claudia foroni
claudia foroni
European Central Bank
Adresse e-mail validée de ecb.europa.eu
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Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials
C Foroni, M Marcellino, C Schumacher
Journal of the Royal Statistical Society. Series A (Statistics in Society …, 2015
243*2015
A survey of econometric methods for mixed-frequency data
C Foroni, MG Marcellino
Available at SSRN 2268912, 2013
1612013
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates
C Foroni, M Marcellino
International Journal of Forecasting 30 (3), 554-568, 2014
932014
Labor supply factors and economic fluctuations
C Foroni, F Furlanetto, A Lepetit
International Economic Review 59 (3), 1491-1510, 2018
482018
Mixed-frequency vector autoregressive models
C Foroni, E Ghysels, M Marcellino
Advances in econometrics, 2013
412013
Using low frequency information for predicting high frequency variables
C Foroni, P Guérin, M Marcellino
International Journal of Forecasting 34 (4), 774-787, 2018
382018
Markov-switching mixed-frequency VAR models
C Foroni, P Guérin, M Marcellino
International Journal of Forecasting 31 (3), 692-711, 2015
322015
Mixed‐frequency structural models: identification, estimation, and policy analysis
C Foroni, M Marcellino
Journal of Applied Econometrics 29 (7), 1118-1144, 2014
302014
Density forecasts with MIDAS models
KA Aastveit, C Foroni, F Ravazzolo
Journal of Applied Econometrics 32 (4), 783-801, 2017
262017
Mixed frequency structural vector auto-regressive models
C Foroni, M Marcellino
Journal of the Royal Statistical Society. Series A (Statistics in Society …, 2016
182016
Explaining the time-varying effects of oil market shocks on US stock returns
C Foroni, P Guérin, M Marcellino
Economics Letters 155, 84-88, 2017
162017
A comparison of mixed frequency approaches for modelling euro area macroeconomic variables
C Foroni, M Marcellino
162012
Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model
R Casarin, C Foroni, M Marcellino, F Ravazzolo
Annals of Applied Statistics 12 (4), 2559-2586, 2018
82018
Mixed‐frequency models with moving‐average components
C Foroni, M Marcellino, D Stevanovic
Journal of Applied Econometrics 34 (5), 688-706, 2019
72019
Mixed frequency structural VARs
C Foroni, MG Marcellino
Norges Bank Working Paper 2014/01, 2014
72014
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis
C Foroni, M Marcellino, D Stevanovic
International Journal of Forecasting, 2020
62020
A daily indicator of economic growth for the euro area
V Aprigliano, C Foroni, M Marcellino, G Mazzi, F Venditti
International Journal of Computational Economics and Econometrics 7 (1-2), 43-63, 2017
62017
Mixed frequency models with MA components
C Foroni, MG Marcellino, D Stevanovi
ECB Working Paper, 2018
52018
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content
C Foroni, F Ravazzolo, P Ribeiro
Norges Bank Working Paper 14/2015, 2015
52015
Mixed frequency structural models: estimation, and policy analysis
C Foroni, M Marcellino
Working Paper, 2013
52013
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