Michele Modugno : Citation Profile

Are you Michele Modugno?

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

13

H index

13

i10 index

944

Citations

RESEARCH PRODUCTION:

14

Articles

33

Papers

2

Chapters

RESEARCH ACTIVITY:

   15 years (2009 - 2024). See details.
   Cites by year: 62
   Journals where Michele Modugno has often published
   Relations with other researchers
   Recent citing documents: 108.    Total self citations: 21 (2.18 %)

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   Permalink: http://citec.repec.org/pmo711
   Updated: 2024-11-08    RAS profile: 2024-10-10    
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Relations with other researchers

Works with:

Cascaldi-Garcia, Danilo (4)

Guerrieri, Luca (2)

Afanasyeva, Elena (2)

Giannone, Domenico (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 (39)

Caruso, Alberto (26)

Petrella, Ivan (25)

Marcellino, Massimiliano (20)

Chernis, Tony (19)

Ferrara, Laurent (18)

Luciani, Matteo (18)

Cimadomo, Jacopo (16)

Galvão, Ana (16)

Banbura, Marta (15)

Lenza, Michele (14)

Cites to:

Giannone, Domenico (105)

Reichlin, Lucrezia (98)

Banbura, Marta (30)

Swanson, Eric (20)

Lenza, Michele (18)

Lippi, Marco (17)

Forni, Mario (17)

Marcellino, Massimiliano (15)

Rünstler, Gerhard (14)

Bauer, Michael (14)

Watson, Mark (13)

Main data

Where Michele Modugno has published?

Journals with more than one article published# docs
International Journal of Forecasting4
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
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)5
Working Papers ECARES / ULB -- Universite Libre de Bruxelles4
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Michele Modugno (2024 and 2023)

YearTitle of citing document
2024Quasi 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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2023Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887.

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2024Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2023Factor-augmented tree ensembles. (2021). Pellegrino, Filippo. In: Papers. RePEc:arx:papers:2111.14000.

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2023Monitoring 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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2023Should Bank Stress Tests Be Fair?. (2022). Li, Mike ; Glasserman, Paul. In: Papers. RePEc:arx:papers:2207.13319.

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2024Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2023Multidimensional dynamic factor models. (2023). Pellegrino, Filippo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2301.12499.

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2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2023sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings. (2023). Gibberd, Alex ; Chan, Tak-Shing ; Mosley, Luke. In: Papers. RePEc:arx:papers:2303.14125.

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2023Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256.

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2024Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864.

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2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2023.

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2024Forecasting Recessions in Canada: An Autoregressive Probit Model Approach. (2024). Tuzcuoglu, Kerem ; Poulin-Moore, Antoine. In: Staff Working Papers. RePEc:bca:bocawp:24-10.

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2024U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields. (2024). Sekkel, Rodrigo ; Feunou, Bruno ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Staff Working Papers. RePEc:bca:bocawp:24-12.

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2023Monitoring Financial Conditions and Downside Risk to Economic Activity in Australia. (2023). Hartigan, Luke ; Wright, Michelle. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:253-287.

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2023Yield curve sensitivity to investor positioning around economic shocks. (2023). Stoja, Evarist ; Saha, Shreyosi ; Kinston, Rafael ; Boneva, Leva ; Altmeyer, Patrick. In: Bank of England working papers. RePEc:boe:boeewp:1029.

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2024“Whatever It Takes!” How Tonality of TV-News Affected Government Bond Yield Spreads during the European Debt Crisis. (2024). Feld, Lars ; Thomas, Tobias ; Kohler, Ekkehard A ; Hirsch, Patrick. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10980.

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2023Firm Expectations and News: Micro v Macro. (2023). Müller, Gernot ; Menkhoff, Manuel ; Enders, Zeno ; Niemann, Knut ; Muller, Gernot J ; Born, Benjamin. In: ifo Working Paper Series. RePEc:ces:ifowps:_400.

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2023Where is the Inflation? The Diverging Patterns of Prices of Goods and Services. (2023). Wlasiuk, Juan M ; Carlomagno, Guillermo ; Bajraj, Gent. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:969.

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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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2023US monetary policy spillovers to European banks. (2023). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20232876.

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2024Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Menz, Jan-Oliver ; Wieland, Elisabeth ; Schnorrenberger, Richard ; Carstensen, Kai ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930.

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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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2024The Term Structure of Monetary Policy Uncertainty. (2024). Herriford, Trenton ; Bundick, Brent ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188923002099.

