Claudia Foroni

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

258

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (4)

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 154 (216,504)

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 VU University Amsterdam - Department of Econometrics
Downloads 49 (438,145)

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

ECB Working Paper No. 2309
Number of pages: 27 Posted: 16 Aug 2019
Claudia Foroni and Livio Stracca
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 33 (507,285)

Abstract:

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

4.

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 22 (570,486)
Citation 3

Abstract:

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temporal aggregation, MIDAS models, ARMA models