13
H index
14
i10 index
972
Citations
Federal Reserve Board (Board of Governors of the Federal Reserve System) | 13 H index 14 i10 index 972 Citations RESEARCH PRODUCTION: 14 Articles 34 Papers 3 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michele Modugno. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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International Journal of Forecasting | 4 |
Journal of International Money and Finance | 2 |
Year | Title of citing document |
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2025 | Distributional Dynamics. (2025). Kuhn, Moritz ; Bayer, Christian ; Calderon, Luis. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:351. Full description at Econpapers || Download paper |
2024 | Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2024). Luciani, Matteo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1910.03821. Full description at Econpapers || Download paper |
2024 | High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks. (2024). Pfarrhofer, Michael ; Stelzer, Anna. In: Papers. RePEc:arx:papers:1912.03158. Full description at Econpapers || Download paper |
2024 | Asymmetric uncertainty : Nowcasting using skewness in real-time data. (2024). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. Full description at Econpapers || Download paper |
2024 | Unit Averaging for Heterogeneous Panels. (2024). Brownlees, Christian ; Morozov, Vladislav. In: Papers. RePEc:arx:papers:2210.14205. Full description at Econpapers || Download paper |
2024 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper |
2024 | Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777. Full description at Econpapers || Download paper |
2024 | Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864. Full description at Econpapers || Download paper |
2024 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2024). Goulet Coulombe, Philippe ; Frenette, Mikael ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper |
2024 | A Quantile Nelson-Siegel model. (2024). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Papers. RePEc:arx:papers:2401.09874. Full description at Econpapers || Download paper |
2024 | Monthly GDP nowcasting with Machine Learning and Unstructured Data. (2024). TENORIO, JUAN ; Perez, Wilder. In: Papers. RePEc:arx:papers:2402.04165. Full description at Econpapers || Download paper |
2024 | Generating density nowcasts for U.S. GDP growth with deep learning: Bayes by Backprop and Monte Carlo dropout. (2024). , Krist'Of ; Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2405.15579. Full description at Econpapers || Download paper |
2024 | Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching. (2024). Diebold, Francis ; Bie, Siyu ; Li, Junye ; He, Jingyu. In: Papers. RePEc:arx:papers:2408.12863. Full description at Econpapers || Download paper |
2024 | Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy. (2024). Barigozzi, Matteo ; Tonni, Lorenzo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2410.05082. Full description at Econpapers || Download paper |
2025 | High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions. (2025). Garr, Ignacio ; Ramos, Andrey. In: Papers. RePEc:arx:papers:2501.03380. Full description at Econpapers || Download paper |
2025 | Quasi maximum likelihood estimation of high-dimensional approximate dynamic matrix factor models via the EM algorithm. (2025). Barigozzi, Matteo ; Trapin, Luca. In: Papers. RePEc:arx:papers:2502.04112. Full description at Econpapers || Download paper |
2024 | Forecasting Recessions in Canada: An Autoregressive Probit Model Approach. (2024). Tuzcuoglu, Kerem ; Poulin-Moore, Antoine. In: Staff Working Papers. RePEc:bca:bocawp:24-10. Full description at Econpapers || Download paper |
2024 | U.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. Full description at Econpapers || Download paper |
2024 | Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233. Full description at Econpapers || Download paper |
2025 | Distributional Dynamics. (2025). Kuhn, Moritz ; Bayer, Christian ; Calderon, Luis. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_625. Full description at Econpapers || Download paper |
2024 | “Whatever It Takes!” How Tonality of TV-News Affected Government Bond Yield Spreads during the European Debt Crisis. (2024). Thomas, Tobias ; Köhler, Ekkehard ; Feld, Lars ; Hirsch, Patrick ; Kohler, Ekkehard A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10980. Full description at Econpapers || Download paper |
2024 | Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806. Full description at Econpapers || Download paper |
2024 | Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Wieland, Elisabeth ; Menz, Jan-Oliver ; Carstensen, Kai ; Schnorrenberger, Richard ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930. Full description at Econpapers || Download paper |
2024 | A statistical approach to identifying ECB monetary policy. (2024). Fonseca, Luís ; Brand, Claus ; Bitter, Lea ; Akkaya, Yildiz. In: Working Paper Series. RePEc:ecb:ecbwps:20242994. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Liu, Ying ; Wen, Long ; Song, Haiyan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622. Full description at Econpapers || Download paper |
