Search Options
Home Media Explainers Research & Publications Statistics Monetary Policy The €uro Payments & Markets Careers
Suggestions
Sort by

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

Biography

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

External publications
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.