Claudia Foroni : Citation Profile


Are you Claudia Foroni?

European Central Bank

11

H index

11

i10 index

512

Citations

RESEARCH PRODUCTION:

15

Articles

27

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 51
   Journals where Claudia Foroni has often published
   Relations with other researchers
   Recent citing documents: 171.    Total self citations: 18 (3.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfo230
   Updated: 2022-07-02    RAS profile: 2022-02-28    
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Relations with other researchers


Works with:

Marcellino, Massimiliano (13)

Stevanovic, Dalibor (6)

Ravazzolo, Francesco (6)

Guérin, Pierre (3)

Rossini, Luca (2)

Vivian, Lara (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 (16)

Götz, Thomas (16)

Guérin, Pierre (15)

Marcellino, Massimiliano (15)

Baumeister, Christiane (12)

Koop, Gary (10)

McIntyre, Stuart (9)

Rusnák, Marek (8)

Ravazzolo, Francesco (8)

GUPTA, RANGAN (8)

Siliverstovs, Boriss (7)

Cites to:

Marcellino, Massimiliano (76)

Giannone, Domenico (35)

Reichlin, Lucrezia (33)

Schumacher, Christian (29)

Santa-Clara, Pedro (22)

Valkanov, Rossen (21)

Bergeaud, Antonin (19)

bloom, nicholas (18)

Galvão, Ana (18)

Clements, Michael (18)

Kilian, Lutz (17)

Main data


Where Claudia Foroni has published?


Journals with more than one article published# docs
International Journal of Forecasting3
Journal of Applied Econometrics3
Economic Bulletin Boxes2
Journal of the Royal Statistical Society Series A2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank6
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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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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2020Impact of manufacturing PMI on stock market index: A study on Turkey. (2020). Ozturk, Ozcan ; Osman, Asfia Binte ; Yanik, Ramazan. In: Journal of Administrative and Business Studies. RePEc:apb:jabsss:2020:p:104-108.

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2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

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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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2020High-dimensional mixed-frequency IV regression. (2020). Babii, Andrii. In: Papers. RePEc:arx:papers:2003.13478.

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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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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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2021Nowcast of Macroeconomic Aggregates in Argentina: Comparing the Predictive Capacity of Different Models. (2021). Garegnani, Lorena ; Dogliolo, Fiorella ; Damato, Laura ; Blanco, Emilio. In: BCRA Working Paper Series. RePEc:bcr:wpaper:202190.

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2020Spillover effects in international business cycles. (2020). Perez Quiros, Gabriel ; Pacce, Matías ; Camacho, Maximo ; Perez-Quiros, Gabriel. In: Working Papers. RePEc:bde:wpaper:2034.

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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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2020Estimación de la variación del precio de los alimentos con modelos de frecuencias mixtas. (2020). Cardenas-Cardenas, Julian Alonso ; Gonzalez, Eliana R ; Caicedo-Garcia, Edgar. In: Borradores de Economia. RePEc:bdr:borrec:1109.

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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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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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2020Moving markets? Government bond investors and microeconomic policy changes. (2020). Wibbels, Erik ; Paniagua, Victoria ; Mosley, Layna. In: Economics and Politics. RePEc:bla:ecopol:v:32:y:2020:i:2:p:197-249.

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2020UK regional nowcasting using a mixed frequency vector auto?regressive model with entropic tilting. (2020). Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:1:p:91-119.

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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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2020Real‐Time Fiscal Forecasting Using Mixed‐Frequency Data. (2020). Paredes, Joan ; Asimakopoulos, Stylianos ; Warmedinger, Thomas. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:369-390.

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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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2020News media vs. FRED-MD for macroeconomic forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: Working Paper. RePEc:bno:worpap:2020_14.

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2020Nowcasting Norwegian household consumption with debit card transaction data. (2020). Fastb, Tuva Marie ; Aastveit, Knut Are ; Torstensen, Kjersti Nss ; Paulsen, Kenneth Sterhagen ; Granziera, Eleonora. In: Working Paper. RePEc:bno:worpap:2020_17.

