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Claudia Foroni

Economics

Division

Supply Side, Labour and Surveillance

Current Position

Senior Economist

Fields of interest

Macroeconomics and Monetary Economics,Mathematical and Quantitative Methods

Email

Claudia.Foroni@ecb.europa.eu

Education
2008-2012

PhD Economics, European University Institute, Florence, Italy

2005-2007

MA Economic and Social Sciences, Bocconi University, Milan, Italy

2002-2005

BA Economic and Social Sciences, Bocconi University, Milan, Italy

Professional experience
2020-

Senior Economist - Supply Side, Labour and Surveillance Division, Directorate General Economics, European Central Bank

2018-2019

Economist - Supply Side, Labour and Surveillance Division, Directorate General Economics, European Central Bank

2017-2018

Researcher - Reseach Centre, Deutsche Bundesbank

2016-2017

Economist (ESCB/IO) - International Policy Analysis, Directorate General International and European Relations, European Central Bank

2012-2016

Researcher - Research Department, Norges Bank

Teaching experience
2014-2015

Econometrics - University of Oslo, Oslo, Norway

2019
Journal of Applied Econometrics
MIDAS models and MA components
  • Foroni
  • C.
  • Marcellino
  • M. and Stevanovic
  • S.
2018
Journal of International Money and Finance
Assessing the predictive ability of sovereign default risk on exchange rates
  • Foroni
  • C.
  • Ravazzolo
  • F. and Sadaba
  • B.
2018
International Economic Review
Labor Supply Factors and Economic Fluctuations
  • Foroni
  • C.
  • Furlanetto
  • F. and Lepetit
  • A.
2018
Annals of Applied Statistics
Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov switching model
  • Casarin
  • R.
  • Foroni
  • C.
  • Marcellino
  • M. and Ravazzolo
  • F.
2018
International Journal of Forecasting
Using low frequency information for predicting high frequency variables
  • Foroni
  • C.
  • Guerin
  • P. and Marcellino
  • M.
2017
International Journal of Computational Economics and Econometrics
A daily indicator of economic conditions
  • Aprigliano
  • V.
  • Mazzi
  • G.
  • Foroni
  • C.
  • Marcellino
  • M. and Venditti
  • F.
2017
Journal of Applied Econometrics,
Density forecasts with MIDAS models
  • Aastveit
  • K.A.
  • Foroni
  • C. and Ravazzolo
  • F.
2017
Economics Letters
Time-varying Effects Of Oil Price Shocks On U.S. Stock Returns
  • Foroni
  • C.
  • Guerin
  • P. and Marcellino
  • M.
2016
Journal of the Royal Statistical Society – Series A
Mixed frequency Structural VARs
  • Foroni
  • C. and Marcellino
  • M.
2015
Journal of the Royal Statistical Society – Series A
U-MIDAS: MIDAS regressions with unrestricted lag polynomials
  • Foroni
  • C.
  • Marcellino
  • M. and Schumacher
  • C.
2015
International Journal of Forecasting
Markov-switching Mixed Frequency Vector Autoregression Models
  • Foroni
  • C.
  • Guerin
  • P. and Marcellino
  • M.
2014
International Journal of Forecasting
A Comparison of Mixed Frequency Approaches for Nowcasting Euro Area Macroeconomic aggregates
  • Foroni
  • C. and Marcellino
  • M.
2014
Journal of Applied Econometrics
Mixed-Frequency Structural Models: Identification, Estimation, and Policy Analysis
  • Foroni
  • C. and Marcellino
  • M.
2013
Advances in Econometrics
Mixed-frequency vector autoregressive models
  • Foroni
  • C.
  • Ghysels
  • E. and Marcellino
  • M.