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 4 134 1 3 11 241
A daily indicator of economic growth for the euro area 0 0 10 129 3 8 40 246
A survey of econometric methods for mixed-frequency data 0 2 7 142 1 5 18 298
A survey of econometric methods for mixed-frequency data 0 3 13 230 1 9 43 452
Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns 1 1 1 24 1 2 5 33
Density forecasts with MIDAS models 0 0 1 75 0 0 10 127
Density forecasts with MIDAS models 1 1 2 75 3 4 25 161
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 1 63 0 4 12 157
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content 0 0 2 29 0 2 12 79
Labor Supply Factors and Economic Fluctuations 0 5 21 168 2 7 33 376
Markov-Switching Mixed-Frequency VAR Models 0 0 5 120 2 2 28 247
Mixed frequency models with MA components 0 0 3 74 1 4 25 101
Mixed frequency structural VARs 0 1 9 184 1 10 34 282
Mixed frequency structural models: estimation, and policy analysis 0 0 2 124 0 0 6 190
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 2 4 12 75 4 12 35 233
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 6 15 57 372 26 59 235 1,159
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 1 5 81 0 3 20 142
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 1 5 49 0 1 16 72
Using low frequency information for predicting high frequency variables 0 0 4 121 1 4 17 164
Total Working Papers 10 34 164 2,269 47 139 625 4,760


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 4 19 105 3 9 35 213
A daily indicator of economic growth for the euro area 0 1 6 31 1 4 19 77
Assessing the predictive ability of sovereign default risk on exchange rate returns 1 2 3 8 2 4 10 59
Density Forecasts With Midas Models 0 1 2 10 1 2 17 59
Explaining the time-varying effects of oil market shocks on US stock returns 0 2 6 30 0 4 15 106
LABOR SUPPLY FACTORS AND ECONOMIC FLUCTUATIONS 0 1 7 16 4 8 34 100
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 0 1 23 0 0 4 60
Markov-switching mixed-frequency VAR models 0 0 7 58 4 7 32 217
Mixed frequency structural vector auto-regressive models 0 0 6 37 1 2 11 75
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 2 5 25 102 2 9 45 255
Total Journal Articles 4 16 82 420 18 49 222 1,221


Statistics updated 2021-01-03