Marian Risse

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Identifer

Contact

Affiliations

• Helmut Schmidt Universität Hamburg / Fächergruppe Volkswirtschaftslehre
  • EDIRC entry
  • location:

Research profile

author of:

• Testing the optimality of inflation forecasts under flexible loss with random forests (RePEc:eee:ecmode:v:72:y:2018:i:c:p:270-277)
  by Behrens, Christoph & Pierdzioch, Christian & Risse, Marian
• A quantile-boosting approach to forecasting gold returns (RePEc:eee:ecofin:v:35:y:2016:i:c:p:38-55)
  by Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian
• Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees (RePEc:eee:ecofin:v:38:y:2016:i:c:p:27-38)
  by Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian
• Forecasting house-price growth in the Euro area with dynamic model averaging (RePEc:eee:ecofin:v:38:y:2016:i:c:p:70-85)
  by Risse, Marian & Kern, Martin
• The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data (RePEc:eee:ecofin:v:47:y:2019:i:c:p:391-405)
  by Gupta, Rangan & Risse, Marian & Volkman, David A. & Wohar, Mark E.
• On international uncertainty links: BART-based empirical evidence for Canada (RePEc:eee:ecolet:v:143:y:2016:i:c:p:24-27)
  by Gupta, Rangan & Pierdzioch, Christian & Risse, Marian
• Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market (RePEc:eee:empfin:v:44:y:2017:i:c:p:158-176)
  by Risse, Marian & Ohl, Ludwig
• Cointegration of the prices of gold and silver: RALS-based evidence (RePEc:eee:finlet:v:15:y:2015:i:c:p:133-137)
  by Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian
• On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees (RePEc:eee:finlet:v:30:y:2019:i:c:p:160-169)
  by Pierdzioch, Christian & Risse, Marian & Gupta, Rangan & Nyakabawo, Wendy
• Combining wavelet decomposition with machine learning to forecast gold returns (RePEc:eee:intfor:v:35:y:2019:i:2:p:601-615)
  by Risse, Marian
• Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty (RePEc:eee:jmacro:v:57:y:2018:i:c:p:317-337)
  by Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E.
• A real-time quantile-regression approach to forecasting gold returns under asymmetric loss (RePEc:eee:jrpoli:v:45:y:2015:i:c:p:299-306)
  by Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian
• A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss (RePEc:eee:jrpoli:v:47:y:2016:i:c:p:95-107)
  by Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian
• The international business cycle and gold-price fluctuations (RePEc:eee:quaeco:v:54:y:2014:i:2:p:292-305)
  by Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian
• On International Uncertainty Links: BART-Based Empirical Evidence for Canada (RePEc:pre:wpaper:201594)
  by Rangan Gupta & Christian Pierdzioch & Marian Risse
• On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees (RePEc:pre:wpaper:201677)
  by Christian Pierdzioch & Marian Risse & Rangan Gupta & Wendy Nyakabawo
• The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data (RePEc:pre:wpaper:201755)
  by Rangan Gupta & Marian Risse & David A. Volkman & Mark E. Wohar
• Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty (RePEc:pre:wpaper:201766)
  by Rangan Gupta & Jun Ma & Marian Risse & Mark E. Wohar
• Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy (RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1053-5)
  by Christian Pierdzioch & Marian Risse & Sebastian Rohloff
• Forecasting precious metal returns with multivariate random forests (RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1558-9)
  by Christian Pierdzioch & Marian Risse
• Forecasting gold-price fluctuations: a real-time boosting approach (RePEc:taf:apeclt:v:22:y:2015:i:1:p:46-50)
  by Christian Pierdzioch & Marian Risse & Sebastian Rohloff
• A boosting approach to forecasting gold and silver returns: economic and statistical forecast evaluation (RePEc:taf:apeclt:v:23:y:2016:i:5:p:347-352)
  by Christian Pierdzioch & Marian Risse & Sebastian Rohloff
• Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis (RePEc:taf:japsta:v:47:y:2020:i:4:p:698-723)
  by Christoph Behrens & Christian Pierdzioch & Marian Risse
• A machine‐learning analysis of the rationality of aggregate stock market forecasts (RePEc:wly:ijfiec:v:23:y:2018:i:4:p:642-654)
  by Christian Pierdzioch & Marian Risse
• A test of the joint efficiency of macroeconomic forecasts using multivariate random forests (RePEc:wly:jforec:v:37:y:2018:i:5:p:560-572)
  by Christoph Behrens & Christian Pierdzioch & Marian Risse
• Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy (RePEc:zbw:vfsc14:100429)
  by Rohloff, Sebastian & Pierdzioch, Christian & Risse, Marian