Francesco Ravazzolo

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Identifer

Contact

Affiliations

• Libera Università di Bolzano / Freie Universität Bozen / Facoltà di Economia / Wirtschaftswissenschaftliche Fakutät
  • EDIRC entry
  • location:

Research profile

author of:

• A Scoring Rule for Factor and Autoregressive Models Under Misspecification
  Advances in Decision Sciences, Asia University, Taiwan (2020)
  by Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Nguyen Domenico Sartore
  (ReDIF-article, aag:wpaper:v:24:y:2020:i:2:p:66-103)
• Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
  CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2013)
  by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, aah:create:2013-09)
• The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode
  CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2017)
  by Massimiliano Caporin & Gisle J. Natvik & Francesco Ravazzolo & Paolo Santucci de Magistris
  (ReDIF-paper, aah:create:2017-25)
• Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration
  Papers, arXiv.org (2018)
  by Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini
  (ReDIF-paper, arx:papers:1801.01093)
• Proper scoring rules for evaluating asymmetry in density forecasting
  Papers, arXiv.org (2020)
  by Matteo Iacopini & Francesco Ravazzolo & Luca Rossini
  (ReDIF-paper, arx:papers:2006.11265)
• Are low frequency macroeconomic variables important for high frequency electricity prices?
  Papers, arXiv.org (2020)
  by Claudia Foroni & Francesco Ravazzolo & Luca Rossini
  (ReDIF-paper, arx:papers:2007.13566)
• Forecasting financial markets with semantic network analysis in the COVID-19 crisis
  Papers, arXiv.org (2020)
  by A. Fronzetti Colladon & S. Grassi & F. Ravazzolo & F. Violante
  (ReDIF-paper, arx:papers:2009.04975)
• Forecasting consumer confidence through semantic network analysis of online news
  Papers, arXiv.org (2021)
  by A. Fronzetti Colladon & F. Grippa & B. Guardabascio & G. Costante & F. Ravazzolo
  (ReDIF-paper, arx:papers:2105.04900)
• Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns
  Staff Working Papers, Bank of Canada (2017)
  by Claudia Foroni & Francesco Ravazzolo & Barbara Sadaba
  (ReDIF-paper, bca:bocawp:17-19)
• The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts
  Working Paper, Norges Bank (2008)
  by Christian Huurman & Francesco Ravazzolo & Chen Zhou
  (ReDIF-paper, bno:worpap:2008_08)
• Combining inflation density forecasts
  Working Paper, Norges Bank (2008)
  by Christian Kascha & Francesco Ravazzolo
  (ReDIF-paper, bno:worpap:2008_22)
• Forecast accuracy and economic gains from Bayesian model averaging using time varying weight
  Working Paper, Norges Bank (2009)
  by Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek
  (ReDIF-paper, bno:worpap:2009_10)
• Macro modelling with many models
  Working Paper, Norges Bank (2009)
  by Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey
  (ReDIF-paper, bno:worpap:2009_15)
• Real-Time Inflation Forecasting in a Changing World
  Working Paper, Norges Bank (2009)
  by Jan J. J. Groen & Richard Paap & Francesco Ravazzolo
  (ReDIF-paper, bno:worpap:2009_16)
• Term structure forecasting using macro factors and forecast combination
  Working Paper, Norges Bank (2010)
  by Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk
  (ReDIF-paper, bno:worpap:2010_01)
• Forecast densities for economic aggregates from disaggregate ensembles
  Working Paper, Norges Bank (2010)
  by Francesco Ravazzolo & Shaun P. Vahey
  (ReDIF-paper, bno:worpap:2010_02)
• Why do people give less weight to advice the further it is from their initial opinion?
