Claudia Foroni : Citation Profile

Are you Claudia Foroni?

European Central Bank

12

H index

13

i10 index

642

Citations

RESEARCH PRODUCTION:

16

Articles

29

Papers

RESEARCH ACTIVITY:

   11 years (2011 - 2022). See details.
   Cites by year: 58
   Journals where Claudia Foroni has often published
   Relations with other researchers
   Recent citing documents: 59.    Total self citations: 20 (3.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfo230
   Updated: 2024-01-16    RAS profile: 2022-12-28    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Marcellino, Massimiliano (7)

Stevanovic, Dalibor (5)

Vivian, Lara (2)

Ravazzolo, Francesco (2)

Rossini, Luca (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)

Götz, Thomas (17)

Guérin, Pierre (17)

Marcellino, Massimiliano (15)

Baumeister, Christiane (14)

GUPTA, RANGAN (14)

Koop, Gary (10)

McIntyre, Stuart (9)

Rusnák, Marek (8)

Perez Quiros, Gabriel (7)

Salisu, Afees (7)

Cites to:

Marcellino, Massimiliano (79)

Giannone, Domenico (38)

Reichlin, Lucrezia (36)

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
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 Bank7
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Economics Working Papers / European University Institute2

Recent works citing Claudia Foroni (2024 and 2023)

YearTitle of citing document
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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Panel Data Nowcasting: The Case of Price-Earnings Ratios. (2023). Striaukas, Jonas ; Ghysels, Eric ; Ball, Ryan T ; Babii, Andrii. In: Papers. RePEc:arx:papers:2307.02673.

Full description at Econpapers || Download paper

2023A supply-side GDP nowcasting model. (2023). Cerezo, Alejandro Fernandez. In: Economic Bulletin. RePEc:bde:journl:y:2023:i:01:n:18.

Full description at Econpapers || Download paper

2023Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1425_23.

Full description at Econpapers || Download paper

2023Effects of Supply, Demand, and Labor Market Shocks in the Mexican Manufacturing Sector. (2023). Leonardo, Torre Cepeda ; Fernando, Colunga L. In: Working Papers. RePEc:bdm:wpaper:2023-10.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Monitoring Banking System Connectedness with Big Data. (2023). Lopez, Jose ; Hale, Galina. In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt17h5v7rj.

Full description at Econpapers || Download paper

2023Drivers of Large Recessions and Monetary Policy Responses. (2023). Villa, Stefania ; Melina, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10590.

Full description at Econpapers || Download paper

2023The COVID-19 recession on both sides of the Atlantic: A model-based comparison. (2023). Vogel, Lukas ; Ratto, Marco ; Pfeiffer, Philipp ; Cardani, Roberta. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2023014.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Consumption effects of job loss expectations: new evidence for the euro area. (2023). Weissler, Marco ; Rusinova, Desislava ; da Silva, Antonio Dias. In: Working Paper Series. RePEc:ecb:ecbwps:20232817.

Full description at Econpapers || Download paper

2023What drives core inflation? The role of supply shocks. (2023). Bobeica, Elena ; Babura, Marta ; Hernandez, Catalina Martinez. In: Working Paper Series. RePEc:ecb:ecbwps:20232875.

Full description at Econpapers || Download paper

2023Did the policy responses influence credit and business cycle co-movement during the COVID-19 crisis? Evidence from Indonesia. (2023). Indawan, Fiskara ; Sasongko, Aryo ; Prabheesh, K P. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:243-255.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160.

Full description at Econpapers || Download paper

2023Unconventional monetary policy and economic inequality. (2023). Davtyan, Karen. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s026499932300192x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023The asymmetric impact of COVID-19: A novel approach to quantifying financial distress across industries. (2023). Nikolov, Plamen ; Simons, Wouter ; Hobza, Alexandr ; Canton, Erik ; Archanskaia, Elizaveta. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123001381.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023A novel methanol-electricity cogeneration system based on the integration of water electrolysis and plasma waste gasification. (2023). Jiang, Xue ; Dong, Yuehong ; Xu, Gang ; Pan, Peiyuan ; Qiao, Shichao ; Chen, Heng ; Wang, Yuting. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203376x.

Full description at Econpapers || Download paper

2023Technology adoption and specialized labor. (2023). Pulina, Giuseppe ; Carroni, Elias ; Delogu, Marco. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:249-259.

Full description at Econpapers || Download paper

2023The economic impact of conflict-related and policy uncertainty shocks: The case of Russia. (2023). Perez, Javier J ; Molina, Luis ; Ghirelli, Corinna ; Diakonova, Marina. In: International Economics. RePEc:eee:inteco:v:174:y:2023:i:c:p:69-90.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data. (2023). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1122-1144.

Full description at Econpapers || Download paper

2023Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412.

Full description at Econpapers || Download paper

2023Measuring the effects of large-scale asset purchases: The role of international financial markets and the financial accelerator. (2023). Gibbs, Christopher ; Gelfer, Sacha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001942.

Full description at Econpapers || Download paper

2023Currency exchange rate predictability: The new power of Bitcoin prices. (2023). Zhang, Zhengjun ; Feng, Wenjun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:132:y:2023:i:c:s0261560623000128.

Full description at Econpapers || Download paper

2023Working from home and corporate real estate. (2023). Bergeaud, Antonin ; Henricot, Dorian ; Garcia, Thomas ; Eymeoud, Jean-Benoit. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:99:y:2023:i:c:s0166046223000133.

