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 0 1 6 153 0 2 13 280
A mixed frequency BVAR for the euro area labour market 0 0 1 58 1 2 5 52
A survey of econometric methods for mixed-frequency data 1 1 5 280 2 6 16 602
A survey of econometric methods for mixed-frequency data 0 1 4 161 0 2 12 350
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 0 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 1 5 18 264
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 0 7 62 0 4 17 150
Explaining Deviations from Okun's Law 0 1 2 8 1 3 7 22
Explaining deviations from Okun’s law 0 1 3 9 0 3 7 28
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 0 77 0 0 3 187
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 0 0 0 36 0 1 3 99
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 1 70 0 0 5 153
Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis 0 0 0 127 0 0 0 274
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 24 0 0 3 63
Forecasting the Covid-19 recession and recovery: lessons from the financial crisis 0 0 0 30 2 3 3 57
Labor Supply Factors and Economic Fluctuations 1 2 8 223 3 4 14 476
Markov-Switching Mixed-Frequency VAR Models 0 0 2 127 0 1 8 286
Mixed frequency models with MA components 0 0 0 79 0 1 4 120
Mixed frequency models with MA components 0 0 1 34 0 0 8 108
Mixed frequency structural VARs 0 0 1 196 0 1 4 339
Mixed frequency structural models: estimation, and policy analysis 0 0 0 124 0 2 4 200
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 12 0 2 4 15
The financial accelerator mechanism: does frequency matter? 0 0 0 25 0 1 3 64
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 1 2 100 0 3 10 330
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 12 585 4 11 46 2,033
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 1 1 1 54 1 2 7 111
Using low frequency information for predicting high frequency variables 0 0 1 141 0 1 11 231
Total Working Papers 3 9 58 3,036 15 61 240 7,238


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 2 4 9 185 5 8 22 388
A daily indicator of economic growth for the euro area 0 0 3 46 0 1 9 116
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 0 1 12 2 3 7 75
Density Forecasts With Midas Models 0 0 0 16 0 1 3 96
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 0 42 0 2 2 133
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 10 1 1 2 29
LABOR SUPPLY FACTORS AND ECONOMIC FLUCTUATIONS 0 0 3 33 0 1 20 167
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 0 1 26 1 2 3 74
Markov-switching mixed-frequency VAR models 1 1 2 87 2 3 11 319
Mixed frequency structural vector auto-regressive models 0 0 0 47 0 0 0 109
Mixed‐frequency models with moving‐average components 0 0 1 13 0 1 6 58
Regional labour market developments during the great financial crisis and subsequent recovery 0 0 0 5 0 0 3 18
Short-time work schemes and their effects on wages and disposable income 0 0 0 65 0 0 6 176
The impact of the COVID-19 pandemic on the euro area labour market 0 1 25 543 3 7 83 1,648
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 0 0 6 157 0 2 20 408
Using low frequency information for predicting high frequency variables 1 2 10 107 2 6 17 407
Total Journal Articles 4 8 61 1,394 16 38 214 4,221


Statistics updated 2025-10-06