Michele Modugno
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Michele |
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Modugno |
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Affiliations
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Federal Reserve Board (Board of Governors of the Federal Reserve System)
Research profile
author of:
- An Area-Wide Real-Time Database for the Euro Area (RePEc:cpr:ceprdp:7673)
by Henry, Jerome & Giannone, Domenico & Lalik, Magdalena & Modugno, Michele - Now-casting and the real-time data flow (RePEc:cpr:ceprdp:9112)
by Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta - Now-Casting and the Real-Time Data Flow (RePEc:eca:wpaper:2013/125192)
by Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin - Unspanned Macroeconomic Factors in the Yields Curve (RePEc:eca:wpaper:2013/138904)
by Laura Coroneo & Domenico Giannone & Michèle Modugno - Low Frequency Effects of Macroeconomic News on Government Bond Yields (RePEc:eca:wpaper:2013/174573)
by Carlo Altavilla & Domenico Giannone & Michèle Modugno - An Area Wide Real Time Data Base for the Euro Area (RePEc:eca:wpaper:2013/59649)
by Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michèle Modugno - The forecasting power of internal yield curve linkages (RePEc:ecb:ecbwps:20091044)
by Nikolaou, Kleopatra & Modugno, Michele - An area-wide real-time database for the euro area (RePEc:ecb:ecbwps:20101145)
by Giannone, Domenico & Henry, Jérôme & Lalik, Magdalena & Modugno, Michele - Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data (RePEc:ecb:ecbwps:20101189)
by Bańbura, Marta & Modugno, Michele - Nowcasting inflation using high frequency data (RePEc:ecb:ecbwps:20111324)
by Modugno, Michele - Now-casting and the real-time data flow (RePEc:ecb:ecbwps:20131564)
by Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele - A global trade model for the euro area (RePEc:ecb:ecbwps:20161986)
by Osbat, Chiara & D'Agostino, Antonello & