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Displaying 10 results.

- WorkingPaper
Fragmentation in the European Monetary Union: Is it really over?
Candelon, Bertrand[UCL] Luisi, Angelo[UCL] Roccazzella, Francesco[UCL] (2021)
- WorkingPaper
Credit market frictions and rational agents' myopia: Modeling financial frictions and shock to expectations in a DSGE setting estimated on Slovenian data
Roccazzella, Francesco[UCL] (2019)
- Journal article
Fragmentation in the European Monetary Union: Is it really over?
Candelon, Bertrand[UCL] Luisi, Angelo[UCL] Roccazzella, Francesco[UCL] (2022) Journal of International Money and Finance : theoretical and empirical research in international economics and finance — Vol. 122, p. 102545 (2022)
- WorkingPaper
Optimal and robust combination of forecasts via constrained optimization and shrinkage
Roccazzella, Francesco[UCL] Gambetti, Paolo[UCL] Vrins, Frédéric[UCL] (2020)
- WorkingPaper
Meta-learning approaches for recovery rate prediction
Gambetti, Paolo[UCL] Roccazzella, Francesco[UCL] Vrins, Frédéric[UCL] (2020)
- Journal article
Meta-Learning Approaches for Recovery Rate Prediction
Gambetti , Paolo Roccazzella, Francesco[UCL] Vrins, Frédéric[UCL] (2022) Risks — Vol. 10, no.6, p. 124 (2022)
- WorkingPaper
Should we care about ECB inflation expectations?
Roccazzella, Francesco[UCL] Candelon, Bertrand[UCL] (2022)
- Journal article
Optimal and robust combination of forecasts via constrained optimization and shrinkage
Roccazzella, Francesco[UCL] Gambetti, Paolo[UCL] Vrins, Frédéric[UCL] (2022) International Journal of Forecasting — Vol. 38, no. 1, p. 97-116 (2022)
- Dissertation
Forecasting under uncertainty : combining and evaluating predictive models in economics and finance
Roccazzella, Francesco[UCL] (2023)
- WorkingPaper
Business cycle and realized losses in the consumer credit industry
Distaso, Walter Roccazzella, Francesco Vrins, Frédéric[UCL] (2023)