Claudia Foroni
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Mixed frequency structural vector auto-regressive models Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-10 | Paper |
| Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-02 | Paper |
| Mixed-frequency vector autoregressive models VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims | 2020-07-10 | Paper |
| Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model The Annals of Applied Statistics | 2019-02-25 | Paper |
| Explaining the time-varying effects of oil market shocks on US stock returns Economics Letters | 2018-09-12 | Paper |
Research outcomes over time
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