  Working Paper, Norges Bank (2010)
  by Francesco Ravazzolo & Øistein Røisland
  (ReDIF-paper, bno:worpap:2010_04)
• Oil and US GDP: A real-time out-of-sample examination
  Working Paper, Norges Bank (2010)
  by Francesco Ravazzolo & Philip Rothman
  (ReDIF-paper, bno:worpap:2010_18)
• Combining predictive densities using Bayesian filtering with applications to US economics data
  Working Paper, Norges Bank (2010)
  by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, bno:worpap:2010_29)
• Forecasting macroeconomic variables using disaggregate survey data
  Working Paper, Norges Bank (2011)
  by Kjetil Martinsen & Francesco Ravazzolo & Fredrik Wulfsberg
  (ReDIF-paper, bno:worpap:2011_04)
• Forecasting the intraday market price of money
  Working Paper, Norges Bank (2011)
  by Andrea Monticini & Francesco Ravazzolo
  (ReDIF-paper, bno:worpap:2011_06)
• Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns
  Working Paper, Norges Bank (2011)
  by Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora
  (ReDIF-paper, bno:worpap:2011_19)
• Combination schemes for turning point predictions
  Working Paper, Norges Bank (2012)
  by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, bno:worpap:2012_04)
• Measuring sovereign contagion in Europe
  Working Paper, Norges Bank (2012)
  by Massimiliano Caporin & Loriana Pelizzon & Francesco Ravazzolo & Roberto Rigobon
  (ReDIF-paper, bno:worpap:2012_05)
• The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility
  Working Paper, Norges Bank (2012)
  by Todd E. Clark & Francesco Ravazzolo
  (ReDIF-paper, bno:worpap:2012_09)
• Oil price density forecasts: exploring the linkages with stock markets
  Working Paper, Norges Bank (2012)
  by Marco J. Lombardi & Francesco Ravazzolo
  (ReDIF-paper, bno:worpap:2012_24)
• Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
  Working Paper, Norges Bank (2013)
  by Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo
  (ReDIF-paper, bno:worpap:2013_19)
• Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model
  Working Paper, Norges Bank (2013)
  by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, bno:worpap:2013_20)
• Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad?
  Working Paper, Norges Bank (2013)
  by Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo
  (ReDIF-paper, bno:worpap:2013_22)
• Forecasting recessions in real time
  Working Paper, Norges Bank (2014)
  by Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo
  (ReDIF-paper, bno:worpap:2014_02)
• Identification of financial factors in economic fluctuations
  Working Paper, Norges Bank (2014)
  by Francesco Furlanetto & Francesco Ravazzolo & Samad Sarferaz
  (ReDIF-paper, bno:worpap:2014_09)
• Density forecasts with MIDAS models
  Working Paper, Norges Bank (2014)
  by Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo
  (ReDIF-paper, bno:worpap:2014_10)
• Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox
  Working Paper, Norges Bank (2014)
  by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Harman K. van Dijk
  (ReDIF-paper, bno:worpap:2014_11)
• Optimal portfolio choice under decision-based model combinations
  Working Paper, Norges Bank (2014)
  by Davide Pettenuzzo & Francesco Ravazzolo
  (ReDIF-paper, bno:worpap:2014_15)
• Combined Density Nowcasting in an uncertain economic environment
  Working Paper, Norges Bank (2014)
  by Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, bno:worpap:2014_17)
• Bayesian nonparametric calibration and combination of predictive distributions
  Working Paper, Norges Bank (2015)
  by Federico Bassetti & Roberto Casarin & Francesco Ravazzolo
  (ReDIF-paper, bno:worpap:2015_03)
• Forecasting GDP with global components. This time is different
  Working Paper, Norges Bank (2015)
  by Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud
  (ReDIF-paper, bno:worpap:2015_05)
• A New Monthly Indicator of Global Real Economic Activity
  Working Paper, Norges Bank (2015)
  by Francesco Ravazzolo & Joaquin L. Vespignani
  (ReDIF-paper, bno:worpap:2015_06)
• Identification and real-time forecasting of Norwegian business cycles
  Working Paper, Norges Bank (2015)
  by Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo
  (ReDIF-paper, bno:worpap:2015_09)
• Dynamic predictive density combinations for large data sets in economics and finance
  Working Paper, Norges Bank (2015)
  by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, bno:worpap:2015_12)
• Forecasting commodity currencies: the role of fundamentals with short-lived predictive content
  Working Paper, Norges Bank (2015)
  by Claudia Foroni & Francesco Ravazzolo & Pinho J. Ribeiro
