Claudia Foroni : Citation Profile

Are you Claudia Foroni?

European Central Bank

12

H index

13

i10 index

629

Citations

RESEARCH PRODUCTION:

16

Articles

29

Papers

RESEARCH ACTIVITY:

   11 years (2011 - 2022). See details.
   Cites by year: 57
   Journals where Claudia Foroni has often published
   Relations with other researchers
   Recent citing documents: 120.    Total self citations: 20 (3.08 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfo230
   Updated: 2023-11-04    RAS profile: 2022-12-28    
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Relations with other researchers

Works with:

Marcellino, Massimiliano (10)

Stevanovic, Dalibor (7)

Ravazzolo, Francesco (3)

Furlanetto, Francesco (2)

Vivian, Lara (2)

Gelain, Paolo (2)

Rossini, Luca (2)

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

Is cited by:

Hecq, Alain (21)

Guérin, Pierre (17)

Götz, Thomas (17)

Marcellino, Massimiliano (15)

Baumeister, Christiane (14)

GUPTA, RANGAN (14)

Koop, Gary (10)

McIntyre, Stuart (9)

Rusnák, Marek (8)

Siliverstovs, Boriss (7)

Perez Quiros, Gabriel (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)

Clements, Michael (18)

Galvão, Ana (18)

bloom, nicholas (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 (2023 and 2022)

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

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

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

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

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

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

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

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

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

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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.

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

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

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2022.

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

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

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

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

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2022Seismonomics: Listening to the heartbeat of the economy. (2022). Tiozzo Pezzoli, Luca ; Tosetti, Elisa. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:s2:p:s288-s309.

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

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

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

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

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

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

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

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

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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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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.

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

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2022Striking a bargain: narrative identification of wage bargaining shocks. (2022). Sokol, Andrej ; Porqueddu, Mario ; Budrys, Ymantas. In: Research Bulletin. RePEc:ecb:ecbrbu:2022:0098:.

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

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

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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.

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

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

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

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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.

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

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

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

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

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

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

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

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

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

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

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

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

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

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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.

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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.

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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.

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

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

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2022How do oil prices affect emerging market sovereign bond spreads?. (2022). Lin, Tzu-Yu ; Huang, Shiangtsz ; Chen, Shiu-Sheng . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001036.

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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.

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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.

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2022Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis. (2022). Al Ajlouni, Ahmed ; Chaibi, Anis ; Beljid, Makram ; Yousaf, Imran. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000592.

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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.

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2022Non-linear cointegration between oil and stock prices: The role of interest rates. (2022). Perez-Soba, Ines ; Marquez-De, Elena ; Martinez-Caete, Ana R. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001343.

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2022Linkage dynamics of sovereign credit risk and financial markets: A bibliometric analysis. (2022). Singh, Vipul Kumar ; Kumar, Pawan ; Bajaj, Vimmy. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001872.

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2022Forecasting economic activity using preselected predictors: the case of Cyprus. (2022). Pashourtidou, Nicoletta ; Anaxagorou, Christiana. In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:16:y:2022:i:1:p:11-36.

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2022Comparing the Macroeconomic Policy Measures across the G20 The Crisis Response is a Long-Term Marathon. (2022). Brunelli, Matteo ; Granelli, Lucia. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:158.

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2022Money Supply and Inflation after COVID-19. (2022). Lee, Sunhyung ; Gharehgozli, Orkideh. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:5:p:101-:d:804393.

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2022Nowcasting GDP: An Application to Portugal. (2022). Fernandes, Pedro Afonso ; Assuno, Joo B. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:3:p:39-731:d:888657.

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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.

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2022.

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2022The State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict. (2022). Gupta, Rangan ; Sheng, Xin. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:18:p:11299-:d:910507.

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2022Measuring Financial Sustainability and Social Adequacy of the Italian NDC Pension System under the COVID-19 Pandemic. (2022). Menzietti, Massimiliano ; Levantesi, Susanna ; Fratoni, Lorenzo. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:23:p:16274-:d:994843.

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2022Chinese Economic Growth Projections Based on Mixed Data of Carbon Emissions under the COVID-19 Pandemic. (2022). Zheng, Binbin ; Huang, Juan ; Liu, Tao ; Xie, Luze ; Fu, Rong. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:24:p:16762-:d:1003229.

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2022Forecasting GDP growth using stock returns in Japan: A factor-augmented MIDAS approach. (2022). Morita, Hiroshi. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-118.

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2022Monetary policy transmission and income inequality in Sub-Saharan Africa. (2022). Ahiadorme, Johnson Worlanyo. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:3:d:10.1007_s10644-021-09358-0.

