Claudia Foroni : Citation Profile

Are you Claudia Foroni?

European Central Bank

11

H index

12

i10 index

589

Citations

RESEARCH PRODUCTION:

16

Articles

29

Papers

RESEARCH ACTIVITY:

   11 years (2011 - 2022). See details.
   Cites by year: 53
   Journals where Claudia Foroni has often published
   Relations with other researchers
   Recent citing documents: 179.    Total self citations: 20 (3.28 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfo230
   Updated: 2023-05-27    RAS profile: 2022-12-28    
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Relations with other researchers

Works with:

Marcellino, Massimiliano (14)

Stevanovic, Dalibor (7)

Ravazzolo, Francesco (6)

Guérin, Pierre (3)

Vivian, Lara (2)

Gelain, Paolo (2)

Furlanetto, Francesco (2)

Rossini, Luca (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Claudia Foroni.

Is cited by:

Hecq, Alain (20)

Götz, Thomas (17)

Guérin, Pierre (17)

Marcellino, Massimiliano (15)

Baumeister, Christiane (14)

GUPTA, RANGAN (13)

Koop, Gary (10)

McIntyre, Stuart (9)

Rusnák, Marek (8)

Salisu, Afees (7)

Duarte, Cláudia (7)

Cites to:

Marcellino, Massimiliano (79)

Giannone, Domenico (37)

Reichlin, Lucrezia (35)

Schumacher, Christian (32)

Santa-Clara, Pedro (22)

Valkanov, Rossen (21)

Kilian, Lutz (20)

Bergeaud, Antonin (19)

bloom, nicholas (18)

Clements, Michael (18)

Galvão, Ana (18)

Main data

Where Claudia Foroni has published?

Journals with more than one article published# docs
International Journal of Forecasting4
Journal of Applied Econometrics3
Journal of the Royal Statistical Society Series A2
Economic Bulletin Boxes2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank7
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Economics Working Papers / European University Institute2

Recent works citing Claudia Foroni (2022 and 2021)

YearTitle of citing document
2021Endogenous Product Scope: Market Interlacing and Aggregate Business Cycle Dynamics. (2021). Weder, Mark ; Pavlov, Oscar. In: Economics Working Papers. RePEc:aah:aarhec:2021-01.

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2021Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data. (2021). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2021-02.

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2022The Decline of the Labor Share: New Empirical Evidence. (2022). Maffei-Faccioli, Nicolo ; Furlanetto, Francesco ; Bergholt, Drago . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:14:y:2022:i:3:p:163-98.

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2021Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021002.

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2021Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021004.

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2021Drivers of Working Hours and Household Income Dynamics during the COVID-19 Pandemic: The Case of the Netherlands. (2021). Zimpelmann, Christian ; Holler, Radost ; von Gaudecker, Hans-Martin ; Siflinger, Bettina ; Janys, Lena. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:093.

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2023A Survey on the Impact of Covid-19 on the Labor Market. (2023). Zarifhonarvar, Ali. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2023:p:1-10.

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2021Estimation and HAC-based Inference for Machine Learning Time Series Regressions. (2019). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:1912.06307.

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2022Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. (2021). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2102.11780.

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2021COVID-19 and Estimation of Macroeconomic Factors. (2021). Ng, Serena. In: Papers. RePEc:arx:papers:2103.02732.

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2021Macroeconomic forecasting with LSTM and mixed frequency time series data. (2021). Kamolthip, Sarun. In: Papers. RePEc:arx:papers:2109.13777.

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2022Performance of long short-term memory artificial neural networks in nowcasting during the COVID-19 crisis. (2022). Hopp, Daniel. In: Papers. RePEc:arx:papers:2203.11872.

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2022Macroeconomic Predictions using Payments Data and Machine Learning. (2022). Desai, Ajit ; James, . In: Papers. RePEc:arx:papers:2209.00948.

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2022Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205.

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2023Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

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2023sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings. (2023). Gibberd, Alex ; Chan, Tak-Shing ; Mosley, Luke. In: Papers. RePEc:arx:papers:2303.14125.

