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Claudia Foroni

European Central Bank (per OpenAlex) · OpenAlex

20 papers in scope · 20 published · 2 on the econ.EM arXiv · 807 citations · h-index 14 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Luca Rossini
  2. Angelica Gianfreda
  3. Francesco Ravazzolo
  4. Andrea Bastianin
  5. Andrea Viselli
  6. Lorenzo Tonni
  7. Marie Ternes
  8. Alain Hecq
  9. Fabrizio Durante
  10. Ines Wilms
  11. Marco Zoso
  12. Florian Huber
  13. Greta Goracci
  14. Simone Giannerini
  15. Howell Tong
  16. Joshua C. C. Chan
  17. Henrique F. Pires
  18. Gary Koop
  19. Michael Pfarrhofer
  20. Matteo Iacopini

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 20)

Explaining deviations from Okun’s law
published2025 · European Economic Review · 5 citations · first circulated 2022
with Francesco Furlanetto
European Economic Review
Labour at risk
published2024 · European Economic Review · 2 citations · first circulated 2023
with Vasco Botelho, Andrea Renzetti
European Economic Review
A Mixed Frequency BVAR for the Euro Area Labour Market*
published2023 · Oxford Bulletin of Economics and Statistics · 14 citations · first circulated 2021
with Agostino Consolo, Catalina Martínez Hernández
Oxford Bulletin of Economics and Statistics
Are low frequency macroeconomic variables important for high frequency electricity prices?
published2022 · Economic Modelling · 13 citations · first circulated 2020
with Francesco Ravazzolo, Luca Rossini
Paper profile Economic Modelling arXiv:2007.13566
The shale oil revolution and the global oil supply curve
published2022 · Journal of Applied Econometrics · 6 citations · first circulated 2019
with Livio Stracca
Journal of Applied Econometrics
Digitalisation: channels, impacts and implications for monetary policy in the euro area
published2021 · Occasional paper series · 26 citations
with Agostino Consolo, Gilbert Cette, Antonin Bergeaud, Vincent Labhard, Chiara Osbat, Stanimira Kosekova, Sofia Anyfantaki, Gaetano Basso, Henrique S. Basso, Elena Bobeica, Emanuela Ciapanna, Luca Dedola, …
Occasional paper series
Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis
published2020 · International Journal of Forecasting · 12 citations
with Massimiliano Marcellino, Dalibor Stevanović
International Journal of Forecasting
Mixed‐frequency models with moving‐average components
published2019 · Journal of Applied Econometrics · 19 citations
with Massimiliano Marcellino, Dalibor Stevanović
Journal of Applied Econometrics
Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model
published2018 · The Annals of Applied Statistics · 31 citations
with Roberto Casarin, Massimiliano Marcellino, Francesco Ravazzolo
The Annals of Applied Statistics
Using low frequency information for predicting high frequency variables
published2018 · International Journal of Forecasting · 14 citations · first circulated 2015
with Pierre Guérin, Massimiliano Marcellino
International Journal of Forecasting
LABOR SUPPLY FACTORS AND ECONOMIC FLUCTUATIONS
published2018 · International Economic Review · 75 citations · first circulated 2015
with Francesco Furlanetto, Antoine Lepetit
International Economic Review
Assessing the predictive ability of sovereign default risk on exchange rate returns
published2017 · Journal of International Money and Finance · 18 citations
with Francesco Ravazzolo, Barbara Sadaba
Journal of International Money and Finance
Explaining the time-varying effects of oil market shocks on US stock returns
published2017 · Economics Letters · 35 citations
with Pierre Guérin, Massimiliano Marcellino
Economics Letters
A daily indicator of economic growth for the euro area
published2016 · International Journal of Computational Economics and Econometrics · 5 citations
with Valentina Aprigliano, Massimiliano Marcellino, Gianluigi Mazzi, Fabrizio Venditti
International Journal of Computational Economics and Econometrics
Density Forecasts With Midas Models
published2016 · Journal of Applied Econometrics · 32 citations · first circulated 2014
with Knut Are Aastveit, Francesco Ravazzolo
Journal of Applied Econometrics
Mixed Frequency Structural Vector Auto-Regressive Models
published2015 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 19 citations
with Massimiliano Marcellino
Journal of the Royal Statistical Society Series A (Statistics in Society)
Markov-switching mixed-frequency VAR models
published2014 · International Journal of Forecasting · 33 citations
with Pierre Guérin, Massimiliano Marcellino
International Journal of Forecasting
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS
published2014 · Journal of Applied Econometrics · 34 citations · first circulated 2013
with Massimiliano Marcellino
Journal of Applied Econometrics
Unrestricted Mixed Data Sampling (MIDAS): MIDAS Regressions with Unrestricted Lag Polynomials
published2013 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 281 citations · first circulated 2011
with Massimiliano Marcellino, Christian Schumacher
Journal of the Royal Statistical Society Series A (Statistics in Society)
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates
published2013 · International Journal of Forecasting · 133 citations
with Massimiliano Marcellino
International Journal of Forecasting

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.