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 1 5 270
A mixed frequency BVAR for the euro area labour market 0 0 1 57 1 1 7 48
A survey of econometric methods for mixed-frequency data 0 1 3 158 2 6 12 345
A survey of econometric methods for mixed-frequency data 0 2 5 277 1 3 13 592
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 3 5 17 253
Digitalisation: channels, impacts and implications for monetary policy in the euro area 0 1 9 58 2 5 18 140
Explaining Deviations from Okun's Law 0 0 2 6 0 0 4 17
Explaining deviations from Okun’s law 0 0 1 6 0 1 3 22
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 4 77 2 3 11 187
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 0 0 3 36 1 2 6 98
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 0 69 1 1 5 150
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 1 2 8 217 1 5 16 468
Markov-Switching Mixed-Frequency VAR Models 0 0 0 125 0 3 7 281
Mixed frequency models with MA components 0 0 0 33 3 4 8 105
Mixed frequency models with MA components 0 0 0 79 2 2 4 119
Mixed frequency structural VARs 0 1 1 196 0 2 6 337
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 2 2 5 140
The financial accelerator mechanism: does frequency matter? 0 0 0 25 0 0 2 62
The financial accelerator mechanism: does frequency matter? 0 0 0 12 0 1 1 12
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 1 6 99 1 5 21 326
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 3 25 580 2 11 77 2,009
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 0 1 53 0 1 5 107
Using low frequency information for predicting high frequency variables 0 0 3 141 0 3 18 228
Total Working Papers 1 12 75 2,997 24 67 276 7,102


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 1 10 177 3 5 32 373
A daily indicator of economic growth for the euro area 0 1 2 44 2 3 4 110
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 0 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 4 28
LABOR SUPPLY FACTORS AND ECONOMIC FLUCTUATIONS 1 1 3 31 3 11 23 161
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 0 1 26 0 0 3 72
Markov-switching mixed-frequency VAR models 0 1 3 86 3 4 12 315
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 2 4 4 56
Regional labour market developments during the great financial crisis and subsequent recovery 0 0 0 5 1 1 1 16
Short-time work schemes and their effects on wages and disposable income 0 0 2 65 0 2 13 174
The impact of the COVID-19 pandemic on the euro area labour market 1 8 39 533 8 31 116 1,617
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 1 2 7 155 1 5 21 399
Using low frequency information for predicting high frequency variables 0 2 10 101 0 4 21 396
Total Journal Articles 4 17 86 1,362 23 72 271 4,119


Statistics updated 2025-03-03