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2023Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618.

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2021Can the COVID-19 Pandemic and Oil Prices Drive the US Partisan Conflict Index. (2021). Apergis, Nicholas. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:30.

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2022Macroeconomic Predictions Using Payments Data and Machine Learning. (2022). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:22-10.

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2022Technology adoption and specialized labor. (2022). Pulina, Giuseppe ; Delogu, Marco ; Carroni, Elias. In: BCL working papers. RePEc:bcl:bclwop:bclwp165.

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2022.

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2021Forecasting Italian GDP growth with epidemiological data. (2021). Villa, Stefania ; Flaccadoro, Marco ; Conteduca, Francesco ; Emiliozzi, Simone ; Borin, Alessandro ; Aprigliano, Valentina ; Marchetti, Sabina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_664_21.

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2021Nowcasting Colombian Economic Activity: DFM and Factor-MIDAS approaches. (2021). Rojas-Martinez, Carlos D ; Martinez-Cortes, Nicolas ; Galeano-Ramirez, Franky Juliano. In: Borradores de Economia. RePEc:bdr:borrec:1168.

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2023Measuring and Comparing Consumption Inequality between France and the United States. (2023). Jude, Cristina ; Penalver, Adrian ; Herbert, Sylverie ; Accardo, Aliocha. In: Working papers. RePEc:bfr:banfra:904.

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2023Big tech credit and monetary policy transmission: micro-level evidence from China. (2023). Yu, Changhua ; Qiu, Han ; Li, Xiang ; Huang, Yiping. In: BIS Working Papers. RePEc:bis:biswps:1084.

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2021Big data and machine learning in central banking. (2021). Gambacorta, Leonardo ; Doerr, Sebastian ; Serena, Jose Maria. In: BIS Working Papers. RePEc:bis:biswps:930.

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2022Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay. (2022). Alvarez, Santiago Etchegaray. In: Documentos de trabajo. RePEc:bku:doctra:2022004.

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2021THE DECLINE IN THE U.S. LABOR FORCE PARTICIPATION RATE: A LITERATURE REVIEW. (2021). Prados, María José ; Perezarce, Francisco. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:615-652.

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2021Nowcasting monthly GDP with big data: A model averaging approach. (2021). Proietti, Tommaso ; Giovannelli, Alessandro. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:2:p:683-706.

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2021Mixed?frequency Bayesian predictive synthesis for economic nowcasting. (2021). McAlinn, Kenichiro. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:5:p:1143-1163.

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2021Uncertainty and Labour Force Participation. (2021). Fontaine, Idriss. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:437-471.

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2021Measuring the effectiveness of US monetary policy during the COVID?19 recession. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:287-297.

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2022Public Investment and Regional Resilience: Empirical Evidence from the Greek Regions. (2022). Athanasopoulos, Dimitrios ; Panori, Anastasia ; Psycharis, Yannis. In: Tijdschrift voor Economische en Sociale Geografie. RePEc:bla:tvecsg:v:113:y:2022:i:1:p:57-79.

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2022Explaining Deviations from Okun’s Law. (2022). Furlanetto, Francesco ; Foroni, Claudia. In: Working Paper. RePEc:bno:worpap:2022_4.

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2022Covid-19 pandemic, state aid and firm productivity. (2022). Vanhala, Juuso ; Lalinsky, Tibor ; Bighelli, Tommaso. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_001.

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2022Constructing GDP Nowcasting Models Using Alternative Data. (2022). Nakazawa, Takashi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e09.

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2021Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks. (2021). Marsi, Antonio ; Fanelli, Luca. In: Working Papers. RePEc:bol:bodewp:wp1164.

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2022Identification of Labour Market Shocks. (2021). Diwambuena, Josué ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps86.

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2021Italian Labour Frictions and Wage Rigidities in an Estimated DSGE. (2021). Fonseca, Raquel ; Diwambuena, Josue ; Schubert, Stefan. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps88.

