12
H index
13
i10 index
877
Citations
Federal Reserve Board (Board of Governors of the Federal Reserve System) | 12 H index 13 i10 index 877 Citations RESEARCH PRODUCTION: 11 Articles 31 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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 | 3 |
Journal of International Money and Finance | 2 |
Year | Title of citing document |
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2022 | Stock Market Responses to Monetary Policy Shocks: Universal Firm-Level Evidence. (2022). Kaplan, Spagnolo Nicola ; Peren, Arin Kerim. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4571. Full description at Econpapers || Download paper |
2022 | Quasi 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. Full description at Econpapers || Download paper |
2022 | Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference. (2019). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1910.08273. Full description at Econpapers || Download paper |
2023 | Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887. Full description at Econpapers || Download paper |
2022 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. Full description at Econpapers || Download paper |
2022 | Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions. (2021). Ng, Serena ; Bai, Jushan ; Cahan, Ercument. In: Papers. RePEc:arx:papers:2103.03045. Full description at Econpapers || Download paper |
2023 | Factor-augmented tree ensembles. (2021). Pellegrino, Filippo. In: Papers. RePEc:arx:papers:2111.14000. Full description at Econpapers || Download paper |
2023 | Monitoring 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. Full description at Econpapers || Download paper |
2022 | Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization. (2022). Funovits, Bernd ; Koistinen, Juho. In: Papers. RePEc:arx:papers:2202.00310. Full description at Econpapers || Download paper |
2023 | Should Bank Stress Tests Be Fair?. (2022). Li, Mike ; Glasserman, Paul. In: Papers. RePEc:arx:papers:2207.13319. Full description at Econpapers || Download paper |
2022 | Macroeconomic Predictions using Payments Data and Machine Learning. (2022). Desai, Ajit ; James, . In: Papers. RePEc:arx:papers:2209.00948. Full description at Econpapers || Download paper |
2022 | Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205. Full description at Econpapers || Download paper |
2023 | Reservoir 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. Full description at Econpapers || Download paper |
2023 | Multidimensional dynamic factor models. (2023). Pellegrino, Filippo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2301.12499. Full description at Econpapers || Download paper |
2023 | Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863. Full description at Econpapers || Download paper |
2023 | Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777. Full description at Econpapers || Download paper |
2023 | sparseDFM: 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. Full description at Econpapers || Download paper |
2023 | Nowcasting 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. Full description at Econpapers || Download paper |
2023 | Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864. Full description at Econpapers || Download paper |
2022 | Real Exchange Rate Decompositions. (2022). Fontaine, Jean-Sebastien ; Feunou, Bruno ; Krohn, Ingomar. In: Discussion Papers. RePEc:bca:bocadp:22-6. Full description at Econpapers || Download paper |
2022 | Macroeconomic Predictions Using Payments Data and Machine Learning. (2022). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:22-10. Full description at Econpapers || Download paper |
2022 | Nowcasting Brazilian GDP with Electronic Payments Data. (2022). Cesar, Raquel Nadal. In: Working Papers Series. RePEc:bcb:wpaper:564. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | A Real-Time Historical Database of Macroeconomic Indicators for Russia. (2022). Sterkhova (Zhivaykina), Aleksandra ; Seleznev, Sergei ; Ponomarenko, Alexey ; Gornostaev, Dmitry. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:1:p:88-103. Full description at Econpapers || Download paper |
2022 | Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay. (2022). Alvarez, Santiago Etchegaray. In: Documentos de trabajo. RePEc:bku:doctra:2022004. Full description at Econpapers || Download paper |
2023 | Monitoring 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. Full description at Econpapers || Download paper |
2022 | Output fluctuations and portfolio flows to emerging economies: The role of monetary uncertainty. (2022). Ba, Nguyen. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:3:p:285-295. Full description at Econpapers || Download paper |
2022 | Seismonomics: Listening to the heartbeat of the economy. (2022). Tiozzo Pezzoli, Luca ; Tosetti, Elisa. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:s2:p:s288-s309. Full description at Econpapers || Download paper |
2022 | Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915. Full description at Econpapers || Download paper |
2023 | Yield 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. Full description at Econpapers || Download paper |
2022 | Firm Expectations and News: Micro v Macro. (2022). Enders, Zeno ; Muller, Gernot ; Niemann, Knut ; Menkhoff, Manuel ; Born, Benjamin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10192. Full description at Econpapers || Download paper |
