Claudia Foroni : Citation Profile

European Central Bank

13

H index

17

i10 index

809

Citations

RESEARCH PRODUCTION:

16

Articles

29

Papers

RESEARCH ACTIVITY:

   11 years (2011 - 2022). See details.
   Cites by year: 73
   Journals where Claudia Foroni has often published
   Relations with other researchers
   Recent citing documents: 118.    Total self citations: 20 (2.41 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfo230
   Updated: 2026-03-11    RAS profile: 2022-12-28    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Marcellino, Massimiliano (6)

Stevanovic, Dalibor (4)

Gelain, Paolo (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 (25)

GUPTA, RANGAN (21)

Guérin, Pierre (18)

Marcellino, Massimiliano (18)

Götz, Thomas (17)

Rossini, Luca (15)

Baumeister, Christiane (14)

Duarte, Cláudia (12)

McIntyre, Stuart (9)

Stevanovic, Dalibor (9)

Koop, Gary (9)

Cites to:

Marcellino, Massimiliano (83)

Giannone, Domenico (40)

Reichlin, Lucrezia (38)

Schumacher, Christian (36)

Valkanov, Rossen (33)

Santa-Clara, Pedro (26)

Kilian, Lutz (23)

Ravazzolo, Francesco (22)

Clements, Michael (21)

Galvão, Ana (20)

Bergeaud, Antonin (19)

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 (2025 and 2024)

YearTitle of citing document
2024Examining the Impacts of the Pandemic on the Housing Bubble in Hong Kong. (2024). , Edward. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:1:p:27-46.

Full description at Econpapers || Download paper

2024Unit Averaging for Heterogeneous Panels. (2024). Brownlees, Christian ; Morozov, Vladislav. In: Papers. RePEc:arx:papers:2210.14205.

Full description at Econpapers || Download paper

2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2024). Wilms, Ines ; Hecq, Alain ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

Full description at Econpapers || Download paper

2024What drives the European carbon market? Macroeconomic factors and forecasts. (2024). Rossini, Luca ; Bastianin, Andrea ; Qin, Yan ; Mirto, Elisabetta. In: Papers. RePEc:arx:papers:2402.04828.

Full description at Econpapers || Download paper

2024Nowcasting with Mixed Frequency Data Using Gaussian Processes. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Hauzenberger, Niko ; Stelzer, Anna. In: Papers. RePEc:arx:papers:2402.10574.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Comparing predictive ability in presence of instability over a very short time. (2024). Rossini, Luca ; Iacone, Fabrizio ; Viselli, Andrea. In: Papers. RePEc:arx:papers:2405.11954.

Full description at Econpapers || Download paper

2024From day-ahead to mid and long-term horizons with econometric electricity price forecasting models. (2024). Ghelasi, Paul ; Ziel, Florian. In: Papers. RePEc:arx:papers:2406.00326.

Full description at Econpapers || Download paper

2024Nowcasting R&D Expenditures: A Machine Learning Approach. (2024). de Rassenfosse, Ga'Etan ; Aboutorabi, Atin. In: Papers. RePEc:arx:papers:2407.11765.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Modeling European Electricity Market Integration during turbulent times. (2025). Rossini, Luca ; Ravazzolo, Francesco ; Viselli, Andrea. In: Papers. RePEc:arx:papers:2506.23289.

Full description at Econpapers || Download paper

2025Nowcasting and aggregation: Why small Euro area countries matter. (2025). Babii, Andrii ; Striaukas, Jonas ; Ghysels, Eric ; Barbaglia, Luca. In: Papers. RePEc:arx:papers:2509.24780.

Full description at Econpapers || Download paper

2025Explainable Machine Learning for Macroeconomic and Financial Nowcasting: A Decision-Grade Framework for Business and Policy. (2025). Attolico, Luca. In: Papers. RePEc:arx:papers:2512.00399.

Full description at Econpapers || Download paper

2025Risk Scenarios and Macroeconomic Forecasts. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stephane. In: Working Papers. RePEc:bbh:wpaper:24-01.

Full description at Econpapers || Download paper

2025Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Coulombe, Philippe Goulet. In: Working Papers. RePEc:bbh:wpaper:25-04.

Full description at Econpapers || Download paper

2025Risk Scenarios and Macroeconomic Forecasts. (2025). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stphane. In: Staff Working Papers. RePEc:bca:bocawp:25-28.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2026Sentiment and Uncertainty Indices from economic news in Colombia. (2026). Clara, Roco ; Mora-Prez, Dora Alicia ; Orozco-Gallo, Antonio Jos. In: Borradores de Economia. RePEc:bdr:borrec:1340.