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2022A Structural Analysis of Unemployment-Generating Supply Shocks with an Application to the US Pharmaceutical Industry. (2022). Ravazzolo, Francesco ; Boni, Sara. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps94.

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2021Forecasting Canadian GDP Growth with Machine Learning. (2021). Demers, Fanny S ; Chu, BA ; Qureshi, Shafiullah. In: Carleton Economic Papers. RePEc:car:carecp:21-05.

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2022Uncertainty, Skewness, and the Business Cycle through the MIDAS Lens. (2022). Mori, Lorenzo ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10062.

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2021Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York. (2021). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9365.

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2021Die Post-Covid-19-Wirtschaft: Welche unerwarteten Spuren hinterlässt die Krise in Branchen, Regionen und Strukturen. (2021). Wollmershäuser, Timo ; Ragnitz, Joachim ; Haucap, Justus ; Reck, Fabian ; Reichle, Philipp ; Horky, Florian ; Fidrmuc, Jarko ; Wollmershauser, Timo ; Walwei, Ulrich ; Rohl, Klaus-Heiner ; Felden, Birgit. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:74:y:2021:i:03:p:03-25.

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2021Italian Labour Frictions and Wage Rigidities in an Estimated DSGE. (2021). Fonseca, Raquel ; Diwambuena, Josue ; Schubert, Stefan. In: CIRANO Working Papers. RePEc:cir:cirwor:2021s-33.

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2022Addressing Unemployment Rate Forecast Errors in Relation to the Business Cycle. (2022). Scheer, Bas. In: CPB Discussion Paper. RePEc:cpb:discus:434.

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2021Spillover Effects in International Business Cycles. (2021). Perez Quiros, Gabriel ; Pacce, Matías ; Perez-Quiros, Gabriel ; Camacho, Maximo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15787.

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2022Nowcasting GDP using machine learning methods. (2022). Kant, Dennis ; Pick, Andreas ; de Winter, Jasper. In: Working Papers. RePEc:dnb:dnbwpp:754.

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2021Employment and the conduct of monetary policy in the euro area. (2021). Vanhala, Juuso ; Ristiniemi, Annukka ; Pidkuyko, Myroslav ; Mongelli, Francesco ; Mazelis, Falk ; Lozej, Matija ; Hertweck, Matthias ; Dossche, Maarten ; Coenen, Günter ; BOBEICA, Elena ; Angino, Siria ; Nakov, Anton ; Justo, Ana Seco ; Botelho, Vasco ; Sokol, Andrej ; Hammermann, Felix ; Goy, Gavin ; Warne, Anders ; Kanutin, Andrew ; Polemidiotis, Marios ; Ajevskis, Viktors ; Motto, Roberto ; le Roux, Julien ; Saint-Guilhem, Arthur ; Bodnar, Katalin ; Slacalek, Jirka ; Lydon, Reamonn ; Salvador, Ramon Gomez ; da Silva, Antonio Dias ; Jacquinot, Pascal ; Ploj, Gasper ; Sondermann, David ; Montero, Jose ; Lhuissier, Stephane ; Rodrigues, Manuel Bernado ; Piton, Celine ; Obstbaum, Meri ; Gomes, Sandra ; de Philippis, Marta ; Thaler, Do
2022Striking a bargain: narrative identification of wage bargaining shocks. (2022). Sokol, Andrej ; Porqueddu, Mario ; Budrys, Ymantas. In: Research Bulletin. RePEc:ecb:ecbrbu:2022:0098:.

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2021The changing link between labor cost and price inflation in the United States. (2021). BOBEICA, Elena ; Vansteenkiste, Isabel ; Ciccarelli, Matteo. In: Working Paper Series. RePEc:ecb:ecbwps:20212583.

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2021Striking a bargain: narrative identification of wage bargaining shocks. (2021). Sokol, Andrej ; Porqueddu, Mario ; Budrys, Ymantas. In: Working Paper Series. RePEc:ecb:ecbwps:20212602.

