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Moss, Jonas & Grønneberg, Steffen
(2023)
Partial Identification of Latent Correlations with Ordinal Data
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Juelsrud, Ragnar Enger & Larsen, Vegard Høghaug
(2023)
Macroeconomic uncertainty and bank lending
Show summary
We investigate the impact of macro-related uncertainty on bank lending in Norway. We show that an increase in general macroeconomic uncertainty reduces bank lending. Importantly, however, we show that this effect is largely driven by monetary policy uncertainty, suggesting that uncertainty about the monetary policy stance is key for understanding why macro-related uncertainty impacts bank lending.
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Foroni, Claudia; Ravazzolo, Francesco & Rossini, Luca
(2023)
Are low frequency macroeconomic variables important for high frequency electricity prices?
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Iacopini, Matteo; Ravazzolo, Francesco & Rossini, Luca
(2022)
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions
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Durante, Fabrizio; Gianfreda, Angelica, Ravazzolo, Francesco & Rossini, Luca
(2022)
A multivariate dependence analysis for electricity prices, demand and renewable energy sources
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Avesani, Diego; Zanfei, Ariele, Di Marco, Nicola, Galletti, Andrea, Ravazzolo, Francesco, Righetti, Maurizio & Majone, Bruno
(2022)
Short-term hydropower optimization driven by innovative time-adapting econometric model
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Moss, Jonas
(2022)
Infinite diameter confidence sets in Hedges’ publication bias model
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Fronzetti Colladon, Andrea; Grassi, Stefano, Ravazzolo, Francesco & Violante, Francesco
(2022)
Forecasting financial markets with semantic network analysis in the COVID-19 crisis
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Gianfreda, Angelica; Ravazzolo, Francesco & Rossini, Luca
(2022)
Large Time-Varying Volatility Models for Hourly Electricity Prices*
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Stoltenberg, Emil Aas; Mykland, Per A. & Zhang, Lan
(2022)
A CLT FOR SECOND DIFFERENCE ESTIMATORS WITH AN APPLICATION TO VOLATILITY AND INTENSITY
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Langguth, Johannes; Filkukova, Petra, Brenner, Stefan, Schroeder, Daniel Thilo & Pogorelov, Konstantin
(2022)
COVID-19 and 5G conspiracy theories: long term observation
of a digital wildfire
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Yang, Wei-Ting; Reis, Marco, Borodin, Valeria, Juge, Michel & Roussy, Agnès
(2022)
An interpretable unsupervised Bayesian network model for fault detection and diagnosis
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Straume, Hans-Martin; Asche, Frank, Oglend, Atle, Abrahamsen, Eirik Bjorheim, Birkenbach, Anna M., Langguth, Johannes, Lanquepin, Guillaume & Roll, Kristin Helen
(2022)
Impacts of Covid-19 on Norwegian salmon exports: A firm-level analysis
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Billé, Anna Gloria; Gianfreda, Angelica, Del Grosso, Filippo & Ravazzolo, Francesco
(2022)
Forecasting electricity prices with expert, linear, and nonlinear models
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Andrade Mancisidor, Rogelio; Kampffmeyer, Michael, Aas, Kjersti & Jenssen, Robert
(2022)
Generating customer's credit behavior with deep generative models
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Agudze, Komla M.; Billio, Monica, Casarin, Roberto & Ravazzolo, Francesco
(2021)
Markov switching panel with endogenous synchronization effects
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Hjort, Nils Lid & Stoltenberg, Emil Aas
(2021)
The partly parametric and partly nonparametric additive risk model
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Yazidi, Anis; Ivanovska, Magdalena, Zennaro, Fabio Massimo, Lind, Pedro & Viedma, Enrique Herrera
(2021)
A new decision making model based on Rank Centrality for GDM with fuzzy preference relations
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Ferrari, Davide; Ravazzolo, Francesco & Vespignani, Joaquin
(2021)
Forecasting energy commodity prices: A large global dataset sparse approach
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Caporin, Massimiliano; Gupta, Rangan & Ravazzolo, Francesco
(2021)
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach
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Ravazzolo, Francesco & Vespignani, Joaquin
(2020)
World steel production: A new monthly indicator of global real economic activity
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Yang, Wei-Ting; Blue, Jakey, Roussy, Agnès, Reis, Marco & Pinaton, Jacques
(2018)
Virtual metrology modeling based on gaussian bayesian network
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Bassetti, Federico; Casarin, Roberto & Ravazzolo, Francesco
(2018)
Bayesian Nonparametric Calibration and Combination of Predictive Distributions