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2020News media vs. FRED-MD for macroeconomic forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: Working Papers. RePEc:bny:wpaper:0091.

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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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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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2021Identification 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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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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2020Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054.

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2020News Media vs. FRED-MD for Macroeconomic Forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8639.

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2020A Comparison of Monthly Global Indicators for Forecasting Growth. (2020). Guérin, Pierre ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8656.

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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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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2020Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy. (2020). Stevanovic, Dalibor ; Moran, Kevin ; Kader, Adam Abdel. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-47.

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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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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2020Hours Risk and Wage Risk: Repercussions over the Life-Cycle. (2020). Jessen, Robin ; Konig, Johannes. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1845.

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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
2020Strategic interactions and price dynamics in the global oil market. (2020). Venditti, Fabrizio ; di Nino, Virginia ; DiNino, Virginia ; Alvarez, Irma Alonso. In: Working Paper Series. RePEc:ecb:ecbwps:20202368.

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2020Nowcasting with large Bayesian vector autoregressions. (2020). Sokol, Andrej ; Giannone, Domenico ; Cimadomo, Jacopo ; Monti, Francesca ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20202453.

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2020Spillover effects in international business cycles. (2020). Pacce, Matías ; Camacho, Maximo ; Perez-Quiros, Gabriel. In: Working Paper Series. RePEc:ecb:ecbwps:20202484.

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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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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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2020Structural analysis with mixed-frequency data: A model of US capital flows. (2020). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:427-443.

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2020Forecasting the Consumer Confidence Index with tree-based MIDAS regressions. (2020). Qiu, Yue. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:247-256.

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2020Mixed data sampling expectile regression with applications to measuring financial risk. (2020). Yu, Keming ; Jiang, Cuixia ; Chen, LU ; Xu, Qifa. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:469-486.

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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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2020Incorporating overnight and intraday returns into multivariate GARCH volatility models. (2020). Wu, Jianbin ; Dhaene, Geert. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:471-495.

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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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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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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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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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2020The asymmetric impact of oil prices, interest rates and oil price uncertainty on unemployment in the US. (2020). Soytas, Mehmet ; Kocaarslan, Baris. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304220.

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2020Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate. (2020). Tiwari, Aviral ; Olayeni, Olaolu ; Wohar, Mark E. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302784.

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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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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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2020High-frequency credit spread information and macroeconomic forecast revision. (2020). Ka, Kook ; Ioannidis, Christos ; Deschamps, Bruno. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:358-372.

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2020Quantile forecasting with mixed-frequency data. (2020). Lima, Luiz ; Godeiro, Lucas ; Meng, Fanning. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1149-1162.

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2020Forecasting value at risk and expected shortfall with mixed data sampling. (2020). Le, Trung H. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1362-1379.

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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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2022Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis. (2022). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:596-612.

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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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2020Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach. (2020). Liu, Xiaochun ; You, YU. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301151.

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2020Inquiry on the transmission of U.S. aggregate shocks to Mexico: A SVAR approach. (2020). Elizondo, Rocio ; Carrillo, Julio ; Hernandez-Roman, Luis G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s026156061930018x.

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2020Inflation and exchange rate pass-through. (2020). YILMAZKUDAY, HAKAN ; Ha, Jongrim ; Stocker, Marc M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:105:y:2020:i:c:s0261560620301431.

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2020Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620302060.

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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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2021Can the EU funds promote regional resilience at time of Covid-19? Insights from the Great Recession11We thank the Editors and the four anonymous referees for helpful comments. We also thank Emanuele C. (2021). di Caro, Paolo ; Arbolino, Roberta. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:109-126.

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2021Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach. (2021). Shi, Xunpeng ; Zhou, Yuqin ; Ding, Zhihua ; Wu, Shan ; Zhai, Pengxiang ; Liu, Zhenhua. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003901.

