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 1 148 0 2 6 270
A mixed frequency BVAR for the euro area labour market 0 0 1 57 0 0 6 47
A survey of econometric methods for mixed-frequency data 1 2 6 277 1 3 14 591
A survey of econometric methods for mixed-frequency data 1 1 3 158 2 4 10 343
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 0 75 0 0 0 137
Density forecasts with MIDAS models 0 0 1 82 2 4 16 250
Digitalisation: channels, impacts and implications for monetary policy in the euro area 1 2 10 58 1 4 18 138
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 22
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 4 77 0 1 9 185
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 0 0 3 36 1 1 5 97
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 0 69 0 1 4 149
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 0 0 60
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 1 8 216 2 4 16 467
Markov-Switching Mixed-Frequency VAR Models 0 0 0 125 0 3 7 281
Mixed frequency models with MA components 0 0 0 79 0 0 2 117
Mixed frequency models with MA components 0 0 0 33 1 2 5 102
Mixed frequency structural VARs 0 1 2 196 1 2 7 337
Mixed frequency structural models: estimation, and policy analysis 0 0 0 124 0 0 1 196
Much ado about nothing? The shale oil revolution and the global supply curve 0 0 1 44 0 0 3 138
The financial accelerator mechanism: does frequency matter? 0 0 0 12 1 1 1 12
The financial accelerator mechanism: does frequency matter? 0 0 0 25 0 0 2 62
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 2 5 31 580 6 13 88 2,007
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 1 1 8 99 2 5 23 325
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 0 1 53 1 3 5 107
Using low frequency information for predicting high frequency variables 0 1 3 141 1 5 20 228
Total Working Papers 6 15 86 2,996 23 59 280 7,078


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 0 9 176 2 2 33 370
A daily indicator of economic growth for the euro area 0 1 2 44 0 1 2 108
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 0 1 11 0 0 2 68
Density Forecasts With Midas Models 0 0 0 16 1 1 4 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 1 5 28
LABOR SUPPLY FACTORS AND ECONOMIC FLUCTUATIONS 0 0 2 30 3 8 20 158
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 0 1 26 0 0 3 72
Markov-switching mixed-frequency VAR models 1 1 3 86 1 1 9 312
Mixed frequency structural vector auto-regressive models 0 0 2 47 0 0 6 109
Mixed‐frequency models with moving‐average components 0 1 1 13 0 2 2 54
Regional labour market developments during the great financial crisis and subsequent recovery 0 0 0 5 0 0 0 15
Short-time work schemes and their effects on wages and disposable income 0 0 4 65 1 3 16 174
The impact of the COVID-19 pandemic on the euro area labour market 6 11 40 532 11 33 112 1,609
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 1 1 7 154 1 6 22 398
Using low frequency information for predicting high frequency variables 0 3 10 101 1 5 25 396
Total Journal Articles 8 18 87 1,358 21 63 266 4,096


Statistics updated 2025-02-05