8
H index
5
i10 index
159
Citations
Banque de France | 8 H index 5 i10 index 159 Citations RESEARCH PRODUCTION: 10 Articles 17 Papers RESEARCH ACTIVITY: 15 years (2009 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pmo475 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Matteo Mogliani. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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International Journal of Forecasting | 3 |
Bulletin de la Banque de France | 2 |
Working Papers Series with more than one paper published | # docs |
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Post-Print / HAL | 3 |
Papers / arXiv.org | 2 |
PSE Working Papers / HAL | 2 |
Year | Title of citing document |
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2024 | Bayesian 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 |
2024 | On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052. Full description at Econpapers || Download paper |
2023 | Hierarchical 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 |
2023 | Factor-augmented sparse MIDAS regression for nowcasting. (2023). Striaukas, Jonas ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2306.13362. Full description at Econpapers || Download paper |
2024 | Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451. Full description at Econpapers || Download paper |
2024 | Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209. Full description at Econpapers || Download paper |
2023 | Inflation 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 |
2023 | Medium-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 |
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 |
2023 | Density 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 |
2023 | Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP. (2023). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s016518892300163x. Full description at Econpapers || Download paper |
2024 | Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622. Full description at Econpapers || Download paper |
2023 | Revisiting 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 |
2023 | Mixed-frequency Growth-at-Risk with the MIDAS-QR method: Evidence from China. (2023). Jiang, Cuixia ; Xu, Mengnan ; Fu, Weizhong. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:4:s0939362523000651. Full description at Econpapers || Download paper |
2023 | Global energy market connectedness and inflation at risk. (2023). Ye, Shiqi ; Gong, LU ; Zheng, Tingguo. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004735. Full description at Econpapers || Download paper |
2023 | Testing big data in a big crisis: Nowcasting under Covid-19. (2023). Ratto, Marco ; Pericoli, Filippo Maria ; Barbaglia, Luca ; Pezzoli, Luca Tiozzo ; Onorante, Luca ; Frattarolo, Lorenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1548-1563. Full description at Econpapers || Download paper |
2024 | Words or numbers? Macroeconomic nowcasting with textual and macroeconomic data. (2024). Fang, Kuangnan ; Jin, Wei ; Zheng, Tingguo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:746-761. Full description at Econpapers || Download paper |
2024 | Daily growth at risk: Financial or real drivers? The answer is not always the same. (2024). Uribe, Jorge ; Garron, Ignacio ; Chulia, Helena. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:762-776. Full description at Econpapers || Download paper |
2024 | Exchange rate predictability: Fact or fiction?. (2024). Magkonis, Georgios ; Jackson, Karen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000135. Full description at Econpapers || Download paper |
2023 | How does employment protection legislation affect labor investment inefficiencies?. (2023). Pindado, Julio ; Palmeira, Rafael ; Requejo, Ignacio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001551. Full description at Econpapers || Download paper |
2023 | Constructing 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 |
2024 | Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2024). Manuel, Ed ; Lloyd, Simon ; Panchev, Konstantin. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00199-7. Full description at Econpapers || Download paper |
2023 | Predicting 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 |
2023 | Forecasting GDP with many predictors in a small open economy: forecast or information pooling?. (2023). Han, Daniel ; Fei, Yijie ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02356-9. Full description at Econpapers || Download paper |
2023 | Bias-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 |
2024 | Forecasting 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 |
2023 | Macroeconomic 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 |
2024 | Nowcasting 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 |
2023 | Inflation 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 |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction In: Papers. [Full Text][Citation analysis] | paper | 17 |
2019 | Bayesian MIDAS penalized regressions: estimation, selection, and prediction.(2019) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2021 | Bayesian MIDAS penalized regressions: Estimation, selection, and prediction.(2021) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2020 | Bayesian MIDAS penalized regressions: Estimation, selection, and prediction.(2020) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2024 | Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting In: Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Macroeconomic forecasting during the Great Recession: The return of non-linearity? In: Working papers. [Full Text][Citation analysis] | paper | 47 |
2013 | Macroeconomic forecasting during the Great Recession: The return of non-linearity?.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2015 | Macroeconomic forecasting during the Great Recession: The return of non-linearity?.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | article | |
2015 | Macroeconomic forecasting during the Great Recession: the return of non-linearity?.(2015) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2013 | Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations? In: Working papers. [Full Text][Citation analysis] | paper | 8 |
2013 | Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2015 | Nowcasting 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 nother version. Agregated cites: 8 | article | |
2014 | New 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] | paper | 9 |
2017 | The 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 nother version. Agregated cites: 9 | article | |
2016 | Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP. In: Working papers. [Full Text][Citation analysis] | paper | 10 |
2012 | La 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] | article | 1 |
2021 | What explains the persistent weakness of euro area inflation since 2013? In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 1 |
2012 | Has 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] | article | 1 |
2018 | Does the Phillips curve still exist? In: Rue de la Banque. [Full Text][Citation analysis] | article | 9 |
2013 | Do 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] | article | 8 |
2012 | Euro area labour markets and the crisis In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 12 |
2022 | High-frequency monitoring of growth at risk In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 33 |
2020 | High-frequency monitoring of growth-at-risk.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2022 | High-frequency monitoring of growth at risk.(2022) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2010 | Residual-based tests for cointegration and multiple deterministic structural breaks: A Monte Carlo study In: PSE Working Papers. [Full Text][Citation analysis] | paper | 1 |
2009 | Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006 In: PSE Working Papers. [Full Text][Citation analysis] | paper | 2 |
2009 | Current Account Sustainability in Brazil: A Non-Linear Approach In: OECD Economics Department Working Papers. [Full Text][Citation analysis] | paper | 0 |
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