Browsing All of EconStor by Author Foroni, Claudia

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Showing results 1 to 13 of 13
Year of PublicationTitleAuthor(s)
2011 U-MIDAS: MIDAS regressions with unrestricted lag polynomialsForoni, Claudia; Marcellino, Massimiliano; Schumacher, Christian
2013 A Survey of Econometric Methods for Mixed-Frequency DataForoni, Claudia; Marcellino, Massimiliano
2013 Mixed Frequency Structural Models: Estimation, and Policy AnalysisForoni, Claudia; Marcellino, Massimiliano
2014 Density Forecasts with Midas ModelsAastveit, Knut Are; Foroni, Claudia; Ravazzolo, Francesco
2014 Mixed Frequency Structural VARsForoni, Claudia; Marcellino, Massimiliano
2015 Forecasting Commodity Currencies: The Role of Fundamentals with Short-Lived Predictive ContentForoni, Claudia; Ravazzolo, Francesco; Ribeiro, Pinho J.
2015 Using Low Frequency Information for Predicting High Frequency VariablesForoni, Claudia; Guérin, Pierre; Marcellino, Massimiliano
2015 Labour Supply Factors and Economic FluctuationsForoni, Claudia; Furlanetto, Francesco; Lepetit, Antoine
2017 Assessing the predictive ability of sovereign default risk on exchange rate returnsForoni, Claudia; Ravazzolo, Francesco; Sadaba, Barbara
2018 Mixed frequency models with MA componentsForoni, Claudia; Marcellino, Massimiliano; Stevanović, Dalibor
2018 Mixed frequency models with MA componentsForoni, Claudia; Marcellino, Massimiliano; Stevanović, Dalibor
2019 Forecasting daily electricity prices with monthly macroeconomic variablesForoni, Claudia; Ravazzolo, Francesco; Rossini, Luca
2019 Much ado about nothing? The shale oil revolution and the global supply curveForoni, Claudia; Stracca, Livio