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 0 5 25 295
A mixed frequency BVAR for the euro area labour market 0 0 1 58 0 2 8 56
A survey of econometric methods for mixed-frequency data 0 1 5 163 4 9 22 368
A survey of econometric methods for mixed-frequency data 1 2 6 284 4 15 34 627
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 0 1 7 35
Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns 0 0 0 25 1 5 7 44
Density forecasts with MIDAS models 0 0 0 75 8 24 28 165
Density forecasts with MIDAS models 0 0 0 82 1 19 47 300
Digitalisation: channels, impacts and implications for monetary policy in the euro area 0 2 6 65 3 12 33 175
Explaining Deviations from Okun's Law 0 0 2 8 1 2 8 25
Explaining deviations from Okun’s law 0 0 3 9 1 7 15 37
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 1 1 78 0 8 11 198
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 0 0 0 36 0 1 5 103
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 1 70 0 5 14 165
Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis 0 0 0 127 0 4 7 281
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 24 0 5 10 71
Forecasting the Covid-19 recession and recovery: lessons from the financial crisis 0 0 0 30 5 9 17 71
Labor Supply Factors and Economic Fluctuations 0 1 9 226 1 7 23 491
Markov-Switching Mixed-Frequency VAR Models 1 2 4 129 1 11 20 301
Mixed frequency models with MA components 0 0 0 79 0 2 5 124
Mixed frequency models with MA components 0 1 2 35 0 12 19 124
Mixed frequency structural VARs 0 1 2 198 1 9 13 350
Mixed frequency structural models: estimation, and policy analysis 0 0 0 124 2 8 14 211
Much ado about nothing? The shale oil revolution and the global supply curve 0 0 1 45 2 13 18 158
The financial accelerator mechanism: does frequency matter? 0 0 0 12 1 3 8 20
The financial accelerator mechanism: does frequency matter? 0 0 0 25 0 4 9 71
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 1 4 14 594 2 20 62 2,073
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 2 101 3 26 37 363
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 0 2 55 2 6 17 124
Using low frequency information for predicting high frequency variables 0 0 1 142 0 2 7 237
Total Working Papers 3 18 72 3,071 43 256 550 7,663


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 3 16 193 5 12 39 412
A daily indicator of economic growth for the euro area 0 0 3 47 0 8 18 129
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 0 1 13 1 4 14 83
Density Forecasts With Midas Models 0 0 0 16 0 5 13 107
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 0 42 1 4 6 137
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 10 2 4 9 37
LABOR SUPPLY FACTORS AND ECONOMIC FLUCTUATIONS 0 2 3 35 1 14 23 185
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 0 1 27 0 7 11 83
Markov-switching mixed-frequency VAR models 0 2 4 90 1 30 40 355
Mixed frequency structural vector auto-regressive models 0 0 0 47 0 3 4 113
Mixed‐frequency models with moving‐average components 0 1 2 15 1 9 13 69
Regional labour market developments during the great financial crisis and subsequent recovery 0 0 0 5 1 2 6 22
Short-time work schemes and their effects on wages and disposable income 0 0 0 65 1 4 10 184
The impact of the COVID-19 pandemic on the euro area labour market 0 0 13 546 4 12 58 1,678
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 2 2 5 160 5 16 30 430
Using low frequency information for predicting high frequency variables 0 0 7 110 4 14 36 434
Total Journal Articles 3 10 55 1,421 27 148 330 4,458


Statistics updated 2026-04-09