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Francesco Ravazzolo

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First Name:Francesco
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Last Name:Ravazzolo
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RePEc Short-ID:pra286
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Location: Oslo, Norway
Homepage: http://www.norges-bank.no/
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Phone: +47 22 31 60 00
Fax: +47 22 41 31 05
Postal: Postboks 1179 Sentrum, 0107 Oslo
Handle: RePEc:edi:nbgovno (more details at EDIRC)
Location: Oslo, Norway
Homepage: http://www.bi.no/camp
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Phone: +47 06600
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Postal: Nydalsveien 37, N-0442 Oslo
Handle: RePEc:edi:cambino (more details at EDIRC)
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  1. Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2015. "Bayesian nonparametric calibration and combination of predictive distributions," Working Paper 2015/03, Norges Bank.
  2. Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015. "Forecasting GDP with global components. This time is different," Working Papers 0029, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  3. Krueger, Fabian & Clark, Todd E. & Ravazzolo, Francesco, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Working Paper 1439, Federal Reserve Bank of Cleveland.
  4. Davide Pettenuzzo & Francesco Ravazzolo, 2014. "Optimal portfolio choice under decision-based model combinations," Working Paper 2014/15, Norges Bank.
  5. Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo, 2014. "Forecasting recessions in real time," Working Paper 2014/02, Norges Bank.
  6. Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014. "Density forecasts with MIDAS models," Working Paper 2014/10, Norges Bank.
  7. Francesco Furlanetto & Francesco Ravazzolo & Samad Sarferaz, 2014. "Identification of financial factors in economic fluctuations," Working Paper 2014/09, Norges Bank.
  8. Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Combined Density Nowcasting in an uncertain economic environment," Working Paper 2014/17, Norges Bank.
  9. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox," Working Papers 2013:08, Department of Economics, University of Venice "Ca' Foscari".
  10. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers 2013:17, Department of Economics, University of Venice "Ca' Foscari", revised 2014.
  11. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013. "Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad?," Working Paper 2013/22, Norges Bank.
  12. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013. "Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section," Working Paper 2013/19, Norges Bank.
  13. Massimiliano Caporin & Loriana Pelizzon & Francesco Ravazzolo & Roberto Rigobon, 2012. "Measuring sovereign contagion in Europe," Working Paper 2012/05, Norges Bank.
  14. Todd E. Clark & Francesco Ravazzolo, 2012. "The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility," Working Paper 2012/09, Norges Bank.
  15. Francesco Ravazzolo & Marco J. Lombardi, 2012. "Oil price density forecasts: Exploring the linkages with stock markets," Working Papers 0008, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  16. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Paper 2012/04, Norges Bank.
  17. Andrea Monticini & Francesco Ravazzolo, 2011. "Forecasting the intraday market price of money," Working Paper 2011/06, Norges Bank.
  18. Kjetil Martinsen & Francesco Ravazzolo & Fredrik Wulfsberg, 2011. "Forecasting macroeconomic variables using disaggregate survey data," Working Paper 2011/04, Norges Bank.
  19. Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora, 2011. "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 416, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  20. Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora, 2011. "A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets," Working Papers 2011-003, Federal Reserve Bank of St. Louis.
  21. Francesco Ravazzolo & Shaun P. Vahey, 2010. "Forecast densities for economic aggregates from disaggregate ensembles," Working Paper 2010/02, Norges Bank.
  22. Francesco Ravazzolo & Philip Rothman, 2010. "Oil and US GDP: A real-time out-of-sample examination," Working Paper 2010/18, Norges Bank.
  23. Michiel De Pooter & Francesco Ravazzolo & Dick van Dijk, 2010. "Term structure forecasting using macro factors and forecast combination," International Finance Discussion Papers 993, Board of Governors of the Federal Reserve System (U.S.).
  24. Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2010. "The power of weather," DNB Working Papers 236, Netherlands Central Bank, Research Department.
