Claudia Foroni

Norges Bank

P.O. Box 1179

Oslo, N-0107

Norway

SCHOLARLY PAPERS

4

DOWNLOADS

291

SSRN CITATIONS

2

CROSSREF CITATIONS

6

Scholarly Papers (4)

1.

Forecasting Commodity Currencies: The Role of Fundamentals with Short-Lived Predictive Content

Norges Bank Working Paper 14/2015
Number of pages: 50 Posted: 07 Nov 2015 Last Revised: 15 Feb 2016
Claudia Foroni, Francesco Ravazzolo and Pinho Ribeiro
Norges Bank, Free University of Bozen-Bolzano - Faculty of Economics and Management and University of Glasgow - Adam Smith Business School
Downloads 123 (230,513)

Abstract:

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Exchange rate point and density forecasting, Commodity prices, MIDAS model, Bayesian model averaging, Metropolis-Hastings algorithm

2.

Using Low Frequency Information for Predicting High Frequency Variables

Norges Bank Working Paper 13/2015
Number of pages: 41 Posted: 27 Nov 2015
Norges Bank, Government of Canada - Bank of Canada and European University Institute
Downloads 97 (272,374)
Citation 4

Abstract:

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Mixed-Frequency VAR models, temporal aggregation, MIDAS models

3.

Density Forecasts with MIDAS Models

Norges Bank Working Paper 10 | 2014
Number of pages: 46 Posted: 04 May 2015 Last Revised: 28 Nov 2015
Knut Aastveit, Claudia Foroni and Francesco Ravazzolo
Norges Bank, Norges Bank and Free University of Bozen-Bolzano - Faculty of Economics and Management
Downloads 42 (419,742)
Citation 2

Abstract:

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C11, C53, E37

4.

Labour Supply Factors and Economic Fluctuations

Norges Bank Working Paper 07 | 2015
Number of pages: 50 Posted: 10 Jun 2015
Norges Bank, Norges Bank and Paris School of Economics, Université Paris I Panthéon-Sorbonne
Downloads 29 (475,698)
Citation 9

Abstract:

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labor supply shocks, wage mark-up shocks, identification, VAR, labor force participation