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2021Nowcasting euro area GDP with news sentiment: a tale of two crises. (2021). Kalamara, Eleni ; Ashwin, Julian ; Saiz, Lorena. In: Working Paper Series. RePEc:ecb:ecbwps:20212616.

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2022Did COVID-19 induce a reallocation wave?. (2022). Petroulakis, Filippos ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20222703.

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2023Digitalisation and productivity: gamechanger or sideshow?. (2023). Reimers, Paul ; Botelho, Vasco ; Anderton, Robert. In: Working Paper Series. RePEc:ecb:ecbwps:20232794.

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2022Probability density forecasts for natural gas demand in China: Do mixed-frequency dynamic factors matter?. (2022). Wang, Lei ; Zhao, Zhongchao ; Ding, Lili. In: Applied Energy. RePEc:eee:appene:v:312:y:2022:i:c:s0306261922002100.

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2022Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach. (2022). Wichitaksorn, Nuttanan. In: Journal of Asian Economics. RePEc:eee:asieco:v:78:y:2022:i:c:s1049007821001494.

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2021Bargaining shocks and aggregate fluctuations. (2021). Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo ; Drautzburg, Thorsten. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000567.

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2022A neural network ensemble approach for GDP forecasting. (2022). Rungi, Armando ; Riccaboni, Massimo ; Longo, Luigi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s016518892100213x.

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2021The impact of mixed-frequency geopolitical risk on stock market returns. (2021). Yang, Chunpeng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:226-240.

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2022Economic recovery forecasts under impacts of COVID-19. (2022). Shi, Chaojun ; Hu, Wentao ; Wang, Wei ; Sun, Yunchuan ; Teng, Bin. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000670.

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2023On the identification of the oil-stock market relationship. (2023). Panagiotidis, Theodore ; Arampatzidis, Ioannis. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003947.

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2023Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972.

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2021Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function. (2021). Frömmel, Michael ; Midili, Murat ; Frommel, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:461-476.

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2021Cyclical dynamics and the gender pay gap: A structural VAR approach. (2021). Topfer, Marina ; Kovalenko, Tim. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000717.

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2021The effects of FX-interventions on forecasters disagreement: A mixed data sampling view. (2021). Iregui, Ana ; Holmes, Mark ; Otero, Jesus. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001285.

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2021Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit. (2021). Voia, Marcel ; Saunders, Charles J ; Kichian, Maral ; Khalaf, Lynda. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:589-605.

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2021On factor models with random missing: EM estimation, inference, and cross validation. (2021). Su, Liangjun ; Jin, Sainan ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:745-777.

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2021Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:833-860.

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2022Nowcasting with large Bayesian vector autoregressions. (2022). Monti, Francesca ; Lenza, Michele ; Giannone, Domenico ; Cimadomo, Jacopo ; Sokol, Andrej. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:500-519.

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2023Nowcasting the output gap. (2023). Wong, Benjamin ; Morley, James ; Berger, Tino. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:18-34.

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2021Tracking GDP in real-time using electricity market data: Insights from the first wave of COVID-19 across Europe. (2021). Fanghella, Valeria ; Fezzi, Carlo. In: European Economic Review. RePEc:eee:eecrev:v:139:y:2021:i:c:s0014292121002178.

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2022Endogenous product scope: Market interlacing and aggregate business cycle dynamics. (2022). Pavlov, Oscar ; Weder, Mark. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001441.

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2022Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks. (2022). Fanelli, Luca ; Marsi, Antonio. In: European Economic Review. RePEc:eee:eecrev:v:150:y:2022:i:c:s0014292122001696.

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2021A general property for time aggregation. (2021). Rauch, Johannes ; Alexander, Carol. In: European Journal of Operational Research. RePEc:eee:ejores:v:291:y:2021:i:2:p:536-548.

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2021Oil and the U.S. stock market: Implications for low carbon policies. (2021). Panagiotidis, Theodore ; Dergiades, Theologos ; Arampatzidis, Ioannis ; Kaufmann, Robert K. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004564.