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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.

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2022Planning for the “Expected Unexpected”: Work and Retirement in the U.S. After the COVID-19 Pandemic Shock. (2022). Freeman, Richard. In: NBER Working Papers. RePEc:nbr:nberwo:29653.

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2022Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model. (2022). Kohns, David ; Bhattacharjee, Arnab. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:538.

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2022Strategi Ekonomi Bisnis dalam Upaya Menghadapi Ancaman Resesi 2023. (2022). Pambudi, Anggoro Dimas. In: OSF Preprints. RePEc:osf:osfxxx:j3dpm.

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2022Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens. (2022). Castelnuovo, Efrem ; Mori, Lorenzo. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0291.

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2022Business forecasting during the pandemic. (2022). O'Trakoun, John ; Otrakoun, John. In: Business Economics. RePEc:pal:buseco:v:57:y:2022:i:3:d:10.1057_s11369-022-00267-2.

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2022Business Cycle Accounting for the COVID-19 Recession. (2022). Fernandes, Daniel. In: MPRA Paper. RePEc:pra:mprapa:111577.

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2022The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index. (2022). Rossini, Luca ; Gupta, Rangan ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202229.

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2022On the identification of the oil-stock market relationship. (2022). Panagiotidis, Theodore ; Arampatzidis, Ioannis. In: Working Paper series. RePEc:rim:rimwps:22-15.

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

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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.

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2022Macroeconometric forecasting using a cluster of dynamic factor models. (2022). Glocker, Christian ; Kaniovski, Serguei. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02129-w.

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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.

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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.

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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.

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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.

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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.

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2022Common Drivers of Commodity Futures?. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Klein, Tony ; Dudda, Tom. In: Working Papers. RePEc:use:tkiwps:2207.

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2022Forecasting Domestic Tourism across Regional Destinations through MIDAS Regressions.. (2022). Zoia, Maria Grazia ; Osti, Linda ; Nava, Consuelo R. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202207.

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

Works by Claudia Foroni:

YearTitleTypeCited
2022Are low frequency macroeconomic variables important for high frequency electricity prices? In: Papers.
[Full Text][Citation analysis]		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.
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This paper has another 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]		article123
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]		paper80
2013A survey of econometric methods for mixed-frequency data.(2013) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80		paper
2013Mixed frequency structural models: estimation, and policy analysis In: Working Paper.
[Full Text][Citation analysis]		paper6
2014Mixed frequency structural VARs In: Working Paper.
[Full Text][Citation analysis]		paper9
2014Density forecasts with MIDAS models In: Working Paper.
[Full Text][Citation analysis]		paper21
2014Density forecasts with MIDAS models.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2017Density Forecasts With Midas Models.(2017) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		article
2015Labor Supply Factors and Economic Fluctuations In: Working Paper.
[Full Text][Citation analysis]		paper57
2018LABOR SUPPLY FACTORS AND ECONOMIC FLUCTUATIONS.(2018) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		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 another 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]		paper46
2020Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46		paper
2020Forecasting the Covid-19 recession and recovery: lessons from the financial crisis.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46		paper
2022Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis.(2022) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46		article
2017Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2012U-MIDAS: MIDAS regressions with unrestricted lag polynomials In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper40
2011U-MIDAS: MIDAS regressions with unrestricted lag polynomials.(2011) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40		paper
2014Markov-Switching Mixed-Frequency VAR Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper15
2015Markov-switching mixed-frequency VAR models.(2015) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		article
2021The impact of the COVID-19 pandemic on the euro area labour market In: Economic Bulletin Articles.
[Full Text][Citation analysis]		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]		article3
2021Digitalisation: channels, impacts and implications for monetary policy in the euro area In: Occasional Paper Series.
[Full Text][Citation analysis]		paper7
2018Mixed frequency models with MA components In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2018Mixed frequency models with MA components.(2018) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2019Forecasting daily electricity prices with monthly macroeconomic variables In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2019Much ado about nothing? The shale oil revolution and the global supply curve In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2021A mixed frequency BVAR for the euro area labour market In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2022The financial accelerator mechanism: does frequency matter? In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2022The financial accelerator mechanism: does frequency matter?.(2022) In: Working Papers.
[Full Text][Citation analysis]
This paper has another 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 another 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]		article80
2012A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables In: Economics Working Papers.
[Full Text][Citation analysis]		paper7
2017A daily indicator of economic growth for the euro area In: International Journal of Computational Economics and Econometrics.
[Full Text][Citation analysis]		article4
2014MIXED?FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article20
2019Mixed?frequency models with moving?average components In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article3

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