Michele Modugno : Citation Profile


Are you Michele Modugno?

Federal Reserve Board (Board of Governors of the Federal Reserve System)

11

H index

11

i10 index

791

Citations

RESEARCH PRODUCTION:

11

Articles

31

Papers

2

Chapters

RESEARCH ACTIVITY:

   12 years (2009 - 2021). See details.
   Cites by year: 65
   Journals where Michele Modugno has often published
   Relations with other researchers
   Recent citing documents: 123.    Total self citations: 19 (2.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo711
   Updated: 2022-11-19    RAS profile: 2022-11-07    
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Relations with other researchers


Works with:

Lee, Seung Jung (3)

Afanasyeva, Elena (3)

De Pooter, Michiel (2)

Favara, Giovanni (2)

Giannone, Domenico (2)

Palomino, Francisco (2)

Wu, Jason (2)

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

Is cited by:

Giannone, Domenico (36)

Caruso, Alberto (23)

Petrella, Ivan (22)

Marcellino, Massimiliano (20)

Chernis, Tony (19)

Luciani, Matteo (18)

Ferrara, Laurent (18)

Galvão, Ana (16)

Miranda-Agrippino, Silvia (14)

Cimadomo, Jacopo (12)

Zaman, Saeed (11)

Cites to:

Giannone, Domenico (88)

Reichlin, Lucrezia (81)

Banbura, Marta (23)

Swanson, Eric (20)

Forni, Mario (14)

Lippi, Marco (14)

Bauer, Michael (14)

Lenza, Michele (12)

Marcellino, Massimiliano (11)

Adrian, Tobias (10)

Watson, Mark (10)

Main data


Where Michele Modugno has published?


Journals with more than one article published# docs
International Journal of Forecasting3
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)11
Working Paper Series / European Central Bank6
Working Papers ECARES / ULB -- Universite Libre de Bruxelles4
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)4
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Michele Modugno (2022 and 2021)


YearTitle of citing document
2021Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021004.

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2021Time-Varying Network Connectedness of G-7 Economic Policy Uncertainties: A Locally Stationary TVP-VAR Approach. (2021). Polat, Onur. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:2:p:47-59.

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2022Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

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2021Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data. (2019). Bai, Jushan ; Ng, Serena. In: Papers. RePEc:arx:papers:1910.06677.

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2022Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference. (2019). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1910.08273.

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2021Estimation and HAC-based Inference for Machine Learning Time Series Regressions. (2019). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:1912.06307.

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2022Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938.

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2021Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2022Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions. (2021). Ng, Serena ; Bai, Jushan ; Cahan, Ercument. In: Papers. RePEc:arx:papers:2103.03045.

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2021Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey. (2021). Rodrigo, Tomasa ; Ortiz, Alvaro ; Isa, Berk Orkun ; Mert, Seda Guler ; Barlas, Ali B ; Yazgan, Ege ; Soybilgen, Baris. In: Papers. RePEc:arx:papers:2107.03299.

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2022Factor-augmented tree ensembles. (2021). Pellegrino, Filippo. In: Papers. RePEc:arx:papers:2111.14000.

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2022Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices. (2022). Ricco, Giovanni ; Pellegrino, Filippo ; Hasenzagl, Thomas ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2201.05556.

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2022Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization. (2022). Funovits, Bernd ; Koistinen, Juho. In: Papers. RePEc:arx:papers:2202.00310.

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2022Should Bank Stress Tests Be Fair?. (2022). Li, Mike ; Glasserman, Paul. In: Papers. RePEc:arx:papers:2207.13319.

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2022Macroeconomic Predictions using Payments Data and Machine Learning. (2022). Desai, Ajit ; James, . In: Papers. RePEc:arx:papers:2209.00948.

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2022Real Exchange Rate Decompositions. (2022). Fontaine, Jean-Sebastien ; Feunou, Bruno ; Krohn, Ingomar. In: Discussion Papers. RePEc:bca:bocadp:22-6.

