Matteo Mogliani : Citation Profile

Banque de France

8

H index

8

i10 index

197

Citations

RESEARCH PRODUCTION:

11

Articles

17

Papers

RESEARCH ACTIVITY:

   15 years (2009 - 2024). See details.
   Cites by year: 13
   Journals where Matteo Mogliani has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 9 (4.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo475
   Updated: 2025-12-20    RAS profile: 2024-04-08    
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Relations with other researchers

Works with:

Ferrara, Laurent (3)

Simoni, Anna (3)

Sahuc, Jean-Guillaume (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Matteo Mogliani.

Is cited by:

Marcellino, Massimiliano (11)

Hubert, Paul (8)

Ducoudré, Bruno (8)

Stevanovic, Dalibor (7)

Szendrei, Tibor (6)

Daudin, Guillaume (5)

Darné, Olivier (5)

Faubert, Violaine (5)

Ferrara, Laurent (5)

Serletis, Apostolos (4)

Foroni, Claudia (4)

Cites to:

Perron, Pierre (20)

Phillips, Peter (14)

Marcellino, Massimiliano (12)

Clements, Michael (9)

Hansen, Bruce (9)

Kejriwal, Mohitosh (8)

Dolado, Juan (8)

Hendry, David (8)

Clark, Todd (8)

Watson, Mark (7)

Bentolila, Samuel (7)

Main data

Where Matteo Mogliani has published?

Journals with more than one article published# docs
International Journal of Forecasting3
Bulletin de la Banque de France2

Working Papers Series with more than one paper published# docs
Post-Print / HAL3
Papers / arXiv.org2
PSE Working Papers / HAL2

Recent works citing Matteo Mogliani (2025 and 2024)

YearTitle of citing document
2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2024). Rossini, Luca ; Iacopini, Matteo ; Ravazzolo, Francesco. In: Papers. RePEc:arx:papers:2211.16121.

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2024On LASSO for High Dimensional Predictive Regression. (2024). Mei, Ziwei ; Shi, Zhentao. In: Papers. RePEc:arx:papers:2212.07052.

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2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2024). Wilms, Ines ; Hecq, Alain ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2025Factor-augmented sparse MIDAS regressions with an application to nowcasting. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2306.13362.

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2024Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451.

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2024Maximally Forward-Looking Core Inflation. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin ; Barrette, Christophe. In: Papers. RePEc:arx:papers:2404.05209.

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2024MIDAS-QR with 2-Dimensional Structure. (2024). Szendrei, Tibor ; Schaffer, Mark ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2406.15157.

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2024Momentum Informed Inflation-at-Risk. (2024). Szendrei, Tibor ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2408.12286.

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2024Density forecast transformations. (2024). Odendahl, Florens ; Mogliani, Matteo. In: Papers. RePEc:arx:papers:2412.06092.

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2025High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions. (2025). Garr, Ignacio ; Ramos, Andrey. In: Papers. RePEc:arx:papers:2501.03380.

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2025Words Matter: Forecasting Economic Downside Risks with Corporate Textual Data. (2025). Isler, Cansu. In: Papers. RePEc:arx:papers:2511.04935.

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2024Real-time Nowcasting Growth-at-Risk using the Survey of Professional Forecasters. (2024). Schick, Manuel. In: Working Papers. RePEc:awi:wpaper:0750.

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2025Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Coulombe, Philippe Goulet. In: Working Papers. RePEc:bbh:wpaper:25-04.

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2025A high-dimensional GDP-at-risk and Inflation-at-risk for the euro area. (2025). Santi, Matteo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1484_25.

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2024Global Value Chains and the Phillips Curve: a Challenge for Monetary Policy. (2024). Siena, Daniele ; Florio, Anna ; Zago, Riccardo. In: Working papers. RePEc:bfr:banfra:970.

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2024A Mixed-Frequency Factor Model for Nowcasting French GDP. (2024). Bessec, Marie ; Andre, Julien. In: Working papers. RePEc:bfr:banfra:975.

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2024CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting. (2024). Bozhechkova, Alexandra ; Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:45-69.

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2024Growth-at-risk for macroprudential policy stance assessment: a survey. (2024). Škrinjarić, Tihana. In: Bank of England working papers. RePEc:boe:boeewp:1075.

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2024Nowcasting Inflation at Quantiles: Causality from Commodities. (2024). Caporin, Massimiliano ; Boni, Sara ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps102.

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2025Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-15.

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2025GDP 5.0: Real-Time, Micro-Founded and Sustainable Metrics for Beyond-GDP Economic Assessment. (2025). Elimam, Sarah ; Warin, Thierry. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-20.

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2024Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806.

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2025A novel probabilistic carbon price prediction model: Integrating the transformer framework with mixed-frequency modeling at different quartiles. (2025). Wang, Jianzhou ; Niu, Tong ; Du, Pei ; Ji, Mingyang. In: Applied Energy. RePEc:eee:appene:v:391:y:2025:i:c:s0306261925006816.

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2025Unveiling the shadows: The effects of financial conditions on the tail risks of Chinas macroeconomic activities. (2025). Zhuo, Xingxuan ; Wang, Lijun ; Liu, Han. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1-14.

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Liu, Ying ; Wen, Long ; Song, Haiyan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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2024On LASSO for high dimensional predictive regression. (2024). Mei, Ziwei ; Shi, Zhentao. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001556.

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2025Satellites turn “concrete”: Tracking cement with satellite data and neural networks. (2025). Meunier, Baptiste ; Lietti, Benjamin ; bricongne, jean-charles ; ben Arous, Simon ; D'Aspremont, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002744.

