Claudia Foroni

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

3

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21

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Mixed Frequency Models with Ma Components

Deutsche Bundesbank Discussion Paper No. 02/2018
Number of pages: 41 Posted: 22 Feb 2018
Deutsche Bundesbank, European University Institute and University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
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temporal aggregation, MIDAS models, ARMA models

2.

Labor Supply Factors and Economic Fluctuations

International Economic Review, Vol. 59, Issue 3, pp. 1491-1510, 2018
Number of pages: 20 Posted: 20 Aug 2018
Claudia Foroni and Francesco Furlanetto
Deutsche Bundesbank and Norges Bank
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3.

Uncertainty Through the Lenses of a Mixed-Frequency Bayesian Panel Markov Switching Model

CEPR Discussion Paper No. DP12339
Number of pages: 79 Posted: 04 Oct 2017 Last Revised: 09 Oct 2017
University Ca' Foscari of Venice - Department of Economics, Deutsche Bundesbank, European University Institute and Free University of Bozen-Bolzano - Faculty of Economics and Management
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Citation 1
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Bayesian inference, dynamic panel model, Markov switching, MCMC, mixed-frequency