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Claudia Foroni

Personal Details

First Name:Claudia
Middle Name:
Last Name:Foroni
Suffix:
RePEc Short-ID:pfo230
[This author has chosen not to make the email address public]

Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Foroni, Claudia & Furlanetto, Francesco, 2022. "Explaining Deviations from Okun's Law," CEPR Discussion Papers 17369, C.E.P.R. Discussion Papers.
  2. Foroni, Claudia & Gelain, Paolo & Marcellino, Massimiliano, 2022. "The financial accelerator mechanism: does frequency matter?," Working Paper Series 2637, European Central Bank.
  3. Consolo, Agostino & Cette, Gilbert & Bergeaud, Antonin & Labhard, Vincent & Osbat, Chiara & Kosekova, Stanimira & Anyfantaki, Sofia & Basso, Gaetano & Basso, Henrique & Bobeica, Elena & Ciapanna, Eman, 2021. "Digitalisation: channels, impacts and implications for monetary policy in the euro area," Occasional Paper Series 266, European Central Bank.
  4. Consolo, Agostino & Foroni, Claudia & Martínez Hernández, Catalina, 2021. "A mixed frequency BVAR for the euro area labour market," Working Paper Series 2601, European Central Bank.
  5. Marcellino, Massimiliano & Foroni, Claudia & Stevanovic, Dalibor, 2020. "Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis," CEPR Discussion Papers 15114, C.E.P.R. Discussion Papers.
  6. Claudia Foroni & Francesco Ravazzolo & Luca Rossini, 2020. "Are low frequency macroeconomic variables important for high frequency electricity prices?," Papers 2007.13566, arXiv.org, revised Dec 2022.
  7. Foroni, Claudia & Ravazzolo, Francesco & Rossini, Luca, 2019. "Forecasting daily electricity prices with monthly macroeconomic variables," Working Paper Series 2250, European Central Bank.
  8. Foroni, Claudia & Stracca, Livio, 2019. "Much ado about nothing? The shale oil revolution and the global supply curve," Working Paper Series 2309, European Central Bank.
  9. Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor, 2018. "Mixed frequency models with MA components," Discussion Papers 02/2018, Deutsche Bundesbank.
  10. Claudia Foroni & Pierre Guérin & Massimiliano Marcellino, 2017. "Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns," Working Papers 597, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  11. Marcellino, Massimiliano & Foroni, Claudia & Casarin, Roberto & Ravazzolo, Francesco, 2017. "Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model," CEPR Discussion Papers 12339, C.E.P.R. Discussion Papers.
  12. Claudia Foroni & Francesco Ravazzolo & Barbara Sadaba, 2017. "Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns," Staff Working Papers 17-19, Bank of Canada.
  13. Claudia Foroni & Pierre Guérin & Massimiliano Marcellino, 2015. "Using low frequency information for predicting high frequency variables," Working Paper 2015/13, Norges Bank.
  14. Claudia Foroni & Francesco Furlanetto & Antoine Lepetit, 2015. "Labor Supply Factors and Economic Fluctuations," Working Paper 2015/07, Norges Bank.
  15. Claudia Foroni & Francesco Ravazzolo & Pinho J. Ribeiro, 2015. "Forecasting commodity currencies: the role of fundamentals with short-lived predictive content," Working Paper 2015/14, Norges Bank.
  16. Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014. "Density forecasts with MIDAS models," Working Paper 2014/10, Norges Bank.
  17. Marcellino, Massimiliano & Foroni, Claudia, 2014. "Markov-Switching Mixed-Frequency VAR Models," CEPR Discussion Papers 9815, C.E.P.R. Discussion Papers.
  18. Claudia Foroni & Massimiliano Marcellino, 2014. "Mixed frequency structural VARs," Working Paper 2014/01, Norges Bank.
  19. Claudia Foroni & Massimiliano Marcellino, 2013. "Mixed frequency structural models: estimation, and policy analysis," Working Paper 2013/15, Norges Bank.
  20. Claudia Foroni & Massimiliano Marcellino, 2013. "A survey of econometric methods for mixed-frequency data," Working Paper 2013/06, Norges Bank.
  21. Claudia FORONI & Massimiliano MARCELLINO, 2012. "A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables," Economics Working Papers ECO2012/07, European University Institute.
  22. Foroni, Claudia & Marcellino, Massimiliano & Schumacher, Christian, 2011. "U-MIDAS: MIDAS regressions with unrestricted lag polynomials," Discussion Paper Series 1: Economic Studies 2011,35, Deutsche Bundesbank.