  (ReDIF-paper, bno:worpap:2015_14)
• Forecast density combinations with dynamic learning for large data sets in economics and finance
  Working Paper, Norges Bank (2019)
  by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, bno:worpap:2019_07)
• Oil and US GDP: A Real-Time out-of Sample Examination
  Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2011)
  by Francesco Ravazzolo & Philip Rothman
  (ReDIF-paper, bny:wpaper:0004)
• Oil price density forecasts: Exploring the linkages with stock markets
  Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2012)
  by Francesco Ravazzolo & Marco J. Lombardi
  (ReDIF-paper, bny:wpaper:0008)
• Measuring Sovereign Contagion in Europe
  Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2012)
  by Massimiliano Caporin & Loriana Pelizzon & Francesco Ravazzolo & Roberto Rigobon
  (ReDIF-paper, bny:wpaper:0009)
• Density forecasts with MIDAS models
  Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2014)
  by Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo
  (ReDIF-paper, bny:wpaper:0021)
• Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model
  Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2014)
  by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, bny:wpaper:0026)
• Forecasting GDP with global components. This time is different
  Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2015)
  by Hilde C. Bj�rnland & Francesco Ravazzolo & Leif Anders Thorsrud
  (ReDIF-paper, bny:wpaper:0029)
• A New Monthly Indicator of Global Real Economic Activity
  Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2015)
  by Francesco Ravazzolo & Joaquin L. Vespignani
  (ReDIF-paper, bny:wpaper:0030)
• Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts
  Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2015)
  by Fabian Kr�ger & Todd E. Clark & Francesco Ravazzolo
  (ReDIF-paper, bny:wpaper:0036)
• Optimal Portfolio Choice under Decision-Based Model Combinations
  Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2015)
  by Davide Pettenuzzo & Francesco Ravazzolo
  (ReDIF-paper, bny:wpaper:0037)
• Oil-Price Density Forecasts of U.S. GDP
  Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2015)
  by Francesco Ravazzolo & Philip Rothman
  (ReDIF-paper, bny:wpaper:0038)
• Commodity Futures and Forecasting Commodity Currencies
  Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2016)
  by Francesco Ravazzolo & Tommy Sveen & Sepideh K. Zahiri
  (ReDIF-paper, bny:wpaper:0047)
• Markov Switching Panel with Network Interaction Effects
  Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2018)
  by Komla Mawulom Agudze & Monica Billio & Roberto Casarin & Francesco Ravazzolo
  (ReDIF-paper, bny:wpaper:0059)
• Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration
  Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2018)
  by Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini
  (ReDIF-paper, bny:wpaper:0060)
• Predicting the Volatility of Cryptocurrency Time�Series
  Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2018)
  by Leopoldo Catania & Stefano Grassi & Francesco Ravazzolo
  (ReDIF-paper, bny:wpaper:0061)
• Forecasting Cryptocurrencies Financial Time Series
  Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2018)
  by Leopoldo Catania & Stefano Grassi & Francesco Ravazzolo
  (ReDIF-paper, bny:wpaper:0063)
• A New Economic Framework: A DSGE Model with Cryptocurrency
  Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2019)
  by Stylianos Asimakopoulos & Marco Lorusso & Francesco Ravazzolo
  (ReDIF-paper, bny:wpaper:0079)
• Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach
  Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2019)
  by Davide Ferrari & Francesco Ravazzolo & Joaquin Vespignani
  (ReDIF-paper, bny:wpaper:0083)
• Large Time-Varying Volatility Models for Electricity Prices
  Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2020)
  by Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini
  (ReDIF-paper, bny:wpaper:0088)
• Proper scoring rules for evaluating asymmetry in density forecasting
  Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2020)
  by Matteo Iacopini & Francesco Ravazzolo & Luca Rossini
  (ReDIF-paper, bny:wpaper:0089)
• Oil and Fiscal Policy Regimes
  Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2020)
  by Hilde Christiane Bj�rnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo
  (ReDIF-paper, bny:wpaper:0094)
• Forecast densities for economic aggregates from disaggregate ensembles
  Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2014)
  by Ravazzolo Francesco & Vahey Shaun P.