2022 | Shadow Rates as a Measure of the Monetary Policy Stance: Some International Evidence. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9839. Full description at Econpapers || Download paper |
2023 | Where 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. Full description at Econpapers || Download paper |
2022 | Nowcasting Macroeconomic Variables Using High-Frequency Fiscal Data. (2022). Ambrisko, Robert . In: Working Papers. RePEc:cnb:wpaper:2022/5. Full description at Econpapers || Download paper |
2022 | One scheme fits all: a central fiscal capacity for the EMU targeting eurozone, national and regional shocks. (2022). van Spronsen, Josha ; Cimadomo, Jacopo ; Beetsma, Roel. In: Working Paper Series. RePEc:ecb:ecbwps:20222666. Full description at Econpapers || Download paper |
2022 | How well-behaved are revisions to quarterly fiscal data in the euro area?. (2022). Schall, Robert ; Faria, Thomas ; Bakowski, Krzysztof. In: Working Paper Series. RePEc:ecb:ecbwps:20222676. Full description at Econpapers || Download paper |
2022 | The certification role of the EU-wide stress testing exercises in the stock market. What can we learn from the stress tests (2014-2021)?. (2022). Marques, Aurea ; Ongena, Steven ; Durrani, Agha. In: Working Paper Series. RePEc:ecb:ecbwps:20222711. Full description at Econpapers || Download paper |
2023 | Nowcasting 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 |
2022 | Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach. (2022). Wichitaksorn, Nuttanan. In: Journal of Asian Economics. RePEc:eee:asieco:v:78:y:2022:i:c:s1049007821001494. Full description at Econpapers || Download paper |
2022 | A neural network ensemble approach for GDP forecasting. (2022). Rungi, Armando ; Riccaboni, Massimo ; Longo, Luigi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s016518892100213x. Full description at Econpapers || Download paper |
2022 | Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility. (2022). Yu, Xuewen ; Chan, Joshua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922002093. Full description at Econpapers || Download paper |
2023 | Nowcasting 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. Full description at Econpapers || Download paper |
2022 | Nowcasting with large Bayesian vector autoregressions. (2022). Monti, Francesca ; Lenza, Michele ; Giannone, Domenico ; Cimadomo, Jacopo ; Sokol, Andrej. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:500-519. Full description at Econpapers || Download paper |
2023 | Nowcasting 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. Full description at Econpapers || Download paper |
2023 | Factor-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. Full description at Econpapers || Download paper |
2023 | Large 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. Full description at Econpapers || Download paper |
2023 | High-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. Full description at Econpapers || Download paper |
2023 | Risk 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. Full description at Econpapers || Download paper |
2022 | Early warning systems using dynamic factor models: An application to Asian economies. (2022). Villafuerte, James ; Truck, Stefan ; Sheen, Jeffrey ; Truong, Chi. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921000450. Full description at Econpapers || Download paper |
2022 | Asset prices, financial amplification and monetary policy: Structural evidence from an identified multivariate GARCH model. (2022). Roestel, Jan ; Herwartz, Helmut. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000531. Full description at Econpapers || Download paper |
2022 | Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York. (2022). Lahiri, Kajal ; Yang, Cheng. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:545-566. Full description at Econpapers || Download paper |
2022 | Nowcasting unemployment insurance claims in the time of COVID-19. (2022). Sinclair, Tara ; Larson, William D. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:635-647. Full description at Econpapers || Download paper |
2023 | Weekly 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. Full description at Econpapers || Download paper |
2023 | Daily 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. Full description at Econpapers || Download paper |
2023 | Nowcasting 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. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2023 | Nowcasting 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. Full description at Econpapers || Download paper |
2023 | Monetary 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. Full description at Econpapers || Download paper |
2022 | What moves treasury yields?. (2022). Soofi-Siavash, Soroosh ; Moench, Emanuel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:1016-1043. Full description at Econpapers || Download paper |
2023 | Global 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. Full description at Econpapers || Download paper |
2022 | Advance Layoff Notices and Labor Market Forecasting. (2020). Lunsford, Kurt ; Krolikowski, Pawel . In: Working Papers. RePEc:fip:fedcwq:87416. Full description at Econpapers || Download paper |
