Year of Publication | Title | Author(s) |
2011 | U-MIDAS: MIDAS regressions with unrestricted lag polynomials | Foroni, Claudia; Marcellino, Massimiliano; Schumacher, Christian |
2013 | Mixed Frequency Structural Models: Estimation, and Policy Analysis | Foroni, Claudia; Marcellino, Massimiliano |
2013 | A Survey of Econometric Methods for Mixed-Frequency Data | Foroni, Claudia; Marcellino, Massimiliano |
2014 | Density Forecasts with Midas Models | Aastveit, Knut Are; Foroni, Claudia; Ravazzolo, Francesco |
2014 | Mixed Frequency Structural VARs | Foroni, Claudia; Marcellino, Massimiliano |
2015 | Using Low Frequency Information for Predicting High Frequency Variables | Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano |
2015 | Forecasting Commodity Currencies: The Role of Fundamentals with Short-Lived Predictive Content | Foroni, Claudia; Ravazzolo, Francesco; Ribeiro, Pinho J. |
2015 | Labour Supply Factors and Economic Fluctuations | Foroni, Claudia; Furlanetto, Francesco; Lepetit, Antoine |
2017 | Mixed frequency models with MA components | Foroni, Claudia; Marcellino, Massimiliano; Stevanovic, Dalibor |
2017 | Assessing the predictive ability of sovereign default risk on exchange rate returns | Foroni, Claudia; Ravazzolo, Francesco; Sadaba, Barbara |
2018 | Mixed frequency models with MA components | Foroni, Claudia; Marcellino, Massimiliano; Stevanović, Dalibor |
2018 | Mixed frequency models with MA components | Foroni, Claudia; Marcellino, Massimiliano; Stevanović, Dalibor |
2019 | Forecasting daily electricity prices with monthly macroeconomic variables | Foroni, Claudia; Ravazzolo, Francesco; Rossini, Luca |
2019 | Much ado about nothing? The shale oil revolution and the global supply curve | Foroni, Claudia; Stracca, Livio |
2020 | Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis | Foroni, Claudia; Marcellino, Massimiliano; Stevanovic, Dalibor |
2021 | A mixed frequency BVAR for the euro area labour market | Consolo, Agostino; Foroni, Claudia; Martínez Hernández, Catalina |
2022 | The financial accelerator mechanism: does frequency matter? | Foroni, Claudia; Gelain, Paolo; Marcellino, Massimiliano |
2022 | Explaining deviations from Okun's law | Foroni, Claudia; Furlanetto, Francesco |
2022 | Explaining deviations from Okun's law | Foroni, Claudia; Furlanetto, Francesco |
2023 | Labour at risk | Botelho, Vasco; Foroni, Claudia; Renzetti, Andrea |