Full description at Econpapers || Download paper

2024A Mixed-Frequency Factor Model for Nowcasting French GDP. (2024). Bessec, Marie ; Andre, Julien. In: Working papers. RePEc:bfr:banfra:975.

Full description at Econpapers || Download paper

2025Nowcasting Russian GDP in a Mixed-Frequency DSGE Model with a Panel of Non-Modelled Variables. (2025). Eliseev, Alexander. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:3:p:63-93.

Full description at Econpapers || Download paper

2024Did COVID‐19 induce a reallocation wave?. (2024). Petroulakis, Filippos ; Consolo, Agostino. In: Economica. RePEc:bla:econom:v:91:y:2024:i:364:p:1349-1390.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Nowcasting Inflation at Quantiles: Causality from Commodities. (2024). Caporin, Massimiliano ; Boni, Sara ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps102.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting. (2024). Rauh, Christopher ; Pérez, Javier ; Mueller, Hannes ; Molina Sánchez, Luis ; Diakonova, M ; Prez, J J. In: Janeway Institute Working Papers. RePEc:cam:camjip:2413.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-15.

Full description at Econpapers || Download paper

2024Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806.

Full description at Econpapers || Download paper

2024A forward-looking tracker of negotiated wages in the euro area. (2024). Puente, Sergio ; Pönkä, Harri ; Petroulas, Pavlos ; Martins, Fernando ; Koester, Gerrit ; Gautier, Erwan ; Benatti, Nicola ; Basso, Gaetano ; Bing, Matthias ; Ploj, Gasper ; Antonopoulos, Christos ; Polemidiotis, Marios ; Polichetti, Gaetano ; Fagandini, Bruno ; Peinado, Mario Izquierdo ; Lydon, Reamonn ; Coppens, Barbara ; Roca, Marc ; Damuri, Francesco ; Nizzi, Raffaella ; Monza, Aurora ; Volkerink, Maikel ; Healy, Peter ; Gomez, Angel Luis ; Grnicka, Lucyna ; Colonna, Fabrizio ; Stiglbauer, Alfred ; Pribuiis, Kristupas ; Piryankov, Evgeni ; Zajankauskait, Justina ; Wittekopf, David ; Lindi, Mojca ; Beka, Jan ; Radowski, Daniel ; Doliak, Michal ; Gardin, Giulia ; Saks, Yves ; Duarte, Claudia ; Obstbaum, Meri ; Veiga, Cindy. In: Occasional Paper Series. RePEc:ecb:ecbops:2024338.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025A strategic view on the economic and inflation environment in the euro area. (2025). Wauters, Joris ; Valderrama, Maria ; Röhe, Oke ; Pönkä, Harri ; Paredes, Joan ; Parker, Miles ; Meunier, Baptiste ; Meyler, Aidan ; Manu, Ana-Simona ; Mazelis, Falk ; Kataryniuk, Iván ; Gulan, Adam ; Grimaud, Alex ; De Backer, Bruno ; Checherita Westphal, Cristina ; Benatti, Nicola ; Banbura, Marta ; Venditti, Fabrizio ; Kase, Hanno ; Aguilar, Pablo ; Gareis, Johannes ; Pnk, Harri ; Roma, Moreno ; Luketina, Marko ; Cova, Pietro ; Battistini, Niccol ; Kobayashi, Alicja ; Gallegos, Jose Elias ; Reedik, Reet ; Brand, Claus ; Lawton, Neil ; Hoeberichts, Marco ; Albertazzi, Ugo ; Sigwalt, Antoine ; Lydon, Reamonn ; Dorrucci, Ettore ; Ciccarelli, Matteo ; Muggenthaler-Gerathewohl, Philip ; Goy, Gavin ; Tth, MT ; Bobeica, Elena ; Kornprobst, Antoine ; Angelini, Elena ; Hutchinson, John ; Esposito, Claudia ; Schupp, Fabian ; Martorana, Giulia ; Dedola, Luca ; Kilponen, Juha ; Manzoni, Claudio ; Georgarakos, Dimitris ; Szrfi, Bla ; Dossche, Maarten ; Lisack, Nomie ; Botelho, Vasco ; Hynck, Christian ; Attinasi, Maria Grazia ; Wieland, Elisabeth ; Zimic, Sreko ; Hernndez, Catalina Martnez ; Schmller, Michaela Elfsbacka ; Gross, Johannes ; Bates, Colm ; Burriel, Pablo ; McGregor, Thomas ; Bitter, Lea ; Karakitsios, Alexandros ; Bessonovs, Andrejs ; Speck, Christian ; Modery, Wolfgang ; Falath, Juraj ; Nickel, Christiane ; Martnez-Martin, Jaime ; Bakowska, Katarzyna ; Galati, Gabriele ; Ioannou, Demosthenes ; Beck, Jeanne ; Kazakova, Daria ; Babura, Marta ; Papetti, Andrea ; Durero, Filippo ; Montes-Galdn, Carlos ; Emter, Lorenz ; Moral-Benito, Enrique ; Hahn, Elke ; Zimmer, Hlne ; Lodge, David ; Kasimati, Evangelia ; Bonam, Dennis ; Ili, Ivan ; D'Agostino, Mario ; Christoffel, Kai ; Momferatou, Daphne ; Enders, Almira ; Ilieva, Boryana ; Westermann, Thomas ; Frhling, Annette ; Lenza, Michele ; Kenny, Geoff ; Checherita-Westphal, Cristina ; Ribeiro, Pedro ; Rigato, Rodolfo Dinis ; Osbat, Chiara ; Koester, Gerrit ; Juvonen, Petteri ; Zorko, Robert ; Fritzer, Friedrich ; Pierluigi, Beatrice ; Nuo, Galo ; Lebastard, Laura ; Borgy, Vladimir ; Reichenbachas, Tomas ; Ploj, Gasper ; Landau, Bettina ; Jorra, Markus ; Zizza, Roberta ; Sanchez, Pablo Garcia ; Ortega, Eva ; Priftis, Romanos ; Kuik, Friderike ; Corbisiero, Giuseppe ; Consolo, Agostino ; Ilkova, Ivelina ; Franceschi, Emanuele ; Page, Adrian ; Holton, Sarah ; Kocharkov, Georgi ; Akkaya, Yildiz ; Gumiel, Jos Emilio ; Warmedinger, Thomas ; Prat, Blanca ; Chahad, Mohammed ; Lopez-Garcia, Paloma ; Debono, Nathaniel ; Carvalho, Alexandre ; Krief, Elias ; Foroni, Claudia ; Sagot, Juliette. In: Occasional Paper Series. RePEc:ecb:ecbops:2025371.

