Michele Modugno : Citation Profile


Are you Michele Modugno?

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

9

H index

9

i10 index

355

Citations

RESEARCH PRODUCTION:

9

Articles

26

Papers

2

Chapters

RESEARCH ACTIVITY:

   9 years (2009 - 2018). See details.
   Cites by year: 39
   Journals where Michele Modugno has often published
   Relations with other researchers
   Recent citing documents: 77.    Total self citations: 12 (3.27 %)

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   Permalink: http://citec.repec.org/pmo711
   Updated: 2019-04-20    RAS profile: 2019-01-25    
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Relations with other researchers


Works with:

Giannone, Domenico (9)

Bragoli, Daniela (4)

Altavilla, Carlo (4)

D'Agostino, Antonello (4)

Coroneo, Laura (3)

Yazgan, Ege (2)

Banbura, Marta (2)

Osbat, Chiara (2)

Lee, Seung Jung (2)

Afanasyeva, Elena (2)

Soybilgen, Baris (2)

Metelli, Luca (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 (21)

Marcellino, Massimiliano (18)

Chernis, Tony (14)

Petrella, Ivan (13)

Drechsel, Thomas (11)

Antolin-Diaz, Juan (11)

Foroni, Claudia (9)

Ferrara, Laurent (8)

Caruso, Alberto (8)

Koopman, Siem Jan (7)

Soybilgen, Baris (7)

Cites to:

Reichlin, Lucrezia (42)

Giannone, Domenico (37)

Forni, Mario (9)

Lippi, Marco (9)

Banbura, Marta (8)

Hallin, Marc (7)

Sala, Luca (7)

Mariano, Roberto (6)

Luciani, Matteo (6)

Doz, Catherine (6)

Rünstler, Gerhard (6)

Main data


Where Michele Modugno has published?


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

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US)8
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.)3

Recent works citing Michele Modugno (2018 and 2017)


YearTitle of citing document
2018Determining the dimension of factor structures in non-stationary large datasets. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1806.03647.

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2017Global Real Activity for Canadian Exports: GRACE. (2017). de Munnik, Daniel ; Chernis, Tony ; Binette, Andre . In: Discussion Papers. RePEc:bca:bocadp:17-2.

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2017A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth. (2017). Chernis, Tony ; Velasco, Gabriella ; Cheung, Calista . In: Discussion Papers. RePEc:bca:bocadp:17-8.

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2018Nowcasting Canadian Economic Activity in an Uncertain Environment. (2018). Chernis, Tony ; Sekkel, Rodrigo. In: Discussion Papers. RePEc:bca:bocadp:18-9.

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2017A Dynamic Factor Model for Nowcasting Canadian GDP Growth. (2017). Chernis, Tony ; Sekkel, Rodrigo. In: Staff Working Papers. RePEc:bca:bocawp:17-2.

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2018Evaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and Forecasts. (2018). Champagne, Julien ; Sekkel, Rodrigo ; Poulin-Bellisle, Guillaume. In: Staff Working Papers. RePEc:bca:bocawp:18-52.

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2018Does US or Canadian Macro News Drive Canadian Bond Yields?. (2018). Feunou, Bruno ; Donfack, Morvan Nongni ; Sekkel, Rodrigo. In: Staff Analytical Notes. RePEc:bca:bocsan:18-38.

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2018Financial markets effects of ECB unconventional monetary policy announcements. (2018). Delle Monache, Davide ; Bulligan, Guido. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_424_18.

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2017A Financial Conditions Index for the CEE economies. (2017). Auer, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1145_17.

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2018Short term forecasts of economic activity: are fortnightly factors useful?. (2018). Monteforte, Libero ; Raponi, Valentina . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1177_18.

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2018Nowcasting Mexican GDP using Factor Models and Bridge Equations. (2018). de Jesus, Galvez-Soriano Oscar. In: Working Papers. RePEc:bdm:wpaper:2018-06.

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2017Common Factors of Commodity Prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working papers. RePEc:bfr:banfra:645.

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2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working papers. RePEc:bfr:banfra:717.

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2017DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS. (2017). Henzel, Steffen ; Rengel, Malte. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:843-877.

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2017NOWCASTING THE NEW TURKISH GDP. (2017). Yazgan, Ege ; Soybilgen, Baris. In: Working Papers. RePEc:bli:wpaper:1702.