2023 | Incorporating 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. Full description at Econpapers || Download paper |
2023 | Financial 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. Full description at Econpapers || Download paper |
2023 | The US, Economic News, and the Global Financial Cycle. (2023). Kroner, Niklas ; Boehm, Christoph E. In: International Finance Discussion Papers. RePEc:fip:fedgif:1371. Full description at Econpapers || Download paper |
2023 | Nowcasting 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2022 | Nowcasting real GDP in Tunisia using large datasets and mixed-frequency models. (2022). Benlallouna, Brahim Mehdi ; ben Rhomdhane, Hagher. In: IHEID Working Papers. RePEc:gii:giihei:heidwp02-2022. Full description at Econpapers || Download paper |
2022 | Using National Payment System Data to Nowcast Economic Activity in Azerbaijan. (2022). Valirzayev, Hikmat ; Ramazanova, Nazrin ; Huseynov, Ilkin. In: IHEID Working Papers. RePEc:gii:giihei:heidwp23-2022. Full description at Econpapers || Download paper |
2022 | Central Bank Information Effects in Japan : The Role of Uncertainty Channel. (2022). Ono, Taiki ; Morita, Hiroshi ; Matsumoto, Ryo . In: Discussion paper series. RePEc:hit:hiasdp:hias-e-126. Full description at Econpapers || Download paper |
2022 | A Bootstrap Method to Test Granger-Causality in the Frequency Domain. (2022). Montanari, Angela ; Farne, Matteo. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10112-x. Full description at Econpapers || Download paper |
2022 | Nowcasting and monitoring SDG 8. (2022). Url, Thomas ; Bilek-Steindl, Sandra. In: Empirica. RePEc:kap:empiri:v:49:y:2022:i:2:d:10.1007_s10663-022-09533-0. Full description at Econpapers || Download paper |
2022 | Nowcasting Real GDP for Saudi Arabia1*. (2022). Barnett, William ; Alkhareif, Ryadh M. In: Open Economies Review. RePEc:kap:openec:v:33:y:2022:i:2:d:10.1007_s11079-021-09634-6. Full description at Econpapers || Download paper |
2023 | Asymmetric 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. Full description at Econpapers || Download paper |
2023 | Empirical 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. Full description at Econpapers || Download paper |
2022 | Asymmetric 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 |
2022 | Uncertainty Before and During COVID-19: A Survey. (2022). Castelnuovo, Efrem. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0279. Full description at Econpapers || Download paper |
2023 | Evaluating 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. Full description at Econpapers || Download paper |
2023 | Measuring 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. Full description at Econpapers || Download paper |
2022 | Measuring uncertainty: A streamlined application for the Ecuadorian economy. (2022). González-Astudillo, Manuel ; Salcedo, Juan Jose ; Gonzalez-Astudillo, Manuel ; Avellan, Guillermo. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:4:d:10.1007_s00181-021-02069-5. Full description at Econpapers || Download paper |
2022 | Macroeconometric forecasting using a cluster of dynamic factor models. (2022). Glocker, Christian ; Kaniovski, Serguei. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02129-w. Full description at Econpapers || Download paper |
2023 | Nowcasting 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. Full description at Econpapers || Download paper |
2023 | Dissecting 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. Full description at Econpapers || Download paper |
2022 | The impact of macroeconomic factors on food price inflation: an evidence from India. (2022). Goyari, Phanindra ; Ummalla, Mallesh ; Samal, Asharani. In: Future Business Journal. RePEc:spr:futbus:v:8:y:2022:i:1:d:10.1186_s43093-022-00127-7. Full description at Econpapers || Download paper |
2022 | A framework for now-casting and forecasting in augmented asset management. (2022). Kumari, Jaya ; Karim, Ramin ; Thaduri, Adithya ; Dersin, Pierre. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:13:y:2022:i:5:d:10.1007_s13198-022-01721-2. Full description at Econpapers || Download paper |
2022 | Dynamic factor models: Does the specification matter?. (2022). Miranda, Karen ; Ruiz, Esther ; Poncela, Pilar. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:13:y:2022:i:1:d:10.1007_s13209-021-00248-2. Full description at Econpapers || Download paper |
2022 | Do output gap estimates improve inflation forecasts in Slovakia?. (2022). Ostapenko, Nataliia. In: Working and Discussion Papers. RePEc:svk:wpaper:1088. Full description at Econpapers || Download paper |
2023 | Sparse Warcasting. (2023). Constantinescu, Mihnea. In: Working Papers. RePEc:ukb:wpaper:01/2023. Full description at Econpapers || Download paper |
2022 | Uncertain Kingdom: Nowcasting Gross Domestic Product and its revisions. (2022). Miranda-Agrippino, Silvia ; Mirandaagrippino, Silvia ; Galvo, Ana Beatriz ; Anesti, Nikoleta. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:1:p:42-62. Full description at Econpapers || Download paper |
2022 | Common factors of commodity prices. (2022). Giannone, Domenico ; Ferrara, Laurent ; delle Chiaie, Simona. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:3:p:461-476. Full description at Econpapers || Download paper |
