10003944883

Combination schemes for turning point predictions

Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - In: The quarterly review of economics and finance : journal … 52 (2012) 4, pp. 402-412

Persistent link: https://www.econbiz.de/10009700545

Real-time inflation forecasting in a changing world

Groen, Jan J. J.; Paap, Richard; Ravazzolo, Francesco - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 1, pp. 29-44

Persistent link: https://www.econbiz.de/10009715102