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 4 4 5 152 6 6 11 276
A mixed frequency BVAR for the euro area labour market 0 0 1 57 0 1 5 48
A survey of econometric methods for mixed-frequency data 1 2 6 279 1 3 14 594
A survey of econometric methods for mixed-frequency data 2 2 4 160 2 5 14 348
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 0 0 1 28
Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns 0 0 0 25 0 0 1 37
Density forecasts with MIDAS models 0 0 1 82 2 5 16 255
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 1 10 59 0 4 18 142
Explaining Deviations from Okun's Law 0 0 2 6 0 0 4 17
Explaining deviations from Okun’s law 0 0 1 6 1 1 4 23
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 3 77 0 2 9 187
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 0 0 0 36 0 1 2 98
Forecasting daily electricity prices with monthly macroeconomic variables 1 1 1 70 1 3 6 152
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 1 2 2 62
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 2 3 10 219 2 3 17 470
Markov-Switching Mixed-Frequency VAR Models 1 1 1 126 3 3 9 284
Mixed frequency models with MA components 1 1 1 34 3 6 10 108
Mixed frequency models with MA components 0 0 0 79 0 2 4 119
Mixed frequency structural VARs 0 0 1 196 0 0 3 337
Mixed frequency structural models: estimation, and policy analysis 0 0 0 124 0 1 2 197
Much ado about nothing? The shale oil revolution and the global supply curve 1 1 1 45 1 3 4 141
The financial accelerator mechanism: does frequency matter? 0 0 0 12 1 1 2 13
The financial accelerator mechanism: does frequency matter? 0 0 0 25 0 0 2 62
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 5 99 0 1 18 326
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 2 2 20 582 4 8 61 2,015
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 0 0 53 0 0 4 107
Using low frequency information for predicting high frequency variables 0 0 1 141 0 2 16 230
Total Working Papers 15 18 74 3,014 28 63 261 7,141


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 8 178 1 4 27 374
A daily indicator of economic growth for the euro area 0 0 2 44 0 3 5 111
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 1 2 12 0 1 3 69
Density Forecasts With Midas Models 0 0 0 16 0 0 3 94
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 3 42 0 0 5 131
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 2 10 0 0 4 28
LABOR SUPPLY FACTORS AND ECONOMIC FLUCTUATIONS 0 2 3 32 1 5 22 163
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 0 1 26 0 0 3 72
Markov-switching mixed-frequency VAR models 0 0 1 86 0 3 9 315
Mixed frequency structural vector auto-regressive models 0 0 1 47 0 0 4 109
Mixed‐frequency models with moving‐average components 0 0 1 13 0 2 4 56
Regional labour market developments during the great financial crisis and subsequent recovery 0 0 0 5 0 1 1 16
Short-time work schemes and their effects on wages and disposable income 0 0 2 65 0 0 12 174
The impact of the COVID-19 pandemic on the euro area labour market 2 3 30 535 6 17 89 1,626
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 1 2 8 156 1 3 21 401
Using low frequency information for predicting high frequency variables 1 3 10 104 1 3 18 399
Total Journal Articles 5 13 74 1,371 10 42 230 4,138


Statistics updated 2025-05-12