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2022Macroeconomic Predictions Using Payments Data and Machine Learning. (2022). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:22-10.

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2021Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544.

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2022Nowcasting Brazilian GDP with Electronic Payments Data. (2022). Cesar, Raquel Nadal. In: Working Papers Series. RePEc:bcb:wpaper:564.

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2021Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138.

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2021Labor Market Indicator for Colombia (LMI). (2021). Ramos-Veloza, Mario ; Cristiano-Botia, Deicy J ; Hernandez-Bejarano, Manuel Dario. In: Borradores de Economia. RePEc:bdr:borrec:1152.

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2021Nowcasting Colombian Economic Activity: DFM and Factor-MIDAS approaches. (2021). Rojas-Martinez, Carlos D ; Martinez-Cortes, Nicolas ; Galeano-Ramirez, Franky Juliano. In: Borradores de Economia. RePEc:bdr:borrec:1168.

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2021Fiscal regimes and the exchange rate. (2021). Cantu Garcia, Carlos ; Cavallino, Paolo ; Alberola-Ila, Enrique ; Mirkov, Nikola . In: BIS Working Papers. RePEc:bis:biswps:950.

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2022A Real-Time Historical Database of Macroeconomic Indicators for Russia. (2022). Sterkhova (Zhivaykina), Aleksandra ; Seleznev, Sergei ; Ponomarenko, Alexey ; Gornostaev, Dmitry. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:1:p:88-103.

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2021FORECASTING RUSSIAN CPI WITH DATA VINTAGES AND MACHINE LEARNING TECHNIQUES. (2021). Mamedli, Mariam ; Shibitov, Denis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps70.

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2021A Real-Time Historical Database of Macroeconomic Indicators for Russia. (2021). Sterkhova (Zhivaykina), Aleksandra ; Ponomarenko, Alexey ; Gornostaev, Dmitrii ; Seleznev, Sergei. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps76.

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2021Modelling of Economic and Financial Conditions for Real?Time Prediction of Recessions. (2021). Çakmaklı, Cem ; Altug, Sumru ; Ircani, Hamza Dem. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:663-685.

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2021Nowcasting South African gross domestic product using a suite of statistical models. (2021). Steenkamp, Daan ; Botha, Byron ; van Jaarsveld, Rossouw ; Reid, Geordie ; Olds, Tim. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:526-554.

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2021Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915.

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2021Forecasting UK GDP growth with large survey panels. (2021). Kapetanios, George ; Kalamara, Eleni ; Anesti, Nikoleta. In: Bank of England working papers. RePEc:boe:boeewp:0923.

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2021Global Uncertainty. (2021). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_001.

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2021Stochastic model specification in Markov switching vector error correction models. (2021). Huber, Florian ; Niko, Hauzenberger ; Thomas, Zorner ; Michael, Pfarrhofer ; Florian, Huber. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:7.

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2021Global Uncertainty. (2021). Castelnuovo, Efrem ; Caggiano, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8885.

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2021Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York. (2021). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9365.

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2022Shadow Rates as a Measure of the Monetary Policy Stance: Some International Evidence. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9839.

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2021Estimating Shadow Policy Rates in a Small Open Economy and the Role of Foreign Factors. (2021). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:915.

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2022Nowcasting Macroeconomic Variables Using High-Frequency Fiscal Data. (2022). Ambrisko, Robert . In: Working Papers. RePEc:cnb:wpaper:2022/5.

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2021What Moves Treasury Yields?. (2021). Moench, Emanuel ; Siavash, Soroosh Soofi. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15978.

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2021Dynamic factor models: does the specification matter?. (2021). Miranda, Karen Alejandra ; Poncela, Pilar ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32210.

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2021Capital flows-at-risk: push, pull and the role of policy. (2021). Sokol, Andrej ; Eguren Martin, Fernando ; Oneill, Cian ; von Dem, Lukas ; Eguren-Martin, Fernando. In: Working Paper Series. RePEc:ecb:ecbwps:20212538.

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2021Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212604.