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2023Asymmetries in multi-target monetary policy rule and the role of uncertainty: Evidence from China. (2023). Tian, Hao ; Zuo, Yulan ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:278-296.

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2023Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160.

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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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2023Nowcasting the output gap. (2023). Wong, Benjamin ; Morley, James ; Berger, Tino. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:18-34.

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2023Factor-based imputation of missing values and covariances in panel data of large dimensions. (2023). Bai, Jushan ; Ng, Serena ; Cahan, Ercument. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:113-131.

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2023Large dimensional latent factor modeling with missing observations and applications to causal inference. (2023). Pelger, Markus ; Xiong, Ruoxuan. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:271-301.

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2023Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446.

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2024Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500.

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2024Predictive ability tests with possibly overlapping models. (2024). Gutknecht, Daniel ; Fosten, Jack ; Corradi, Valentina. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000629.

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2023High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research. (2023). Anderson, Brian ; Deistler, Manfred ; Lippi, Marco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:3-16.

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2024One scheme fits all: A central fiscal capacity for the EMU targeting eurozone, national and regional shocks. (2024). Cimadomo, Jacopo ; van Spronsen, Josha. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000503.

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2023Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553.

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2024Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002160.

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2023Connectedness between monetary policy uncertainty and sectoral stock market returns: Evidence from asymmetric TVP-VAR approach. (2023). Raza, Syed ; Kumar, Satish ; Sharif, Arshian ; Ahmed, Maiyra. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004623.

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2023Monetary policy uncertainty and corporate cash holdings: Evidence from China. (2023). Wang, Xingjian ; Han, Haozhe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000384.

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2023Weekly economic activity: Measurement and informational content. (2023). Guggia, Valentino ; Glocker, Christian ; Wegmuller, Philipp. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:228-243.

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2023Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence. (2023). Verbeken, Brecht ; Boudt, Kris ; Borms, Samuel ; Algaba, Andres. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:266-278.

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2023Nowcasting German GDP: Foreign factors, financial markets, and model averaging. (2023). Senftleben-Konig, Charlotte ; Reichlin, Lucrezia ; Hasenzagl, Thomas ; Andreini, Paolo ; Strohsal, Till. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:298-313.

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2023Does the Phillips curve help to forecast euro area inflation?. (2023). Bobeica, Elena ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390.

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2023Nowcasting food inflation with a massive amount of online prices. (2023). Szafranek, Karol ; Stelmasiak, Damian ; Macias, Pawe. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:809-826.

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2023Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models. (2023). Meng, Xiaochun ; Han, Yang ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1078-1096.

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2023Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412.

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2023Nowcasting GDP with a pool of factor models and a fast estimation algorithm. (2023). Schroder, Maximilian ; Eraslan, Sercan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1460-1476.

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2023Real-time density nowcasts of US inflation: A model combination approach. (2023). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1736-1760.

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2023Forecasting GDP growth rates in the United States and Brazil using Google Trends. (2023). Clements, Michael ; Urquhart, Andrew ; Bantis, Evripidis. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1909-1924.

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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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2023News indices on country fundamentals. (2023). Kocsis, Zalan ; Fulop, Andras. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001565.

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2023Monetary policy uncertainty, monetary policy surprises and stock returns. (2023). Bask, Mikael ; Sekandary, Ghezal. In: Journal of Economics and Business. RePEc:eee:jebusi:v:124:y:2023:i:c:s0148619522000625.

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2023Global financial cycles since 1880. (2023). Wolters, Maik ; Potjagailo, Galina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000025.

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2023Effects of monetary policy uncertainty on debt financing: Evidence from Korean heterogeneous firms. (2023). Cho, Dooyeon ; Im, Pullip. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001614.

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2024Estimating shadow policy rates in a small open economy and the role of foreign factors. (2024). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001730.

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2023Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models. (2023). Gaglianone, Wagner ; Araujo, Gustavo Silva. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000042.

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2024“Whatever It Takes!” How tonality of TV-news affected government bond yield spreads during the European debt crisis. (2024). Feld, Lars ; Kohler, Ekkehard A ; Hirsch, Patrick ; Thomas, Tobias. In: European Journal of Political Economy. RePEc:eee:poleco:v:82:y:2024:i:c:s0176268024000132.

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2023Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies. (2023). Yunus, Nafeesa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:211-232.

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2023Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting. (2023). Wu, Ping ; Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:96086.