  (ReDIF-article, bpj:sndecm:v:18:y:2014:i:4:p:15:n:4)
• Oil-price density forecasts of US GDP
  Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2016)
  by Ravazzolo Francesco & Rothman Philip
  (ReDIF-article, bpj:sndecm:v:20:y:2016:i:4:p:441-453:n:7)
• Optimal Portfolio Choice under Decision-Based Model Combinations
  Working Papers, Brandeis University, Department of Economics and International Business School (2014)
  by Davide Pettenuzzo & Francesco Ravazzolo
  (ReDIF-paper, brd:wpaper:80)
• Optimism in Financial Markets: Stock Market Returns and Investor Sentiments
  BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen (2019)
  by Chiara Limongi Concetto & Francesco Ravazzolo
  (ReDIF-paper, bzn:wpaper:bemps56)
• Density Forecasting
  BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen (2019)
  by Federico Bassetti & Roberto Casarin & Francesco Ravazzolo
  (ReDIF-paper, bzn:wpaper:bemps59)
• Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach
  BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen (2019)
  by Massimiliano Caporin & Rangan Gupta & Francesco Ravazzolo
  (ReDIF-paper, bzn:wpaper:bemps61)
• Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution
  BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen (2020)
  by Robert C. Smit & Francesco Ravazzolo & Luca Rossini
  (ReDIF-paper, bzn:wpaper:bemps72)
• Markov Switching Panel with Endogenous Synchronization Effects
  BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen (2021)
  by Komla M. Agudze & Monica Billio & Roberto Casarin & Francesco Ravazzolo
  (ReDIF-paper, bzn:wpaper:bemps82)
• Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach
  BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen (2021)
  by Davide Ferrari & Francesco Ravazzolo & Joaquin Vespignani
  (ReDIF-paper, bzn:wpaper:bemps83)
• Adaptive Importance Sampling for DSGE Models
  BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen (2021)
  by Stefano Grassi & Marco Lorusso & Francesco Ravazzolo
  (ReDIF-paper, bzn:wpaper:bemps84)
• Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
  by Marcellino, Massimiliano & Foroni, Claudia & Casarin, Roberto & Ravazzolo, Francesco
  (ReDIF-paper, cpr:ceprdp:12339)
• Forecasting financial markets with semantic network analysis in the COVID—19 crisis
  Working Papers, Center for Research in Economics and Statistics (2021)
  by Andrea Fronzetti Colladon & Stefano Grassi & Francesco Ravazzolo & Francesco Violante
  (ReDIF-paper, crs:wpaper:2021-06)
• Forecasting the intraday market price of money
  DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) (2014)
  by Andrea Monticini & Francesco Ravazzolo
  (ReDIF-paper, ctc:serie1:def010)
• Unknown item RePEc:dnb:dnbwpp:236 (paper)
• Forecasting daily electricity prices with monthly macroeconomic variables
  Working Paper Series, European Central Bank (2019)
  by Foroni, Claudia & Ravazzolo, Francesco & Rossini, Luca
  (ReDIF-paper, ecb:ecbwps:20192250)
• Combining Bayesian VARs with survey density forecasts: does it pay off?
  Working Paper Series, European Central Bank (2021)
  by Bańbura, Marta & Brenna, Federica & Paredes, Joan & Ravazzolo, Francesco
  (ReDIF-paper, ecb:ecbwps:20212543)
• The power of weather
  Computational Statistics & Data Analysis, Elsevier (2012)
  by Huurman, Christian & Ravazzolo, Francesco & Zhou, Chen
  (ReDIF-article, eee:csdana:v:56:y:2012:i:11:p:3793-3807)
• Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach
  The North American Journal of Economics and Finance, Elsevier (2021)
  by Caporin, Massimiliano & Gupta, Rangan & Ravazzolo, Francesco
  (ReDIF-article, eee:ecofin:v:55:y:2021:i:c:s1062940820302291)
• Why do people place lower weight on advice far from their own initial opinion?
  Economics Letters, Elsevier (2011)
  by Ravazzolo, Francesco & Røisland, Øistein
  (ReDIF-article, eee:ecolet:v:112:y:2011:i:1:p:63-66)
• Time-varying combinations of predictive densities using nonlinear filtering
  Journal of Econometrics, Elsevier (2013)
  by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K.
