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 2 7 160 1 2 18 298
A mixed frequency BVAR for the euro area labour market 0 0 0 58 0 1 9 60
A survey of econometric methods for mixed-frequency data 0 2 6 167 3 6 33 383
A survey of econometric methods for mixed-frequency data 0 3 9 288 1 6 40 640
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 2 2 10 39
Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns 0 0 0 25 0 0 13 50
Density forecasts with MIDAS models 0 0 1 76 2 2 32 169
Density forecasts with MIDAS models 0 0 0 82 0 3 44 307
Digitalisation: channels, impacts and implications for monetary policy in the euro area 0 0 3 65 5 5 36 186
Explaining Deviations from Okun's Law 0 0 0 8 0 0 8 29
Explaining deviations from Okun’s law 0 0 0 9 1 2 18 46
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 1 78 0 0 16 203
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 0 0 1 37 0 1 13 112
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 0 70 1 2 17 170
Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis 0 0 0 127 0 0 10 284
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 24 0 0 12 75
Forecasting the Covid-19 recession and recovery: lessons from the financial crisis 0 0 0 30 0 0 16 71
Labor Supply Factors and Economic Fluctuations 0 0 5 227 0 0 22 495
Markov-Switching Mixed-Frequency VAR Models 0 0 2 129 0 0 17 303
Mixed frequency models with MA components 0 0 0 79 0 0 7 127
Mixed frequency models with MA components 0 0 1 35 3 5 26 134
Mixed frequency structural VARs 0 1 4 200 3 8 22 361
Mixed frequency structural models: estimation, and policy analysis 0 0 0 124 0 1 13 213
Much ado about nothing? The shale oil revolution and the global supply curve 0 0 0 45 1 1 22 163
The financial accelerator mechanism: does frequency matter? 0 0 0 12 3 3 9 24
The financial accelerator mechanism: does frequency matter? 0 0 0 25 0 0 10 74
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 1 1 10 595 5 10 57 2,086
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 1 101 1 2 43 373
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 1 3 56 0 1 21 131
Using low frequency information for predicting high frequency variables 0 0 1 142 1 2 13 244
Total Working Papers 2 10 55 3,088 33 65 627 7,850


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 1 2 15 198 3 5 40 423
A daily indicator of economic growth for the euro area 0 0 1 47 0 1 16 132
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 0 1 13 1 3 17 90
Density Forecasts With Midas Models 0 0 0 16 4 4 15 111
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 0 42 1 1 9 142
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 10 3 6 20 48
LABOR SUPPLY FACTORS AND ECONOMIC FLUCTUATIONS 0 0 2 35 8 9 33 200
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 0 1 27 2 2 13 86
Markov-switching mixed-frequency VAR models 1 1 6 92 1 4 52 369
Mixed frequency structural vector auto-regressive models 0 0 0 47 0 2 10 119
Mixed‐frequency models with moving‐average components 0 0 2 15 0 0 14 72
Regional labour market developments during the great financial crisis and subsequent recovery 0 0 0 5 0 0 7 25
Short-time work schemes and their effects on wages and disposable income 0 0 0 65 1 2 11 187
The impact of the COVID-19 pandemic on the euro area labour market 0 2 5 548 0 5 41 1,686
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 2 6 13 170 4 12 46 454
Using low frequency information for predicting high frequency variables 1 1 5 111 5 5 44 449
Total Journal Articles 5 12 51 1,441 33 61 388 4,593


Statistics updated 2026-09-10