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2021The ECBs tracker: nowcasting the press conferences of the ECB. (2021). Marozzi, Armando. In: Working Paper Series. RePEc:ecb:ecbwps:20212609.

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2022One scheme fits all: a central fiscal capacity for the EMU targeting eurozone, national and regional shocks. (2022). van Spronsen, Josha ; Cimadomo, Jacopo ; Beetsma, Roel. In: Working Paper Series. RePEc:ecb:ecbwps:20222666.

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2022How well-behaved are revisions to quarterly fiscal data in the euro area?. (2022). Schall, Robert ; Faria, Thomas ; Bakowski, Krzysztof. In: Working Paper Series. RePEc:ecb:ecbwps:20222676.

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2022The certification role of the EU-wide stress testing exercises in the stock market. What can we learn from the stress tests (2014-2021)?. (2022). Marques, Aurea ; Ongena, Steven ; Durrani, Agha. In: Working Paper Series. RePEc:ecb:ecbwps:20222711.

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2022Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach. (2022). Wichitaksorn, Nuttanan. In: Journal of Asian Economics. RePEc:eee:asieco:v:78:y:2022:i:c:s1049007821001494.

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2022A neural network ensemble approach for GDP forecasting. (2022). Rungi, Armando ; Riccaboni, Massimo ; Longo, Luigi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s016518892100213x.

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2021Interest rate trends in a global context. (2021). Tesar, Linda L ; Stolyarov, Dmitriy. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001218.

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2021Forecasting imports with information from abroad. (2021). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:109-117.

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2021Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment. (2021). GUPTA, RANGAN ; Cepni, Oguzhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001601.

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2021Measuring real–financial connectedness in the U.S. economy. (2021). Yilmaz, Kamil ; Uluceviz, Erhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001637.

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2021Forecasting US economic growth in downturns using cross-country data. (2021). Yang, Shu-Kuei X ; Nie, Jun ; Lyu, Yifei. In: Economics Letters. RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304286.

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2021The nowcast revision analysis extended. (2021). Tachi, Yuta ; Hayashi, Fumio. In: Economics Letters. RePEc:eee:ecolet:v:209:y:2021:i:c:s016517652100389x.

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2021On factor models with random missing: EM estimation, inference, and cross validation. (2021). Su, Liangjun ; Jin, Sainan ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:745-777.

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2021The predictive power of Nelson–Siegel factor loadings for the real economy. (2021). Ma, Jun ; Jiao, Anqi ; Han, Yang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:95-127.

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2021Machine learning and oil price point and density forecasting. (2021). Issler, João ; Gaglianone, Wagner ; Cavalcanti, Pedro ; Bonnet, Alexandre ; Lin, Yihao ; Teixeira, Osmani. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003807.

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2021Hunting the quicksilver: Using textual news and causality analysis to predict market volatility. (2021). Dionisio, Andreia ; Banerjee, Ameet Kumar ; Mahapatra, Biplab ; Pradhan, H K. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001800.

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2022Early warning systems using dynamic factor models: An application to Asian economies. (2022). Villafuerte, James ; Truck, Stefan ; Sheen, Jeffrey ; Truong, Chi. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921000450.

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2021Using newspaper obituaries to “nowcast” daily mortality: Evidence from the Italian COVID-19 hot-spots. (2021). Puca, Marcello ; Buonanno, Paolo. In: Health Policy. RePEc:eee:hepoli:v:125:y:2021:i:4:p:535-540.

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2022Asset prices, financial amplification and monetary policy: Structural evidence from an identified multivariate GARCH model. (2022). Roestel, Jan ; Herwartz, Helmut. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000531.

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2021ALICE: Composite leading indicators for euro area inflation cycles. (2021). Zekaite, Zivile ; de Bondt, Gabe ; Hahn, Elke. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:687-707.

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2021Nowcasting GDP using machine-learning algorithms: A real-time assessment. (2021). Vehbi, Tugrul ; Richardson, Adam ; van Florenstein, Thomas. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:941-948.