  (ReDIF-article, eee:econom:v:177:y:2013:i:2:p:213-232)
• Forecasting the intraday market price of money
  Journal of Empirical Finance, Elsevier (2014)
  by Monticini, Andrea & Ravazzolo, Francesco
  (ReDIF-article, eee:empfin:v:29:y:2014:i:c:p:304-315)
• The bank-sovereign nexus: Evidence from a non-bailout episode
  Journal of Empirical Finance, Elsevier (2019)
  by Caporin, Massimiliano & Natvik, Gisle J. & Ravazzolo, Francesco & Santucci de Magistris, Paolo
  (ReDIF-article, eee:empfin:v:53:y:2019:i:c:p:181-196)
• Measuring sovereign contagion in Europe
  Journal of Financial Stability, Elsevier (2018)
  by Caporin, Massimiliano & Pelizzon, Loriana & Ravazzolo, Francesco & Rigobon, Roberto
  (ReDIF-article, eee:finsta:v:34:y:2018:i:c:p:150-181)
• Forecasting macroeconomic variables using disaggregate survey data
  International Journal of Forecasting, Elsevier (2014)
  by Martinsen, Kjetil & Ravazzolo, Francesco & Wulfsberg, Fredrik
  (ReDIF-article, eee:intfor:v:30:y:2014:i:1:p:65-77)
• Identification and real-time forecasting of Norwegian business cycles
  International Journal of Forecasting, Elsevier (2016)
  by Aastveit, Knut Are & Jore, Anne Sofie & Ravazzolo, Francesco
  (ReDIF-article, eee:intfor:v:32:y:2016:i:2:p:283-292)
• Forecasting GDP with global components: This time is different
  International Journal of Forecasting, Elsevier (2017)
  by Bjørnland, Hilde C. & Ravazzolo, Francesco & Thorsrud, Leif Anders
  (ReDIF-article, eee:intfor:v:33:y:2017:i:1:p:153-173)
• Forecasting cryptocurrencies under model and parameter instability
  International Journal of Forecasting, Elsevier (2019)
  by Catania, Leopoldo & Grassi, Stefano & Ravazzolo, Francesco
  (ReDIF-article, eee:intfor:v:35:y:2019:i:2:p:485-501)
• Comparing the forecasting performances of linear models for electricity prices with high RES penetration
  International Journal of Forecasting, Elsevier (2020)
  by Gianfreda, Angelica & Ravazzolo, Francesco & Rossini, Luca
  (ReDIF-article, eee:intfor:v:36:y:2020:i:3:p:974-986)
• Assessing the predictive ability of sovereign default risk on exchange rate returns
  Journal of International Money and Finance, Elsevier (2018)
  by Foroni, Claudia & Ravazzolo, Francesco & Sadaba, Barbara
  (ReDIF-article, eee:jimfin:v:81:y:2018:i:c:p:242-264)
• On the correlation between commodity and equity returns: Implications for portfolio allocation
  Journal of Commodity Markets, Elsevier (2016)
  by Lombardi, Marco J. & Ravazzolo, Francesco
  (ReDIF-article, eee:jocoma:v:2:y:2016:i:1:p:45-57)
• Combination schemes for turning point predictions
  The Quarterly Review of Economics and Finance, Elsevier (2012)
  by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K.
  (ReDIF-article, eee:quaeco:v:52:y:2012:i:4:p:402-412)
• Alternative econometric implementations of multi-factor models of the U.S. financial markets
  The Quarterly Review of Economics and Finance, Elsevier (2013)
  by Guidolin, Massimo & Ravazzolo, Francesco & Tortora, Andrea Donato
  (ReDIF-article, eee:quaeco:v:53:y:2013:i:2:p:87-111)
• Forecast Densities for Economic Aggregates from Disaggregate Ensembles
  CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2010)
  by Francesco Ravazzolo & Shaun P. Vahey
  (ReDIF-paper, een:camaaa:2010-10)
• A New Monthly Indicator of Global Real Economic Activity
  CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2015)
  by Francesco Ravazzolo & Joaquin L. Vespignani
  (ReDIF-paper, een:camaaa:2015-13)
• Forecasting GDP with global components. This time is different
  CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2016)
  by Hilde C. Bjornland & Francesco Ravazzolo & Leif Anders Thorsrud
  (ReDIF-paper, een:camaaa:2016-26)
• World steel production: A new monthly indicator of global real economic activity
  CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017)
  by Francesco Ravazzolo & Joaquin Vespignani
  (ReDIF-paper, een:camaaa:2017-42)
• Forecasting energy commodity prices: A large global dataset sparse approach
  CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2019)
  by Davide Ferrari & Francesco Ravazzolo & Joaquin Vespignani
  (ReDIF-paper, een:camaaa:2019-90)
• Oil and fiscal policy regimes
  CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021)
  by Hilde C. Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo
  (ReDIF-paper, een:camaaa:2021-10)
• Predictive gains from forecast combinations using time-varying model weights
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2007)
  by Ravazzolo, F. & van Dijk, H.K. & Verbeek, M.J.C.M.
