8
H index
7
i10 index
176
Citations
Banque de France | 8 H index 7 i10 index 176 Citations RESEARCH PRODUCTION: 11 Articles 17 Papers 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 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 |
PSE Working Papers / HAL | 2 |
Papers / arXiv.org | 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 |
2024 | 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 |
2024 | 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 |
2024 | Density forecast transformations. (2024). Odendahl, Florens ; Mogliani, Matteo. In: Papers. RePEc:arx:papers:2412.06092. 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 |
2024 | A Mixed-Frequency Factor Model for Nowcasting French GDP. (2024). Bessec, Marie ; Andre, Julien. In: Working papers. RePEc:bfr:banfra:975. 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 |
2024 | On LASSO for high dimensional predictive regression. (2024). Mei, Ziwei ; Shi, Zhentao. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001556. 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 |
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 |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2020 | Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction In: Papers. [Full Text][Citation analysis] | paper | 18 |
2019 | Bayesian MIDAS penalized regressions: estimation, selection, and prediction.(2019) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | 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: 18 | article | |
2020 | Bayesian MIDAS penalized regressions: Estimation, selection, and prediction.(2020) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2024 | Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density 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 | 46 |
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: 46 | 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: 46 | 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: 46 | 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 | 10 |
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: 10 | 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 | 35 |
2020 | High-frequency monitoring of growth-at-risk.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2022 | High-frequency monitoring of growth at risk.(2022) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 35 | 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 |
2018 | On 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] | article | 14 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team