Claudia Foroni

Economics and Econometrics · 2013–2015

A researcher in the Science corpus: 2 papers; trusts 33 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 44 citations into it; #12,184 of 23,481 by trust here, #14,996 by citations
• Finance — 27 citations into it; #5,643 of 10,518 by trust here, #6,162 by citations
• Management Science and Operations Research — 7 citations into it

Whom Claudia Foroni trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Massimiliano Marcellino
2. Eric Ghysels
3. Roberto S. Mariano
4. Michael P. Clements
5. Domenico Giannone
6. James H. Stock
7. Robert Fildes
8. Marie Diron
9. Yasutomo Murasawa
10. L. Reichlin

Who trusts Claudia Foroni overall

1. Eric Ghysels
2. Alex Tank
3. Emily B. Fox
4. Ali Shojaie

Papers from Claudia Foroni's perspective

Ordered by how strongly the researchers Claudia Foroni trusts endorse each paper. Same corpus, a different order for every researcher.

1. Monetary Policy in a Data-Rich Environment
2. Macroeconomic Forecasting Using Diffusion Indexes
3. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
4. Inferential Theory for Factor Models of Large Dimensions
5. Nowcasting: the real time informational content of macroeconomic data releases
6. Macroeconomic Forecasting With Mixed-Frequency Data
7. Real-Time Measurement of Business Conditions
8. Forecasting Using Principal Components From a Large Number of Predictors
9. Determining the Number of Factors in Approximate Factor Models
10. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets

Their papers

• Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials (2015) — 263 citations
• A Survey of Econometric Methods for Mixed-Frequency Data (2013) — 162 citations