Claudia Foroni : Citation Profile


Are you Claudia Foroni?

European Central Bank

8

H index

6

i10 index

247

Citations

RESEARCH PRODUCTION:

10

Articles

19

Papers

RESEARCH ACTIVITY:

   7 years (2011 - 2018). See details.
   Cites by year: 35
   Journals where Claudia Foroni has often published
   Relations with other researchers
   Recent citing documents: 88.    Total self citations: 10 (3.89 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfo230
   Updated: 2019-09-14    RAS profile: 2018-08-27    
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Relations with other researchers


Works with:

Marcellino, Massimiliano (18)

Ravazzolo, Francesco (8)

Guérin, Pierre (5)

Aastveit, Knut Are (3)

Venditti, Fabrizio (2)

aprigliano, valentina (2)

Furlanetto, Francesco (2)

Lepetit, Antoine (2)

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

Is cited by:

Marcellino, Massimiliano (17)

Götz, Thomas (16)

Hecq, Alain (15)

Guérin, Pierre (12)

Rusnák, Marek (8)

Duarte, Cláudia (7)

Franta, Michal (6)

Smeekes, Stephan (6)

Smith, Paul (5)

Chambers, Marcus (5)

Drautzburg, Thorsten (4)

Cites to:

Marcellino, Massimiliano (53)

Schumacher, Christian (25)

Reichlin, Lucrezia (18)

Valkanov, Rossen (17)

Santa-Clara, Pedro (17)

Giannone, Domenico (16)

Mariano, Roberto (12)

Murasawa, Yasutomo (11)

Rünstler, Gerhard (9)

Galvão, Ana (9)

Clements, Michael (8)

Main data


Where Claudia Foroni has published?


Journals with more than one article published# docs
Journal of the Royal Statistical Society Series A2
International Journal of Forecasting2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Economics Working Papers / European University Institute2

Recent works citing Claudia Foroni (2018 and 2017)


YearTitle of citing document
2018On the Choice of Instruments in Mixed Frequency Specification Tests. (2018). Liu, Yun ; Rho, Yeonwoo. In: Papers. RePEc:arx:papers:1809.05503.

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2019Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

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2019Simulation smoothing for nowcasting with large mixed-frequency VARs. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1907.01075.

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2018Big Data Econometrics: Now Casting and Early Estimates. (2018). Marcellino, Massimiliano ; Papailias, Fotis ; Mazzi, Gian Luigi ; Kapetanios, George ; Buono, Dario. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1882.

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2018Nowcasting Canadian Economic Activity in an Uncertain Environment. (2018). Chernis, Tony ; Sekkel, Rodrigo. In: Discussion Papers. RePEc:bca:bocadp:18-9.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2017Monitoring the Spanish Economy through the Lenses of Structural Bayesian VARs. (2017). Leiva-Leon, Danilo. In: Occasional Papers. RePEc:bde:opaper:1706.

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2017Immigration and the macroeconomy: some new empirical evidence. (2017). Furlanetto, Francesco ; Robstad, Orjan. In: Working Papers. RePEc:bde:wpaper:1716.

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2017Using the payment system data to forecast the Italian GDP. (2017). Monteforte, Libero ; Ardizzi, Guerino ; Aprigliano, Valentina . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1098_17.

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2019Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081.

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2019Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data. (2019). Mikosch, Heiner ; Solanko, Laura. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:19-35.

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2017Should we sample a time series more frequently?: decision support via multirate spectrum estimation. (2017). Nason, Guy P ; Smith, Paul A ; Elliott, Duncan ; Powell, Ben. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:2:p:353-407.

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2018Business cycle narratives. (2018). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0064.

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2017Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators. (2017). Solanko, Laura ; Mikosch, Heiner. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_019.

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2018Nowcasting Japanese GDPs. (2018). Hirakata, Naohisa ; Kyosuke, Naohisa Hirakata. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e18.

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2018A Monthly Indicator of Economic Activity for Ireland. (2018). Conefrey, Thomas ; Walsh, Graeme. In: Economic Letters. RePEc:cbi:ecolet:14/el/18.

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2018Economic Policy Uncertainty Spillovers in Booms and Busts. (2018). Castelnuovo, Efrem ; Caggiano, Giovanni ; Figueres, Juan Manuel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7086.

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2018Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273.

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2017Automated Earnings Forecasts:- Beat Analysts or Combine and Conquer?. (2017). Ball, Ryan ; Ghysels, Eric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12179.

