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Ravazzolo, Francesco
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ECONIS (ZBW)
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1
Forecasting
Recessions in Real Time
Aastveit, Knut Are
-
2014
provides the most reasonable definition of business cycles. The
forecasting
exercise, where the models are augmented with …
Persistent link: https://www.econbiz.de/10013052944
Saved in:
2
Identification and Real-Time
Forecasting
of Norwegian Business Cycles
Aastveit, Knut Are
-
2015
-of-sample
forecasting
exercise, focusing on the last
recession
, we show that univariate Markov-switching models applied to surveys and a …
Persistent link: https://www.econbiz.de/10013021261
Saved in:
3
Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann
Hoogerheide, Lennart F.
;
Ravazzolo, Francesco
;
van …
-
2011
Patton and Timmermann (2012, 'Forecast Rationality Tests Based on Multi-Horizon Bounds', Journal of Business & Economic Statistics, 30(1) 1-17) propose a set of useful tests for forecast rationality or optimality under squared error loss, including an easily implemented test based on a...
Persistent link: https://www.econbiz.de/10010326495
Saved in:
4
Assessing the predictive ability of sovereign default risk on exchange rate returns
Foroni, Claudia
;
Ravazzolo, Francesco
;
Sadaba, Barbara
-
2017
structure at different maturities of sovereign credit default swaps and conduct an out-of-sample
forecasting
exercise to test … improves the
forecasting
accuracy upon the random walk model at short
forecasting
horizons. …
Persistent link: https://www.econbiz.de/10012014546
Saved in:
5
Forecasting
Recessions in Real Time
Aastveit, Knut Are
;
Jore, Anne Sofie
;
Ravazzolo, Francesco
-
2014
provides the most reasonable definition of business cycles. The
forecasting
exercise, where the models are augmented with …
Persistent link: https://www.econbiz.de/10012143840
Saved in:
6
Identification and Real-Time
Forecasting
of Norwegian Business Cycles
Aastveit, Knut Are
;
Jore, Anne Sofie
;
Ravazzolo, Francesco
-
2015
-of-sample
forecasting
exercise, focusing on the last
recession
, we show that univariate Markov-switching models applied to surveys and a …
Persistent link: https://www.econbiz.de/10012143865
Saved in:
7
Backtesting Value-at-Risk Using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann
Hoogerheide, Lennart F.
-
2011
Patton and Timmermann (2011, 'Forecast Rationality Tests Based on Multi-Horizon Bounds', Journal of Business & Economic Statistics, forthcoming) propose a set of useful tests for forecast rationality or optimality under squared error loss, including an easily implemented test based on a...
Persistent link: https://www.econbiz.de/10013120348
Saved in:
8
Assessing the predictive ability of sovereign default risk on exchange rate returns
Foroni, Claudia
;
Ravazzolo, Francesco
;
Sadaba, Barbara
-
2017
structure at different maturities of sovereign credit default swaps and conduct an out-of-sample
forecasting
exercise to test … improves the
forecasting
accuracy upon the random walk model at short
forecasting
horizons. …
Persistent link: https://www.econbiz.de/10011646738
Saved in:
9
Identification and real-time
forecasting
of Norwegian business cycles
Aastveit, Knut Are
;
Jore, Anne Sofie
;
Ravazzolo, Francesco
-
Norges Bank
-
2015
-of-sample
forecasting
exercise, focusing on the last
recession
, we show that univariate Markov-switching models applied to surveys and a …
Persistent link: https://www.econbiz.de/10011277154
Saved in:
10
Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann
Hoogerheide, Lennart F.
;
Ravazzolo, Francesco
;
Dijk, …
-
Tinbergen Institute
-
2011
Patton and Timmermann (2011, 'Forecast Rationality Tests Based on Multi-Horizon Bounds', <I>Journal of Business & Economic Statistics</I>, forthcoming) propose a set of useful tests for forecast rationality or optimality under squared error loss, including an easily implemented test based on a...</i>
Persistent link: https://www.econbiz.de/10009322510
Saved in:
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