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2021Bayesian VAR forecasts, survey information, and structural change in the euro area. (2021). Ganics, Gergely ; Odendahl, Florens. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:971-999.

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2021Minnesota-type adaptive hierarchical priors for large Bayesian VARs. (2021). Chan, Joshua. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1212-1226.

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2021Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425.

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2022Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York. (2022). Lahiri, Kajal ; Yang, Cheng. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:545-566.

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2022Nowcasting unemployment insurance claims in the time of COVID-19. (2022). Sinclair, Tara ; Larson, William D. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:635-647.

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2021Mixed-frequency approaches to nowcasting GDP: An application to Japan. (2021). Kido, Yosuke ; Hirakata, Naohisa ; Otaka, Kazuki ; Chikamatsu, Kyosuke. In: Japan and the World Economy. RePEc:eee:japwor:v:57:y:2021:i:c:s0922142521000049.

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2021The growing impact of US monetary policy on emerging financial markets: Evidence from India. (2021). Lakdawala, Aeimit. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001297.

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2021Delphic and odyssean monetary policy shocks: Evidence from the euro area. (2021). ferroni, filippo ; Andrade, Philippe. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:816-832.

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2021The real-time macro content of corporate financial reports: A dynamic factor model approach. (2021). Patatoukas, Panos N ; Carabias, Jose M ; Abdalla, Ahmed M. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:260-280.

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2021Downside risk, financial conditions and systemic risk in China. (2021). Li, Haoran ; Wang, BO. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19304895.

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2021Too little but not too late: nowcasting poverty and cash transfers’ incidence during COVID-19’s crisis. (2021). Brum, Matias ; de Rosa, Mauricio. In: World Development. RePEc:eee:wdevel:v:140:y:2021:i:c:s0305750x20303545.

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2022Advance Layoff Notices and Labor Market Forecasting. (2020). Lunsford, Kurt ; Krolikowski, Pawel . In: Working Papers. RePEc:fip:fedcwq:87416.

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2021Forecasting US Inflation in Real Time. (2021). Hubrich, Kirstin ; Fulton, Chad. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-14.

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2021The Factor Structure of Disagreement. (2021). Winkler, Fabian ; Herbst, Edward. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-46.

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2021Motivating Banks to Lend? Credit Spillover Effects of the Main Street Lending Program. (2021). Zlate, Andrei ; Zarutskie, Rebecca ; Minoiu, Camelia. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-78.

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2021Predicting Benchmarked US State Employment Data in Real Time. (2019). Walstrum, Thomas ; Brave, Scott ; Gascon, Charles S ; Kluender, William. In: Working Papers. RePEc:fip:fedlwp:86649.

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2021Forecasting Low Frequency Macroeconomic Events with High Frequency Data. (2020). Owyang, Michael ; Galvão, Ana ; Galvo, Ana B. In: Working Papers. RePEc:fip:fedlwp:88704.

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2021.

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2021Forecasting US Inflation in Real Time. (2021). Hubrich, Kirstin ; Fulton, Chad. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:36-:d:652685.

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2021Quantifying Drivers of Forecasted Returns Using Approximate Dynamic Factor Models for Mixed-Frequency Panel Data. (2021). Portelli, Lorenzo ; Min, Aleksey ; Defend, Monica ; Zagst, Rudi ; Sandrini, Francesco ; Ramsauer, Franz. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:5-90:d:495900.

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2022Nowcasting real GDP in Tunisia using large datasets and mixed-frequency models. (2022). Benlallouna, Brahim Mehdi ; ben Rhomdhane, Hagher. In: IHEID Working Papers. RePEc:gii:giihei:heidwp02-2022.

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2022Using National Payment System Data to Nowcast Economic Activity in Azerbaijan. (2022). Valirzayev, Hikmat ; Ramazanova, Nazrin ; Huseynov, Ilkin. In: IHEID Working Papers. RePEc:gii:giihei:heidwp23-2022.

