Foroni, Claudia

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
  • 2018-
    Economist - Supply Side, Labour and Surveillance Division, Director 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
Awards
  • 2011
    Fourth Year completion grant, European University Institute, Florence, Italy

Journal publications

2018
Foroni, C., Ravazzolo, F. and Sadaba, B.
Assessing the predictive ability of sovereign default risk on exchange rates
Journal of International Money and Finance, Vol. 81, pp. 242-264
Foroni, C., Furlanetto, F. and Lepetit, A.
Labor Supply Factors and Economic Fluctuations
International Economic Review, Vol. 59, No 3, pp. 1491-1510
Casarin, R., Foroni, C., Marcellino, M. and Ravazzolo, F.
Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov switching model
Annals of Applied Statistics, Vol. 12, pp. 2559-2586
Foroni, C., Guerin, P. and Marcellino, M.
Using low frequency information for predicting high frequency variables
International Journal of Forecasting, Vol. 34, No 5, pp. 774-787
Foroni, C., Marcellino, M. and Stevanovic, S.
MIDAS models and MA components
Journal of Applied Econometrics, forthcoming
2017
Aprigliano, V., Mazzi, G., Foroni, C., Marcellino, M. and Venditti, F.
A daily indicator of economic conditions
International Journal of Computational Economics and Econometrics, Vol. 7, No 1, pp. 43-63
Aastveit, K.A., Foroni, C. and Ravazzolo, F.
Density forecasts with MIDAS models
Journal of Applied Econometrics,, Vol. 32, No 4, pp. 783-801.
Foroni, C., Guerin, P. and Marcellino, M.
Time-varying Effects Of Oil Price Shocks On U.S. Stock Returns
Economics Letters, Vol. 155, pp. 84-88
2016
Foroni, C. and Marcellino, M.
Mixed frequency Structural VARs
Journal of the Royal Statistical Society – Series A, Vol. 179, No 2, pp. 403-425
2015
Foroni, C., Marcellino, M. and Schumacher, C.
U-MIDAS: MIDAS regressions with unrestricted lag polynomials
Journal of the Royal Statistical Society – Series A, Vol. 178, No 1, pp. 57-82
Foroni, C., Guerin, P. and Marcellino, M.
Markov-switching Mixed Frequency Vector Autoregression Models
International Journal of Forecasting, Vol. 31, pp. 692-711
2014
Foroni, C. and Marcellino, M.
A Comparison of Mixed Frequency Approaches for Nowcasting Euro Area Macroeconomic aggregates
International Journal of Forecasting, Vol. 30, No 3, pp. 554-568
Foroni, C. and Marcellino, M.
Mixed-Frequency Structural Models: Identification, Estimation, and Policy Analysis
Journal of Applied Econometrics, Vol. 29, No 7, pp. 1118-1144
2013
Foroni, C., Ghysels, E. and Marcellino, M.
Mixed-frequency vector autoregressive models
Advances in Econometrics, Vol. 32, pp. 247-272