  25. Francesco Ravazzolo & Øistein Røisland, 2010. "Why do people give less weight to advice the further it is from their initial opinion?," Working Paper 2010/04, Norges Bank.
  26. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2010. "Combining predictive densities using Bayesian filtering with applications to US economics data," Working Paper 2010/29, Norges Bank.
  27. Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey, 2009. "Macro modelling with many models," Working Paper 2009/15, Norges Bank.
  28. Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper 2009/10, Norges Bank.
  29. Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009. "Real-time inflation forecasting in a changing world," Staff Reports 388, Federal Reserve Bank of New York.
  30. Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2008. "The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts," Working Paper 2008/08, Norges Bank.
  31. Christian Kascha & Francesco Ravazzolo, 2008. "Combining inflation density forecasts," Working Paper 2008/22, Norges Bank.
  32. de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K., 2008. "Bayesian near-boundary analysis in basic macroeconomic time series models," Econometric Institute Research Papers EI 2008-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  33. Ravazzolo, F. & van Dijk, H.K. & Verbeek, M.J.C.M., 2007. "Predictive gains from forecast combinations using time-varying model weights," Econometric Institute Research Papers EI 2007-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  34. van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F., 2007. "Evaluating real-time forecasts in real-time," Econometric Institute Research Papers EI 2007-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  35. Ravazzolo, F. & van Dijk, D.J.C. & Paap, R. & Franses, Ph.H.B.F., 2006. "Bayesian Model Averaging in the Presence of Structural Breaks," Econometric Institute Research Papers EI 2006-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  36. De Pooter, Michiel & Ravazzolo, Francesco & van Dijk, Dick, 2006. "Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information," MPRA Paper 2512, University Library of Munich, Germany, revised 03 Mar 2007.
  1. Massimo Guidolin & Francesco Ravazzolo & Andrea Tortora, 2014. "Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 49(4), pages 477-523, November.
  2. Monticini, Andrea & Ravazzolo, Francesco, 2014. "Forecasting the intraday market price of money," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 304-315.
  3. Martinsen, Kjetil & Ravazzolo, Francesco & Wulfsberg, Fredrik, 2014. "Forecasting macroeconomic variables using disaggregate survey data," International Journal of Forecasting, Elsevier, vol. 30(1), pages 65-77.
  4. Ravazzolo Francesco & Vahey Shaun P., 2014. "Forecast densities for economic aggregates from disaggregate ensembles," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(4), pages 15, September.
  5. Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2013. "Time-varying combinations of predictive densities using nonlinear filtering," Journal of Econometrics, Elsevier, vol. 177(2), pages 213-232.
  6. Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2013. "Real-Time Inflation Forecasting in a Changing World," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 29-44, January.
  7. Francesco Ravazzolo & Philip Rothman, 2013. "Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 449-463, 03.
  8. Guidolin, Massimo & Ravazzolo, Francesco & Tortora, Andrea Donato, 2013. "Alternative econometric implementations of multi-factor models of the U.S. financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(2), pages 87-111.
  9. Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012. "Combination schemes for turning point predictions," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 402-412.
  10. Huurman, Christian & Ravazzolo, Francesco & Zhou, Chen, 2012. "The power of weather," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3793-3807.
  11. Ravazzolo, Francesco & Røisland, Øistein, 2011. "Why do people place lower weight on advice far from their own initial opinion?," Economics Letters, Elsevier, vol. 112(1), pages 63-66, July.
  12. Lennart Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 30-33, September.
  13. Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010. "Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 251-269.
  14. Christian Kascha & Francesco Ravazzolo, 2010. "Combining inflation density forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 231-250.
  1. Francesco Ravazzolo & Shaun P Vahey, 2010. "Measuring Core Inflation in Australia with Disaggregate Ensembles," RBA Annual Conference Volume, in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks Reserve Bank of Australia.