2024 | Yield curve trading strategies exploiting sentiment data. (2024). Serwart, Jan ; Audrino, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001517. Full description at Econpapers || Download paper |
2024 | The efficiency of the Japanese government’s revenue projections. (2024). Yamamoto, Yohei ; Arai, Natsuki ; Iizuka, Nobuo. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524005196. Full description at Econpapers || Download paper |
2024 | Advances 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. Full description at Econpapers || Download paper |
2024 | Predictive ability tests with possibly overlapping models. (2024). Corradi, Valentina ; Fosten, Jack ; Gutknecht, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000629. Full description at Econpapers || Download paper |
2024 | One scheme fits all: A central fiscal capacity for the EMU targeting eurozone, national and regional shocks. (2024). van Spronsen, Josha ; Cimadomo, Jacopo ; Beetsma, Roel. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000503. Full description at Econpapers || Download paper |
2024 | Examining 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. Full description at Econpapers || Download paper |
2024 | Words or numbers? Macroeconomic nowcasting with textual and macroeconomic data. (2024). Fan, Xinyue ; Jin, Wei ; Zheng, Tingguo ; Fang, Kuangnan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:746-761. Full description at Econpapers || Download paper |
2024 | Reservoir computing for macroeconomic forecasting with mixed-frequency data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1206-1237. Full description at Econpapers || Download paper |
2024 | Nowcasting with panels and alternative data: The OECD weekly tracker. (2024). Woloszko, Nicolas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1302-1335. Full description at Econpapers || Download paper |
2024 | Factor-augmented forecasting in big data. (2024). Bae, Juhee. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688. Full description at Econpapers || Download paper |
2024 | U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K.. (2024). Feunou, Bruno ; Sekkel, Rodrigo ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001845. Full description at Econpapers || Download paper |
2024 | Estimating 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. Full description at Econpapers || Download paper |
2024 | Capital flows-at-risk: Push, pull and the role of policy. (2024). Sokol, Andrej ; Eguren Martin, Fernando ; von Dem, Lukas ; Eguren-Martin, Fernando ; O'Neill, Cian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001335. Full description at Econpapers || Download paper |
2024 | GDP nowcasting: A machine learning and remote sensing data-based approach for Bolivia. (2024). Bolivar Rosales, Osmar. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:3:s2666143824000085. Full description at Econpapers || Download paper |
2024 | What moves markets?. (2024). Kerssenfischer, Mark ; Schmeling, Maik. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:c:s0304393224000138. Full description at Econpapers || Download paper |
2024 | “Whatever It Takes!” How tonality of TV-news affected government bond yield spreads during the European debt crisis. (2024). Thomas, Tobias ; Köhler, Ekkehard ; Feld, Lars ; Hirsch, Patrick ; Kohler, Ekkehard A. In: European Journal of Political Economy. RePEc:eee:poleco:v:82:y:2024:i:c:s0176268024000132. Full description at Econpapers || Download paper |
2024 | Estimating time-varying factors’ variance in the string-term structure model with stochastic volatility. (2024). Almeida, Thiago Ramos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001302. Full description at Econpapers || Download paper |
2024 | Foreign trade and China’s yield curve during the COVID-19 pandemic: An analysis based on an extended arbitrage-free Nelson–Siegel model. (2024). Hong, Zhiwu ; Wang, Zhenhan ; Li, Xinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001624. Full description at Econpapers || Download paper |
2024 | Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, H K ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514. Full description at Econpapers || Download paper |
2024 | Nowcasting Inflation. (2024). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:97908. Full description at Econpapers || Download paper |
2024 | Disagreement About the Term Structure of Inflation Expectations. (2024). Farmer, Leland ; Ahn, Hie Joo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-84. Full description at Econpapers || Download paper |
2025 | Component-Based Dynamic Factor Nowcast Model. (2025). Okeeffe, Hannah ; Petrova, Katerina. In: Staff Reports. RePEc:fip:fednsr:99906. Full description at Econpapers || Download paper |
2024 | Geopolitical Risks and Energy Uncertainty: Implications for Global and Domestic Energy Prices. (2024). YILMAZKUDAY, HAKAN. In: Working Papers. RePEc:fiu:wpaper:2413. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2025 | How do Macroeconomic Expectations React to Extreme Weather Shocks?. (2025). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2025-001. Full description at Econpapers || Download paper |
