Francesco Ravazzolo

Best Publications

• Measuring Sovereign Contagion in Europe

  Massimiliano Caporin;Loriana Pelizzon;Francesco Ravazzolo;Roberto Rigobon

  455
  Citations

• Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility

  Todd E. Clark;Francesco Ravazzolo;Francesco Ravazzolo

  390
  Citations

• Real-Time Inflation Forecasting in a Changing World

  Jan J. J. Groen;Richard Paap;Francesco Ravazzolo

  296
  Citations

• Time-varying combinations of predictive densities using nonlinear filtering

  Monica Billio;Roberto Casarin;Francesco Ravazzolo;Herman K. van Dijk

  154
  Citations

• Forecasting cryptocurrencies under model and parameter instability

  Unknown

  148
  Citations

• Combining inflation density forecasts

  Unknown

  141
  Citations

• Measuring sovereign contagion in Europe

  Massimiliano Caporin;Loriana Pelizzon;Francesco Ravazzolo;Roberto Rigobon

  132
  Citations

• On the Correlation between Commodity and Equity Returns: Implications for Portfolio Allocation

  Marco J. Lombardi;Francesco Ravazzolo;Francesco Ravazzolo

  108
  Citations

• Identification of Financial Factors in Economic Fluctuations

  Unknown

  108
  Citations

• Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model

  Monica Billio;Roberto Casarin;Francesco Ravazzolo;Herman K. Van Dijk

  91
  Citations

• Measuring Sovereign Contagion in Europe

  Massimiliano Caporin;Loriana Pelizzon;Loriana Pelizzon;Loriana Pelizzon;Francesco Ravazzolo;Francesco Ravazzolo;Roberto Rigobon;Roberto Rigobon

  84
  Citations

• Term structure forecasting using macro factors and forecast combination

  Michiel De Pooter;Francesco Ravazzolo;Dick van Dijk

  83
  Citations

• Term Structure Forecasting Using Macro Factors and Forecast Combination

  Michiel de Pooter;Francesco Ravazzolo;Francesco Ravazzolo;Dick van Dijk;Dick van Dijk

  79
  Citations

• Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination

  Unknown

  75
  Citations

• Predicting the Volatility of Cryptocurrency Time-Series

  Unknown

  64
  Citations

• Optimal Portfolio Choice Under Decision‐Based Model Combinations

  Unknown

  63
  Citations

• Forecast accuracy and economic gains from Bayesian model averaging using time‐varying weights

  Lennart Hoogerheide;Richard Kleijn;Francesco Ravazzolo;Herman K. Van Dijk

  62
  Citations

• Forecasting macroeconomic variables using disaggregate survey data

  Unknown

  59
  Citations

• Combined Density Nowcasting in an Uncertain Economic Environment

  Knut Are Aastveit;Francesco Ravazzolo;Herman K. van Dijk

  51
  Citations

• Time-Varying Combinations of Predictive Densities Using Nonlinear Filtering

  Monica Billio;Roberto Casarin;Francesco Ravazzolo;Francesco Ravazzolo;H. K. van Dijk;H. K. van Dijk

  22
  Citations