13
H index
13
i10 index
970
Citations
Federal Reserve Board (Board of Governors of the Federal Reserve System) | 13 H index 13 i10 index 970 Citations RESEARCH PRODUCTION: 14 Articles 34 Papers 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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 |
---|---|
International Journal of Forecasting | 4 |
Journal of International Money and Finance | 2 |
Year ![]() | Title of citing document ![]() |
---|---|
2025 | Distributional Dynamics. (2025). Kuhn, Moritz ; Calderon, Luis ; Bayer, Christian. 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. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821. Full description at Econpapers || Download paper |
2024 | The international effects of central bank information shocks. (2019). Stelzer, Anna ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1912.03158. Full description at Econpapers || Download paper |
2024 | Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. Full description at Econpapers || Download paper |
2024 | Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205. Full description at Econpapers || Download paper |
2024 | 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 |
2024 | 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 |
2024 | 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 |
2024 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. 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). Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius. 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). Bayer, Christian ; Calderon, Luis ; Kuhn, Moritz. 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). Feld, Lars ; Thomas, Tobias ; Kohler, Ekkehard A ; Hirsch, Patrick. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10980. Full description at Econpapers || Download paper |
2024 | Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Menz, Jan-Oliver ; Wieland, Elisabeth ; Schnorrenberger, Richard ; Carstensen, Kai ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930. 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). 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 | 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). Gutknecht, Daniel ; Fosten, Jack ; Corradi, Valentina. 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). Cimadomo, Jacopo ; van Spronsen, Josha. 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). 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 | 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). Feld, Lars ; Kohler, Ekkehard A ; Hirsch, Patrick ; Thomas, Tobias. In: European Journal of Political Economy. RePEc:eee:poleco:v:82:y:2024:i:c:s0176268024000132. Full description at Econpapers || Download paper |
2024 | Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, HK ; 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 | 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 |
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 |
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 | 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 |
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 M. 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 Norwegian household consumption with debit card transaction data. (2024). Granziera, Eleonora ; Paulsen, Kenneth Sterhagen ; Torstensen, Kjersti Nss ; Aastveit, Knut Are ; Fastb, Tuva Marie. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1220-1244. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
---|---|---|---|
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 | 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 | 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 | 17 |
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: 17 | 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team