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2023Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model. (2023). Zhong, Molin ; Khazanov, Alexey ; Guerron-Quintana, Pablo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-27.

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2023The US, Economic News, and the Global Financial Cycle. (2023). Kroner, Niklas ; Boehm, Christoph E. In: International Finance Discussion Papers. RePEc:fip:fedgif:1371.

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2023Nowcasting Economic Activity Using Electricity Market Data: The Case of Lithuania. (2023). Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Lukauskas, Mantas. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:5:p:134-:d:1137785.

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2023.

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2023Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty: thinking in the post-covid-19 world. (2023). Ma, Feng ; Toan, Luu Duc ; Hong, Yanran ; Liang, Chao. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:4:d:10.1007_s11156-023-01140-9.

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2023Empirical DSGE model evaluation with interest rate expectations measures and preferences over safe assets. (2023). Rannenberg, Ansgar ; Lejeune, Thomas ; de Walque, Grégory. In: Working Paper Research. RePEc:nbb:reswpp:202302-433.

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2023Evaluating the Importance of Monetary Policy Uncertainty: The Long- and Short-Term Effects and Responses. (2023). Wang, Jikai ; Feng, Kai ; Hong, Yanran ; Hu, Yang. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:2:p:264-286.

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2023Measuring tourism demand nowcasting performance using a monotonicity test. (2023). Liu, Ying ; Song, Haiyan ; Wang, Yongjing. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:5:p:1302-1327.

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2023Nowcasting Japan’s GDP. (2023). Tachi, Yuta ; Hayashi, Fumio. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02301-w.

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2023Dissecting Brazilian agriculture business cycles in high-dimensional and time-irregular span contexts. (2023). Castro, Nicole Renno ; Maranho, Andre Nunes. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02391-0.

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2023Global and local components of output gaps. (2023). Muhlebach, Nina ; Eckert, Florian. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02419-5.

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2023Nowcasting Turkish Food Inflation Using Daily Online Prices. (2023). Yazgan, Ege M ; Soybilgen, Bari ; Kaya, Huseyin. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00084-2.

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2023The Usefulness of High-Frequency Alternative Data to Obtain Nowcasts for Japan’s GDP: Evidence from Credit Card Data. (2023). Urasawa, Satoshi. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00085-1.

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2023Sparse Warcasting. (2023). Constantinescu, Mihnea. In: Working Papers. RePEc:ukb:wpaper:01/2023.

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2023Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics. (2020). Iacone, Fabrizio ; Coroneo, Laura. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:4:p:391-409.

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2023Global financial uncertainty. (2023). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:432-449.

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2024Advance layoff notices and aggregate job loss. (2024). Lunsford, Kurt ; Krolikowski, Pawel M. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:462-480.

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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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This paper has nother version. Agregated cites: 89		paper
2010An area-wide real-time database for the euro area.(2010) In: Working Paper Series.
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This paper has nother version. Agregated cites: 89		paper
2012An Area-Wide Real-Time Database for the Euro Area.(2012) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 89		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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This paper has nother version. Agregated cites: 252		paper
2013Now-casting and the real-time data flow.(2013) In: Working Paper Series.
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This paper has nother version. Agregated cites: 252		paper
2013Now-Casting and the Real-Time Data Flow.(2013) In: Handbook of Economic Forecasting.
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This paper has nother version. Agregated cites: 252		chapter
2013Unspanned Macroeconomic Factors in the Yields Curve In: Working Papers ECARES.
[Full Text][Citation analysis]		paper56
2014Unspanned macroeconomic factors in the yield curve.(2014) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 56		paper
2016Unspanned Macroeconomic Factors in the Yield Curve.(2016) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 56		article
2014Low Frequency Effects of Macroeconomic News on Government Bond Yields In: Working Papers ECARES.
[Full Text][Citation analysis]		paper47
2017Low frequency effects of macroeconomic news on government bond yields.(2017) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		article
2014Low Frequency Effects of Macroeconomic News on Government Bond Yields.(2014) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		paper
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2014MAXIMUM LIKELIHOOD ESTIMATION OF FACTOR MODELS ON DATASETS WITH ARBITRARY PATTERN OF MISSING DATA.(2014) In: Journal of Applied Econometrics.
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2013Now-casting inflation using high frequency data.(2013) 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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2017A now-casting model for Canada: Do U.S. variables matter? In: International Journal of Forecasting.
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2015Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models.(2015) In: Finance and Economics Discussion Series.
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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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