2022 | Measuring real activity using a weekly economic index. (2022). Trivedi, Mihir ; Stock, James H ; Mertens, Karel ; Lewis, Daniel J. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:4:p:667-687. Full description at Econpapers || Download paper |
2023 | Global financial uncertainty. (2023). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:432-449. Full description at Econpapers || Download paper |
2022 | Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure. (2022). Niu, Linlin ; Hong, Zhiwu ; Chen, Jiazi. In: Working Papers. RePEc:wyi:wpaper:002606. Full description at Econpapers || Download paper |
2023 | Asset allocation with recursive parameter updating and macroeconomic regime identifiers. (2023). Meinerding, Christoph ; Goodarzi, Milad. In: Discussion Papers. RePEc:zbw:bubdps:062023. Full description at Econpapers || Download paper |
2022 | What moves markets?. (2022). Schmeling, Maik ; Kerssenfischer, Mark. In: Discussion Papers. RePEc:zbw:bubdps:162022. Full description at Econpapers || Download paper |
2023 | Firm expectations and news: Micro v macro. (2023). Enders, Zeno ; Niemann, Knut ; Muller, Gernot J ; Menkhoff, Manuel ; Born, Benjamin. In: Working Papers. RePEc:zbw:pp1859:43. 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 | 85 |
2010 | An Area Wide Real Time Data Base for the Euro Area.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
2010 | An area-wide real-time database for the euro area.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | 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 another version. Agregated cites: 85 | article | |
2012 | Now-casting and the real-time data flow In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 239 |
2012 | Now-Casting and the Real-Time Data Flow.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 239 | paper | |
2013 | Now-casting and the real-time data flow.(2013) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 239 | paper | |
2013 | Now-Casting and the Real-Time Data Flow.(2013) In: Handbook of Economic Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 239 | chapter | |
2013 | Unspanned Macroeconomic Factors in the Yields Curve In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 51 |
2014 | Unspanned macroeconomic factors in the yield curve.(2014) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
2016 | Unspanned Macroeconomic Factors in the Yield Curve.(2016) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | article | |
2014 | Low Frequency Effects of Macroeconomic News on Government Bond Yields In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 40 |
2017 | Low frequency effects of macroeconomic news on government bond yields.(2017) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | 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 another version. Agregated cites: 40 | paper | |
2014 | Low Frequency Effects of Macroeconomic News on Government Bond Yields.(2014) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
2009 | The forecasting power of internal yield curve linkages In: Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
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 | 255 |
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 another version. Agregated cites: 255 | article | |
2011 | Nowcasting inflation using high frequency data In: Working Paper Series. [Full Text][Citation analysis] | paper | 41 |
2013 | Now-casting inflation using high frequency data.(2013) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | 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 another 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 another version. Agregated cites: 8 | article | |
2016 | Nowcasting Turkish GDP and news decomposition In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 20 |
2016 | Nowcasting Turkish GDP and News Decomposition.(2016) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2017 | A now-casting model for Canada: Do U.S. variables matter? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 16 |
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 another version. Agregated cites: 16 | paper | |
2021 | Monetary policy uncertainty and monetary policy surprises In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 13 |
2020 | Monetary Policy Uncertainty and Monetary Policy Surprises.(2020) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2021 | Reprint: Monetary policy uncertainty and monetary policy surprises In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 11 |
2016 | Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 21 |
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 another version. Agregated cites: 21 | 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 another 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 |
2020 | Sowing the Seeds of Financial Imbalances: The Role of Macroeconomic Performance In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 2 |
2021 | The Information Content of Stress Test Announcements In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 2 |
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 |
2021 | Back to the Present: Learning about the Euro Area through a Now-casting Model In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
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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