Full description at Econpapers || Download paper

2024Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Wieland, Elisabeth ; Menz, Jan-Oliver ; Carstensen, Kai ; Schnorrenberger, Richard ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Mixed-frequency data Sampling Grey system Model: Forecasting annual CO2 emissions in China with quarterly and monthly economic-energy indicators. (2024). An, Yimeng ; Dang, Yaoguo ; Mai, Son T ; Wang, Junjie ; Zhou, Huimin. In: Applied Energy. RePEc:eee:appene:v:370:y:2024:i:c:s0306261924009140.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025A penalized U-MIDAS multinomial logit model with applications to corporate credit ratings. (2025). Jiang, Cuixia ; Xu, Qifa ; Sun, Junwei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082500021x.

Full description at Econpapers || Download paper

2025Time-varying stock return correlation, news shocks, and business cycles. (2025). Metiu, Norbert ; Prieto, Esteban. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002459.

Full description at Econpapers || Download paper

2025Firm entry, endogenous wage moderation, and labor market dynamics. (2025). rossi, lorenza ; Colciago, Andrea ; Fasani, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s001429212400268x.

Full description at Econpapers || Download paper

2025Supply shocks, employment gap, and monetary policy. (2025). Van Zandweghe, Willem ; Kurozumi, Takushi. In: European Economic Review. RePEc:eee:eecrev:v:177:y:2025:i:c:s0014292125000996.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Oil price shocks and the connectedness of US state-level financial markets. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Cunado, Juncal ; Polat, Onur. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008375.

Full description at Econpapers || Download paper

2025A multi-objective ensemble prediction model for interval-valued carbon price based on mixed-frequency data and sub-model selection. (2025). Liu, Jinpei ; Wang, Jiaqi ; Zhao, Xiaoman ; Tao, Zhifu. In: Energy. RePEc:eee:energy:v:326:y:2025:i:c:s0360544225019516.

Full description at Econpapers || Download paper

2025Novel wind speed ensemble forecasting system based on the critic weighing principle of fuzzy information granulation and reverse mixed-frequency modeling. (2025). Yuan, Meilan ; Li, Lue ; Long, Jun. In: Energy. RePEc:eee:energy:v:330:y:2025:i:c:s0360544225020614.