  (ReDIF-paper, ems:eureir:10451)
• Evaluating real-time forecasts in real-time
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2007)
  by van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F.
  (ReDIF-paper, ems:eureir:10467)
• Bayesian near-boundary analysis in basic macroeconomic time series models
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2008)
  by de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K.
  (ReDIF-paper, ems:eureir:13055)
• Bayesian Model Averaging in the Presence of Structural Breaks
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2006)
  by Ravazzolo, F. & van Dijk, D.J.C. & Paap, R. & Franses, Ph.H.B.F.
  (ReDIF-paper, ems:eureir:7904)
• The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility
  Working Papers (Old Series), Federal Reserve Bank of Cleveland (2012)
  by Todd E. Clark & Francesco Ravazzolo
  (ReDIF-paper, fip:fedcwp:1218)
• Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts
  Working Papers (Old Series), Federal Reserve Bank of Cleveland (2015)
  by Todd E. Clark & Fabian Krueger & Francesco Ravazzolo
  (ReDIF-paper, fip:fedcwp:1439)
• A new monthly indicator of global real economic activity
  Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2015)
  by Francesco Ravazzolo & Joaquin L. Vespignani
  (ReDIF-paper, fip:feddgw:244)
• Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach
  Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2019)
  by Davide Ferrari & Francesco Ravazzolo & Joaquin L. Vespignani
  (ReDIF-paper, fip:feddgw:86692)
• Term structure forecasting using macro factors and forecast combination
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2010)
  by Michiel De Pooter & Francesco Ravazzolo & Dick van Dijk
  (ReDIF-paper, fip:fedgif:993)
• A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets
  Working Papers, Federal Reserve Bank of St. Louis (2011)
  by Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora
  (ReDIF-paper, fip:fedlwp:2011-003)
• Real-time inflation forecasting in a changing world
  Staff Reports, Federal Reserve Bank of New York (2009)
  by Jan J. J. Groen & Richard Paap & Francesco Ravazzolo
  (ReDIF-paper, fip:fednsr:388)
• Bayesian Calibration of Generalized Pools of Predictive Distributions
  Econometrics, MDPI (2016)
  by Roberto Casarin & Giulia Mantoan & Francesco Ravazzolo
  (ReDIF-article, gam:jecnmx:v:4:y:2016:i:1:p:17-:d:65855)
• Computational Complexity and Parallelization in Bayesian Econometric Analysis
  Econometrics, MDPI (2016)
  by Nalan Baştürk & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk
  (ReDIF-article, gam:jecnmx:v:4:y:2016:i:1:p:9-:d:64209)
• Optimism in Financial Markets: Stock Market Returns and Investor Sentiments
  JRFM, MDPI (2019)
  by Chiara Limongi Concetto & Francesco Ravazzolo
  (ReDIF-article, gam:jjrfmx:v:12:y:2019:i:2:p:85-:d:230648)
• Bayesian Econometrics
  JRFM, MDPI (2020)
  by Mauro Bernardi & Stefano Grassi & Francesco Ravazzolo
  (ReDIF-article, gam:jjrfmx:v:13:y:2020:i:11:p:257-:d:436904)
• Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate. Evidence from Multi-Factor Asset Pricing Models of REIT Returns
  Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2011)
  by Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora
  (ReDIF-paper, igi:igierp:416)
• Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section
  Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2015)
  by Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo
  (ReDIF-paper, igi:igierp:550)
• Combining inflation density forecasts
  Journal of Forecasting, John Wiley & Sons, Ltd. (2010)
  by Christian Kascha & Francesco Ravazzolo
  (ReDIF-article, jof:jforec:v:29:y:2010:i:1-2:p:231-250)
• Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
  Journal of Forecasting, John Wiley & Sons, Ltd. (2010)
  by Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek
  (ReDIF-article, jof:jforec:v:29:y:2010:i:1-2:p:251-269)
• Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox
  Journal of Statistical Software, Foundation for Open Access Statistics (2015)
  by Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K.
