Matteo Mogliani : Citation Profile

Are you Matteo Mogliani?

Banque de France

8

H index

6

i10 index

144

Citations

RESEARCH PRODUCTION:

11

Articles

16

Papers

RESEARCH ACTIVITY:

   13 years (2009 - 2022). See details.
   Cites by year: 11
   Journals where Matteo Mogliani has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 8 (5.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo475
   Updated: 2023-08-19    RAS profile: 2023-04-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Ferrara, Laurent (4)

Simoni, Anna (3)

Sahuc, Jean-Guillaume (3)

Diev, Pavel (2)

Kalantzis, Yannick (2)

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)

Hubert, Paul (8)

Ducoudré, Bruno (6)

Galvão, Ana (5)

Stevanovic, Dalibor (5)

Daudin, Guillaume (5)

Darné, Olivier (5)

Faubert, Violaine (4)

Foroni, Claudia (4)

Serletis, Apostolos (4)

Kapetanios, George (4)

Cites to:

Perron, Pierre (20)

Phillips, Peter (14)

Marcellino, Massimiliano (9)

Hansen, Bruce (9)

Clements, Michael (9)

Kejriwal, Mohitosh (8)

Hendry, David (8)

Leybourne, Stephen (7)

Pesaran, Mohammad (7)

Dolado, Juan (7)

Galvão, Ana (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

Recent works citing Matteo Mogliani (2022 and 2021)

YearTitle of citing document
2021Expecting the unexpected: economic growth under stress. (2021). Ortega, Esther Ruiz ; Rodriguez-Caballero, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: CREATES Research Papers. RePEc:aah:create:2021-06.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

Full description at Econpapers || Download paper

2022Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP. (2022). Zhu, Dan ; Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2209.01910.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Global Value Chains and the transmission of exchange rate shocks to consumer prices. (2021). Christine, Rifflart ; Guillaume, Daudin ; Antoine, Lalliard ; Violaine, Faubert ; Hadrien, Camatte. In: Working papers. RePEc:bfr:banfra:797.

Full description at Econpapers || Download paper

2021Job Polarization and the Flattening of the Price Phillips Curve. (2021). Siena, Daniele ; Riccardo, Zago. In: Working papers. RePEc:bfr:banfra:819.

Full description at Econpapers || Download paper

2021Enrichment of the Banque de France’s monthly business survey: lessons from textual analysis of business leaders’ comments. (2021). Martial, Ranvier ; Mathilde, Gerardin. In: Working papers. RePEc:bfr:banfra:821.

Full description at Econpapers || Download paper

2022How globalisation affects inflation. (2022). Carluccio, Juan ; de Bandt, Olivier. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2022:240:04.

Full description at Econpapers || Download paper

2021Mixed?frequency Bayesian predictive synthesis for economic nowcasting. (2021). McAlinn, Kenichiro. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:5:p:1143-1163.

Full description at Econpapers || Download paper

2022Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2022). Schweikert, Karsten. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:83-104.

Full description at Econpapers || Download paper

2022A two?step procedure for testing partial parameter stability in cointegrated regression models. (2022). Perron, Pierre ; Yu, Xuewen ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:219-237.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Expecting the unexpected: economic growth under stress. (2021). Gonzalezrivera, Gloria ; Rodriguez, Carlos Vladimir ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32148.

Full description at Econpapers || Download paper

2021Understanding low inflation in the euro area from 2013 to 2019: cyclical and structural drivers. (2021). Smets, Frank ; Osbat, Chiara ; Koester, Gerrit ; Nickel, Christiane ; Lis, Eliza. In: Occasional Paper Series. RePEc:ecb:ecbops:2021280.

Full description at Econpapers || Download paper

2021Fan charts 2.0: flexible forecast distributions with expert judgement. (2021). Sokol, Andrej. In: Working Paper Series. RePEc:ecb:ecbwps:20212624.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021The welfare cost of inflation. (2021). Xu, Libo ; Serletis, Apostolos. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000798.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Financial conditions and macroeconomic downside risks in the euro area. (2022). Lhuissier, Stephane. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000101.

Full description at Econpapers || Download paper

2022Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis. (2022). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:596-612.

Full description at Econpapers || Download paper

2023Consumer preferences, the demand for Divisia money, and the welfare costs of inflation. (2023). Serletis, Apostolos ; Xu, Libo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000830.

Full description at Econpapers || Download paper

2022Modeling global real economic activity: Evidence from variable selection across quantiles. (2022). Stolbov, Mikhail ; Shchepeleva, Maria. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s1703494921000438.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021The income protection role of an EMU-wide unemployment insurance system: the case of atypical workers. (2021). Jara, H. Xavier ; Simon, Agathe. In: EUROMOD Working Papers. RePEc:ese:emodwp:em6-21.