Full description at Econpapers || Download paper

2023Effects of Crude Oil Price Shocks on Stock Markets and Currency Exchange Rates in the Context of Russia-Ukraine Conflict: Evidence from G7 Countries. (2023). Paul, Biswajit ; Bagchi, Bhaskar. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:64-:d:1045044.

Full description at Econpapers || Download paper

2023Macroeconomic forecasting in Poland: lessons from the external shocks. (2023). Rybacki, Jakub ; Gniazdowski, Micha. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:53:y:2023:i:1:p:45-64.

Full description at Econpapers || Download paper

2023Social Dialogue in Defence of Vulnerable Groups in Post-COVID-19 Labour Markets. EU-Level Report. (2023). Singh, Garima ; Boonjubun, Chaitawat ; van Gerven, Minna. In: SocArXiv. RePEc:osf:socarx:qehks.

Full description at Econpapers || Download paper

2023Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: CEIS Research Paper. RePEc:rtv:ceisrp:559.

Full description at Econpapers || Download paper

2023Hybrid ARDL-MIDAS-Transformer time-series regressions for multi-topic crypto market sentiment driven by price and technology factors. (2023). Ames, Matthew ; Peters, Gareth W ; Chalkiadakis, Ioannis. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:2:d:10.1007_s42521-023-00079-9.

Full description at Econpapers || Download paper

2023Forecasting GDP with many predictors in a small open economy: forecast or information pooling?. (2023). Han, Daniel ; Fei, Yijie ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02356-9.

Full description at Econpapers || Download paper

2023Nowcasting Turkish Food Inflation Using Daily Online Prices. (2023). Yazgan, Ege M ; Soybilgen, Bari ; Kaya, Huseyin. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00084-2.

Full description at Econpapers || Download paper

2023Nowcasting India’s Quarterly GDP Growth: A Factor-Augmented Time-Varying Coefficient Regression Model (FA-TVCRM). (2023). Mundle, Sudipto ; Bhandari, Bornali ; Bhattacharya, Rudrani. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:1:d:10.1007_s40953-022-00335-6.

Full description at Econpapers || Download paper

2023Mixed frequency composite indicators for measuring public sentiment in the EU. (2023). Scepi, Germana ; Spano, Maria ; Misuraca, Michelangelo ; Mattera, Raffaele. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01468-9.

Full description at Econpapers || Download paper

2023Covid-19 outbreak and beyond: a retrospect on the information content of short-time workers for GDP now- and forecasting. (2023). Kaufmann, Sylvia. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00106-x.

Full description at Econpapers || Download paper

2023The D-model for GDP nowcasting. (2023). Degiannakis, Stavros. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00109-8.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Oil price volatility and stock returns: Evidence from three oil?price wars. (2023). Mughal, Mazhar ; Ahmed, Junaid ; Khan, Imtiaz Hussain. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3162-3182.

Full description at Econpapers || Download paper

2023Real?time macroeconomic projection using narrative central bank communication. (2023). Chen, Liangyuan ; Zhang, Yifan ; Fan, Jiacheng ; Lin, Jianhao. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:202-221.

Full description at Econpapers || Download paper

2023Fiscal targets. A guide to forecasters?. (2023). Pérez, Javier ; Perez Quiros, Gabriel ; Paredes, Joan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:472-492.

Full description at Econpapers || Download paper

2023Nowcasting from cross?sectionally dependent panels. (2023). Nandi, Shaoni ; Fosten, Jack. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:898-919.

Full description at Econpapers || Download paper

2023Nowcasting inflation with Lasso?regularized vector autoregressions and mixed frequency data. (2023). Tancioni, Massimiliano ; Ciganovic, Milos ; Aliaj, Tesi. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:464-480.

Full description at Econpapers || Download paper

2023El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Epni, Ouzhan ; Bonato, Matteo. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:785-801.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023BigTech 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.

Full description at Econpapers || Download paper

Works by Claudia Foroni:

YearTitleTypeCited
2022Are low frequency macroeconomic variables important for high frequency electricity prices? In: Papers.
[Full Text][Citation analysis]		paper1
2017Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns In: Staff Working Papers.
[Full Text][Citation analysis]		paper8
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: 8		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]		article126
2016Mixed frequency structural vector auto-regressive models In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article10
2013A survey of econometric methods for mixed-frequency data In: Working Paper.
[Full Text][Citation analysis]		paper83
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: 83		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 nother version. Agregated cites: 21		paper
2017Density Forecasts With Midas Models.(2017) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		article
2015Labor Supply Factors and Economic Fluctuations In: Working Paper.
[Full Text][Citation analysis]		paper58
2018LABOR SUPPLY FACTORS AND ECONOMIC FLUCTUATIONS.(2018) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		article
2015Using low frequency information for predicting high frequency variables In: Working Paper.
[Full Text][Citation analysis]		paper31
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: 31		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]		paper47
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: 47		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: 47		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: 47		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]		paper15
2015Markov-switching mixed-frequency VAR models.(2015) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother 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]		article12
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]		article4
2021Digitalisation: channels, impacts and implications for monetary policy in the euro area In: Occasional Paper Series.
[Full Text][Citation analysis]		paper8
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]		paper2
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]		article25
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: 25		paper
2014A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates In: International Journal of Forecasting.
[Full Text][Citation analysis]		article83
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team