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Forecasting the Covid-19 recession and recovery : lessons from the financial crisis

Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - 2020

We consider simple methods to improve the growth nowcasts and forecasts obtained by mixed frequency MIDAS and UMIDAS models with a variety of indicators during the Covid-19 crisis and recovery period, such as combining forecasts across various specifications for the same model and/or across...

Persistent link: https://www.econbiz.de/10012285550

Forecasting daily electricity prices with monthly macroeconomic variables

Foroni, Claudia; Ravazzolo, Francesco; Rossini, Luca - 2019

forecasting daily electricity prices in two of the main European markets, Germany and Italy. We do that by means of mixed …-frequency models, introducing a Bayesian approach to reverse unrestricted MIDAS models (RU-MIDAS). We study the forecasting accuracy …

Persistent link: https://www.econbiz.de/10011987142

Markov-switching mixed-frequency VAR models

Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - In: International journal of forecasting 31 (2015) 3, pp. 692-711

Persistent link: https://www.econbiz.de/10011474529

Forecasting the Covid-19 recession and recovery : lessons from the financial crisis

Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - In: International journal of forecasting 38 (2022) 2, pp. 596-612

Persistent link: https://www.econbiz.de/10013348666