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2017Political Distribution Risk and Aggregate Fluctuations. (2017). Fernandez-Villaverde, Jesus ; Drautzburg, Thorsten ; Guerron-Quintana, Pablo A. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12187.

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2018Risk Everywhere: Modeling and Managing Volatility. (2018). Bollerslev, Tim ; Pedersen, Lasse Heje ; Huss, John ; Hood, Benjamin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12687.

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2019Does monetary policy affect income inequality in the euro area?. (2019). Samarina, Anna. In: DNB Working Papers. RePEc:dnb:dnbwpp:626.

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2019Understanding low wage growth in the euro area and European countries. (2019). Nickel, Christiane ; Porqueddu, Mario ; Lis, Eliza ; Koester, Gerrit ; Bobeica, Elena . In: Occasional Paper Series. RePEc:ecb:ecbops:2019232.

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2019Forecasting daily electricity prices with monthly macroeconomic variables. (2019). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20192250.

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2019Estimation of impulse response functions when shocks are observed at a higher frequency than outcome variables. (2019). Chudik, Alexander ; Georgiadis, Georgios. In: Working Paper Series. RePEc:ecb:ecbwps:20192307.

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2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey. (2017). Mogliani, Matteo ; Darné, Olivier ; Pluyaud, Bertrand ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:26-39.

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2018A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets. (2018). Gong, Yuting ; Liang, Jufang ; Chen, Qiang. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:586-598.

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2018Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth. (2018). Xu, Qifa ; Liu, Yezheng ; Jiang, Cuixia ; Zhuo, Xingxuan. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:221-236.

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2017Forecasting broad money velocity. (2017). Jung, Alexander. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:421-432.

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2018Oil price shocks and stock return volatility: New evidence based on volatility impulse response analysis. (2018). Eraslan, Sercan ; Ali, Faek Menla. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:59-62.

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2019Alternative tests for correct specification of conditional predictive densities. (2019). Sekhposyan, Tatevik ; Rossi, Barbara. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:638-657.

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2017Non-identifiability of VMA and VARMA systems in the mixed frequency case. (2017). Koelbl, Lukas ; Brian, ; Deistler, Manfred. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:31-38.

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2019Estimating MIDAS regressions via OLS with polynomial parameter profiling. (2019). Ghysels, Eric ; Qian, Hang. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:1-16.

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2018Forecasting oil prices: High-frequency financial data are indeed useful. (2018). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:388-402.

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2019Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models. (2019). Wang, Jin-Li ; Zhang, Yue-Jun. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:192-201.

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2019Another look at the energy-growth nexus: New insights from MIDAS regressions. (2019). Salisu, Afees ; Ogbonna, Ahamuefula. In: Energy. RePEc:eee:energy:v:174:y:2019:i:c:p:69-84.

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2017A mixed frequency approach to the forecasting of private consumption with ATM/POS data. (2017). Rua, António ; Rodrigues, Paulo ; Duarte, Cláudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:61-75.

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2017Model and survey estimates of the term structure of US macroeconomic uncertainty. (2017). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:591-604.

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2017Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:707-728.

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2018How can big data enhance the timeliness of official statistics?. (2018). Harchaoui, Tarek M ; Janssen, Robert V. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:225-234.

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2018Using low frequency information for predicting high frequency variables. (2018). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:774-787.

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2019Google data in bridge equation models for German GDP. (2019). Gotz, Thomas B ; Knetsch, Thomas A. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:45-66.

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2019Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes. (2019). Swanson, Norman R ; Guney, Ethem I ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:555-572.

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2017Are supply shocks important for real exchange rates? A fresh view from the frequency-domain. (2017). Yao, Fang ; Gehrke, Britta. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:99-114.

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2019Inflation dynamics and adaptive expectations in an estimated DSGE model. (2019). Lansing, Kevin ; Iskrev, Nikolay ; Gelain, Paolo ; Mendicino, Caterina. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:258-277.

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2017A simple macroeconomic model with extreme financial frictions. (2017). Rochet, Jean ; Pfeil, Sebastian ; Klimenko, Nataliya . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:68:y:2017:i:c:p:92-102.

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2019Estimates of quarterly GDP growth using MIDAS regressions. (2019). Bhaghoe, S ; P H, ; Ooft, G. In: Econometric Institute Research Papers. RePEc:ems:eureir:118667.

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2018Forecasting economic activity in sectors of the Cypriot economy. (2018). Pashourtidou, Nicoletta ; Karagiannakis, Charalampos ; Papamichael, Christos . In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:12:y:2018:i:2:p:24-66.

