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Ravazzolo, Francesco


 SSRN Author Rank: 7,480 by Downloads
 Principal Researcher
 

Norges Bank


 P.O. Box 1179
 Oslo, N-0107
 Norway
 HOME PAGE: http://www.francescoravazzolo.com/
 email address

 Professor
 

BI Norwegian Business School


 Nydalsveien 37
 Oslo, 0442
 Norway
 HOME PAGE: http://www.francescoravazzolo.com/
 email address

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. Ravazzolo, Francesco's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,708
Total
Citations
62
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
De Pooter, Michiel
Board of Governors of the Federal Reserve System (FRB)
Ravazzolo, Francesco
Norges Bank
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
04 Mar 07
Last Revised:
04 May 10
702
(20,656)
5

2.  
Ravazzolo, Francesco
Norges Bank
Verbeek, Marno
Erasmus University - Rotterdam School of Management
van Dijk, H. K.
Tinbergen Institute
Posted:
11 Sep 07
258
(72,590)
4

3.  
Ravazzolo, Francesco
Norges Bank
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Franses, Philip Hans
Erasmus University Rotterdam (EUR) - Department of Econometrics
Posted:
01 Apr 07
252
(74,477)
10

4.   Incl. Electronic Paper
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Grassi, Stefano
University of Aarhus - CREATES
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
09 Apr 13
Last Revised:
25 Jul 14
249
(75,444)
 

5.  
Term Structure Forecasting Using Macro Factors and Forecast Combination | Show Abstract | Download This Paper |
FRB International Finance Discussion Paper No. 993, Norges Bank Working Paper 2010/01
Number of Pages in PDF File: 54
De Pooter, Michiel
Board of Governors of the Federal Reserve System (FRB)
Ravazzolo, Francesco
Norges Bank
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
07 Apr 10
155
(119,546)
2

6.   Incl. Electronic Paper
Clark, Todd E.
Federal Reserve Bank of Cleveland
Ravazzolo, Francesco
Norges Bank
Posted:
20 Sep 12
Last Revised:
07 May 13
136
(133,587)
 

7.  
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
Kleijn, Richard
affiliation not provided to SSRN
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
17 Jul 09
130
(138,586)
7

8.  
A Bayesian Multi-Factor Model of Instability in Prices and Quantities of Risk in U.S. Financial Markets | Show Abstract | Download This Paper |
Federal Reserve Bank of Saint Louis Working Paper No. 2011-003A
Number of Pages in PDF File: 51
Guidolin, Massimo
Bocconi University - Department of Finance
Ravazzolo, Francesco
Norges Bank
Tortora, Andrea Donato
Bocconi University
Posted:
20 Jan 11
127
(141,242)
1

9.  
Lombardi, Marco J.
Bank for International Settlements (BIS) - Monetary and Economic Department
Ravazzolo, Francesco
Norges Bank
Posted:
27 Feb 14
116
(151,302)
 

10.  
Time-Varying Combinations of Predictive Densities Using Nonlinear Filtering | Show Abstract | Download This Paper |
Tinbergen Institute Discussion Paper 12-118/III
Number of Pages in PDF File: 54
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
08 Nov 12
103
(165,021)
2

11.  
Ravazzolo, Francesco
Norges Bank
Franses, Philip Hans
Erasmus University Rotterdam (EUR) - Department of Econometrics
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
11 Sep 07
99
(169,603)
 

12.  
Bianchi, Daniele
University of Warwick - Finance Group
Guidolin, Massimo
Bocconi University - Department of Finance
Ravazzolo, Francesco
Norges Bank
Posted:
12 Nov 13
Last Revised:
11 Sep 14
93
(176,986)
 

13.   Incl. Electronic Paper
Wulfsberg, Fredrik
School of Business, Oslo and Akershus University College of Applied Sciences
Ravazzolo, Francesco
Norges Bank
Martinsen, Kjetil
Norges Bank
Posted:
28 May 11
Last Revised:
13 Apr 13
88
(183,354)
1

14.  
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
20 Sep 11
87
(184,750)
1

15.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
24 May 11
85
(187,377)
 

16.  
Real-Time Inflation Forecasting in a Changing World | Show Abstract | Download This Paper |
FRB of New York Staff Report No. 388
Number of Pages in PDF File: 59
Groen, Jan J. J.
Federal Reserve Bank of New York
Paap, Richard
Erasmus University Rotterdam (EUR) - Department of Econometrics
Ravazzolo, Francesco
Norges Bank
Posted:
03 Sep 09
Last Revised:
30 May 12
81
(192,987)
14

17.   Incl. Electronic Paper
Ravazzolo, Francesco
Norges Bank
Rothman, Philip
East Carolina University
Posted:
21 Sep 10
Last Revised:
21 Nov 10
80
(194,453)
3

