| Macroeconomic forecasting performance under alternative specifications of time‐varying volatility TE Clark, F Ravazzolo Journal of Applied Econometrics 30 (4), 551-575, 2015 | 391 | 2015 |
| Measuring sovereign contagion in Europe M Caporin, L Pelizzon, F Ravazzolo, R Rigobon Journal of Financial Stability 34, 150-181, 2018 | 340 | 2018 |
| Real-time inflation forecasting in a changing world JJJ Groen, R Paap, F Ravazzolo Journal of Business & Economic Statistics 31 (1), 29-44, 2013 | 273 | 2013 |
| Identification of financial factors in economic fluctuations F Furlanetto, F Ravazzolo, S Sarferaz The Economic Journal 129 (617), 311-337, 2019 | 197 | 2019 |
| Forecaster's dilemma: extreme events and forecast evaluation S Lerch, TL Thorarinsdottir, F Ravazzolo, T Gneiting Statistical Science, 106-127, 2017 | 196 | 2017 |
| Forecasting cryptocurrencies under model and parameter instability L Catania, S Grassi, F Ravazzolo International Journal of Forecasting 35 (2), 485-501, 2019 | 166 | 2019 |
| Time-varying combinations of predictive densities using nonlinear filtering M Billio, R Casarin, F Ravazzolo, HK Van Dijk Journal of Econometrics 177 (2), 213-232, 2013 | 164 | 2013 |
| Combining inflation density forecasts C Kascha, F Ravazzolo Journal of forecasting 29 (1‐2), 231-250, 2010 | 155 | 2010 |
| On the correlation between commodity and equity returns: Implications for portfolio allocation MJ Lombardi, F Ravazzolo Journal of Commodity Markets 2 (1), 45-57, 2016 | 143 | 2016 |
| Predicting the volatility of cryptocurrency time-series L Catania, S Grassi, F Ravazzolo Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF …, 2018 | 110 | 2018 |
| Interconnections between eurozone and US booms and busts using a Bayesian panel Markov‐switching VAR model M Billio, R Casarin, F Ravazzolo, HK Van Dijk Journal of Applied Econometrics 31 (7), 1352-1370, 2016 | 108* | 2016 |
| Term structure forecasting using macro factors and forecast combination M De Pooter, F Ravazzolo, DJC Van Dijk FRB International Finance Discussion Paper, 2010 | 90 | 2010 |
| Optimal portfolio choice under decision‐based model combinations D Pettenuzzo, F Ravazzolo Journal of Applied Econometrics 31 (7), 1312-1332, 2016 | 87 | 2016 |
| Using entropic tilting to combine BVAR forecasts with external nowcasts F Krüger, TE Clark, F Ravazzolo Journal of Business & Economic Statistics 35 (3), 470-485, 2017 | 83 | 2017 |
| Oil and US GDP: A real‐time out‐of‐sample examination F Ravazzolo, P Rothman Journal of Money, Credit and Banking 45 (2‐3), 449-463, 2013 | 83 | 2013 |
| Bayesian nonparametric calibration and combination of predictive distributions F Bassetti, R Casarin, F Ravazzolo Journal of the American Statistical Association 113 (522), 675-685, 2018 | 82 | 2018 |
| Forecasting macroeconomic variables using disaggregate survey data K Martinsen, F Ravazzolo, F Wulfsberg International Journal of Forecasting 30 (1), 65-77, 2014 | 79 | 2014 |
| The power of weather C Huurman, F Ravazzolo, C Zhou Computational Statistics & Data Analysis 56 (11), 3793-3807, 2012 | 79 | 2012 |
| Combined density nowcasting in an uncertain economic environment KA Aastveit, F Ravazzolo, HK Van Dijk Journal of Business & Economic Statistics 36 (1), 131-145, 2018 | 75 | 2018 |
| Forecast accuracy and economic gains from Bayesian model averaging using time‐varying weights L Hoogerheide, R Kleijn, F Ravazzolo, HK Van Dijk, M Verbeek Journal of Forecasting 29 (1‐2), 251-269, 2010 | 69 | 2010 |
