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 1 1 7 154 5 5 17 285
A mixed frequency BVAR for the euro area labour market 0 0 1 58 0 2 5 52
A survey of econometric methods for mixed-frequency data 0 1 4 161 2 4 13 352
A survey of econometric methods for mixed-frequency data 1 2 6 281 2 7 16 604
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 0 0 1 29
Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns 0 0 0 25 0 0 0 37
Density forecasts with MIDAS models 0 0 0 82 4 6 22 268
Density forecasts with MIDAS models 0 0 0 75 2 2 2 139
Digitalisation: channels, impacts and implications for monetary policy in the euro area 1 1 7 63 2 5 18 152
Explaining Deviations from Okun's Law 0 0 2 8 0 2 5 22
Explaining deviations from Okun’s law 0 1 3 9 0 2 7 28
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 0 77 1 1 4 188
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 0 0 0 36 1 1 4 100
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 1 70 0 0 5 153
Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis 0 0 0 127 0 0 0 274
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 24 0 0 3 63
Forecasting the Covid-19 recession and recovery: lessons from the financial crisis 0 0 0 30 2 5 5 59
Labor Supply Factors and Economic Fluctuations 2 4 10 225 3 7 16 479
Markov-Switching Mixed-Frequency VAR Models 0 0 2 127 1 2 9 287
Mixed frequency models with MA components 0 0 1 34 0 0 8 108
Mixed frequency models with MA components 0 0 0 79 0 0 3 120
Mixed frequency structural VARs 0 0 1 196 0 0 4 339
Mixed frequency structural models: estimation, and policy analysis 0 0 0 124 1 1 5 201
Much ado about nothing? The shale oil revolution and the global supply curve 0 0 1 45 0 0 3 141
The financial accelerator mechanism: does frequency matter? 0 0 0 12 1 2 5 16
The financial accelerator mechanism: does frequency matter? 0 0 0 25 0 0 2 64
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 1 2 100 1 4 11 331
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 2 2 12 587 5 11 44 2,038
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 1 1 54 3 4 10 114
Using low frequency information for predicting high frequency variables 0 0 1 141 1 2 9 232
Total Working Papers 7 14 62 3,043 37 75 256 7,275


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 5 10 186 2 10 22 390
A daily indicator of economic growth for the euro area 0 0 3 46 0 1 9 116
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 0 1 12 0 2 7 75
Density Forecasts With Midas Models 0 0 0 16 0 0 3 96
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 0 1 2 29
LABOR SUPPLY FACTORS AND ECONOMIC FLUCTUATIONS 0 0 3 33 2 2 19 169
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 0 0 26 0 1 2 74
Markov-switching mixed-frequency VAR models 1 2 3 88 2 5 10 321
Mixed frequency structural vector auto-regressive models 0 0 0 47 0 0 0 109
Mixed‐frequency models with moving‐average components 1 1 2 14 1 1 7 59
Regional labour market developments during the great financial crisis and subsequent recovery 0 0 0 5 0 0 3 18
Short-time work schemes and their effects on wages and disposable income 0 0 0 65 0 0 5 176
The impact of the COVID-19 pandemic on the euro area labour market 0 0 22 543 6 10 78 1,654
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 0 0 4 157 2 3 18 410
Using low frequency information for predicting high frequency variables 1 3 10 108 5 9 21 412
Total Journal Articles 4 11 58 1,398 20 45 208 4,241


Statistics updated 2025-11-08