Francesco Ravazzolo - Central Bank Research Hub

Papers by year: All | 2017 | 2015 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008

Title Other author(s)

Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns

Bank of Canada Working papers [View] (Paper: 2017-19, 17.05.2017)

JEL: C22, C52, C53, F31

Forecasting commodity currencies: the role of fundamentals with short-lived predictive content

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 14/2015, 30.10.2015)

JEL: C53, C55, F37

A New Monthly Indicator of Global Real Economic Activity

Dallas Fed Institute Working Papers [View] (Paper: 0244, 21.07.2015)

JEL: C1, C5, C8, E1, E3

On the correlation between commodity and equity returns: implications for portfolio allocation

Bank for International Settlements Working papers [View] (Paper: 420, 23.07.2013)

The Macroeconomic Forecasting Performance of Autoregressive Models with Alternative Specifications of Time-Varying Volatility

Cleveland Fed Working papers [View] (Paper: 1218, 30.11.2012)

The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2012/09, 08.11.2012)

Measuring sovereign contagion in Europe

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2012/05, 10.04.2012)

JEL: E58, F34, F36, G12, G15

Forecasting the intraday market price of money

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2011/06, 06.06.2011)

A Bayesian Multi-Factor Model of Instability in Prices and Quantities of Risk in U.S. Financial Markets

St Louis Fed Working Papers [View] (Paper: 2011-003, 22.02.2011)

Why do people give less weight to advice the further it is from their initial opinion?

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2010/04, 22.04.2010)

Term Structure Forecasting Using Macro Factors And Forecast Combination

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0993, 29.03.2010)

Forecast densities for economic aggregates from disaggregate ensembles

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2010/02, 08.03.2010)

Term structure forecasting using macro factors and forecast combination

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2010/01, 01.03.2010)

The power of weather

Netherlands Bank DNB Working Papers [View] (Paper: 236, 28.01.2010)

Real-Time Inflation Forecasting in a Changing World

New York Fed Staff reports [View] (Paper: 388, 28.08.2009)

Real-time inflation forecasting in a changing world

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2009/16, 24.08.2009)

Macro modelling with many models

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2009/15, 17.08.2009)

Forecast accuracy and economic gains from Bayesian model averaging using time varying weight

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2009/10, 24.06.2009)

Combining inflation density forecasts

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2008/22, 15.12.2008)

The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2008/08, 09.05.2008)

Papers by year: All | 2017 | 2015 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008