18.   Incl. Electronic Paper
Huurman, Christian
Financial Engineering Associates
Ravazzolo, Francesco
Norges Bank
Zhou, Chen
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
13 Feb 09
Last Revised:
20 Oct 11
76
(200,478)
 

19.  
Bayesian Multi-Factor Model of Instability in Prices and Quantities of Risk in U.S. Financial Markets | Show Abstract | Download This Paper |
Manchester Business School Research Paper No. 619, Bocconi Legal Studies Research Paper No. 1980190
Number of Pages in PDF File: 51
Guidolin, Massimo
Bocconi University - Department of Finance
Ravazzolo, Francesco
Norges Bank
Tortora, Andrea Donato
Bocconi University
Posted:
06 Jan 12
70
(210,234)
1

20.   Incl. Electronic Paper
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
22 Aug 11
Last Revised:
07 May 13
68
(213,562)
 

21.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
09 Jan 11
67
(215,284)
2

22.   Incl. Electronic Paper
Ravazzolo, Francesco
Norges Bank
Guidolin, Massimo
Bocconi University - Department of Finance
Tortora, Andrea Donato
Bocconi University
Posted:
24 Apr 13
Last Revised:
31 Oct 14
59
(230,201)
 

23.  
Combining Predictive Densities Using Bayesian Filtering with Applications to US Economic Data | Show Abstract | Download This Paper |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 16/WP/2012
Number of Pages in PDF File: 40
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
28 Jul 12
Last Revised:
03 Oct 12
58
(232,166)
 

24.  
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno"
Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
Rigobon, Roberto
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
17 Mar 12
Last Revised:
13 Mar 14
58
(232,166)
2

25.  
Bianchi, Daniele
University of Warwick - Finance Group
Guidolin, Massimo
Bocconi University - Department of Finance
Ravazzolo, Francesco
Norges Bank
Posted:
12 Nov 13
Last Revised:
17 Feb 15
50
(248,834)
 

26.   Incl. Electronic Paper
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
05 Sep 13
Last Revised:
07 Nov 14
49
(251,124)
 

27.   Incl. Electronic Paper
Ravazzolo, Francesco
Norges Bank
Vahey, Shaun P.
Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Posted:
10 May 10
Last Revised:
31 Aug 10
43
(265,110)
4

28.  
Pettenuzzo, Davide
Brandeis University - Department of Economics
Ravazzolo, Francesco
Norges Bank
Posted:
01 Nov 14
Last Revised:
25 Nov 14
39
(275,283)
 

29.  
Lombardi, Marco J.
Bank for International Settlements (BIS) - Monetary and Economic Department
Ravazzolo, Francesco
Norges Bank
Posted:
25 May 13
37
(280,816)
1

30.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
05 Dec 11
35
(286,448)
1

31.  
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts | Show Abstract | Download This Paper |
FRB of Cleveland Working Paper No. 14-39
Number of Pages in PDF File: 41
Kruger, Fabian
Heidelberg Institute for Theoretical Studies (HITS) gGmbH
Clark, Todd E.
Federal Reserve Bank of Cleveland
Ravazzolo, Francesco
Norges Bank
Posted:
24 Dec 14
34
(289,460)
 

32.  
Forecasting the Intraday Market Price of Money | Show Abstract | Download This Paper |
Norges Bank Working Paper No. 2011/06
Number of Pages in PDF File: 28
Monticini, Andrea
Catholic University of the Sacred Heart of Milan - Institute of Economy and Finance
Ravazzolo, Francesco
Norges Bank
Posted:
30 Sep 11
31
(298,552)
1

33.  
Furlanetto, Francesco
Norges Bank
Ravazzolo, Francesco
Norges Bank
Sarferaz, Samad
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich
Posted:
14 Aug 14
27
(312,499)
 

34.  
Ravazzolo, Francesco
Norges Bank
Røisland, Øistein
Norges Bank - Department of Economics
Posted:
20 May 10
25
(320,163)
 

35.  
Bayesian Nonparametric Calibration and Combination of Predictive Distributions | Show Abstract | Download This Paper |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 04/WP/2015
Number of Pages in PDF File: 47
Bassetti, Federico
University of Pavia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
Posted:
18 Feb 15
Last Revised:
10 Mar 15
24
(328,395)
 

36.  
Forecasting Recessions in Real Time | Show Abstract | Download This Paper |
Norges Bank Working Paper 2014 | 02
Number of Pages in PDF File: 31
Aastveit, Knut Are
Norges Bank
Jore, Anne Sofie
Norges Bank
Ravazzolo, Francesco
Norges Bank
Posted:
05 Jun 14
13
(372,299)
 

37.  
Combined Density Nowcasting in an Uncertain Economic Environment | Show Abstract | Download This Paper |
Tinbergen Institute Discussion Paper 14-152/III
Number of Pages in PDF File: 38
Aastveit, Knut Are
Norges Bank
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
12 Dec 14
4
(411,126)
 


Records 1 - 37 of 37 matches
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