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claudia foroni
claudia foroni
European Central Bank
Verified email at ecb.europa.eu
Title
Cited by
Cited by
Year
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials
C Foroni, M Marcellino, C Schumacher
Journal of the Royal Statistical Society Series A: Statistics in Society 178 …, 2015
3682015
A survey of econometric methods for mixed-frequency data
C Foroni, MG Marcellino
Available at SSRN 2268912, 2013
2402013
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates
C Foroni, M Marcellino
International Journal of Forecasting 30 (3), 554-568, 2014
1662014
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis
C Foroni, M Marcellino, D Stevanovic
International Journal of Forecasting 38 (2), 596-612, 2022
1142022
Labor supply factors and economic fluctuations
C Foroni, F Furlanetto, A Lepetit
International Economic Review 59 (3), 1491-1510, 2018
942018
The impact of the COVID-19 pandemic on the euro area labour market
R Anderton, V Botelho, A Consolo, AD Da Silva, C Foroni, M Mohr, ...
Economic Bulletin Articles 8, 2021
902021
Using low frequency information for predicting high frequency variables
C Foroni, P Guérin, M Marcellino
International Journal of Forecasting 34 (4), 774-787, 2018
732018
Mixed-Frequency Vector Autoregressive Models☆ This views expressed herein are solely those of the authors and do not necessarily reflect the views of the Norges Bank. The …
C Foroni, E Ghysels, M Marcellino
VAR models in macroeconomics–new developments and applications: Essays in …, 2013
532013
Mixed‐frequency structural models: Identification, estimation, and policy analysis
C Foroni, M Marcellino
Journal of Applied Econometrics 29 (7), 1118-1144, 2014
462014
Density forecasts with MIDAS models
KA Aastveit, C Foroni, F Ravazzolo
Journal of Applied Econometrics 32 (4), 783-801, 2017
432017
Markov-switching mixed-frequency VAR models
C Foroni, P Guérin, M Marcellino
International Journal of Forecasting 31 (3), 692-711, 2015
422015
U-MIDAS: MIDAS regressions with unrestricted lag polynomials
C Foroni, MG Marcellino, C Schumacher
Bundesbank Series 1 Discussion Paper, 2011
422011
Explaining the time-varying effects of oil market shocks on US stock returns
C Foroni, P Guérin, M Marcellino
Economics Letters 155, 84-88, 2017
352017
Mixed frequency structural vector auto-regressive models
C Foroni, M Marcellino
Journal of the Royal Statistical Society Series A: Statistics in Society 179 …, 2016
322016
Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model
R Casarin, C Foroni, M Marcellino, F Ravazzolo
242018
Mixed‐frequency models with moving‐average components
C Foroni, M Marcellino, D Stevanovic
Journal of Applied Econometrics 34 (5), 688-706, 2019
212019
Short-time work schemes and their effects on wages and disposable income
AD Da Silva, M Dossche, F Dreher, C Foroni, G Koester
Economic Bulletin Boxes 4, 2020
172020
Assessing the predictive ability of sovereign default risk on exchange rate returns
C Foroni, F Ravazzolo, B Sadaba
Journal of International Money and Finance 81, 242-264, 2018
162018
A daily indicator of economic growth for the euro area
V Aprigliano, C Foroni, M Marcellino, G Mazzi, F Venditti
International Journal of Computational Economics and Econometrics 7 (1-2), 43-63, 2017
162017
A comparison of mixed frequency approaches for modelling euro area macroeconomic variables
C Foroni, M Marcellino
142012
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