2024 | Decomposing Uncertainty in Macro-Finance Term Structure Models. (2024). Byrne, Joseph ; Cao, Shuo. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:14:y:2024:i:3:p:428-449.. Full description at Econpapers || Download paper |
2024 | Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Liu, Rui Peng ; Bouri, Elie ; Chuang, O-Chia. In: Working Papers. RePEc:pre:wpaper:202441. Full description at Econpapers || Download paper |
2024 | Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator. (2024). Hartigan, Luke ; Rosewall, Tom. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2024-04. Full description at Econpapers || Download paper |
2025 | Central bank information effects in Japan: the role of uncertainty channel. (2025). Morita, Hiroshi ; Matsumoto, Ryo ; Ono, Taiki. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-024-02656-2. Full description at Econpapers || Download paper |
2024 | Interest rate uncertainty and the shape of the yield curve of U.S. treasury bonds. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00278-8. Full description at Econpapers || Download paper |
2024 | Brazilian Business Cycle Analysis in a High-Dimensional and Time-Irregular Span Context. (2024). Maranhao, Andr Nunes. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:1:d:10.1007_s41549-024-00095-7. Full description at Econpapers || Download paper |
2024 | Dynamics of Capital Flows and Global Factors: Case of Emerging Economies. (2024). Dua, Pami ; Verma, Neha. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:4:d:10.1007_s40953-024-00409-7. Full description at Econpapers || Download paper |
2024 | Spanish GDP short-term point and density forecasting using a mixed-frequency dynamic factor model. (2024). Fresoli, Diego. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:15:y:2024:i:2:d:10.1007_s13209-024-00297-3. Full description at Econpapers || Download paper |
2024 | Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates. (2024). Omer, Talha ; Sjolander, Par ; Mnsson, Kristofer ; Golam, B M. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:5:d:10.1007_s00362-023-01520-2. Full description at Econpapers || Download paper |
2024 | On the statistical analysis of high-dimensional factor models. (2024). Guo, Jianhua ; Jing, Bing-Yi ; Gao, Zhigen ; Mao, Junfan. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:8:d:10.1007_s00362-024-01557-x. Full description at Econpapers || Download paper |
2025 | A survey-based measure of asymmetric macroeconomic risk in the euro area. (2025). Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:68. Full description at Econpapers || Download paper |
2024 | Advance layoff notices and aggregate job loss. (2024). Lunsford, Kurt ; Krolikowski, Pawel. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:462-480. Full description at Econpapers || Download paper |
2024 | Nowcasting Euro area GDP with news sentiment: A tale of two crises. (2024). Saiz, Lorena ; Ashwin, Julian ; Kalamara, Eleni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:887-905. Full description at Econpapers || Download paper |
2024 | Nowcasting Norwegian household consumption with debit card transaction data. (2024). Aastveit, Knut Are ; Fastb, Tuva Marie ; Granziera, Eleonora ; Paulsen, Kenneth Sterhagen ; Torstensen, Kjersti Nss. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1220-1244. Full description at Econpapers || Download paper |
2024 | Big data financial transactions and GDP nowcasting: The case of Turkey. (2024). Ortiz, Alvaro ; Yazgan, Ege ; Isa, Berk Orkun ; Soybilgen, Baris ; Barlas, Ali B ; Rodrigo, Tomasa ; Mert, Seda Guler. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:2:p:227-248. Full description at Econpapers || Download paper |
2024 | Negative Interest Rate Policy and the Influence of Macro‐Economic News on Yields. (2024). Yamamoto, Yohei ; Hara, Naoko ; Fatum, Rasmus. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:5:p:1261-1285. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2010 | An Area-Wide Real-Time Database for the Euro Area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 88 |
2010 | An Area Wide Real Time Data Base for the Euro Area.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
2010 | An area-wide real-time database for the euro area.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
2012 | An Area-Wide Real-Time Database for the Euro Area.(2012) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | article | |
2012 | Now-casting and the real-time data flow In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 254 |
2012 | Now-Casting and the Real-Time Data Flow.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 254 | paper | |
2013 | Now-casting and the real-time data flow.(2013) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 254 | paper | |
2013 | Now-Casting and the Real-Time Data Flow.(2013) In: Handbook of Economic Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 254 | chapter | |
2013 | Unspanned Macroeconomic Factors in the Yields Curve In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 61 |
2014 | Unspanned macroeconomic factors in the yield curve.(2014) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