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

Works by Claudia Foroni:


YearTitleTypeCited
2020Are low frequency macroeconomic variables important for high frequency electricity prices? In: Papers.
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paper0
2017Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns In: Staff Working Papers.
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paper6
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: 6
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2015Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials In: Journal of the Royal Statistical Society Series A.
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article107
2016Mixed frequency structural vector auto-regressive models In: Journal of the Royal Statistical Society Series A.
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article6
2013A survey of econometric methods for mixed-frequency data In: Working Paper.
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paper77
2013A survey of econometric methods for mixed-frequency data.(2013) In: Economics Working Papers.
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This paper has another version. Agregated cites: 77
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2013Mixed frequency structural models: estimation, and policy analysis In: Working Paper.
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paper6
2014Mixed frequency structural VARs In: Working Paper.
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paper9
2014Density forecasts with MIDAS models In: Working Paper.
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paper19
2014Density forecasts with MIDAS models.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 19
paper
2017Density Forecasts With Midas Models.(2017) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 19
article
2015Labor Supply Factors and Economic Fluctuations In: Working Paper.
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paper46
2018LABOR SUPPLY FACTORS AND ECONOMIC FLUCTUATIONS.(2018) In: International Economic Review.
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This paper has another version. Agregated cites: 46
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2015Using low frequency information for predicting high frequency variables In: Working Paper.
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paper22
2018Using low frequency information for predicting high frequency variables.(2018) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 22
article
2015Forecasting commodity currencies: the role of fundamentals with short-lived predictive content In: Working Paper.
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paper3
2020Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis In: CIRANO Working Papers.
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paper30
2020Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis.(2020) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 30
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2020Forecasting the Covid-19 recession and recovery: lessons from the financial crisis.(2020) In: Working Paper Series.
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This paper has another version. Agregated cites: 30
paper
2017Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model In: CEPR Discussion Papers.
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paper0
2012U-MIDAS: MIDAS regressions with unrestricted lag polynomials In: CEPR Discussion Papers.
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paper38
2011U-MIDAS: MIDAS regressions with unrestricted lag polynomials.(2011) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 38
paper
2014Markov-Switching Mixed-Frequency VAR Models In: CEPR Discussion Papers.
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paper13
2015Markov-switching mixed-frequency VAR models.(2015) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 13
article
2021The impact of the COVID-19 pandemic on the euro area labour market In: Economic Bulletin Articles.
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article7
2020Regional labour market developments during the great financial crisis and subsequent recovery In: Economic Bulletin Boxes.
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article1
2020Short-time work schemes and their effects on wages and disposable income In: Economic Bulletin Boxes.
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article1
2021Digitalisation: channels, impacts and implications for monetary policy in the euro area In: Occasional Paper Series.
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2018Mixed frequency models with MA components In: Working Paper Series.
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paper3
2018Mixed frequency models with MA components.(2018) In: Discussion Papers.
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This paper has another version. Agregated cites: 3
paper
2019Forecasting daily electricity prices with monthly macroeconomic variables In: Working Paper Series.
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paper2
2019Much ado about nothing? The shale oil revolution and the global supply curve In: Working Paper Series.
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paper4
2021A mixed frequency BVAR for the euro area labour market In: Working Paper Series.
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paper0
2022The financial accelerator mechanism: does frequency matter? In: Working Paper Series.
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paper0
2017Explaining the time-varying effects of oil market shocks on US stock returns In: Economics Letters.
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article18
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: 18
paper
2014A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates In: International Journal of Forecasting.
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article62
2012A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables In: Economics Working Papers.
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paper7
2017A daily indicator of economic growth for the euro area In: International Journal of Computational Economics and Econometrics.
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article3
2014MIXED?FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS In: Journal of Applied Econometrics.
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article20
2019Mixed?frequency models with moving?average components In: Journal of Applied Econometrics.
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article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2022. Contact: CitEc Team