Claudia Foroni

发表

Uncertainty Through the Lenses of a Mixed-Frequency Bayesian Panel Markov Switching Model

M. Marcellino, F. Ravazzolo, R. Casarin, 2017, The Annals of Applied Statistics.

Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns

F. Ravazzolo, Claudia Foroni, B. Sadaba, 2018 .

Labor Supply Factors and Economic Fluctuations

Claudia Foroni, F. Furlanetto, 2018 .

Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis

M. Marcellino, D. Stevanović, Claudia Foroni, 2020, International Journal of Forecasting.

Working Paper Series Explaining deviations from Okun’s law

Claudia Foroni, F. Furlanetto, 2016 .

Mixed Frequency Structural Models: Identification, Estimation, and Policy Analysis

M. Marcellino, Claudia Foroni, Massimiliano Marcellino, 2013 .

Much Ado About Nothing? The Shale Oil Revolution and the Global Supply Curve

Livio Stracca, Claudia Foroni, 2019, SSRN Electronic Journal.

The financial accelerator mechanism: does frequency matter?

M. Marcellino, Claudia Foroni, P. Gelain, 2022, Working paper (Federal Reserve Bank of Cleveland).

The Financial Accelerator Mechanism: Does Frequency?

M. Marcellino, Claudia Foroni, P. Gelain, 2022, SSRN Electronic Journal.

Density Forecasts with MIDAS Models

Francesco Ravazzolo, Knut Are Aastveit, Claudia Foroni, 2014 .

Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials

Massimiliano Marcellino, Christian Schumacher, Claudia Foroni, 2015 .

Mixed-Frequency Vector Autoregressive Models ☆ ☆This views expressed herein are solely those of the authors and do not necessarily reflect the views of the Norges Bank. The usual disclaimers apply.

Eric Ghysels, Massimiliano Marcellino, Claudia Foroni, 2013 .

A Survey of Econometric Methods for Mixed-Frequency Data

Massimiliano Marcellino, Claudia Foroni, M. Marcellino, 2013 .

A Mixed Frequency BVAR for the Euro Area Labour Market

Claudia Foroni, Agostino Consolo, Catalina Martínez Hernández, 2021, SSRN Electronic Journal.

Labour Supply Factors and Economic Fluctuations

Claudia Foroni, F. Furlanetto, Antoine Lepetit, 2015 .

Using Low Frequency Information for Predicting High Frequency Variables

M. Marcellino, Pierre Guérin, Claudia Foroni, 2015, International Journal of Forecasting.

Forecasting Commodity Currencies: The Role of Fundamentals with Short-Lived Predictive Content

F. Ravazzolo, Pinho J. Ribeiro, Claudia Foroni, 2015 .

Markov-Switching Mixed-Frequency VAR Models

Massimiliano Marcellino, Claudia Foroni, Pierre Guérin, 2014 .

Explaining the time-varying effects of oil market shocks on US stock returns ☆

M. Marcellino, Pierre Guérin, Claudia Foroni, 2017 .

Assessing the Potential of DSGE Model Evaluation in a Bayesian Framework

Riccardo M. Masolo, M. Nicolini, Claudia Foroni, 2009 .

Digitalisation: Channels, Impacts and Implications for Monetary Policy in the Euro Area

C. Osbat, Anton A. Nakov, Henrique S. Basso, 2021, SSRN Electronic Journal.

Labour at Risk

Claudia Foroni, Andrea Renzetti, Vasco Botelho, 2023, SSRN Electronic Journal.

Are low frequency macroeconomic variables important for high frequency electricity prices?

F. Ravazzolo, L. Rossini, Claudia Foroni, 2020, Economic Modelling.

Labour Supply Factors and Economic Fluctuations

Claudia Foroni, F. Furlanetto, Antoine Lepetit, 2015 .

Density Forecasts With Midas Models: DENSITY FORECASTS WITH MIDAS MODELS

F. Ravazzolo, K. Aastveit, Claudia Foroni, 2017 .

A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates

Massimiliano Marcellino, Claudia Foroni, Massimiliano Marcellino, 2014 .

U-Midas: Midas Regressions with Unrestricted Lag Polynomials

Massimiliano Marcellino, Christian Schumacher, Claudia Foroni, 2012, SSRN Electronic Journal.

Working Paper Series No 3 / 2014 Density forecasts with MIDAS models

F. Ravazzolo, K. Aastveit, Claudia Foroni, 2014 .

Mixed frequency structural vector auto‐regressive models

Claudia Foroni, Massimiliano Marcellino, Claudia Foroni, 2016 .

A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables

Massimiliano Marcellino, Claudia Foroni, Claudia Foroni, 2012 .

Mixed Frequency Models with Ma Components

Claudia Foroni, Dalibor Stevanovi, Massimiliano Marcellino, 2018, Journal of Applied Econometrics.

Econometric Models for Mixed-Frequency Data

Claudia Foroni, 2012 .