Claudia Foroni - Concepedia

Author

Claudia Foroni

Bocconi University

Also Known As

Agostino Consolo, C FORONI, C Foroni, C. FORONI, C. Foroni, Claudia Foroni, Foroni, Claudia, Schwenk-Nebbe, Sander

Publications

1.1K

Citations

H-Index

Concepts

All Affiliations

Bocconi University Centre for Economic Policy Research Norges Bank European Central Bank Deutsche Bundesbank

About

Claudia Foroni is an author at Bocconi University specializing in economics, business, and econometrics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	12	13	656
2	Engineering	7	7	385
3	Management	2	2	24
4	Education	1	1	13
5	Medicine	1	1	11

Claudia Foroni

Publications

914

Citations

H-Index

Page 1

	Year	Citations
Unrestricted Mixed Data Sampling (MIDAS): MIDAS Regressions with Unrestricted Lag Polynomials Claudia Foroni, Massimiliano Marcellino, Christian Schumacher Journal of the Royal Statistical Society Series A (Statistics in Society) Parameter EstimationEngineeringMidas RegressionsMacroeconomic ForecastingMixed Data Sampling	2013	273
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates Claudia Foroni, Massimiliano Marcellino International Journal of Forecasting Mixed Frequency ApproachesEconomicsAggregate FunctionMacroeconomicsBusiness	2013	128
A Survey of Econometric Methods for Mixed-Frequency Data Claudia Foroni, Massimiliano Marcellino SSRN Electronic Journal	2013	70
LABOR SUPPLY FACTORS AND ECONOMIC FLUCTUATIONS Claudia Foroni, Francesco Furlanetto, Antoine Lepetit International Economic Review EconomicsMacroeconomicsShock (Economics)BusinessEconomic Analysis	2018	70
Explaining the time-varying effects of oil market shocks on US stock returns Claudia Foroni, Pierre Guérin, Massimiliano Marcellino Economics Letters EconomicsExternal ShockFinancial EconomicsAsset PricingFinance	2017	34
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS Claudia Foroni, Massimiliano Marcellino Journal of Applied Econometrics Mixed‐frequency Structural ModelsApplied EconometricsTime Series EconometricsMonetary PolicyEconomic Policy Analysis	2014	33
Markov-switching mixed-frequency VAR models Claudia Foroni, Pierre Guérin, Massimiliano Marcellino International Journal of Forecasting Stochastic Hybrid SystemHidden Markov ModelStatisticsMarkov Chain Monte Carlo	2014	33
Density Forecasts With Midas Models Knut Are Aastveit, Claudia Foroni, Francesco Ravazzolo Journal of Applied Econometrics Forecasting MethodologyProbabilistic ForecastingEngineeringEconomic ForecastingData Science	2016	32
Economic Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model Roberto Casarin, Claudia Foroni, Massimiliano Marcellino, ARCA (Università Ca' Foscari Venezia)	2018	30
Digitalisation: Channels, Impacts and Implications for Monetary Policy in the Euro Area Agostino Consolo, Gilbert Cette, Antonin Bergeaud, SSRN Electronic Journal	2021	26

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