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2019Estimation of Impulse Response Functions When Shocks are Observed at a Higher Frequency than Outcome Variables. (2019). Georgiadis, Georgios ; Chudik, Alexander. In: Globalization Institute Working Papers. RePEc:fip:feddgw:356.

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2018Monitoring Banking System Fragility with Big Data. (2018). Lopez, Jose ; Hale, Galina. In: Working Paper Series. RePEc:fip:fedfwp:2018-01.

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2017Political Distribution Risk and Aggregate Fluctuations. (2017). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Drautzburg, Thorsten ; Guerron-Quintana, Pablo. In: Working Papers. RePEc:fip:fedpwp:17-25.

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2019Forecasting Public Investment Using Daily Stock Returns. (2019). Morita, Hiroshi. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-88.

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2019Nowcasting GDP Growth for Small Open Economies with a Mixed-Frequency Structural Model. (2019). Hueng, C. ; Yau, Ruey . In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9697-1.

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2018Oil prices implied volatility or direction: Which matters more to financial markets?. (2018). Dupoyet, Brice V ; Shank, Corey A. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:3:d:10.1007_s11408-018-0314-7.

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2017Time-varying mixed frequency forecasting: A real-time experiment. (2017). Neuwirth, Stefan. In: KOF Working papers. RePEc:kof:wpskof:17-430.

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2018Slicing up inflation: analysis and forecasting of Lithuanian inflation components. (2018). Stakenas, Julius. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:56.

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2017Political Distribution Risk and Aggregate Fluctuations. (2017). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Drautzburg, Thorsten ; Guerron-Quintana, Pablo. In: NBER Working Papers. RePEc:nbr:nberwo:23647.

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2018Big Data & Macroeconomic Nowcasting: Methodological Review. (2018). Kapetanios, George ; Papailias, Fotis. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2018-12.

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2019Mixed in New Zealand: Nowcasting Labour Markets with MIDAS. (2019). Karagedikli, Ozer ; Ozbilgin, Murat. In: Reserve Bank of New Zealand Analytical Notes series. RePEc:nzb:nzbans:2019/04.

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2018Economic Policy Uncertainty Spillovers in Booms and Busts. (2018). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0220.

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2017Political Distribution Risk and Aggregate Fluctuations. (2017). Fernandez-Villaverde, Jesus ; Guerrn-Quintana, Pablo ; Drautzburg, Thorsten. In: PIER Working Paper Archive. RePEc:pen:papers:17-016.

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2017Forecasting oil prices. (2017). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:77531.

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2018Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes. (2018). Hecq, Alain ; Götz, Thomas ; Goetz, Thomas. In: MPRA Paper. RePEc:pra:mprapa:87746.

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2019TF-MIDAS: a new mixed-frequency model to forecast macroeconomic variables. (2019). Garcia-Hiernaux, Alfredo ; Bonino-Gayoso, Nicolas. In: MPRA Paper. RePEc:pra:mprapa:93366.

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2019A consumption-based approach to exchange rate predictability. (2019). Ojeda-Joya, Jair. In: MPRA Paper. RePEc:pra:mprapa:94231.

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2018Forecasting Changes of Economic Inequality: A Boosting Approach. (2018). GUPTA, RANGAN ; Silva, Emmanuel ; Hassani, Hossein ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:201868.

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2019Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis. (2019). Rua, Antonio ; Thomakos, Dimitrios ; Silva, Emmanuel Sirimal ; Hassani, Hossein. In: Working Papers. RePEc:ptu:wpaper:w201913.

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2019Immigration and the macroeconomy: some new empirical evidence. (2019). Furlanetto, Francesco ; Robstad, Orjan. In: Review of Economic Dynamics. RePEc:red:issued:18-245.

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2019A novel spatial mixed frequency forecasting model with application to Chinese regional GDP. (2019). He, Guanjie ; Xiao, Zhi ; Dong, Jingrong ; Wang, Xianning. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2019:i:2:p:54-77.

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2017Mixed-frequency models for tracking short-term economic developments in Switzerland. (2017). Scheufele, Rolf ; Hepenstrick, Christian ; Galli, Alain ; Alain, Rolf Scheufele . In: Working Papers. RePEc:snb:snbwpa:2017-02.

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2017The role of indicator selection in nowcasting euro-area GDP in pseudo-real time. (2017). Golinelli, Roberto ; Pappalardo, Carmine ; Girardi, Alessandro. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1151-z.

