Concepedia

Claudia Foroni

CF

23

Publications

914

Citations

15

H-Index

1993

Active since

Affiliations

Bocconi University(Current)

Centre for Economic Policy Research

European Central Bank

Deutsche Bundesbank

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

Top concepts

BusinessEconomicsStatisticsEconometricsMacroeconomicsEngineeringFinanceForecastingEconomic AnalysisTime Series Econometrics

Publications per year

1993–2023

23

Publications

23

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) · 2013 · 273 citations

Parameter Estimation, Engineering, Midas Regressions +17

A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates

Claudia Foroni, Massimiliano Marcellino · International Journal of Forecasting · 2013 · 128 citations

Mixed Frequency Approaches, Economics, Aggregate Function +10

A Survey of Econometric Methods for Mixed-Frequency Data

Claudia Foroni, Massimiliano Marcellino · SSRN Electronic Journal · 2013 · 70 citations · Full text

LABOR SUPPLY FACTORS AND ECONOMIC FLUCTUATIONS

Claudia Foroni, Francesco Furlanetto, Antoine Lepetit · International Economic Review · 2018 · 70 citations

Economics, Macroeconomics, Shock (Economics) +12

Explaining the time-varying effects of oil market shocks on US stock returns

Claudia Foroni, Pierre Guérin, Massimiliano Marcellino · Economics Letters · 2017 · 34 citations

Economics, External Shock, Financial Economics +9

Rows per page

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