  (ReDIF-article, jss:jstsof:v:068:i03)
• Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate
  The Journal of Real Estate Finance and Economics, Springer (2014)
  by Massimo Guidolin & Francesco Ravazzolo & Andrea Tortora
  (ReDIF-article, kap:jrefec:v:49:y:2014:i:4:p:477-523)
• Identification of financial factors in economic fluctuations
  KOF Working papers, KOF Swiss Economic Institute, ETH Zurich (2014)
  by Francesco Furlanetto & Francesco Ravazzolo & Samad Sarferaz
  (ReDIF-paper, kof:wpskof:14-364)
• Oil and U.S. GDP: A Real-Time Out-of-Sample Examination
  Journal of Money, Credit and Banking, Blackwell Publishing (2013)
  by Francesco Ravazzolo & Philip Rothman
  (ReDIF-article, mcb:jmoncb:v:45:y:2013:i:2-3:p:449-463)
• Measuring Sovereign Contagion in Europe
  NBER Working Papers, National Bureau of Economic Research, Inc (2013)
  by Massimiliano Caporin & Loriana Pelizzon & Francesco Ravazzolo & Roberto Rigobon
  (ReDIF-paper, nbr:nberwo:18741)
• Identification of Financial Factors in Economic Fluctuations
  The Economic Journal, Royal Economic Society (2019)
  by Francesco Furlanetto & Francesco Ravazzolo & Samad Sarferaz
  (ReDIF-article, oup:econjl:v:129:y:2019:i:617:p:311-337.)
• Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?
  The Journal of Financial Econometrics, Society for Financial Econometrics (2018)
  by Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo
  (ReDIF-article, oup:jfinec:v:16:y:2018:i:1:p:34-62.)
• Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information
  MPRA Paper, University Library of Munich, Germany (2006)
  by De Pooter, Michiel & Ravazzolo, Francesco & van Dijk, Dick
  (ReDIF-paper, pra:mprapa:2512)
• Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach
  Working Papers, University of Pretoria, Department of Economics (2019)
  by Massimiliano Caporin & Rangan Gupta & Francesco Ravazzolo
  (ReDIF-paper, pre:wpaper:201913)
• Measuring Core Inflation in Australia with Disaggregate Ensembles
  RBA Annual Conference Volume (Discontinued), Reserve Bank of Australia (2010)
  by Francesco Ravazzolo & Shaun P Vahey
  (ReDIF-chapter, rba:rbaacv:acv2009-10)
• A Bayesian DSGE Approach to Modelling Cryptocurrency"
  Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023)
  by Stylianos Asimakopoulos & Marco Lorusso & Francesco Ravazzolo
  (ReDIF-article, red:issued:21-87)
• A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance
  Working Paper series, Rimini Centre for Economic Analysis (2020)
  by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, rim:rimwps:20-27)
• Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model
  Working Paper series, Rimini Centre for Economic Analysis (2021)
  by Giacomo Bulfone & Roberto Casarin & Francesco Ravazzolo
  (ReDIF-paper, rim:rimwps:21-09)
• Bayesian Nonparametric Calibration and Combination of Predictive Distributions
  Journal of the American Statistical Association, Taylor & Francis Journals (2018)
  by Federico Bassetti & Roberto Casarin & Francesco Ravazzolo
  (ReDIF-article, taf:jnlasa:v:113:y:2018:i:522:p:675-685)
• Comment
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2011)
  by Lennart Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-article, taf:jnlbes:v:30:y:2011:i:1:p:30-33)
• Real-Time Inflation Forecasting in a Changing World
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2013)
  by Jan J. J. Groen & Richard Paap & Francesco Ravazzolo
  (ReDIF-article, taf:jnlbes:v:31:y:2013:i:1:p:29-44)
• Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2017)
  by Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo
  (ReDIF-article, taf:jnlbes:v:35:y:2017:i:1:p:110-129)
• Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2017)
  by Fabian Krüger & Todd E. Clark & Francesco Ravazzolo
  (ReDIF-article, taf:jnlbes:v:35:y:2017:i:3:p:470-485)
• Combined Density Nowcasting in an Uncertain Economic Environment
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2018)
  by Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-article, taf:jnlbes:v:36:y:2018:i:1:p:131-145)
• A new monthly indicator of global real economic activity
  Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2015)
  by Ravazzolo, Francesco & Vespignani, Joaquin
  (ReDIF-paper, tas:wpaper:22664)
• World steel production: A new monthly indicator of global real economic activity
  Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2017)
  by Ravazzolo, Francesco & Vespignani, Joaquin
  (ReDIF-paper, tas:wpaper:23636)
• Forecasting energy commodity prices: a large global dataset sparse approach
  Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2019)
  by Ferrari, Davide & Ravazzolo, Francesco & Vespignani, Joaquin
  (ReDIF-paper, tas:wpaper:32152)
• Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2007)
  by Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk
  (ReDIF-paper, tin:wpaper:20070028)
• The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2007)
  by Christian Huurman & Francesco Ravazzolo & Chen Zhou
  (ReDIF-paper, tin:wpaper:20070036)
• Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2009)
