12
H index
15
i10 index
750
Citations
European Central Bank | 12 H index 15 i10 index 750 Citations RESEARCH PRODUCTION: 16 Articles 29 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Claudia Foroni. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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International Journal of Forecasting | 4 |
Journal of Applied Econometrics | 3 |
Economic Bulletin Boxes | 2 |
Journal of the Royal Statistical Society Series A | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Paper Series / European Central Bank | 7 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 4 |
Economics Working Papers / European University Institute | 2 |
Year | Title of citing document |
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2024 | What drives the European carbon market? Macroeconomic factors and forecasts. (2024). Rossini, Luca ; Bastianin, Andrea ; Qin, Yan ; Mirto, Elisabetta. In: FEEM Working Papers. RePEc:ags:feemwp:339740. Full description at Econpapers || Download paper |
2024 | Unit Averaging for Heterogeneous Panels. (2024). Brownlees, Christian ; Morozov, Vladislav. In: Papers. RePEc:arx:papers:2210.14205. Full description at Econpapers || Download paper |
2024 | Hierarchical 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 |
2024 | What 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 |
2024 | Bayesian 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 |
2024 | Comparing 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 |
2024 | From 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 |
2024 | Nowcasting 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 |
2024 | Dual 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 |
2025 | High-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 |
2024 | Risk 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 |
2024 | Nowcasting 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 |
2024 | Did 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 |
2024 | Future 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 |
2024 | Nowcasting 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 |
2024 | The 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 |
2024 | The 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 |
2024 | Risk 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 |
2024 | Harnessing 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 |
2024 | A 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 |
2024 | Digitalisation 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 |
2024 | The 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 |
2024 | Forecasting 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 |
2024 | Mixed-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 |
2024 | Predicting 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 |
2024 | A 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 |
2024 | Volatility 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 |
2024 | Economic 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 |
2024 | Harnessing 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 |
2024 | Sovereign 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 |
2024 | Forecasting 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 |
2024 | Words 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 |
2024 | A 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 |
2024 | The 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 |
2024 | Effect 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 |
2024 | Regional 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 |
2024 | Destabilizing 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 |
2024 | Forecasting 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 |
2024 | Forecasting 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 |
2024 | What 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 |
2024 | Approaches 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 |
2024 | On 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 |
2024 | Does 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 |
2025 | Identifying 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 |
2024 | REINVIGORATING 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 |
2024 | Integrated 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 |
2025 | Unleashing 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 |
2025 | Germany’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 |
2024 | High-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 |
2024 | Striking 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 |
2024 | Bargaining 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 |
2024 | Bargaining 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 |
2024 | Exploring 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 |
2024 | A 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 |
2025 | Quantile Analysis of Oil Price Shocks and Stock Market Performance: A European Perspective. (2025). Audi, Marc ; Ali, Amjad ; Ahmad, Khalil ; Poulin, Marc. In: MPRA Paper. RePEc:pra:mprapa:124295. Full description at Econpapers || Download paper |
2024 | Climate Change and Growth Dynamics. (2024). Jiang, Wei ; GUPTA, RANGAN ; Nandnaba, Sarah. In: Working Papers. RePEc:pre:wpaper:202404. Full description at Econpapers || Download paper |
2024 | Forecasting 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 |
2025 | The 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 |
2024 | Nowcasting 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 |
2024 | General 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 |
2025 | Nowcasting 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 |
2025 | Threshold 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 |
2025 | Industry 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 |
2024 | Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates. (2024). Omer, Talha ; Sjolander, Par ; Mnsson, Kristofer ; Golam, B M. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:5:d:10.1007_s00362-023-01520-2. Full description at Econpapers || Download paper |
2024 | The evolution of (post) pandemic labour market outcomes of older workers in Europe. (2024). Buia, Raluca Elena ; Simonetti, Irene ; Brugiavini, Agar. In: Working Papers. RePEc:ven:wpaper:2024:10. Full description at Econpapers || Download paper |
2024 | Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148. Full description at Econpapers || Download paper |
2024 | Don€™t Ruin the Surprise: Temporal Aggregation Bias in Structural Innovations. (2024). Snudden, Stephen. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0149. Full description at Econpapers || Download paper |
2024 | An unrestricted MIDAS ordered logit model with applications to credit ratings. (2024). Zhao, Tingting ; Xu, Qifa ; Hu, Dan ; Jiang, Cuixia. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:2722-2739. Full description at Econpapers || Download paper |
2024 | Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions. (2024). Huber, Florian ; Pruser, Jan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:269-291. Full description at Econpapers || Download paper |
