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 3 10 158 1 7 25 295
A mixed frequency BVAR for the euro area labour market 0 0 1 58 0 4 8 56
A survey of econometric methods for mixed-frequency data 1 1 5 163 3 8 19 364
A survey of econometric methods for mixed-frequency data 0 1 6 283 4 15 31 623
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 0 3 7 35
Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns 0 0 0 25 1 6 6 43
Density forecasts with MIDAS models 0 0 0 82 1 23 46 299
Density forecasts with MIDAS models 0 0 0 75 6 18 20 157
Digitalisation: channels, impacts and implications for monetary policy in the euro area 2 2 7 65 6 13 32 172
Explaining Deviations from Okun's Law 0 0 2 8 0 2 7 24
Explaining deviations from Okun’s law 0 0 3 9 1 8 14 36
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 1 1 1 78 6 8 11 198
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 0 0 0 36 0 2 5 103
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 1 70 4 6 15 165
Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis 0 0 0 127 1 5 7 281
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 24 1 7 11 71
Forecasting the Covid-19 recession and recovery: lessons from the financial crisis 0 0 0 30 1 6 12 66
Labor Supply Factors and Economic Fluctuations 0 1 9 226 2 8 22 490
Markov-Switching Mixed-Frequency VAR Models 1 1 3 128 6 11 19 300
Mixed frequency models with MA components 0 0 0 79 2 2 5 124
Mixed frequency models with MA components 1 1 2 35 4 15 19 124
Mixed frequency structural VARs 0 2 2 198 0 9 12 349
Mixed frequency structural models: estimation, and policy analysis 0 0 0 124 2 7 13 209
Much ado about nothing? The shale oil revolution and the global supply curve 0 0 1 45 3 12 16 156
The financial accelerator mechanism: does frequency matter? 0 0 0 12 0 2 7 19
The financial accelerator mechanism: does frequency matter? 0 0 0 25 0 6 9 71
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 1 5 13 593 5 26 62 2,071
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 2 101 6 26 34 360
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 1 2 55 1 7 15 122
Using low frequency information for predicting high frequency variables 0 1 1 142 1 4 9 237
Total Working Papers 7 20 71 3,068 68 276 518 7,620


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 15 192 4 14 34 407
A daily indicator of economic growth for the euro area 0 0 3 47 1 11 19 129
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 0 2 13 1 4 14 82
Density Forecasts With Midas Models 0 0 0 16 4 9 13 107
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 0 42 0 3 5 136
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 10 0 4 7 35
LABOR SUPPLY FACTORS AND ECONOMIC FLUCTUATIONS 1 2 4 35 3 14 23 184
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 0 1 27 4 8 11 83
Markov-switching mixed-frequency VAR models 2 2 4 90 18 32 39 354
Mixed frequency structural vector auto-regressive models 0 0 0 47 2 4 4 113
Mixed‐frequency models with moving‐average components 1 1 2 15 3 9 12 68
Regional labour market developments during the great financial crisis and subsequent recovery 0 0 0 5 0 2 5 21
Short-time work schemes and their effects on wages and disposable income 0 0 0 65 1 6 9 183
The impact of the COVID-19 pandemic on the euro area labour market 0 1 13 546 4 12 57 1,674
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 0 0 3 158 7 11 26 425
Using low frequency information for predicting high frequency variables 0 2 9 110 4 16 34 430
Total Journal Articles 6 12 56 1,418 56 159 312 4,431


Statistics updated 2026-03-04