  by Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek
  (ReDIF-paper, tin:wpaper:20090061)
• Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2011)
  by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, tin:wpaper:20110003)
• Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2011)
  by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, tin:wpaper:20110082)
• Combination Schemes for Turning Point Predictions
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2011)
  by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, tin:wpaper:20110123)
• Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2011)
  by Lennart F. Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, tin:wpaper:20110131)
• Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2011)
  by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, tin:wpaper:20110172)
• Time-varying Combinations of Predictive Densities using Nonlinear Filtering
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2012)
  by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, tin:wpaper:20120118)
• Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, tin:wpaper:20130055)
• Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, tin:wpaper:20130142)
• Combined Density Nowcasting in an Uncertain Economic Environment
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
  by Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, tin:wpaper:20140152)
• Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, tin:wpaper:20150084)
• Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2015)
  by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, tin:wpaper:20150111)
• The Evolution of Forecast Density Combinations in Economics
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2018)
  by Knut Are Aastveit & James Mitchell & Francesco Ravazzolo & Herman van Dijk
  (ReDIF-paper, tin:wpaper:20180069)
• A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2021)
  by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, tin:wpaper:20210016)
• Combination schemes for turning point predictions
  Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2012)
  by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, ven:wpaper:2012_15)
• Combining predictive densities using Bayesian filtering with applications to US economic data
  Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2012)
  by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, ven:wpaper:2012_16)
• Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox
  Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2013)
  by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, ven:wpaper:2013:08)
• Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model
  Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2013)
  by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  (ReDIF-paper, ven:wpaper:2013:17)
• Bayesian Nonparametric Calibration and Combination of Predictive Distributions
  Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2015)
  by Roberto Casarin & Federico Bassetti & Francesco Ravazzolo
  (ReDIF-paper, ven:wpaper:2015:04)
• A scoring rule for factor and autoregressive models under misspecification
  Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2018)
  by Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Domenico Sartore
  (ReDIF-paper, ven:wpaper:2018:18)
• World steel production: A new monthly indicator of global real economic activity
  Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2020)
  by Francesco Ravazzolo & Joaquin Vespignani
  (ReDIF-article, wly:canjec:v:53:y:2020:i:2:p:743-766)
• Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2015)
  by Todd E. Clark & Francesco Ravazzolo
  (ReDIF-article, wly:japmet:v:30:y:2015:i:4:p:551-575)
• Optimal Portfolio Choice Under Decision‐Based Model Combinations
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2016)
  by Davide Pettenuzzo & Francesco Ravazzolo
  (ReDIF-article, wly:japmet:v:31:y:2016:i:7:p:1312-1332)
• Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2016)
  by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk
  (ReDIF-article, wly:japmet:v:31:y:2016:i:7:p:1352-1370)
• Density Forecasts With Midas Models
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2017)
  by Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo
  (ReDIF-article, wly:japmet:v:32:y:2017:i:4:p:783-801)
• Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination
  Journal of Money, Credit and Banking, Blackwell Publishing (2013)
  by Francesco Ravazzolo & Philip Rothman
  (ReDIF-article, wly:jmoncb:v:45:y:2013:i:2-3:p:449-463)
• Measuring sovereign contagion in Europe
  SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2015)
  by Caporin, Massimiliano & Pelizzon, Loriana & Ravazzolo, Francesco & Rigobon, Roberto
  (ReDIF-paper, zbw:safewp:103)
• Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts
  VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association (2015)
  by Krüger, Fabian & Clark, Todd E. & Ravazzolo, Francesco
  (ReDIF-paper, zbw:vfsc15:113077)