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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

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

Macroeconomic forecasting performance under alternative specifications of time-varying volatility

Clark, Todd E.; Ravazzolo, Francesco - In: Journal of applied econometrics 30 (2015) 4, pp. 551-575

Persistent link: https://www.econbiz.de/10011332869

Forecasting GDP with global components : this time is different

Bjørnland, Hilde Christiane; Ravazzolo, Francesco; … - In: International journal of forecasting 33 (2017) 1, pp. 153-173

Persistent link: https://www.econbiz.de/10011754694

Oil-price density forecasts of US GDP

Ravazzolo, Francesco; Rothman, Philip - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 4, pp. 441-453

Persistent link: https://www.econbiz.de/10011649137

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

Assessing the predictive ability of sovereign default risk on exchange rate returns

Foroni, Claudia; Ravazzolo, Francesco; Sadaba, Barbara - In: Journal of international money and finance 81 (2018), pp. 242-264

Persistent link: https://www.econbiz.de/10012000048

Forecasting the intraday market price of money

Monticini, Andrea; Ravazzolo, Francesco - In: Journal of empirical finance 29 (2014), pp. 304-315

Persistent link: https://www.econbiz.de/10011300463

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