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2021Nowcasting US GDP Using Tree-Based Ensemble Models and Dynamic Factors. (2021). Yazgan, Ege ; Soybilgen, Bari. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10083-5.

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2022A Bootstrap Method to Test Granger-Causality in the Frequency Domain. (2022). Montanari, Angela ; Farne, Matteo. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10112-x.

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2022Nowcasting and monitoring SDG 8. (2022). Url, Thomas ; Bilek-Steindl, Sandra. In: Empirica. RePEc:kap:empiri:v:49:y:2022:i:2:d:10.1007_s10663-022-09533-0.

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2022Nowcasting Real GDP for Saudi Arabia1*. (2022). Barnett, William ; Alkhareif, Ryadh M. In: Open Economies Review. RePEc:kap:openec:v:33:y:2022:i:2:d:10.1007_s11079-021-09634-6.

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2021Global and Local Components of Output Gaps. (2021). Mhlebach, Nina ; Eckert, Florian. In: KOF Working papers. RePEc:kof:wpskof:21-497.

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2021What Moves Treasury Yields?. (2021). Moench, Emanuel ; Soofi-Siavash, Soroosh. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:88.

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2021Evaluation of mixed frequency approaches for tracking near-term economic developments in North Macedonia. (2021). Ramadani, Gani ; Bucevska, Vesna ; Petrovska, Magdalena. In: Working Papers. RePEc:mae:wpaper:2021-03.

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2021Global Economic Policy Uncertainty (GEPU) and Non-Performing Loans (NPL) in Irans Banking System: Dynamic Correlation using the DCC-GARCH Approach. (2021). Abdollahi, Mohammad Sadegh ; Soureh, Reza H ; Takaloo, Amir ; Botshekan, Mohammad Hashem. In: Journal of Money and Economy. RePEc:mbr:jmonec:v:16:y:2021:i:2:p:187-212.

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2021Global Uncertainty. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem. In: Monash Economics Working Papers. RePEc:mos:moswps:2021-12.

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2021Price Discovery in High Resolution*. (2021). Hasbrouck, Joel. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:19:y:2021:i:3:p:395-430..

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2022Uncertainty Before and During COVID-19: A Survey. (2022). Castelnuovo, Efrem. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0279.

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2021Unraveling the association between socioeconomic diversity and consumer price index in a tourism country. (2021). Pentland, Alex ; Babwany, Nakash Ali ; Leng, Yan. In: Palgrave Communications. RePEc:pal:palcom:v:8:y:2021:i:1:d:10.1057_s41599-021-00822-w.

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2021Financial Conditions and Downside Risk to Economic Activity in Australia. (2021). Hartigan, Luke ; Wright, Michelle . In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2021-03.

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2021Estimating a time-varying financial conditions index for South Africa. (2021). Kabundi, Alain ; Mbelu, Asithandile. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-020-01844-0.

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2021Horizon confidence sets. (2021). Fosten, Jack ; Gutknecht, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01891-7.

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2021A mixed-frequency smooth measure for business conditions. (2021). Chen, Yi-Ting. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:4:d:10.1007_s00181-020-01937-w.

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2022Measuring uncertainty: A streamlined application for the Ecuadorian economy. (2022). González-Astudillo, Manuel ; Salcedo, Juan Jose ; Gonzalez-Astudillo, Manuel ; Avellan, Guillermo. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:4:d:10.1007_s00181-021-02069-5.

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More than 100 citations found, this list is not complete...

Works by Michele Modugno:


