Francesco Ravazzolo
Francesco Ravazzolo
Faculty of Economics and Management, Free University of Bozen-Bolzano
Verified email at unibz.it
Title
Cited by
Cited by
Year
Macroeconomic forecasting performance under alternative specifications of time‐varying volatility
TE Clark, F Ravazzolo
Journal of Applied Econometrics 30 (4), 551-575, 2015
2282015
Measuring sovereign contagion in Europe
M Caporin, L Pelizzon, F Ravazzolo, R Rigobon
Journal of Financial Stability 34, 150-181, 2018
2272018
Real-time inflation forecasting in a changing world
JJJ Groen, R Paap, F Ravazzolo
Journal of Business & Economic Statistics 31 (1), 29-44, 2013
1922013
Combining inflation density forecasts
C Kascha, F Ravazzolo
Journal of forecasting 29 (1‐2), 231-250, 2010
1202010
Time-varying combinations of predictive densities using nonlinear filtering
M Billio, R Casarin, F Ravazzolo, HK Van Dijk
Journal of Econometrics 177 (2), 213-232, 2013
972013
On the correlation between commodity and equity returns: implications for portfolio allocation
MJ Lombardi, F Ravazzolo
Journal of Commodity Markets 2 (1), 45-57, 2016
782016
Forecaster’s dilemma: Extreme events and forecast evaluation
S Lerch, TL Thorarinsdottir, F Ravazzolo, T Gneiting
Statistical Science 32 (1), 106-127, 2017
732017
Identification of financial factors in economic fluctuations
F Furlanetto, F Ravazzolo, S Sarferaz
The Economic Journal 129 (617), 311-337, 2019
702019
Forecasting macroeconomic variables using disaggregate survey data
K Martinsen, F Ravazzolo, F Wulfsberg
International Journal of Forecasting 30 (1), 65-77, 2014
642014
Term structure forecasting using macro factors and forecast combination
M De Pooter, F Ravazzolo, DJC Van Dijk
FRB International Finance Discussion Paper, 2010
592010
Interconnections between eurozone and US booms and busts using a Bayesian panel Markov‐switching VAR model
M Billio, R Casarin, F Ravazzolo, HK Van Dijk
Journal of Applied Econometrics 31 (7), 1352-1370, 2016
572016
Oil and US GDP: A real‐time out‐of‐sample examination
F Ravazzolo, P Rothman
Journal of Money, Credit and Banking 45 (2‐3), 449-463, 2013
562013
Optimal portfolio choice under decision‐based model combinations
D Pettenuzzo, F Ravazzolo
Journal of Applied Econometrics 31 (7), 1312-1332, 2016
552016
Forecast accuracy and economic gains from Bayesian model averaging using time‐varying weights
L Hoogerheide, R Kleijn, F Ravazzolo, HK Van Dijk, M Verbeek
Journal of Forecasting 29 (1‐2), 251-269, 2010
492010
Forecast densities for economic aggregates from disaggregate ensembles
F Ravazzolo, SP Vahey
Studies in Nonlinear Dynamics & Econometrics 18 (4), 367-381, 2014
482014
Predicting the volatility of cryptocurrency time-series
L Catania, S Grassi, F Ravazzolo
Mathematical and Statistical Methods for Actuarial Sciences and Finance, 203-207, 2018
442018
Combination schemes for turning point predictions
M Billio, R Casarin, F Ravazzolo, HK van Dijk
The Quarterly Review of Economics and Finance 52 (4), 402-412, 2012
432012
The power of weather
C Huurman, F Ravazzolo, C Zhou
Computational Statistics & Data Analysis 56 (11), 3793-3807, 2012
432012
Combined density nowcasting in an uncertain economic environment
KA Aastveit, F Ravazzolo, HK Van Dijk
Journal of Business & Economic Statistics 36 (1), 131-145, 2018
382018
Predicting the term structure of interest rates: Incorporating parameter uncertainty, model uncertainty and macroeconomic information
M De Pooter, F Ravazzolo, DJC Van Dijk
Model Uncertainty and Macroeconomic Information (October 25, 2007), 2007
372007
The system can't perform the operation now. Try again later.
Articles 1–20