44 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (5) 2011-02-05 2011-10-22 2012-02-15 2012-04-17 2012-10-06. Author is listed
  2. NEP-CBA: Central Banking (14) 2009-01-03 2009-08-30 2009-09-26 2009-10-24 2010-03-13 2010-03-20 2010-05-02 2011-04-16 2011-06-11 2012-02-15 2012-04-17 2012-12-22 2013-02-03 2014-08-02. Author is listed
  3. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  4. NEP-CMP: Computational Economics (4) 2013-04-20 2013-04-27 2014-08-02 2014-12-08
  5. NEP-CWA: Central & Western Asia (3) 2010-09-25 2013-01-07 2013-04-20
  6. NEP-DGE: Dynamic General Equilibrium (1) 2009-08-30
  7. NEP-ECM: Econometrics (14) 2007-04-09 2009-01-03 2009-07-03 2009-08-30 2009-10-24 2010-03-20 2011-01-16 2013-08-31 2013-09-06 2014-08-02 2014-12-08 2015-01-14 2015-01-26 2015-03-13. Author is listed
  8. NEP-EEC: European Economics (6) 2012-04-17 2012-12-22 2013-02-03 2013-08-31 2013-09-06 2014-12-29. Author is listed
  9. NEP-ENE: Energy Economics (5) 2010-02-05 2010-09-25 2012-06-13 2012-12-22 2013-01-07. Author is listed
  10. NEP-ETS: Econometric Time Series (13) 2009-01-03 2009-07-03 2010-03-20 2010-09-25 2011-01-16 2012-04-17 2012-10-06 2012-10-13 2012-10-20 2014-08-02 2014-11-01 2015-01-14 2015-03-13. Author is listed
  11. NEP-EXP: Experimental Economics (1) 2010-05-02
  12. NEP-FDG: Financial Development & Growth (3) 2012-02-15 2014-08-02 2014-08-25
  13. NEP-FMK: Financial Markets (3) 2011-06-11 2012-02-15 2012-12-22
  14. NEP-FOR: Forecasting (34) 2007-04-09 2009-01-03 2009-07-03 2009-08-30 2009-09-26 2009-10-24 2010-02-05 2010-03-13 2010-03-20 2010-05-02 2010-09-25 2011-01-16 2011-04-16 2011-06-11 2012-04-17 2012-06-13 2012-10-06 2012-10-13 2012-10-20 2012-12-22 2013-01-07 2013-04-20 2013-04-27 2014-03-15 2014-08-02 2014-11-01 2014-12-08 2014-12-29 2015-01-14 2015-01-26 2015-02-28 2015-03-13 2015-03-22 2015-04-02. Author is listed
  15. NEP-IFN: International Finance (1) 2012-04-17
  16. NEP-MAC: Macroeconomics (22) 2007-04-09 2009-01-03 2009-07-03 2009-08-30 2009-09-26 2009-10-24 2011-04-16 2011-06-11 2012-04-17 2012-10-20 2012-12-22 2013-02-03 2013-08-31 2014-03-15 2014-08-02 2014-08-02 2014-08-25 2014-11-01 2014-12-29 2015-01-14 2015-01-26 2015-02-28. Author is listed
  17. NEP-MON: Monetary Economics (8) 2007-04-09 2009-08-30 2009-09-26 2009-10-24 2010-03-13 2011-06-11 2014-08-02 2015-02-28. Author is listed
  18. NEP-MST: Market Microstructure (1) 2011-06-11
  19. NEP-OPM: Open Economy Macroeconomics (1) 2012-12-22
  20. NEP-ORE: Operations Research (15) 2009-07-03 2011-01-16 2012-10-06 2012-10-13 2012-10-20 2013-01-07 2013-04-20 2013-04-27 2013-08-31 2013-09-06 2014-08-02 2014-08-02 2014-12-29 2014-12-29 2015-01-26. Author is listed
  21. NEP-RMG: Risk Management (1) 2013-08-31
  22. NEP-UPT: Utility Models & Prospect Theory (3) 2014-12-08 2014-12-29 2015-01-26
  23. NEP-URE: Urban & Real Estate Economics (2) 2012-02-15 2013-10-02
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