2024 | Panel data nowcasting: The case of price–earnings ratios. (2024). Babii, Andrii ; Ball, Ryan T ; Striaukas, Jonas ; Ghysels, Eric. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:292-307. Full description at Econpapers || Download paper |
2024 | Forecasting GDP in Europe with textual data. (2024). Barbaglia, Luca ; Consoli, Sergio ; Manzan, Sebastiano. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:338-355. Full description at Econpapers || Download paper |
2024 | Nowcasting Euro area GDP with news sentiment: A tale of two crises. (2024). Saiz, Lorena ; Ashwin, Julian ; Kalamara, Eleni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:887-905. Full description at Econpapers || Download paper |
2024 | The shale oil boom and the US economy: Spillovers and time‐varying effects. (2024). Bjørnland, Hilde ; Skretting, Julia ; Bjrnland, Hilde C. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:6:p:1000-1020. Full description at Econpapers || Download paper |
2024 | Nowcasting Norwegian household consumption with debit card transaction data. (2024). Aastveit, Knut Are ; Fastb, Tuva Marie ; Granziera, Eleonora ; Paulsen, Kenneth Sterhagen ; Torstensen, Kjersti Nss. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1220-1244. Full description at Econpapers || Download paper |
2025 | Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens. (2025). Castelnuovo, Efrem ; Mori, Lorenzo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:1:p:89-107. Full description at Econpapers || Download paper |
2025 | Exploring Multisource High‐Dimensional Mixed‐Frequency Risks in the Stock Market: A Group Penalized Reverse Unrestricted Mixed Data Sampling Approach. (2025). Luo, Shunfei ; Cao, Yan ; Zhuo, Xingxuan. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:459-473. Full description at Econpapers || Download paper |
2024 | Bigtech credit, small business, and monetary policy transmission: Theory and evidence. (2024). Yu, Changhua ; QIU, HAN ; Huang, Yiping ; Li, Xiang. In: IWH Discussion Papers. RePEc:zbw:iwhdps:182022. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2022 | Are low frequency macroeconomic variables important for high frequency electricity prices? In: Papers. [Full Text][Citation analysis] | paper | 7 |
2017 | Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns In: Staff Working Papers. [Full Text][Citation analysis] | paper | 9 |
2018 | Assessing the predictive ability of sovereign default risk on exchange rate returns.(2018) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2015 | Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 157 |
2016 | Mixed frequency structural vector auto-regressive models In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 12 |
2013 | A survey of econometric methods for mixed-frequency data In: Working Paper. [Full Text][Citation analysis] | paper | 87 |
2013 | A survey of econometric methods for mixed-frequency data.(2013) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
2013 | Mixed frequency structural models: estimation, and policy analysis In: Working Paper. [Full Text][Citation analysis] | paper | 6 |
2014 | Mixed frequency structural VARs In: Working Paper. [Full Text][Citation analysis] | paper | 10 |
2014 | Density forecasts with MIDAS models In: Working Paper. [Full Text][Citation analysis] | paper | 24 |
2014 | Density forecasts with MIDAS models.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2017 | Density Forecasts With Midas Models.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
2015 | Labor Supply Factors and Economic Fluctuations In: Working Paper. [Full Text][Citation analysis] | paper | 67 |
2018 | LABOR SUPPLY FACTORS AND ECONOMIC FLUCTUATIONS.(2018) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | article | |
2015 | Using low frequency information for predicting high frequency variables In: Working Paper. [Full Text][Citation analysis] | paper | 42 |
2018 | Using 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: 42 | article | |
2015 | Forecasting commodity currencies: the role of fundamentals with short-lived predictive content In: Working Paper. [Full Text][Citation analysis] | paper | 4 |
2020 | Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 58 |
2020 | Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
2020 | Forecasting the Covid-19 recession and recovery: lessons from the financial crisis.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
2022 | Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis.(2022) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | article | |
2017 | Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | U-MIDAS: MIDAS regressions with unrestricted lag polynomials In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 40 |
2011 | U-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 | |
2014 | Markov-Switching Mixed-Frequency VAR Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
2015 | Markov-switching mixed-frequency VAR models.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2021 | The impact of the COVID-19 pandemic on the euro area labour market In: Economic Bulletin Articles. [Full Text][Citation analysis] | article | 15 |
2020 | Regional labour market developments during the great financial crisis and subsequent recovery In: Economic Bulletin Boxes. [Full Text][Citation analysis] | article | 1 |
2020 | Short-time work schemes and their effects on wages and disposable income In: Economic Bulletin Boxes. [Full Text][Citation analysis] | article | 7 |
2021 | Digitalisation: channels, impacts and implications for monetary policy in the euro area In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 10 |
2018 | Mixed frequency models with MA components In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2018 | Mixed frequency models with MA components.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2019 | Forecasting daily electricity prices with monthly macroeconomic variables In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2019 | Much ado about nothing? The shale oil revolution and the global supply curve In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2021 | A mixed frequency BVAR for the euro area labour market In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2022 | The financial accelerator mechanism: does frequency matter? In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2022 | The financial accelerator mechanism: does frequency matter?.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2022 | Explaining deviations from Okun’s law In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2017 | Explaining the time-varying effects of oil market shocks on US stock returns In: Economics Letters. [Full Text][Citation analysis] | article | 29 |
2017 | Explaining 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: 29 | paper | |
2014 | A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 96 |
2012 | A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables In: Economics Working Papers. [Full Text][Citation analysis] | paper | 7 |
2017 | A daily indicator of economic growth for the euro area In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 6 |
2014 | MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 20 |
2019 | Mixed‐frequency models with moving‐average components In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 3 |
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