Browsing All of EconStor by Author Foroni, Claudia


Showing results 1 to 20 of 20
Year of PublicationTitleAuthor(s)
2011U-MIDAS: MIDAS regressions with unrestricted lag polynomialsForoni, Claudia; Marcellino, Massimiliano; Schumacher, Christian
2013Mixed Frequency Structural Models: Estimation, and Policy AnalysisForoni, Claudia; Marcellino, Massimiliano
2013A Survey of Econometric Methods for Mixed-Frequency DataForoni, Claudia; Marcellino, Massimiliano
2014Density Forecasts with Midas ModelsAastveit, Knut Are; Foroni, Claudia; Ravazzolo, Francesco
2014Mixed Frequency Structural VARsForoni, Claudia; Marcellino, Massimiliano
2015Using Low Frequency Information for Predicting High Frequency VariablesForoni, Claudia; Guérin, Pierre; Marcellino, Massimiliano
2015Forecasting Commodity Currencies: The Role of Fundamentals with Short-Lived Predictive ContentForoni, Claudia; Ravazzolo, Francesco; Ribeiro, Pinho J.
2015Labour Supply Factors and Economic FluctuationsForoni, Claudia; Furlanetto, Francesco; Lepetit, Antoine
2017Mixed frequency models with MA componentsForoni, Claudia; Marcellino, Massimiliano; Stevanovic, Dalibor
2017Assessing the predictive ability of sovereign default risk on exchange rate returnsForoni, Claudia; Ravazzolo, Francesco; Sadaba, Barbara
2018Mixed frequency models with MA componentsForoni, Claudia; Marcellino, Massimiliano; Stevanović, Dalibor
2018Mixed frequency models with MA componentsForoni, Claudia; Marcellino, Massimiliano; Stevanović, Dalibor
2019Forecasting daily electricity prices with monthly macroeconomic variablesForoni, Claudia; Ravazzolo, Francesco; Rossini, Luca
2019Much ado about nothing? The shale oil revolution and the global supply curveForoni, Claudia; Stracca, Livio
2020Forecasting the Covid-19 recession and recovery: Lessons from the financial crisisForoni, Claudia; Marcellino, Massimiliano; Stevanovic, Dalibor
2021A mixed frequency BVAR for the euro area labour marketConsolo, Agostino; Foroni, Claudia; Martínez Hernández, Catalina
2022The financial accelerator mechanism: does frequency matter?Foroni, Claudia; Gelain, Paolo; Marcellino, Massimiliano
2022Explaining deviations from Okun's lawForoni, Claudia; Furlanetto, Francesco
2022Explaining deviations from Okun's lawForoni, Claudia; Furlanetto, Francesco
2023Labour at riskBotelho, Vasco; Foroni, Claudia; Renzetti, Andrea