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RESEARCH

Papers

• Predicting the term structure of US interest rates
  De Pooter, M., F. Ravazzolo and D. van Dijk (2007), Tinbergen Institute working paper.
  
• Predictive gains from forecast combination using time-varying model weights
  Ravazzolo F., H.K. van Dijk and M. Verbeek (2007), Econometric Institute Report 2007-26.
  
• The power of weather
  Huurman, C., F. Ravazzolo and C. Zhou (2007), Tinbergen Institute working paper.
  
• Evaluating real-time forecasts in real-time
  van Dijk, D., P.H. Franses and F. Ravazzolo (2007), Econometric Institute Report No. 2007-33.
  
• Bayesian model averaging in the presence of structural breaks
  Ravazzolo, F., R. Paap, D. van Dijk and P.H. Franses (2007), in M. Wohar and D. Rapach (eds.), Forecasting in the Presence of Structural Breaks and Model Uncertainty, Elsevier.