Matteo Mogliani : Citation Profile

Are you Matteo Mogliani?

Banque de France

8

H index

5

i10 index

159

Citations

RESEARCH PRODUCTION:

10

Articles

17

Papers

RESEARCH ACTIVITY:

   15 years (2009 - 2024). See details.
   Cites by year: 10
   Journals where Matteo Mogliani has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 9 (5.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo475
   Updated: 2024-11-08    RAS profile: 2024-04-08    
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Relations with other researchers

Works with:

Simoni, Anna (3)

Sahuc, Jean-Guillaume (3)

Ferrara, Laurent (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 (9)

Ducoudré, Bruno (8)

Hubert, Paul (8)

Galvão, Ana (5)

Faubert, Violaine (5)

Daudin, Guillaume (5)

Ferrara, Laurent (5)

Stevanovic, Dalibor (5)

Darné, Olivier (5)

Foroni, Claudia (4)

Owyang, Michael (4)

Cites to:

Perron, Pierre (16)

Phillips, Peter (14)

Marcellino, Massimiliano (11)

Clements, Michael (9)

Hansen, Bruce (9)

Hendry, David (8)

Dolado, Juan (8)

Clark, Todd (7)

Leybourne, Stephen (7)

Giannone, Domenico (7)

Valkanov, Rossen (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
PSE Working Papers / HAL2
Papers / arXiv.org2

Recent works citing Matteo Mogliani (2024 and 2023)

YearTitle of citing document
2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121.

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2024On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052.

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2023Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2023Factor-augmented sparse MIDAS regression for nowcasting. (2023). 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). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209.

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2023Inflation Expectations in the Wake of the War in Ukraine. (2023). Schmidt, Tobias ; Cato, Misina ; Afunts, Geghetsik. In: CERGE-EI Working Papers. RePEc:cer:papers:wp745.

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2023Medium-term growth-at-risk in the euro area. (2023). Greiwe, Moritz ; Rusnak, Marek ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232808.

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2023Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815.

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2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

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2023Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP. (2023). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s016518892300163x.

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

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2023Revisiting vulnerable growth in the Euro Area: Identifying the role of financial conditions in the distribution. (2023). Varga, Katalin ; Szendrei, Tibor. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000150.

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2023Mixed-frequency Growth-at-Risk with the MIDAS-QR method: Evidence from China. (2023). Jiang, Cuixia ; Xu, Mengnan ; Fu, Weizhong. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:4:s0939362523000651.

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2023Global energy market connectedness and inflation at risk. (2023). Ye, Shiqi ; Gong, LU ; Zheng, Tingguo. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004735.

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2023Testing big data in a big crisis: Nowcasting under Covid-19. (2023). Ratto, Marco ; Pericoli, Filippo Maria ; Barbaglia, Luca ; Pezzoli, Luca Tiozzo ; Onorante, Luca ; Frattarolo, Lorenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1548-1563.

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2024Words or numbers? Macroeconomic nowcasting with textual and macroeconomic data. (2024). Fang, Kuangnan ; Jin, Wei ; Zheng, Tingguo. 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 ; 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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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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2023How does employment protection legislation affect labor investment inefficiencies?. (2023). Pindado, Julio ; Palmeira, Rafael ; Requejo, Ignacio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001551.

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2023Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics. (2022). Poon, Aubrey ; Mitchell, James ; Zhu, Dan. In: Working Papers. RePEc:fip:fedcwq:94160.

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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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2023Predicting binary outcomes based on the pair-copula construction. (2023). Yang, Liu ; Lahiri, Kajal. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02418-6.

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2023Forecasting GDP with many predictors in a small open economy: forecast or information pooling?. (2023). Han, Daniel ; Fei, Yijie ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02356-9.

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2023Bias-Correction in Time Series Quantile Regression Models. (2023). Vavra, Marian. In: Working and Discussion Papers. RePEc:svk:wpaper:1094.

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2023Forecasting low?frequency macroeconomic events with high?frequency data. (2022). Owyang, Michael ; Galvo, Ana Beatriz. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:7:p:1314-1333.

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2023Macroeconomic forecasting in times of crises. (2023). Zhong, Molin ; Guerroonquintana, Pablo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:295-320.

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2024Nowcasting world GDP growth with high?frequency data. (2022). Meunier, Baptiste ; Jardet, Caroline. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:6:p:1181-1200.

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2023Inflation expectations in the wake of the war in Ukraine. (2023). Schmidt, Tobias ; Cato, Misina ; Afunts, Geghetsik. In: Discussion Papers. RePEc:zbw:bubdps:032023.

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2023.

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2023.

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Works by Matteo Mogliani:

YearTitleTypeCited
2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction In: Papers.
[Full Text][Citation analysis]		paper17
2019Bayesian MIDAS penalized regressions: estimation, selection, and prediction.(2019) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		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: 17		article
2020Bayesian MIDAS penalized regressions: Estimation, selection, and prediction.(2020) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2024Bayesian Bi-level Sparse Group Regressions for Macroeconomic 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]		paper9
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: 9		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]		article9
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]		article33
2020High-frequency monitoring of growth-at-risk.(2020) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 33		paper
2022High-frequency monitoring of growth at risk.(2022) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 33		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

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