Full description at Econpapers || Download paper

2025Unveiling the drivers of high-frequency carbon price dynamics: A nonlinear fusion approach with irregular events and mixed-frequency data. (2025). Long, Houyin ; Zhuo, Xingxuan ; Zhang, Fangyun ; Lin, Feng. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225035716.

Full description at Econpapers || Download paper

2025The financial life cycle of European SMEs before, during and after crisis periods. What is the role of a countrys financial system?. (2025). Deloof, Marc ; la Rocca, Elvira Tiziana ; Staglian, Raffaele ; Fasano, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004296.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Forecasting stock volatility using time-distance weighting fundamental’s shocks. (2024). Mei, Xueting ; Wang, Xinyu. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324006627.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024A multi-task encoder-dual-decoder framework for mixed frequency data prediction. (2024). Lin, Jiahe ; Michailidis, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:942-957.

Full description at Econpapers || Download paper

2025Nowcasting U.S. state-level CO2 emissions and energy consumption. (2025). Nandi, Shaoni ; Fosten, Jack. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:20-30.

Full description at Econpapers || Download paper

2025A Markov-switching dynamic factor framework for dating global economic cycles. (2025). Basistha, Arabinda. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001123.

Full description at Econpapers || Download paper

2025What goes around comes around: The US climate-economic cycle. (2025). Boss, Konstantin ; Testa, Alessandra. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:85:y:2025:i:c:s0164070425000175.

Full description at Econpapers || Download paper

2024Have the causal effects between equities, oil prices, and monetary policy changed over time?. (2024). Olson, Eric ; Kurov, Alexander ; Wolfe, Marketa Halova. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000655.

Full description at Econpapers || Download paper

2025Is the response of the Slovak labor market asymmetric to output changes?. (2025). Kabt, Ladislav ; Kuchark, Rudolf ; Pitokov, Renta. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000039.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Regional supply, demand and labor shocks on the manufacturing sector during COVID-19 in Mexico. (2024). Colunga-Ramos, Luis Fernando ; Torre, Leonardo E. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:2:s2666143823000340.

Full description at Econpapers || Download paper

2024The information content of conflict, social unrest and policy uncertainty measures for macroeconomic forecasting. (2024). Rauh, Christopher ; Pérez, Javier ; Molina, Luis ; Diakonova, Marina ; Prez, Javier J ; Mueller, Hannes. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000127.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025(Re-)Connecting inflation and the labor market: A tale of two curves. (2025). Ahn, Hie Joo ; Rudd, Jeremy B. In: Journal of Monetary Economics. RePEc:eee:moneco:v:153:y:2025:i:c:s0304393225000674.

Full description at Econpapers || Download paper

2025From day-ahead to mid and long-term horizons with econometric electricity price forecasting models. (2025). Ghelasi, Paul ; Ziel, Florian. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:217:y:2025:i:c:s1364032125003570.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024What drives the European carbon market? Macroeconomic factors and forecasts. (2024). Rossini, Luca ; Bastianin, Andrea ; Qin, Yan ; Mirto, Elisabetta. In: Working Papers. RePEc:fem:femwpa:2024.02.

Full description at Econpapers || Download paper

2025Modeling European electricity market integration during turbulent times. (2025). Rossini, Luca ; Ravazzolo, Francesco ; Viselli, Andrea. In: Working Papers. RePEc:fem:femwpa:2025.25.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024On Stock Volatility Forecasting under Mixed-Frequency Data Based on Hybrid RR-MIDAS and CNN-LSTM Models. (2024). Hong, Yuxuan ; Song, Yuping ; Ma, Wenfeng. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:10:p:1538-:d:1395182.

Full description at Econpapers || Download paper

2025An Adaptive Evolutionary Causal Dynamic Factor Model. (2025). Wei, Qian ; Zhang, Heng-Guo. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:11:p:1891-:d:1672599.

Full description at Econpapers || Download paper

2024Does State Dependence Matter in Relation to Oil Price Shocks on Global Economic Conditions ?. (2024). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles ; Sullivan, Adam. In: Post-Print. RePEc:hal:journl:hal-04678758.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic. (2024). Song, Dongho ; Schorfheide, Frank. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2024:q:4:a:5.

Full description at Econpapers || Download paper

2024Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers. (2024). Mikhaylov, Alexey ; Yuksel, Serhat ; Bhatti, Ishaq M ; Diner, Hasan. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10341-8.

