Claudia Foroni

A Survey of Econometric Methods for Mixed-Frequency Data

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

Markov-Switching Mixed-Frequency VAR Models

Massimiliano Marcellino, Claudia Foroni, Pierre Guérin, 2014 .

Are low frequency macroeconomic variables important for high frequency electricity prices

Francesco Ravazzolo, Claudia Foroni, Luca Rossini, 2020 .

U-Midas: Midas Regressions with Unrestricted Lag Polynomials

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

Density Forecasts with MIDAS Models

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

Using low frequency information for predicting high frequency variables

Pierre Guérin, Claudia Foroni, Massimiliano Marcellino, 2018 .

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 Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables

Massimiliano Marcellino, Claudia Foroni, Claudia Foroni, 2012 .

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

Massimiliano Marcellino, Christian Schumacher, Claudia Foroni, 2015 .