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2018Business cycle narratives. (2018). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0064.

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2018Rethinking financial stability. (2018). Kapadia, Sujit ; Hinterschweiger, Marc ; HALDANE, ANDREW ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0712.

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2018Uncertain Kingdom: nowcasting GDP and its revisions. (2018). Anesti, Nikoleta ; Miranda-Agrippino, Silvia ; Galvo, Ana. In: Bank of England working papers. RePEc:boe:boeewp:0764.

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2018Nowcasting Japanese GDPs. (2018). Hirakata, Naohisa ; Kyosuke, Naohisa Hirakata. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e18.

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2018A Monthly Indicator of Economic Activity for Ireland. (2018). Conefrey, Thomas ; Walsh, Graeme. In: Economic Letters. RePEc:cbi:ecolet:14/el/18.

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2018Forecasting Imports with Information from Abroad. (2018). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7079.

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2018Uncertain Kingdom: Nowcasting GDP and its Revisions. (2018). Miranda-Agrippino, Silvia ; ANESTI, NIKOLETA ; Galvao, Ana Beatriz. In: Discussion Papers. RePEc:cfm:wpaper:1824.

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2018Common Factors of Commodity Prices. (2018). Giannone, Domenico ; Ferrara, Laurent ; delle Chiaie, Simona. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12767.

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2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working Papers. RePEc:crs:wpaper:2019-04.

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2017Using debit card payments data for nowcasting Dutch household consumption. (2017). Cruijsen, Carin ; Bolt, Wilko ; van der Cruijsen, Carin ; Verbaan, Roy. In: DNB Working Papers. RePEc:dnb:dnbwpp:571.

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2018Nowcasting the New Turkish GDP. (2018). Soybilgen, Baris ; Yazgan, Ege . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00443.

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2018Macroeconomic News and Market Reaction: Surprise Indexes meet Nowcasting. (2018). Caruso, Alberto. In: Working Papers ECARES. RePEc:eca:wpaper:2013/268597.

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2017Common factors of commodity prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working Paper Series. RePEc:ecb:ecbwps:20172112.

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2018Euro area real-time density forecasting with financial or labor market frictions. (2018). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20182140.

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2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey. (2017). Mogliani, Matteo ; Darné, Olivier ; Pluyaud, Bertrand ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:26-39.

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2018Nowcasting with the help of foreign indicators: The case of Mexico. (2018). Caruso, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:160-168.

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2018Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate. (2018). Soybilgen, Baris ; Yazgan, Ege . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:99-108.

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2017Forecasting broad money velocity. (2017). Jung, Alexander. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:421-432.

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2017Forecasting the term structure of government bond yields in unstable environments. (2017). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:209-225.

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2017Now-casting the Japanese economy. (2017). Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:390-402.

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2017Short-term inflation forecasting: The M.E.T.A. approach. (2017). Venditti, Fabrizio ; Silvestrini, Andrea ; Sbrana, Giacomo. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1065-1081.

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2017Business tendency surveys and macroeconomic fluctuations. (2017). Scheufele, Rolf ; Kaufmann, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:878-893.

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2017Nowcasting BRIC+M in real time. (2017). Dahlhaus, Tatjana ; Guenette, Justin-Damien ; Vasishtha, Garima . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:915-935.

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2019Euro area real-time density forecasting with financial or labor market frictions. (2019). Warne, Anders ; McAdam, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:580-600.

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2017Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?. (2017). Strasser, Georg ; Vega, Clara ; Scotti, Chiara ; Gilbert, Thomas. In: Journal of Monetary Economics. RePEc:eee:moneco:v:92:y:2017:i:c:p:78-95.

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2018The effect of interest in renewable energy on US household electricity consumption: An analysis using Google Trends data. (2018). Park, Sungjun ; Kim, Jinsoo. In: Renewable Energy. RePEc:eee:renene:v:127:y:2018:i:c:p:1004-1010.

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2018Uncertain kingdom: nowcasting GDP and its revisions. (2018). Anesti, Nikoleta ; Miranda-Agrippino, Silvia ; Galvao, Ana Beatriz. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:90382.

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2018Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy. (2018). Zaman, Saeed ; Tallman, Ellis. In: Working Papers (Old Series). RePEc:fip:fedcwp:1809.

