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 | 161 | 2013 |
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 | 93 | 2014 |
Labor supply factors and economic fluctuations C Foroni, F Furlanetto, A Lepetit International Economic Review 59 (3), 1491-1510, 2018 | 48 | 2018 |
Mixed-frequency vector autoregressive models C Foroni, E Ghysels, M Marcellino Advances in econometrics, 2013 | 41 | 2013 |
Using low frequency information for predicting high frequency variables C Foroni, P Guérin, M Marcellino International Journal of Forecasting 34 (4), 774-787, 2018 | 38 | 2018 |
Markov-switching mixed-frequency VAR models C Foroni, P Guérin, M Marcellino International Journal of Forecasting 31 (3), 692-711, 2015 | 32 | 2015 |
Mixed‐frequency structural models: identification, estimation, and policy analysis C Foroni, M Marcellino Journal of Applied Econometrics 29 (7), 1118-1144, 2014 | 30 | 2014 |
Density forecasts with MIDAS models KA Aastveit, C Foroni, F Ravazzolo Journal of Applied Econometrics 32 (4), 783-801, 2017 | 26 | 2017 |
Mixed frequency structural vector auto-regressive models C Foroni, M Marcellino Journal of the Royal Statistical Society. Series A (Statistics in Society …, 2016 | 18 | 2016 |
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 | 16 | 2017 |
A comparison of mixed frequency approaches for modelling euro area macroeconomic variables C Foroni, M Marcellino | 16 | 2012 |
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 | 8 | 2018 |
Mixed‐frequency models with moving‐average components C Foroni, M Marcellino, D Stevanovic Journal of Applied Econometrics 34 (5), 688-706, 2019 | 7 | 2019 |
Mixed frequency structural VARs C Foroni, MG Marcellino Norges Bank Working Paper 2014/01, 2014 | 7 | 2014 |
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis C Foroni, M Marcellino, D Stevanovic International Journal of Forecasting, 2020 | 6 | 2020 |
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 | 6 | 2017 |
Mixed frequency models with MA components C Foroni, MG Marcellino, D Stevanovi ECB Working Paper, 2018 | 5 | 2018 |
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 | 5 | 2015 |
Mixed frequency structural models: estimation, and policy analysis C Foroni, M Marcellino Working Paper, 2013 | 5 | 2013 |