2016 | Unspanned Macroeconomic Factors in the Yield Curve.(2016) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | article | |
2014 | Low Frequency Effects of Macroeconomic News on Government Bond Yields In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 52 |
2017 | Low 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: 52 | article | |
2014 | Low 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: 52 | paper | |
2014 | Low Frequency Effects of Macroeconomic News on Government Bond Yields.(2014) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
2009 | The forecasting power of internal yield curve linkages In: Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
2010 | Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data In: Working Paper Series. [Full Text][Citation analysis] | paper | 279 |
2014 | MAXIMUM LIKELIHOOD ESTIMATION OF FACTOR MODELS ON DATASETS WITH ARBITRARY PATTERN OF MISSING DATA.(2014) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 279 | article | |
2011 | Nowcasting inflation using high frequency data In: Working Paper Series. [Full Text][Citation analysis] | paper | 50 |
2013 | Now-casting inflation using high frequency data.(2013) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | article | |
2016 | A global trade model for the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2015 | A Global Trade Model for the Euro Area.(2015) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2017 | A Global Trade Model for the Euro Area.(2017) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2024 | Sowing the seeds of financial imbalances: The role of macroeconomic performance In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 3 |
2020 | Sowing the Seeds of Financial Imbalances: The Role of Macroeconomic Performance.(2020) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2016 | Nowcasting Turkish GDP and news decomposition In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 26 |
2016 | Nowcasting Turkish GDP and News Decomposition.(2016) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2017 | A now-casting model for Canada: Do U.S. variables matter? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 18 |
2016 | A Nowcasting Model for Canada: Do U.S. Variables Matter?.(2016) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2024 | Back to the present: Learning about the euro area through a now-casting model In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
2021 | Back to the Present: Learning about the Euro Area through a Now-casting Model.(2021) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2024 | The information content of stress test announcements In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
2021 | The Information Content of Stress Test Announcements.(2021) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2021 | Monetary policy uncertainty and monetary policy surprises In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 19 |
2020 | Monetary Policy Uncertainty and Monetary Policy Surprises.(2020) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2021 | Reprint: Monetary policy uncertainty and monetary policy surprises In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 16 |
2024 | Lessons from nowcasting GDP across the world In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
2023 | Lessons from Nowcasting GDP across the World.(2023) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2016 | Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 22 |
2015 | Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models.(2015) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2014 | The Importance of Updating: Evidence from a Brazilian Nowcasting Model In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 33 |
2015 | The importance of updating: Evidence from a Brazilian nowcasting model.(2015) In: OECD Journal: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
2016 | Financial Vulnerabilities, Macroeconomic Dynamics, and Monetary Policy In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 13 |
2025 | Decoding Equity Market Reactions to Macroeconomic News In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
2018 | Monetary Policy Surprises and Monetary Policy Uncertainty In: FEDS Notes. [Full Text][Citation analysis] | paper | 9 |
2018 | The Relationship between Macroeconomic Overheating and Financial Vulnerability : A Narrative Investigation In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
2018 | The Relationship between Macroeconomic Overheating and Financial Vulnerability : A Quantitative Exploration In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
2020 | Macroeconomic News and Stock Prices Over the FOMC Cycle In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
2024 | Lessons from the Co-movement of Inflation around the World In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
2012 | Nowcasting with Daily Data In: 2012 Meeting Papers. [Full Text][Citation analysis] | paper | 6 |
2011 | Essays on real-time econometrics and forecasting In: ULB Institutional Repository. [Full Text][Citation analysis] | paper | 0 |
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