Claudia Foroni : Citation Profile

European Central Bank

12

H index

15

i10 index

743

Citations

RESEARCH PRODUCTION:

16

Articles

29

Papers

RESEARCH ACTIVITY:

   11 years (2011 - 2022). See details.
   Cites by year: 67
   Journals where Claudia Foroni has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 20 (2.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfo230
   Updated: 2025-04-12    RAS profile: 2022-12-28    
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Relations with other researchers

Works with:

Marcellino, Massimiliano (6)

Stevanovic, Dalibor (4)

Vivian, Lara (2)

Gelain, Paolo (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 (21)

GUPTA, RANGAN (19)

Guérin, Pierre (18)

Götz, Thomas (17)

Marcellino, Massimiliano (15)

Baumeister, Christiane (14)

Duarte, Cláudia (11)

McIntyre, Stuart (9)

Koop, Gary (9)

Rossini, Luca (9)

Rusnák, Marek (8)

Cites to:

Marcellino, Massimiliano (79)

Giannone, Domenico (38)

Reichlin, Lucrezia (36)

Schumacher, Christian (32)

Valkanov, Rossen (29)

Santa-Clara, Pedro (22)

Kilian, Lutz (20)

Bergeaud, Antonin (19)

Clements, Michael (18)

Galvão, Ana (18)

bloom, nicholas (18)

Main data

Production by document typearticlepaper20112012201320142015201620172018201920202021202202.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2011201220132014201520162017201820192020202120220204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2011201220132014201520162017201820192020202120220100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 12Most cited documents12345678910111213140100200Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

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 (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205.

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2024Hierarchical 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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2024Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671.

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goebel, Maximilian ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

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2025High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions. (2025). Garr, Ignacio ; Ramos, Andrey. In: Papers. RePEc:arx:papers:2501.03380.

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2024.

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2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

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2024.

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2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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2024The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting. (2024). Rauh, C ; Prez, J J ; Mueller, H ; Molina, L ; Diakonova, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2418.

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2024.

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2024Risk Scenarios and Macroeconomic Forecasts. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stphane. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-03.

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2024Digitalisation and productivity. (2024). Strobel, Johannes ; Sellner, Richard ; Röhe, Oke ; Bijnens, Gert ; Lamo, Ana ; Labhard, Vincent ; Falck, Elisabeth ; Botelho, Vasco ; Bunel, Simon ; Anghel, Brindusa ; Schroth, Joachim ; Rohe, Oke. In: Occasional Paper Series. RePEc:ecb:ecbops:2024339.

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2024The impact of climate change and policies on productivity. (2024). Strobel, Johannes ; Schulte, Patrick ; Röhe, Oke ; Parker, Miles ; Bijnens, Gert ; Anyfantaki, Sofia ; de Mulder, Jan ; Colciago, Andrea ; Loureno, Nuno ; Schroth, Joachim ; Rohe, Oke ; Merikull, Jaanika ; Lopez-Garcia, Paloma ; Labhard, Vincent ; Falck, Elisabeth. In: Occasional Paper Series. RePEc:ecb:ecbops:2024340.

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2024Forecasting air transportation demand and its impacts on energy consumption and emission. (2024). Martinez-Hernandez, Adrian J ; Tang, Yili ; Javanmard, Majid Emami. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924004148.

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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2024A new ordinal mixed-data sampling model with an application to corporate credit rating levels. (2024). Calabrese, Raffaella ; Crook, Jonathan ; Goldmann, Leonie. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:1111-1126.

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2024Volatility dynamics of agricultural futures markets under uncertainties. (2024). Uddin, Gazi ; Zhu, Xuening ; Sheng, Lin Wen ; Park, Donghyun ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004626.

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2024Economic uncertainty, public debt and non-performing loans in the Eurozone: Three systemic crises. (2024). Sohag, Kazi ; Gurdgiev, Constantin ; Zeqiraj, Veton ; Hammoudeh, Shawkat. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001406.

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2024Harnessing the power of real-time forum opinion: Unveiling its impact on stock market dynamics using intraday high-frequency data in China. (2024). Chen, Kaijie ; Cai, YI ; Lin, Qiaofeng ; Tang, Zhenpeng ; Liu, Dinggao. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400142x.

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2024Sovereign momentum currency returns. (2024). Lin, Ming-Tsung ; Calice, Giovanni. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924004046.

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2024Words or numbers? Macroeconomic nowcasting with textual and macroeconomic data. (2024). Fang, Kuangnan ; Jin, Wei ; Zheng, Tingguo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:746-761.

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2024The impact of health crisis on sports consumption – A longitudinal study. (2024). de Esteban, Javier ; Antonovica, Arta ; Ad-Lameiras, Alba ; Aydogan, Merve. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:77:y:2024:i:c:s0969698923004071.

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2024Effect of electricity policy uncertainty and carbon emission prices on electricity demand in China based on mixed-frequency data models. (2024). Wang, Jie ; Liu, Qibo ; Lu, Wanbo. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001188.

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2024Destabilizing search technology. (2024). Potter, Tristan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:c:s0304393224000102.

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2024Forecasting US GDP growth rates in a rich environment of macroeconomic data. (2024). Tao, Ying ; Zeng, Qing ; Lu, Fei ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004684.

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2024Forecasting of technology innovation and economic growth in Indonesia. (2024). Aminullah, Erman. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s004016252400129x.

