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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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Real-time inflation forecasting in a changing world
Groen, Jan J. J.; Paap, Richard; Ravazzolo, Francesco - 2009
This paper revisits inflation forecasting using reduced-form Phillips curve forecasts, that is, inflation forecasts that use activity and expectations variables. We propose a Phillips-curve-type model that results from averaging across different regression specifications selected from a set of...
Persistent link: https://www.econbiz.de/10003947544
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Combining predictive densities using Bayesian filtering with applications to US economics data
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2011
Persistent link: https://www.econbiz.de/10008809881
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Real-time inflation forecasting in a changing world
Groen, Jan J. J.; Paap, Richard; Ravazzolo, Francesco - 2009
Persistent link: https://www.econbiz.de/10003877152
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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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Optimal portfolio choice under decision-based model combinations
Pettenuzzo, Davide; Ravazzolo, Francesco - 2015
Persistent link: https://www.econbiz.de/10011332810
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Using entropic tilting to combine BVAR forecasts with external nowcasts
Krüger, Fabian; Clark, Todd E.; Ravazzolo, Francesco - 2015
Persistent link: https://www.econbiz.de/10011332811
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Interconnections between Eurozone and US booms and busts using a Bayesian Panel Markov-Switching VAR mode
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2015
common Eurozone cycle is derived by aggregating the country-specific cycles. The model is estimated using a simulation based …
Persistent link: https://www.econbiz.de/10011335013
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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