Claudia Foroni

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

6

DOWNLOADS

498

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis

ECB Working Paper No. 20202468
Number of pages: 50 Posted: 22 Sep 2020
European Central Bank (ECB), Bocconi University - Department of Economics and affiliation not provided to SSRN
Downloads 249 (157,745)
Citation 1

Abstract:

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Covid-19, forecasting, GDP, mixed-frequency

2.

Forecasting Daily Electricity Prices with Monthly Macroeconomic Variables

ECB Working Paper No. 2250 (2019); ISBN 978-92-899-3512-8
Number of pages: 61 Posted: 21 Mar 2019
Claudia Foroni, Francesco Ravazzolo and Luca Rossini
European Central Bank (ECB), Free University of Bozen-Bolzano and University of Milan
Downloads 82 (378,476)

Abstract:

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Density Forecasting, Electricity Prices, Forecasting, Mixed-Frequency VAR models, MIDAS models

3.

Much Ado About Nothing? The Shale Oil Revolution and the Global Supply Curve

Number of pages: 27 Posted: 16 Aug 2019
Claudia Foroni and Livio Stracca
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 55 (466,461)

Abstract:

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instrumental variables, oil shocks, oil supply, shale oil, sign restrictions, structural VAR

4.

Digitalisation: Channels, Impacts and Implications for Monetary Policy in the Euro Area

ECB Occasional Paper No. 2021266
Number of pages: 164 Posted: 23 Sep 2021 Last Revised: 18 Nov 2021
European Central BankECB, Banque de France, Banque de France, European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB), European Central Bank (ECB), Bank of Italy, Banco de España, European Central Bank (ECB), Bank of Italy, Bank of Italy, European Central Bank (ECB), Bank of Finland, European Central Bank (ECB), Goethe University Frankfurt, Banco de España, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB)CEPR, European Central Bank (ECB), European Central Bank (ECB), European Central Bank, Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 48 (499,259)

Abstract:

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COVID-19, inflation, labour markets, measurement, productivity

5.

Mixed frequency models with MA components

ECB Working Paper No. 2206
Number of pages: 52 Posted: 04 Dec 2018
European Central Bank (ECB), Bocconi University - Department of Economics and University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Downloads 34 (562,141)
Citation 3

Abstract:

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temporal aggregation, MIDAS models, ARMA models

6.

A Mixed Frequency BVAR for the Euro Area Labour Market

ECB Working Paper No. 2021/2601
Number of pages: 45 Posted: 09 Oct 2021
European Central BankECB, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 30 (584,505)

Abstract:

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Bayesian VAR, labour market, mixed frequency data