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2021Mothballing in a Duopoly: Evidence from a (Shale) Oil Market. (2021). Vergalli, Sergio ; Kort, Peter ; Miniaci, Raffaele ; Menoncin, Francesco ; Hagspiel, Verena ; Comincioli, Nicola. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004539.

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2022Strategic interactions and price dynamics in the global oil market. (2022). Alonso Alvarez, Irma ; Venditti, Fabrizio ; di Nino, Virginia ; Dinino, Virginia ; Alonso-Alvarez, Irma. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988321005867.

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2022Understanding the estimation of oil demand and oil supply elasticities. (2022). Kilian, Lutz. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000317.

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2022Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001128.

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2022Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?. (2022). GUPTA, RANGAN ; Pierdzioch, Christian ; Pienaar, Daniel ; Epni, Ouzhan. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003723.

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2022Sensitivity of the U.S. economy to oil prices controlling for domestic production and imports. (2022). Bowman, David ; Uria-Martinez, Rocio ; Leiby, Paul ; Oladosu, Gbadebo. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004844.

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2022Geopolitical risk and Chinas oil security. (2022). Du, Zhili ; Sun, YI ; Gong, XU. In: Energy Policy. RePEc:eee:enepol:v:163:y:2022:i:c:s0301421522000817.

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2022Forecasting oil prices: New approaches. (2022). de Albuquerquemello, Vinicius Phillipe ; de Jesus, Diego Pitta ; da Nobrega, Cassio ; de Medeiros, Rennan Kertlly. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pc:s0360544221022167.

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2023The interplay among COVID-19 economic recovery, behavioural changes, and the European Green Deal: An energy-economic modelling perspective. (2023). le Mouel, Pierre ; Elia, Alessia ; Boitier, Baptiste ; Cassetti, Gabriele ; Chiodi, Alessandro ; Doukas, Haris ; Koasidis, Konstantinos ; Nikas, Alexandros ; Zagame, Paul ; Gargiulo, Maurizio. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222026846.

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2023Thermo-economic analysis of a novel hydrogen production system using medical waste and biogas with zero carbon emission. (2023). Liu, Jun ; Zheng, Qiwei ; Chen, Heng ; Zhao, Xinyue ; Jiang, Xue ; Xu, Gang ; Pan, Peiyuan. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222032194.

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2021Predicting default of listed companies in mainland China via U-MIDAS Logit model with group lasso penalty. (2021). Xiong, Wei ; Jiang, Cuixia ; Liu, Yezheng ; Xu, Qifa. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309183.

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2021Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000593.

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2021Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach. (2021). Salisu, Afees ; GUPTA, RANGAN. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028319303503.

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2021Nowcasting Russian GDP using forecast combination approach. (2021). Zhemkov, Michael. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:10-24.

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2021Sovereign CDS and mutual funds: Global evidence. (2021). Vivian, Andrew ; Calice, Giovanni ; Alsubaiei, Bader J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000731.

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2021Forecasting annual inflation in Suriname. (2021). Franses, Philip Hans ; Bhaghoe, Sailesh ; Ooft, Gavin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000767.

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2021A comparison of monthly global indicators for forecasting growth. (2021). Guérin, Pierre ; Guerin, Pierre ; Baumeister, Christiane. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1276-1295.

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2021Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach. (2021). Tinti, Cristina ; Tegami, Christian ; Citton, Ambra ; Ricchi, Ottavio ; Giovannelli, Alessandro ; Proietti, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1376-1398.

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2021Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425.

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2022Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York. (2022). Lahiri, Kajal ; Yang, Cheng. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:545-566.

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2023Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence. (2023). Verbeken, Brecht ; Boudt, Kris ; Borms, Samuel ; Algaba, Andres. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:266-278.

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2021Mixed-frequency approaches to nowcasting GDP: An application to Japan. (2021). Kido, Yosuke ; Hirakata, Naohisa ; Otaka, Kazuki ; Chikamatsu, Kyosuke. In: Japan and the World Economy. RePEc:eee:japwor:v:57:y:2021:i:c:s0922142521000049.