YearTitleTypeCited
2010An Area-Wide Real-Time Database for the Euro Area In: CEPR Discussion Papers.
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2010An Area Wide Real Time Data Base for the Euro Area.(2010) In: Working Papers ECARES.
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2010An area-wide real-time database for the euro area.(2010) In: Working Paper Series.
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2012An Area-Wide Real-Time Database for the Euro Area.(2012) In: The Review of Economics and Statistics.
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article
2012Now-casting and the real-time data flow In: CEPR Discussion Papers.
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2012Now-Casting and the Real-Time Data Flow.(2012) In: Working Papers ECARES.
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2013Now-casting and the real-time data flow.(2013) In: Working Paper Series.
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paper
2013Now-Casting and the Real-Time Data Flow.(2013) In: Handbook of Economic Forecasting.
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chapter
2013Unspanned Macroeconomic Factors in the Yields Curve In: Working Papers ECARES.
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paper44
2014Unspanned macroeconomic factors in the yield curve.(2014) In: Finance and Economics Discussion Series.
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paper
2016Unspanned Macroeconomic Factors in the Yield Curve.(2016) In: Journal of Business & Economic Statistics.
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article
2014Low Frequency Effects of Macroeconomic News on Government Bond Yields In: Working Papers ECARES.
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paper33
2017Low frequency effects of macroeconomic news on government bond yields.(2017) In: Journal of Monetary Economics.
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article
2014Low Frequency Effects of Macroeconomic News on Government Bond Yields.(2014) In: Finance and Economics Discussion Series.
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paper
2014Low Frequency Effects of Macroeconomic News on Government Bond Yields.(2014) In: CSEF Working Papers.
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paper
2009The forecasting power of internal yield curve linkages In: Working Paper Series.
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paper9
2010Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data In: Working Paper Series.
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paper231
2014MAXIMUM LIKELIHOOD ESTIMATION OF FACTOR MODELS ON DATASETS WITH ARBITRARY PATTERN OF MISSING DATA.(2014) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 231
article
2011Nowcasting inflation using high frequency data In: Working Paper Series.
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paper38
2013Now-casting inflation using high frequency data.(2013) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 38
article
2016A global trade model for the euro area In: Working Paper Series.
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paper8
2015A Global Trade Model for the Euro Area.(2015) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 8
paper
2017A Global Trade Model for the Euro Area.(2017) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 8
article
2016Nowcasting Turkish GDP and news decomposition In: International Journal of Forecasting.
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2016Nowcasting Turkish GDP and News Decomposition.(2016) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 20
paper
2017A now-casting model for Canada: Do U.S. variables matter? In: International Journal of Forecasting.
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article14
2016A Nowcasting Model for Canada: Do U.S. Variables Matter?.(2016) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 14
paper
2021Monetary policy uncertainty and monetary policy surprises In: Journal of International Money and Finance.
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article7
2020Monetary Policy Uncertainty and Monetary Policy Surprises.(2020) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 7
paper
2021Reprint: Monetary policy uncertainty and monetary policy surprises In: Journal of International Money and Finance.
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article4
2016Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models In: Advances in Econometrics.
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chapter19
2015Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models.(2015) In: Finance and Economics Discussion Series.
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paper
2014The Importance of Updating: Evidence from a Brazilian Nowcasting Model In: Finance and Economics Discussion Series.
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paper30
2015The importance of updating: Evidence from a Brazilian nowcasting model.(2015) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
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article
2016Financial Vulnerabilities, Macroeconomic Dynamics, and Monetary Policy In: Finance and Economics Discussion Series.
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paper13
2020Sowing the Seeds of Financial Imbalances: The Role of Macroeconomic Performance In: Finance and Economics Discussion Series.
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paper2
2021The Information Content of Stress Test Announcements In: Finance and Economics Discussion Series.
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paper2
2018Monetary Policy Surprises and Monetary Policy Uncertainty In: FEDS Notes.
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paper5
2018The Relationship between Macroeconomic Overheating and Financial Vulnerability : A Narrative Investigation In: FEDS Notes.
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2018The Relationship between Macroeconomic Overheating and Financial Vulnerability : A Quantitative Exploration In: FEDS Notes.
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2020Macroeconomic News and Stock Prices Over the FOMC Cycle In: FEDS Notes.
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2021Back to the Present: Learning about the Euro Area through a Now-casting Model In: International Finance Discussion Papers.
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2012Nowcasting with Daily Data In: 2012 Meeting Papers.
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paper6
2011Essays on real-time econometrics and forecasting In: ULB Institutional Repository.
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