    repec:bny:wpaper:0021 is not listed on IDEAS

Articles

  1. Foroni, Claudia & Marcellino, Massimiliano & Stevanovic, Dalibor, 2022. "Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis," International Journal of Forecasting, Elsevier, vol. 38(2), pages 596-612.
  2. Anderton, Robert & Botelho, Vasco & Consolo, Agostino & Da Silva, António Dias & Foroni, Claudia & Mohr, Matthias & Vivian, Lara, 2021. "The impact of the COVID-19 pandemic on the euro area labour market," Economic Bulletin Articles, European Central Bank, vol. 8.
  3. Da Silva, António Dias & Dossche, Maarten & Dreher, Ferdinand & Foroni, Claudia & Koester, Gerrit, 2020. "Short-time work schemes and their effects on wages and disposable income," Economic Bulletin Boxes, European Central Bank, vol. 4.
  4. Botelho, Vasco & Foroni, Claudia & Vivian, Lara, 2020. "Regional labour market developments during the great financial crisis and subsequent recovery," Economic Bulletin Boxes, European Central Bank, vol. 4.
  5. Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2019. "Mixed‐frequency models with moving‐average components," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 688-706, August.
  6. Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2018. "Using low frequency information for predicting high frequency variables," International Journal of Forecasting, Elsevier, vol. 34(4), pages 774-787.
  7. Claudia Foroni & Francesco Furlanetto & Antoine Lepetit, 2018. "Labor Supply Factors And Economic Fluctuations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(3), pages 1491-1510, August.
  8. Foroni, Claudia & Ravazzolo, Francesco & Sadaba, Barbara, 2018. "Assessing the predictive ability of sovereign default risk on exchange rate returns," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 242-264.
  9. Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2017. "Density Forecasts With Midas Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 783-801, June.
  10. Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2017. "Explaining the time-varying effects of oil market shocks on US stock returns," Economics Letters, Elsevier, vol. 155(C), pages 84-88.
  11. Valentina Aprigliano & Claudia Foroni & Massimiliano Marcellino & Gianluigi Mazzi & Fabrizio Venditti, 2017. "A daily indicator of economic growth for the euro area," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 7(1/2), pages 43-63.
  12. Claudia Foroni & Massimiliano Marcellino, 2016. "Mixed frequency structural vector auto-regressive models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(2), pages 403-425, February.
  13. Claudia Foroni & Massimiliano Marcellino & Christian Schumacher, 2015. "Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(1), pages 57-82, January.
  14. Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2015. "Markov-switching mixed-frequency VAR models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 692-711.
  15. Claudia Foroni & Massimiliano Marcellino, 2014. "Mixed‐Frequency Structural Models: Identification, Estimation, And Policy Analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1118-1144, November.
  16. Foroni, Claudia & Marcellino, Massimiliano, 2014. "A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates," International Journal of Forecasting, Elsevier, vol. 30(3), pages 554-568.

More information

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Statistics

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This author is among the top 5% authors according to these criteria:
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 27 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (14) 2012-02-27 2012-03-28 2012-04-10 2013-02-16 2013-07-05 2014-01-17 2014-06-02 2014-08-02 2015-11-07 2017-10-08 2018-02-26 2020-06-29 2021-10-18 2022-12-05. Author is listed
  2. NEP-FOR: Forecasting (14) 2012-02-27 2012-04-10 2013-02-16 2014-06-02 2014-08-02 2015-11-07 2015-11-15 2018-02-26 2018-12-10 2019-04-01 2020-06-29 2020-08-31 2020-10-05 2021-05-31. Author is listed
  3. NEP-MAC: Macroeconomics (10) 2012-02-27 2012-04-10 2014-06-02 2014-08-02 2015-05-16 2015-11-07 2018-02-26 2021-09-27 2021-10-18 2022-02-21. Author is listed
  4. NEP-ECM: Econometrics (9) 2012-02-27 2013-02-16 2013-07-05 2014-01-17 2014-06-02 2014-08-02 2015-11-07 2018-02-26 2020-08-31. Author is listed
  5. NEP-ENE: Energy Economics (4) 2017-03-12 2019-04-01 2019-08-26 2020-08-31
  6. NEP-MST: Market Microstructure (4) 2013-02-16 2013-03-02 2013-07-05 2015-11-07
  7. NEP-ORE: Operations Research (4) 2014-06-02 2014-08-02 2015-11-07 2017-10-08
  8. NEP-DGE: Dynamic General Equilibrium (3) 2013-07-05 2022-02-21 2022-12-05
  9. NEP-EEC: European Economics (3) 2012-04-10 2021-09-27 2021-10-18
  10. NEP-FDG: Financial Development and Growth (2) 2020-10-05 2022-02-21
  11. NEP-LAB: Labour Economics (2) 2015-05-16 2021-10-18
  12. NEP-MON: Monetary Economics (2) 2017-05-28 2021-09-27
  13. NEP-CBA: Central Banking (1) 2017-05-28
  14. NEP-CWA: Central and Western Asia (1) 2022-02-21
  15. NEP-ISF: Islamic Finance (1) 2021-09-27
  16. NEP-PAY: Payment Systems and Financial Technology (1) 2021-09-27

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