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 0 6 158 1 1 20 296
A mixed frequency BVAR for the euro area labour market 0 0 0 58 1 3 9 59
A survey of econometric methods for mixed-frequency data 1 2 5 165 3 13 29 377
A survey of econometric methods for mixed-frequency data 0 2 6 285 2 11 39 634
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 1 2 9 37
Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns 0 0 0 25 2 7 13 50
Density forecasts with MIDAS models 0 1 1 76 0 10 30 167
Density forecasts with MIDAS models 0 0 0 82 0 5 48 304
Digitalisation: channels, impacts and implications for monetary policy in the euro area 0 0 3 65 1 9 36 181
Explaining Deviations from Okun's Law 0 0 1 8 1 5 10 29
Explaining deviations from Okun’s law 0 0 2 9 0 8 20 44
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 1 78 0 5 16 203
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 0 1 1 37 1 8 13 111
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 0 70 0 3 16 168
Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis 0 0 0 127 0 3 10 284
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 24 1 4 13 75
Forecasting the Covid-19 recession and recovery: lessons from the financial crisis 0 0 0 30 0 5 17 71
Labor Supply Factors and Economic Fluctuations 1 1 6 227 3 5 23 495
Markov-Switching Mixed-Frequency VAR Models 0 1 2 129 0 3 18 303
Mixed frequency models with MA components 0 0 0 79 0 3 8 127
Mixed frequency models with MA components 0 0 1 35 2 5 21 129
Mixed frequency structural VARs 0 1 3 199 2 4 16 353
Mixed frequency structural models: estimation, and policy analysis 0 0 0 124 0 3 14 212
Much ado about nothing? The shale oil revolution and the global supply curve 0 0 0 45 0 6 21 162
The financial accelerator mechanism: does frequency matter? 0 0 0 12 1 2 8 21
The financial accelerator mechanism: does frequency matter? 0 0 0 25 0 3 12 74
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 1 10 594 2 5 55 2,076
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 2 101 2 11 44 371
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 0 2 55 1 8 22 130
Using low frequency information for predicting high frequency variables 0 0 1 142 1 5 12 242
Total Working Papers 2 10 53 3,078 28 165 622 7,785


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 3 4 16 196 4 11 40 418
A daily indicator of economic growth for the euro area 0 0 3 47 0 2 19 131
Assessing the predictive ability of sovereign default risk on exchange rate returns 0 0 1 13 1 5 16 87
Density Forecasts With Midas Models 0 0 0 16 0 0 13 107
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 0 42 0 5 10 141
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 10 1 7 14 42
LABOR SUPPLY FACTORS AND ECONOMIC FLUCTUATIONS 0 0 2 35 3 7 26 191
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 0 1 27 0 1 12 84
Markov-switching mixed-frequency VAR models 1 1 5 91 2 11 50 365
Mixed frequency structural vector auto-regressive models 0 0 0 47 0 4 8 117
Mixed‐frequency models with moving‐average components 0 0 2 15 2 4 16 72
Regional labour market developments during the great financial crisis and subsequent recovery 0 0 0 5 1 4 8 25
Short-time work schemes and their effects on wages and disposable income 0 0 0 65 0 2 11 185
The impact of the COVID-19 pandemic on the euro area labour market 0 0 7 546 0 7 44 1,681
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 4 6 8 164 8 17 37 442
Using low frequency information for predicting high frequency variables 0 0 6 110 6 14 44 444
Total Journal Articles 8 11 51 1,429 28 101 368 4,532


Statistics updated 2026-06-04