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 2 7 155 2 10 20 290
A mixed frequency BVAR for the euro area labour market 0 0 1 58 2 2 7 54
A survey of econometric methods for mixed-frequency data 0 1 5 162 3 9 18 359
A survey of econometric methods for mixed-frequency data 0 2 6 282 4 10 22 612
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 2 5 6 34
Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns 0 0 0 25 2 2 2 39
Density forecasts with MIDAS models 0 0 0 82 5 17 33 281
Density forecasts with MIDAS models 0 0 0 75 2 4 4 141
Digitalisation: channels, impacts and implications for monetary policy in the euro area 0 1 6 63 4 13 26 163
Explaining Deviations from Okun's Law 0 0 2 8 1 1 6 23
Explaining deviations from Okun’s law 0 0 3 9 2 2 9 30
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 0 77 0 3 5 190
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 0 0 0 36 1 3 6 102
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 1 70 1 7 11 160
Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis 0 0 0 127 1 3 3 277
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 24 2 3 6 66
Forecasting the Covid-19 recession and recovery: lessons from the financial crisis 0 0 0 30 2 5 8 62
Labor Supply Factors and Economic Fluctuations 0 2 9 225 2 8 19 484
Markov-Switching Mixed-Frequency VAR Models 0 0 2 127 1 4 9 290
Mixed frequency models with MA components 0 0 0 79 0 2 5 122
Mixed frequency models with MA components 0 0 1 34 3 4 11 112
Mixed frequency structural VARs 1 1 1 197 1 2 5 341
Mixed frequency structural models: estimation, and policy analysis 0 0 0 124 1 3 7 203
Much ado about nothing? The shale oil revolution and the global supply curve 0 0 1 45 1 4 7 145
The financial accelerator mechanism: does frequency matter? 0 0 0 25 2 3 5 67
The financial accelerator mechanism: does frequency matter? 0 0 0 12 0 2 6 17
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 1 3 101 3 7 14 337
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 2 5 12 590 8 20 52 2,053
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 1 1 2 55 3 7 12 118
Using low frequency information for predicting high frequency variables 1 1 1 142 2 4 8 235
Total Working Papers 5 17 63 3,053 63 169 352 7,407


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 5 14 190 7 12 32 400
A daily indicator of economic growth for the euro area 0 1 3 47 3 5 13 121
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 1 2 13 1 4 11 79
Density Forecasts With Midas Models 0 0 0 16 4 6 9 102
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 0 42 0 0 2 133
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 10 2 4 5 33
LABOR SUPPLY FACTORS AND ECONOMIC FLUCTUATIONS 0 0 3 33 1 4 16 171
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 1 1 27 1 2 4 76
Markov-switching mixed-frequency VAR models 0 1 3 88 3 6 14 325
Mixed frequency structural vector auto-regressive models 0 0 0 47 1 1 1 110
Mixed‐frequency models with moving‐average components 0 1 1 14 1 2 6 60
Regional labour market developments during the great financial crisis and subsequent recovery 0 0 0 5 1 2 5 20
Short-time work schemes and their effects on wages and disposable income 0 0 0 65 3 4 7 180
The impact of the COVID-19 pandemic on the euro area labour market 1 3 20 546 4 18 68 1,666
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 0 1 5 158 0 6 17 414
Using low frequency information for predicting high frequency variables 2 3 9 110 6 13 25 420
Total Journal Articles 5 17 61 1,411 38 89 235 4,310


Statistics updated 2026-01-09