Full description at Econpapers || Download paper

2025Unleashing the Potential of Mixed Frequency Data: Measuring Risk with Dynamic Tail Index Regression Model. (2025). Tian, Boping. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10592-7.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests. (2024). GUPTA, RANGAN ; Aye, Goodness C ; Hassapis, Christis ; Christou, Christina. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:2:d:10.1007_s11146-022-09919-8.

Full description at Econpapers || Download paper

2024Striking a Bargain: Narrative Identification of Wage Bargaining Shocks. (2024). Sokol, Andrej ; Budrys, Žymantas ; Porqueddu, Mario. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:121.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Dynamic linkages and determinants of sovereign CDS and exchange rates: evidence from G7 and BRICS. (2025). Su, Min ; Ren, Yixuan ; Niu, Yifang ; Wang, Zhen. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04985-8.

Full description at Econpapers || Download paper

2024Exploring Nowcasting Techniques for Real-Time GDP Estimation in Bhutan. (2024). Phuntsho, Karma Minjur. In: MPRA Paper. RePEc:pra:mprapa:121380.

Full description at Econpapers || Download paper

2024A High-frequency Monthly Measure of Real Economic Activity in Pakistan. (2024). Mahmood, Asif ; Masood, Hina. In: MPRA Paper. RePEc:pra:mprapa:121838.

Full description at Econpapers || Download paper

2025Quantile Analysis of Oil Price Shocks and Stock Market Performance: A European Perspective. (2025). Audi, Marc ; Ali, Amjad ; Poulin, Marc ; Ahmad, Khalil. In: MPRA Paper. RePEc:pra:mprapa:124295.

Full description at Econpapers || Download paper

2025Nowcasting Malagasy real GDP using energy data: a MIDAS approach. (2025). Ramaharo, Franck. In: MPRA Paper. RePEc:pra:mprapa:126629.

Full description at Econpapers || Download paper

2024Climate Change and Growth Dynamics. (2024). Jiang, Wei ; GUPTA, RANGAN ; Nandnaba, Sarah. In: Working Papers. RePEc:pre:wpaper:202404.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Mixed Frequency Machine Learning Forecasting of the Growth of Real Gross Fixed Capital Formation in the United States: The Role of Extreme Weather Conditions. (2025). GUPTA, RANGAN ; Markovski, Minko ; Cepni, Oguzhan ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202520.

Full description at Econpapers || Download paper

2024Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator. (2024). Hartigan, Luke ; Rosewall, Tom. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2024-04.

Full description at Econpapers || Download paper

2025Modeling European Electricity Market Integration during turbulent times. (2025). Rossini, Luca ; Ravazzolo, Francesco ; Viselli, Andrea. In: Working Paper series. RePEc:rim:rimwps:25-06.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Nowcasting and short-term forecasting of G-20 countries GDP with endogenous regime-switching MIDAS models. (2025). Stankevich, Ivan. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:3:d:10.1007_s00181-025-02771-8.

Full description at Econpapers || Download paper

2025Heterogeneous impacts of fundamentals on gold market risk using regime switching quantile-based GARCH-MIDAS model. (2025). Wang, Xinyu ; Shi, Song ; Cheng, Qiuying. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:3:d:10.1007_s00181-025-02772-7.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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]		paper12
2017Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns In: Staff Working Papers.
[Full Text][Citation analysis]		paper10
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: 10		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]		article172
2016Mixed frequency structural vector auto-regressive models In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article13
2013A survey of econometric methods for mixed-frequency data In: Working Paper.
[Full Text][Citation analysis]		paper88
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: 88		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]		paper24
2017Density Forecasts With Midas Models.(2017) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
2015Labor Supply Factors and Economic Fluctuations In: Working Paper.
[Full Text][Citation analysis]		paper72
2018LABOR SUPPLY FACTORS AND ECONOMIC FLUCTUATIONS.(2018) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		article
2015Using low frequency information for predicting high frequency variables In: Working Paper.
[Full Text][Citation analysis]		paper49
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: 49		article
2015Forecasting commodity currencies: the role of fundamentals with short-lived predictive content In: Working Paper.
[Full Text][Citation analysis]		paper4
2014Density forecasts with MIDAS models In: Working Papers.
[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]		paper64
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: 64		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: 64		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: 64		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]		paper20
2015Markov-switching mixed-frequency VAR models.(2015) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		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]		article8
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]		paper1
2017Explaining the time-varying effects of oil market shocks on US stock returns In: Economics Letters.
[Full Text][Citation analysis]		article30
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: 30		paper
2014A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates In: International Journal of Forecasting.
[Full Text][Citation analysis]		article99
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]		article21
2019Mixed‐frequency models with moving‐average components In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article6

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team