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Claudia Foroni - Central bank research hub

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

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

by Barbara Sadaba , Claudia Foroni and Francesco Ravazzolo

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

Abstract

JEL: C22, C52, C53, F31
Forecasting commodity currencies: the role of fundamentals with short-lived predictive content

by Claudia Foroni , Pinho J. Ribeiro and Francesco Ravazzolo

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

Abstract

JEL: C53, C55, F37
Using low frequency information for predicting high frequency variables

by Claudia Foroni , Massimiliano Marcellino and Pierre Guérin

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

Abstract

JEL: C53, E37
A survey of econometric methods for mixed-frequency data

by Claudia Foroni and Massimiliano Marcellino

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

Abstract
U-MIDAS: MIDAS regressions with unrestricted lag polynomials

by Claudia Foroni , Massimiliano Marcellino and Christian Schumacher

Deutsche Bundesbank Discussion Papers (Paper: 201135, 06.02.2012)

JEL: C53, E37
U-MIDAS: MIDAS regressions with unrestricted lag polynomials

by Christian Schumacher , Claudia Foroni and Massimiliano Marcellino

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

JEL: C53, E37
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