Full description at Econpapers || Download paper

2022Tail Forecasting with Multivariate Bayesian Additive Regression Trees. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Huber, Florian ; Clark, Todd ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:90366.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022On the Real-Time Predictive Content of Financial Conditions Indices for Growth. (2022). McCracken, Michael ; Amburgey, Aaron. In: Working Papers. RePEc:fip:fedlwp:93642.

Full description at Econpapers || Download paper

2021Forecasting in the Absence of Precedent. (2021). Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:92993.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Global Value Chains and the transmission of exchange rate shocks to consumer prices. (2021). Rifflart, Christine ; Camatte, Hadrien ; Lalliard, Antoine ; Daudin, Guillaume ; Faubert, Violaine. In: Working Papers. RePEc:hal:wpaper:hal-03134873.

Full description at Econpapers || Download paper

2021Global value chains and the transmission of exchange rate shocks to consumer prices. (2021). Daudin, Guillaume ; Camatte, Hadrien ; Rifflart, Christine ; Lalliard, Antoine ; Faubert, Violaine. In: Working Papers. RePEc:hal:wpaper:hal-03374355.

Full description at Econpapers || Download paper

2022Monitoring daily unemployment at risk.. (2022). Uribe, Jorge M ; Garron, Ignacio ; Chulia, Helena. In: IREA Working Papers. RePEc:ira:wpaper:202211.

Full description at Econpapers || Download paper

2022Quantum Computing and Deep Learning Methods for GDP Growth Forecasting. (2022). Fernandez-Gamez, Manuel A ; Salas, Belen M ; Alaminos, David. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10110-z.

Full description at Econpapers || Download paper

2022Asymmetric Uncertainty: Nowcasting Using Skewness in Real-time Data. (2022). Labonne, Paul. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2022-23.

Full description at Econpapers || Download paper

2021Structural breaks in cointegration models. (2021). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0429.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Expecting the unexpected: economic growth under stress. (2021). Ruiz, Esther ; Rodriguez-Caballero, Vladimir ; Gonzalez-Rivera, Gloria. In: Working Papers. RePEc:ucr:wpaper:202106.

Full description at Econpapers || Download paper

2021The income protection role of an EMU-wide unemployment insurance system: the case of atypical workers.. (2021). Simon, Agathe ; Jara, Xavier H. In: Working Papers of BETA. RePEc:ulp:sbbeta:2021-16.

Full description at Econpapers || Download paper

2021Japan’s Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data. (2021). Yabu, Tomoyoshi ; Watanabe, Tsutomu. In: Working Papers on Central Bank Communication. RePEc:upd:utmpwp:034.

Full description at Econpapers || Download paper

2022Forecasting 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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Nowcasting 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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

Works by Matteo Mogliani:

YearTitleTypeCited
2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction In: Papers.
[Full Text][Citation analysis]		paper10
2019Bayesian MIDAS penalized regressions: estimation, selection, and prediction.(2019) In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2021Bayesian MIDAS penalized regressions: Estimation, selection, and prediction.(2021) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2020Bayesian MIDAS penalized regressions: Estimation, selection, and prediction.(2020) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 10		paper
2012Macroeconomic forecasting during the Great Recession: The return of non-linearity? In: Working papers.
[Full Text][Citation analysis]		paper44
2013Macroeconomic forecasting during the Great Recession: The return of non-linearity?.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44		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 another version. Agregated cites: 44		article
2015Macroeconomic forecasting during the Great Recession: the return of non-linearity?.(2015) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 44		paper
2013Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations? In: Working papers.
[Full Text][Citation analysis]		paper6
2013Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		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 another version. Agregated cites: 6		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 another 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]		article0
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]		paper11
2022High-frequency monitoring of growth at risk In: International Journal of Forecasting.
[Full Text][Citation analysis]		article19
2020High-frequency monitoring of growth-at-risk.(2020) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2022High-frequency monitoring of growth at risk.(2022) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 19		paper
2010Residual-based tests for cointegration and multiple deterministic structural breaks: A Monte Carlo study In: PSE Working Papers.
[Full Text][Citation analysis]		paper1
2009Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006 In: PSE Working Papers.
[Full Text][Citation analysis]		paper2
2009Current Account Sustainability in Brazil: A Non-Linear Approach In: OECD Economics Department Working Papers.
[Full Text][Citation analysis]		paper0
2018On the Instability of Long?Run Money Demand and the Welfare Cost of Inflation in the United States In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article13

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team