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2021Stock market volatility and jumps in times of uncertainty. (2021). Triantafyllou, Athanasios ; Vlastakis, Nikolaos ; Megaritis, Anastasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000048.

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2021Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2021). Baumeister, Christiane ; Hamilton, James D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000541.

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More than 100 citations found, this list is not complete...

Works by Claudia Foroni:

YearTitleTypeCited
2022Are low frequency macroeconomic variables important for high frequency electricity prices? In: Papers.
[Full Text][Citation analysis]		paper0
2017Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns In: Staff Working Papers.
[Full Text][Citation analysis]		paper7
2018Assessing the predictive ability of sovereign default risk on exchange rate returns.(2018) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2015Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article115
2016Mixed frequency structural vector auto-regressive models In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article9
2013A survey of econometric methods for mixed-frequency data In: Working Paper.
[Full Text][Citation analysis]		paper78
2013A survey of econometric methods for mixed-frequency data.(2013) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 78		paper
2013Mixed frequency structural models: estimation, and policy analysis In: Working Paper.
[Full Text][Citation analysis]		paper6
2014Mixed frequency structural VARs In: Working Paper.
[Full Text][Citation analysis]		paper9
2014Density forecasts with MIDAS models In: Working Paper.
[Full Text][Citation analysis]		paper21
2014Density forecasts with MIDAS models.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2017Density Forecasts With Midas Models.(2017) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		article
2015Labor Supply Factors and Economic Fluctuations In: Working Paper.
[Full Text][Citation analysis]		paper53
2018LABOR SUPPLY FACTORS AND ECONOMIC FLUCTUATIONS.(2018) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53		article
2015Using low frequency information for predicting high frequency variables In: Working Paper.
[Full Text][Citation analysis]		paper29
2018Using low frequency information for predicting high frequency variables.(2018) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		article
2015Forecasting commodity currencies: the role of fundamentals with short-lived predictive content In: Working Paper.
[Full Text][Citation analysis]		paper4
2020Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper41
2020Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		paper
2020Forecasting the Covid-19 recession and recovery: lessons from the financial crisis.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		paper
2022Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis.(2022) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		article
2017Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2012U-MIDAS: MIDAS regressions with unrestricted lag polynomials In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper40
2011U-MIDAS: MIDAS regressions with unrestricted lag polynomials.(2011) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40		paper
2014Markov-Switching Mixed-Frequency VAR Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper15
2015Markov-switching mixed-frequency VAR models.(2015) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		article
2021The impact of the COVID-19 pandemic on the euro area labour market In: Economic Bulletin Articles.
[Full Text][Citation analysis]		article11
2020Regional labour market developments during the great financial crisis and subsequent recovery In: Economic Bulletin Boxes.
[Full Text][Citation analysis]		article1
2020Short-time work schemes and their effects on wages and disposable income In: Economic Bulletin Boxes.
[Full Text][Citation analysis]		article2
2021Digitalisation: channels, impacts and implications for monetary policy in the euro area In: Occasional Paper Series.
[Full Text][Citation analysis]		paper4
2018Mixed frequency models with MA components In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2018Mixed frequency models with MA components.(2018) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2019Forecasting daily electricity prices with monthly macroeconomic variables In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2019Much ado about nothing? The shale oil revolution and the global supply curve In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2021A mixed frequency BVAR for the euro area labour market In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2022The financial accelerator mechanism: does frequency matter? In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2022The financial accelerator mechanism: does frequency matter?.(2022) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2022Explaining deviations from Okun’s law In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2017Explaining the time-varying effects of oil market shocks on US stock returns In: Economics Letters.
[Full Text][Citation analysis]		article23
2017Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2014A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates In: International Journal of Forecasting.
[Full Text][Citation analysis]		article73
2012A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables In: Economics Working Papers.
[Full Text][Citation analysis]		paper7
2017A daily indicator of economic growth for the euro area In: International Journal of Computational Economics and Econometrics.
[Full Text][Citation analysis]		article4
2014MIXED?FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article20
2019Mixed?frequency models with moving?average components In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article3

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