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2017Common Factors, Trends, and Cycles in Large Datasets. (2017). Luciani, Matteo ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-111.

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2018A Nowcasting Model for the Growth Rate of Real GDP of Ecuador : Implementing a Time-Varying Intercept. (2018). Gonzalez-Astudillo, Manuel ; Baquero, Daniel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-44.

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2018Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area. (2018). ferroni, filippo ; Andrade, Philippe. In: Working Paper Series. RePEc:fip:fedhwp:wp-2018-12.

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2017Macroeconomic nowcasting and forecasting with big data. (2017). Tambalotti, Andrea ; Sbordone, Argia ; Giannone, Domenico ; Bok, Brandyn ; Caratelli, Daniele. In: Staff Reports. RePEc:fip:fednsr:830.

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2017Copula-Based Factor Models for Multivariate Asset Returns. (2017). Ivanov, Eugen ; Ramsauer, Franz ; Min, Aleksey . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:20-:d:98854.

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2018Financial Big Data Solutions for State Space Panel Regression in Interest Rate Dynamics. (2018). Toczydlowska, Dorota ; Peters, Gareth W. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:34-:d:158660.

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2018Measuring Real-Financial Connectedness in the U.S. Economy. (2018). Uluceviz, Erhan ; Yilmaz, Kamil. In: Working Papers. RePEc:geb:wpaper:2018-02.

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2019Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson‐Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Working Papers. RePEc:igi:igierp:639.

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2018Global Factors in the Term Structure of Interest Rates. (2018). Moreno, Antonio ; Abbritti, Mirko ; Sola, Sergio ; DellErba, Salvatore . In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2018:q:1:a:7.

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2019Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields. (2019). Yamamoto, Yohei ; Hara, Naoko ; Fatum, Rasmus. In: IMES Discussion Paper Series. RePEc:ime:imedps:19-e-02.

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2018Konstruktion von Sammelindikatoren für den Konjunkturverlauf bei prekärer Datenlage am Beispiel Montenegros. (2018). Graff, Michael ; Studer, Dominik. In: KOF Analysen. RePEc:kof:anskof:v:12:y:2018:i:3:p:81-91.

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2018Nowcasting real GDP growth with business tendency surveys data: A cross country analysis. (2018). Poghosyan, Karen ; Kočenda, Evžen. In: KIER Working Papers. RePEc:kyo:wpaper:1002.

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2017Recent monetary policy effects on Japanese macroeconomy. (2017). Kurihara, Yutaka. In: Journal of Economic and Financial Studies (JEFS). RePEc:lrc:lareco:v:5:y:2017:i:5:p:12-17.

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2018The Impact of Machine Learning on Economics. (2018). Athey, Susan. In: NBER Chapters. RePEc:nbr:nberch:14009.

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2018Big Data & Macroeconomic Nowcasting: Methodological Review. (2018). Kapetanios, George ; Papailias, Fotis. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2018-12.

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2017Resolving the Spanning Puzzle in Macro-Finance Term Structure Models. (2017). Rudebusch, Glenn ; Bauer, Michael. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:2:p:511-553..

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2017Creating and assessing composite indicators: Dynamic applications for the port industry and seaborne trade. (2017). Angelopoulos, Jason . In: Maritime Economics & Logistics. RePEc:pal:marecl:v:19:y:2017:i:1:d:10.1057_s41278-016-0050-8.

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2017Nowcasting Slovak GDP by a Small Dynamic Factor Model. (2017). Tóth, Peter ; Toth, Peter . In: MPRA Paper. RePEc:pra:mprapa:77245.

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2017Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty. (2017). Wohar, Mark ; GUPTA, RANGAN ; Risse, Marian. In: Working Papers. RePEc:pre:wpaper:201766.

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2018Nowcasting Peruvian GDP using Leading Indicators and Bayesian Variable Selection. (2018). Pérez Forero, Fernando. In: Working Papers. RePEc:rbp:wpaper:2018-010.

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2017Working Paper – WP/17/02- Estimating a time-varying financial conditions index for South Africa. (2017). Kabundi, Alain ; Mbelu, Asi. In: Working Papers. RePEc:rbz:wpaper:8008.

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2018Delphic and Odyssean monetary policy shocks: Evidence from the euro-area. (2018). ferroni, filippo. In: 2018 Meeting Papers. RePEc:red:sed018:60.

