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Claudia Foroni, Ph.D.

Research Interests

  • Applied Macroeconomics
  • Times Series
  • Forecasting

Refereed Publications

  • Foroni, C., Ravazzolo, F. and Sabada, B., Assessing the predictive ability of sovereign default risk on exchange rates, Journal of International Money and Finance. forthcoming.
  • Foroni, C., Furlanetto F. and Lepetit A., Labor Supply Factors and Economic Fluctuations, International Economic Review. forthcoming.
  • Foroni, C., Guerin, P. and Marcellino, M. (2017), Time-varying Effects Of Oil Price Shocks On U.S. Stock Returns, Economics Letters, Volume 155, 84-88.
  • Aastveit, K.A., Foroni, C. and Ravazzolo, F. (2017), Density forecasts with MIDAS models, Journal of Applied Econometrics, Vol. 32(4), pp. 783-801.
  • Aprigliano, V., Foroni, C., Mazzi, G., Marcellino, M. and Venditti, F. (2017), A daily indicator of economic growth for the euro area, International Journal of Computational Economics and Econometrics, Vol. 7(1/2), pp. 43-63.
  • Foroni, C. and Marcellino, M. (2016), Mixed frequency Structural VARs, Journal of the Royal Statistical Society – Series A, Vol. 179(2), pp. 403-425.
  • Foroni, C., Guerin, P. and Marcellino, M. (2015), Markov-switching Mixed Frequency Vector Autoregression Models, International Journal of Forecasting. Vol. 31, pp. 692-711.
  • Foroni, C., Marcellino, M. and Schumacher, C. (2015), U-MIDAS: MIDAS regressions with unrestricted lag polynomials, Journal of the Royal Statistical Society – Series A, Vol. 178(1), pp. 57-82.
  • Foroni, C. and Marcellino, M. (2014), Mixed-Frequency Structural Models: Identification, Estimation, and Policy Analysis, Journal of Applied Econometrics, Vol. 29(7), pp. 1118-1144.
  • Foroni, C. and Marcellino, M. (2014), A Comparison of Mixed Frequency Approaches for Nowcasting Euro Area Macroeconomic aggregates, International Journal of Forecasting, Vol. 30(3), pp. 554-568.
  • Foroni, C., Ghysels, E., and Marcellino, M.(2013), Mixed-frequency vector autoregressive models, Advances in Econometrics, Vol. 32, pp. 247-272.

Other Working Papers and Publications

  • Casarin, R., Foroni, C., Marcellino, M. and Ravazzolo F., Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov switching model, IGIER Working Papers, 2016/585.
  • Foroni, C., Guerin, P. and Marcellino, M., Using low frequency information for predicting high frequency variables, Norges Bank Working Papers, 2015/13.
  • Foroni, C. and Marcellino, M., A Survey of Econometric Methods for Mixed-Frequency Data, Norges Bank Working Papers, 2013/06.


  • Econometric Theory, Econometrics and Statistics, Empirical Economics, European Economic Review, International Journal of Computational Economics and Econometrics
  • International Journal of Forecasting, Journal of Applied Econometrics, Journal of Business Cycle Analysis and Measurement, Journal of Econometrics, Journal of Forecasting
  • Journal of the Royal Statistical Society, Oxford Bulletin of Economics and Statistics

Additional information


Claudia Foroni

Claudia Foroni, Ph.D.

+49 69 9566-4567

+49 69 9566-4026


Deutsche Bundesbank

Central Office, Research Centre

Wilhelm-Epstein-Straße 14
60431 Frankfurt am Main