Claudia Foroni - Central Bank Research Hub

Papers by year: All | 2017 | 2015 | 2013 | 2012 | 2011

Title Other author(s)

Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns

Bank of Canada Working papers [View] (Paper: 2017-19, 17.05.2017)

JEL: C22, C52, C53, F31

Forecasting commodity currencies: the role of fundamentals with short-lived predictive content

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 14/2015, 30.10.2015)

JEL: C53, C55, F37

Using low frequency information for predicting high frequency variables

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 13/2015, 29.10.2015)

JEL: C53, E37

A survey of econometric methods for mixed-frequency data

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2013/06, 07.02.2013)

U-MIDAS: MIDAS regressions with unrestricted lag polynomials

Deutsche Bundesbank Discussion Papers [View] (Paper: 201135, 06.02.2012)

JEL: C53, E37

U-MIDAS: MIDAS regressions with unrestricted lag polynomials

Deutsche Bundesbank Discussion Papers [View] (Paper: 35/2011, 21.12.2011)

JEL: C53, E37

Papers by year: All | 2017 | 2015 | 2013 | 2012 | 2011