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2019Financial factors affecting oil price change and oil-stock interactions: a review and future perspectives. (2019). Qiang, Wei ; Wu, Jy S ; Lv, Tao ; Ding, Zhihua ; Liu, Zhenhua. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:95:y:2019:i:1:d:10.1007_s11069-018-3473-y.

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2018Combined Density Nowcasting in an Uncertain Economic Environment. (2018). van Dijk, Herman ; Ravazzolo, Francesco ; Aastveit, Knut Are. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:1:p:131-145.

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2018Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned?. (2018). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1641.

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2018Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?. (2018). Charfeddine, Lanouar ; Klein, Tony ; Walther, Thomas. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:16.

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2018Labor Supply Shocks and the Beveridge Curve. (2018). Schiman, Stefan. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2018:i:568.

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2017Google data in bridge equation models for German GDP. (2017). Götz, Thomas ; Knetsch, Thomas A ; Gotz, Thomas B. In: Discussion Papers. RePEc:zbw:bubdps:182017.

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2018Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations. (2018). Pinkwart, Nicolas . In: Discussion Papers. RePEc:zbw:bubdps:362018.

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2018Oil price shocks and stock return volatility: New evidence based on volatility impulse response analysis. (2018). Eraslan, Sercan ; Ali, Faek Menla. In: Discussion Papers. RePEc:zbw:bubdps:382018.

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2018Large mixed-frequency VARs with a parsimonious time-varying parameter structure. (2018). Götz, Thomas ; Hauzenberger, Klemens ; Gotz, Thomas B. In: Discussion Papers. RePEc:zbw:bubdps:402018.

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2017Should forecasters use real-time data to evaluate leading indicator models for GDP prediction? German evidence. (2017). Scheufele, Rolf ; Heinisch, Katja. In: IWH Discussion Papers. RePEc:zbw:iwhdps:52017.

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2018Weather-induced Short-term Fluctuations of Economic Output. (2018). Schreiber, Sven. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181622.

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2018The Construction of a Global General Equilibrium Model for the Russian Economy Based on International Experience. (2018). Nesterova, Kristina. In: Working Papers. RePEc:rnp:wpaper:021807.

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Works by Claudia Foroni:


YearTitleTypeCited
2017Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns In: Staff Working Papers.
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paper1
2018Assessing the predictive ability of sovereign default risk on exchange rate returns.(2018) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 1
article
2015Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials In: Journal of the Royal Statistical Society Series A.
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article49
2016Mixed frequency structural vector auto-regressive models In: Journal of the Royal Statistical Society Series A.
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article2
2013A survey of econometric methods for mixed-frequency data In: Working Paper.
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paper43
2013A survey of econometric methods for mixed-frequency data.(2013) In: Economics Working Papers.
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2013Mixed frequency structural models: estimation, and policy analysis In: Working Paper.
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paper5
2014Mixed frequency structural VARs In: Working Paper.
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paper6
2014Density forecasts with MIDAS models In: Working Paper.
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paper8
2014Density forecasts with MIDAS models.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 8
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2017Density Forecasts With Midas Models.(2017) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 8
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2015Labor Supply Factors and Economic Fluctuations In: Working Paper.
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paper17
2018LABOR SUPPLY FACTORS AND ECONOMIC FLUCTUATIONS.(2018) In: International Economic Review.
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2015Using low frequency information for predicting high frequency variables In: Working Paper.
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paper9
2015Forecasting commodity currencies: the role of fundamentals with short-lived predictive content In: Working Paper.
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paper3
2017Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model In: CEPR Discussion Papers.
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paper2
2016Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model.(2016) In: Working Papers.
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2012U-MIDAS: MIDAS regressions with unrestricted lag polynomials In: CEPR Discussion Papers.
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2011U-MIDAS: MIDAS regressions with unrestricted lag polynomials.(2011) In: Discussion Paper Series 1: Economic Studies.
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2014Markov-Switching Mixed-Frequency VAR Models In: CEPR Discussion Papers.
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2015Markov-switching mixed-frequency VAR models.(2015) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 7
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2017Explaining the time-varying effects of oil market shocks on US stock returns In: Economics Letters.
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2017Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 4
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2014A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates In: International Journal of Forecasting.
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article35
2012A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables In: Economics Working Papers.
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2017A daily indicator of economic growth for the euro area In: International Journal of Computational Economics and Econometrics.
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2016A daily indicator of economic growth for the euro area.(2016) In: Working Papers.
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