Access Statistics for Claudia Foroni

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables 1 1 6 153 2 4 15 280
A mixed frequency BVAR for the euro area labour market 0 1 1 58 0 2 4 50
A survey of econometric methods for mixed-frequency data 0 0 4 160 0 0 12 348
A survey of econometric methods for mixed-frequency data 0 0 6 279 1 3 15 597
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 1 1 2 29
Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns 0 0 0 25 0 0 0 37
Density forecasts with MIDAS models 0 0 0 82 3 7 20 262
Density forecasts with MIDAS models 0 0 0 75 0 0 0 137
Digitalisation: channels, impacts and implications for monetary policy in the euro area 0 3 10 62 1 5 18 147
Explaining Deviations from Okun's Law 1 2 3 8 1 3 6 20
Explaining deviations from Okun’s law 0 2 2 8 1 3 5 26
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 3 77 0 0 8 187
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 0 0 0 36 1 1 3 99
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 1 70 0 1 6 153
Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis 0 0 0 127 0 0 2 274
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 24 0 1 3 63
Forecasting the Covid-19 recession and recovery: lessons from the financial crisis 0 0 0 30 0 0 0 54
Labor Supply Factors and Economic Fluctuations 0 2 7 221 0 2 13 472
Markov-Switching Mixed-Frequency VAR Models 0 1 2 127 0 1 7 285
Mixed frequency models with MA components 0 0 1 34 0 0 9 108
Mixed frequency models with MA components 0 0 0 79 1 1 4 120
Mixed frequency structural VARs 0 0 1 196 1 2 5 339
Mixed frequency structural models: estimation, and policy analysis 0 0 0 124 2 3 5 200
Much ado about nothing? The shale oil revolution and the global supply curve 0 0 1 45 0 0 3 141
The financial accelerator mechanism: does frequency matter? 0 0 0 25 1 2 3 64
The financial accelerator mechanism: does frequency matter? 0 0 0 12 1 1 3 14
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 3 99 0 1 10 327
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 3 15 585 5 12 51 2,027
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 0 0 53 1 3 7 110
Using low frequency information for predicting high frequency variables 0 0 1 141 0 0 11 230
Total Working Papers 2 15 67 3,029 23 59 250 7,200


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates 0 3 7 181 0 6 22 380
A daily indicator of economic growth for the euro area 0 2 3 46 0 4 8 115
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 0 2 12 1 4 7 73
Density Forecasts With Midas Models 0 0 0 16 1 2 4 96
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 1 42 2 2 4 133
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 10 0 0 1 28
LABOR SUPPLY FACTORS AND ECONOMIC FLUCTUATIONS 0 1 3 33 1 4 21 167
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 0 1 26 1 1 4 73
Markov-switching mixed-frequency VAR models 0 0 1 86 0 1 8 316
Mixed frequency structural vector auto-regressive models 0 0 0 47 0 0 1 109
Mixed‐frequency models with moving‐average components 0 0 1 13 1 2 6 58
Regional labour market developments during the great financial crisis and subsequent recovery 0 0 0 5 0 2 3 18
Short-time work schemes and their effects on wages and disposable income 0 0 1 65 0 2 9 176
The impact of the COVID-19 pandemic on the euro area labour market 1 8 30 543 3 18 87 1,644
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 0 1 7 157 1 6 22 407
Using low frequency information for predicting high frequency variables 0 1 9 105 2 4 15 403
Total Journal Articles 1 16 66 1,387 13 58 222 4,196


Statistics updated 2025-08-05