Narrow search
Showing 1 - 6 of 6
Cover Image
Interconnections between Eurozone and us booms and us busts using a Bayesian panel Markov-switching VAR model
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - In: Journal of applied econometrics 31 (2016) 7, pp. 1352-1370
Persistent link: https://www.econbiz.de/10011687515
Cover Image
Optimal portfolio choice under decision-based model combinations
Pettenuzzo, Davide; Ravazzolo, Francesco - In: Journal of applied econometrics 31 (2016) 7, pp. 1312-1332
Persistent link: https://www.econbiz.de/10011687755
Cover Image
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
Cover Image
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
Cover Image
Real-time inflation forecasting in a changing world
Groen, Jan J. J.; Paap, Richard; Ravazzolo, Francesco - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 1, pp. 29-44
Persistent link: https://www.econbiz.de/10009715102
Cover Image
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