Claudia Foroni

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

Centre for Economic Policy Research (CEPR)

London

United Kingdom

SCHOLARLY PAPERS

10

DOWNLOADS

667

SSRN CITATIONS

8

CROSSREF CITATIONS

2

Scholarly Papers (10)

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 254 (168,632)
Citation 1

Abstract:

Loading...

Covid-19, forecasting, GDP, mixed-frequency

2.

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

ECB Occasional Paper No. 2021/266
Number of pages: 164 Posted: 23 Sep 2021 Last Revised: 13 Jan 2022
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), Deutsche Bundesbank, 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), Bank of Greece - Economic Research Department, European Central Bank, Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 125 (312,335)

Abstract:

Loading...

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

3.

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 94 (376,655)

Abstract:

Loading...

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

4.

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 71 (443,436)
Citation 2

Abstract:

Loading...

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

5.

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 48 (533,087)

Abstract:

Loading...

Bayesian VAR, labour market, mixed frequency data

6.

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 41 (566,955)
Citation 3

Abstract:

Loading...

temporal aggregation, MIDAS models, ARMA models

7.

The Financial Accelerator Mechanism: Does Frequency Matter?

ECB Working Paper No. 2022/2637
Number of pages: 45 Posted: 12 Feb 2022 Last Revised: 15 Feb 2022
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Cleveland and Bocconi University - Department of Economics
Downloads 33 (610,864)

Abstract:

Loading...

DSGE models, financial accelerator, mixed-frequency data

Explaining Deviations from Okun's Law

ECB Working Paper No. 2022/2699
Number of pages: 35 Posted: 06 Aug 2022
Claudia Foroni and Francesco Furlanetto
European Central Bank (ECB) and Norges Bank
Downloads 1 (929,419)

Abstract:

Loading...

Bayesian VAR, Business cycle fluctuations, labour markets, Okun’s law

Explaining Deviations from Okun's Law

CEPR Discussion Paper No. DP17369
Number of pages: 35 Posted: 23 Jun 2022
Claudia Foroni and Francesco Furlanetto
European Central Bank (ECB) and Norges Bank
Downloads 0
  • Add to Cart

Abstract:

Loading...

Bayesian VAR, Business cycle fluctuations, labor markets, Okun's law

9.

Explaining Deviations from Okun's Law1

Number of pages: 31 Posted: 22 Jul 2022
Claudia Foroni and Francesco Furlanetto
European Central Bank (ECB) and Norges Bank
Downloads 0 (906,128)

Abstract:

Loading...

Okun's law, labour markets, Business cycle Fluctuations, Bayesian VAR

10.

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

CEPR Discussion Paper No. DP15114
Number of pages: 50 Posted: 18 Aug 2020
European Central Bank (ECB), Bocconi University - Department of Economics and affiliation not provided to SSRN
Downloads 0 (906,128)
Citation 4
  • Add to Cart

Abstract:

Loading...