Sledovat
Michele Modugno
Název
Citace
Citace
Rok
Now-casting and the real-time data flow
M Banbura, D Giannone, M Modugno, L Reichlin
Handbook of Economic Forecasting 2, 195-236, 2013
998*2013
Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data
M Banbura, M Modugno
Journal of Applied Econometrics 29 (1), 133-160, 2014
5212014
Unspanned macroeconomic factors in the yield curve
L Coroneo, D Giannone, M Modugno
Journal of Business & Economic Statistics 34 (3), 472-485, 2016
1222016
An area-wide real-time database for the euro area
D Giannone, J Henry, M Lalik, M Modugno
Review of Economics and Statistics 94 (4), 1000-1013, 2012
1222012
Nowcasting inflation using high frequency data
M Modugno
International Journal of Forecasting 29 (4), 664-675, 2013
1092013
Credit, financial conditions, and monetary policy transmission
D Aikman, A Lehnert, N Liang, M Modugno
International Journal of Central Banking 16 (3), 141-179, 2020
104*2020
Low frequency effects of macroeconomic news on government bond yields
C Altavilla, D Giannone, M Modugno
Journal of Monetary Economics 92, 31-46, 2017
902017
Reprint: Monetary policy uncertainty and monetary policy surprises
M De Pooter, G Favara, M Modugno, J Wu
Journal of International Money and Finance 114, 102401, 2021
77*2021
Nowcasting Turkish GDP and news decomposition
M Modugno, B Soybilgen, E Yazgan
International Journal of Forecasting 32 (4), 1369-1384, 2016
662016
The importance of updating: Evidence from a Brazilian nowcasting model
D Bragoli, L Metelli, M Modugno
OECD Journal: Journal of Business Cycle Measurement and Analysis 2015 (1), 1-18, 2015
572015
Nowcasting business cycles: A bayesian approach to dynamic heterogeneous factor models
A D’Agostino, D Giannone, M Lenza, M Modugno
Dynamic Factor Models (Advances in Econometrics, Volume 35), 569-594, 2016
562016
A Nowcasting Model for Canada: Do U.S. Variables Matter?
D Bragoli, M Modugno
International Journal of Forecasting 33 (4), 786-800, 2017
422017
Nowcasting china real gdp
D Giannone, SM Agrippino, M Modugno
CIRANO. www. cirano. qc. ca/conferences/public/pdf/realtime2013/Papers …, 2013
35*2013
Back to the present: Learning about the euro area through a now-casting model
D Cascaldi-Garcia, TRT Ferreira, D Giannone, M Modugno
International Journal of Forecasting 40 (2), 661-686, 2024
212024
A Global Trade Model for the Euro Area
A D'Agostino, M Modugno, C Osbat
International Journal of Central Banking 13 (4), 1-34, 2017
21*2017
The forecasting power of international yield curve linkages
M Modugno, K Nikolaou
ECB Working Paper No. 1044, 2009
14*2009
Sowing the seeds of financial imbalances: The role of macroeconomic performance
E Afanasyeva, S Jerow, SJ Lee, M Modugno
Journal of Financial Stability, 100839, 2020
13*2020
The information content of stress test announcements
L Guerrieri, M Modugno
Journal of Banking & Finance 160, 107087, 2024
72024
Macroeconomic news and stock prices over the FOMC cycle
J McCoy, M Modugno, D Palazzo, S Sharpe
32020
Lessons from Nowcasting GDP across the World
D Cascaldi-Garcia, M Luciani, M Modugno
Handbook of Research Methods and Applications in Macroeconomic Forecasting …, 2024
22024
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Články 1–20