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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

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

A flexible predictive density combination for large financial data sets in regular and crisis periods

Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - In: Journal of econometrics 237 (2023) 2,3, pp. 1-12

Persistent link: https://www.econbiz.de/10014471818

Are low frequency macroeconomic variables important for high frequency electricity prices?

Foroni, Claudia; Ravazzolo, Francesco; Rossini, Luca - In: Economic modelling 120 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014384007

Forecasting energy commodity prices : a large global dataset sparse approach

Ferrario, Davide L.; Ravazzolo, Francesco; Vespingnani, … - In: Energy economics 98 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012872633

Bayesian econometrics

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

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...

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

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

Persistent link: https://www.econbiz.de/10011596749

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

Forecasting macroeconomic variables using disaggregate survey data

Martinsen, Kjetil; Ravazzolo, Francesco; Wulfsberg, Fredrik - In: International journal of forecasting 30 (2013) 1, pp. 65-77

Persistent link: https://www.econbiz.de/10010243640

Time-varying combinations of predictive densities using nonlinear filtering

Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - In: Journal of econometrics 177 (2013) 2, pp. 213-232

Persistent link: https://www.econbiz.de/10010254875