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2024Approaches to Prognosing the European Economic Crisis Through a New Economic–Financial Risk Sensitivity Model. (2024). Fortea, Costinela ; Zlati, Monica Laura ; Antohi, Valentin Marian ; Meca, Alina. In: Economies. RePEc:gam:jecomi:v:13:y:2024:i:1:p:3-:d:1557328.

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2024.

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2025Identifying Useful Indicators for Nowcasting GDP in Sweden. (2025). Mazur, Stepan ; Raftab, Mariya ; Karlsson, Sune. In: Working Papers. RePEc:hhs:oruesi:2025_004.

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2024REINVIGORATING GVA NOWCASTING IN THE POSTPANDEMIC PERIOD: A CASE STUDY FOR INDIA. (2024). Ghosh, Saurabh ; Bhadury, Soumya. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:sig:p:95-130.

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2025Germany’s macroeconomic drivers during the pandemic and inflation surge. (2025). Hohberger, Stefan. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00651-7.

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2024Bargaining power, demand growth and the decline of the labor share. (2024). Gonzalez, Alejandro. In: OSF Preprints. RePEc:osf:osfxxx:78kad_v1.

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2024Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty?. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202408.

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2025The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202501.

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2024General Equilibrium Model for Monetary Policy Responses to Macroeconomic Instabilities in Developing Economy: A Ghanaian Perspective. (2024). Schaling, Eric ; Alagidede, Imhotep Paul ; Akosah, Nana Kwame. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:13:y:2024:i:2:p:213-272.

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2025Nowcasting GDP using machine learning methods. (2025). de Winter, Jasper ; Pick, Andreas ; Kant, Dennis. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:109:y:2025:i:1:d:10.1007_s10182-024-00515-0.

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2025Threshold mixed data sampling logit model with an application to forecasting US bank failures. (2025). Bai, Jianming ; Ren, Mingjian ; Yang, Lixiong. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:1:d:10.1007_s00181-024-02639-3.

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2025Industry return predictability using health policy uncertainty. (2025). Powell, Robert ; Bannigidadmath, Deepa ; Pham, Thach. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00758-z.

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2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148.

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2024Don€™t Ruin the Surprise: Temporal Aggregation Bias in Structural Innovations. (2024). Snudden, Stephen. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0149.

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2024Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions. (2024). Huber, Florian ; Pruser, Jan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:269-291.

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2024Panel data nowcasting: The case of price–earnings ratios. (2024). Ghysels, Eric ; Ball, Ryan T ; Babii, Andrii ; Striaukas, Jonas. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:292-307.

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2024Forecasting GDP in Europe with textual data. (2024). Barbaglia, Luca ; Consoli, Sergio ; Manzan, Sebastiano. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:338-355.

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2024Nowcasting Norwegian household consumption with debit card transaction data. (2024). Granziera, Eleonora ; Paulsen, Kenneth Sterhagen ; Torstensen, Kjersti Nss ; Aastveit, Knut Are ; Fastb, Tuva Marie. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1220-1244.

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2024BigTech credit and monetary policy transmission: Micro-level evidence from China. (2022). Yu, Changhua ; Qiu, Han ; Li, Xiang ; Huang, Yiping. In: IWH Discussion Papers. RePEc:zbw:iwhdps:182022.

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Works by Claudia Foroni:

Year  ↓Title  ↓Type  ↓Cited  ↓
2022Are low frequency macroeconomic variables important for high frequency electricity prices? In: Papers.
[Full Text][Citation analysis]		paper7
2017Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns In: Staff Working Papers.
[Full Text][Citation analysis]		paper9
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 nother version. Agregated cites: 9		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]		article156
2016Mixed frequency structural vector auto-regressive models In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article12
2013A survey of econometric methods for mixed-frequency data In: Working Paper.
[Full Text][Citation analysis]		paper87
2013A survey of econometric methods for mixed-frequency data.(2013) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 87		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]		paper10
2014Density forecasts with MIDAS models In: Working Paper.
[Full Text][Citation analysis]		paper23
2014Density forecasts with MIDAS models.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2017Density Forecasts With Midas Models.(2017) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2015Labor Supply Factors and Economic Fluctuations In: Working Paper.
[Full Text][Citation analysis]		paper67
2018LABOR SUPPLY FACTORS AND ECONOMIC FLUCTUATIONS.(2018) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		article
2015Using low frequency information for predicting high frequency variables In: Working Paper.
[Full Text][Citation analysis]		paper40
2018Using low frequency information for predicting high frequency variables.(2018) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		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]		paper58
2020Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		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 nother version. Agregated cites: 58		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 nother version. Agregated cites: 58		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 nother version. Agregated cites: 40		paper
2014Markov-Switching Mixed-Frequency VAR Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper16
2015Markov-switching mixed-frequency VAR models.(2015) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2021The impact of the COVID-19 pandemic on the euro area labour market In: Economic Bulletin Articles.
[Full Text][Citation analysis]		article15
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]		article7
2021Digitalisation: channels, impacts and implications for monetary policy in the euro area In: Occasional Paper Series.
[Full Text][Citation analysis]		paper10
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 nother 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]		paper3
2022The financial accelerator mechanism: does frequency matter? In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2022The financial accelerator mechanism: does frequency matter?.(2022) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		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]		article26
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 nother version. Agregated cites: 26		paper
2014A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates In: International Journal of Forecasting.
[Full Text][Citation analysis]		article96
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]		article6
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team