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2025Global value chains and the Phillips curve: A challenge for monetary policy. (2025). Siena, Daniele ; Zago, Riccardo ; Florio, Anna. In: European Economic Review. RePEc:eee:eecrev:v:174:y:2025:i:c:s0014292125000169.

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2025Non-stationary financial risk factors and macroeconomic vulnerability for the UK. (2025). Szendrei, Tibor ; Varga, Katalin. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007981.

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2024Words or numbers? Macroeconomic nowcasting with textual and macroeconomic data. (2024). Fan, Xinyue ; Jin, Wei ; Zheng, Tingguo ; Fang, Kuangnan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:746-761.

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2024Daily growth at risk: Financial or real drivers? The answer is not always the same. (2024). Uribe, Jorge ; Chuliá, Helena ; Garron, Ignacio ; Chulia, Helena. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:762-776.

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2025Asymmetric uncertainty: Nowcasting using skewness in real-time data. (2025). Labonne, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:229-250.

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2024Exchange rate predictability: Fact or fiction?. (2024). Magkonis, Georgios ; Jackson, Karen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000135.

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2024Inflation expectations in the wake of the war in Ukraine. (2024). Schmidt, Tobias ; Cato, Misina ; Afunts, Geghetsik. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:113:y:2024:i:c:s221480432400140x.

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2024Demand for Money in the United States: Stability and Forward-Looking Tests. (2024). Kia, Amir. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:2:p:49-:d:1339593.

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2024Satellites turn “concrete”: Tracking cement with satellite data and neural networks. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Lietti, Benjamin ; ben Arous, Simon ; D'Aspremont, Alexandre. In: Post-Print. RePEc:hal:journl:hal-05104995.

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2024Taking the Pulse of Fiscal Distress: Inflation, Depreciation, and Crises. (2024). Uribe, Jorge ; Valencia, Oscar. In: IREA Working Papers. RePEc:ira:wpaper:202416.

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2024Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2024). Manuel, Ed ; Lloyd, Simon ; Panchev, Konstantin. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00199-7.

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2025Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Non-parametric Mixed-Frequency Causality-in-Quantiles Approach. (2025). GUPTA, RANGAN ; Caporin, Massimiliano ; Torrent, Hudson S ; Subramaniam, Sowmya. In: Working Papers. RePEc:pre:wpaper:202526.

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2025Exact Mixed-Frequency Data Sampling (eMIDAS). (2025). Quinlan, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0157.

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2025Exploring Multisource High‐Dimensional Mixed‐Frequency Risks in the Stock Market: A Group Penalized Reverse Unrestricted Mixed Data Sampling Approach. (2025). Luo, Shunfei ; Cao, Yan ; Zhuo, Xingxuan. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:459-473.

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2025Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2025). Hecq, Alain ; Ternes, Marie ; Wilms, Ines. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:6:p:1946-1968.

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Works by Matteo Mogliani:

YearTitleTypeCited
2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction In: Papers.
[Full Text][Citation analysis]		paper25
2019Bayesian MIDAS penalized regressions: estimation, selection, and prediction.(2019) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2021Bayesian MIDAS penalized regressions: Estimation, selection, and prediction.(2021) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		article
2020Bayesian MIDAS penalized regressions: Estimation, selection, and prediction.(2020) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2024Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting In: Papers.
[Full Text][Citation analysis]		paper0
2012Macroeconomic forecasting during the Great Recession: The return of non-linearity? In: Working papers.
[Full Text][Citation analysis]		paper47
2013Macroeconomic forecasting during the Great Recession: The return of non-linearity?.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		paper
2015Macroeconomic forecasting during the Great Recession: The return of non-linearity?.(2015) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		article
2015Macroeconomic forecasting during the Great Recession: the return of non-linearity?.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 47		paper
2013Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations? In: Working papers.
[Full Text][Citation analysis]		paper8
2013Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2015Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?.(2015) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2014New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de Frances Monthly Business Survey and the blocking approach. In: Working papers.
[Full Text][Citation analysis]		paper10
2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey.(2017) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2016Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP. In: Working papers.
[Full Text][Citation analysis]		paper10
2012La récession de 2008-2009 a-t-elle accru la part structurelle du chômage en zone euro ? In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article1
2021What explains the persistent weakness of euro area inflation since 2013? In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article1
2012Has the 2008-2009 recession increased the structural share of unemployment in the euro area? In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]		article1
2018Does the Phillips curve still exist? In: Rue de la Banque.
[Full Text][Citation analysis]		article11
2013Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article8
2012Euro area labour markets and the crisis In: Occasional Paper Series.
[Full Text][Citation analysis]		paper12
2022High-frequency monitoring of growth at risk In: International Journal of Forecasting.
[Full Text][Citation analysis]		article46
2020High-Frequency Monitoring of Growth-at-Risk.(2020) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2022High-frequency monitoring of growth at risk.(2022) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2010Residual-based tests for cointegration and multiple deterministic structural breaks: A Monte Carlo study In: PSE Working Papers.
[Full Text][Citation analysis]		paper1
2009Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006 In: PSE Working Papers.
[Full Text][Citation analysis]		paper2
2009Current Account Sustainability in Brazil: A Non-Linear Approach In: OECD Economics Department Working Papers.
[Full Text][Citation analysis]		paper0
2018On the Instability of Long‐Run Money Demand and the Welfare Cost of Inflation in the United States In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article14

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