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2017Monthly US business cycle indicators: a new multivariate approach based on a band-pass filter. (2017). Marczak, Martyna ; Gomez, Victor . In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1108-2.

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2017Measuring uncertainty and assessing its predictive power in the euro area. (2017). Poncela, Pilar ; Senra, Eva . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1181-6.

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2017Macroeconomic uncertainty indices for the Euro Area and its individual member countries. (2017). Sekhposyan, Tatevik ; Rossi, Barbara. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1248-z.

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2017A dynamic factor model for nowcasting Canadian GDP growth. (2017). Chernis, Tony ; Sekkel, Rodrigo. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1254-1.

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2018Nowcasting Indonesia. (2018). Ramayandi, Arief ; Veronese, Giovanni ; Pundit, Madhavi ; Luciani, Matteo. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1288-4.

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2018Nowcasting Real Economic Activity in the Euro Area: Assessing the Impact of Qualitative Surveys. (2018). Basselier, Raisa ; Langenus, Geert ; Liedo, David Antonio. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:14:y:2018:i:1:d:10.1007_s41549-017-0022-9.

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2018Which Indicators Matter? Analyzing the Swiss Business Cycle Using a Large-Scale Mixed-Frequency Dynamic Factor Model. (2018). Galli, Alain. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:14:y:2018:i:2:d:10.1007_s41549-018-0030-4.

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2017Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts. (2017). Ravazzolo, Francesco ; Clark, Todd ; Kruger, Fabian. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:3:p:470-485.

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2018A New Model for Short-term Forecasting of Manufacturing and Equipment Investments. (2018). Hölzl, Werner ; Glocker, Christian ; Friesenbichler, Klaus ; Wegmuller, Philipp ; Holzl, Werner. In: WIFO Monatsberichte (monthly reports). RePEc:wfo:monber:y:2018:i:9:p:651-661.

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2019Efficient Matrix Approach for Classical Inference in State Space Models. (2019). Petrella, Ivan ; Delle Monache, Davide. In: EMF Research Papers. RePEc:wrk:wrkemf:19.

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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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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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2013Now-Casting and the Real-Time Data Flow.(2013) In: Handbook of Economic Forecasting.
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2013Unspanned Macroeconomic Factors in the Yields Curve In: Working Papers ECARES.
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2016Unspanned Macroeconomic Factors in the Yield Curve.(2016) In: Journal of Business & Economic Statistics.
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2014Unspanned macroeconomic factors in the yield curve.(2014) In: Finance and Economics Discussion Series.
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2014Low Frequency Effects of Macroeconomic News on Government Bond Yields In: Working Papers ECARES.
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2017Low frequency effects of macroeconomic news on government bond yields.(2017) In: Journal of Monetary Economics.
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2014Low Frequency Effects of Macroeconomic News on Government Bond Yields.(2014) In: Finance and Economics Discussion Series.
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2014Low Frequency Effects of Macroeconomic News on Government Bond Yields.(2014) In: CSEF Working Papers.
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2009The forecasting power of internal yield curve linkages In: Working Paper Series.
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2010Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data In: Working Paper Series.
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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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2011Nowcasting inflation using high frequency data In: Working Paper Series.
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2013Now-casting inflation using high frequency data.(2013) In: International Journal of Forecasting.
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2016A global trade model for the euro area In: Working Paper Series.
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2015A Global Trade Model for the Euro Area.(2015) In: Finance and Economics Discussion Series.
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2017A Global Trade Model for the Euro Area.(2017) In: International Journal of Central Banking.
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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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2017A now-casting model for Canada: Do U.S. variables matter? In: International Journal of Forecasting.
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2016A Nowcasting Model for Canada: Do U.S. Variables Matter?.(2016) In: Finance and Economics Discussion Series.
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2016Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models In: Advances in Econometrics.
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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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2014The Importance of Updating: Evidence from a Brazilian Nowcasting Model 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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2016Financial Vulnerabilities, Macroeconomic Dynamics, and Monetary Policy In: Finance and Economics Discussion Series.
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2018Monetary Policy Surprises and Monetary Policy Uncertainty In: FEDS Notes.
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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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2012Nowcasting with Daily Data In: 2012 Meeting Papers.
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2011Essays on real-time econometrics and forecasting In: ULB Institutional Repository.
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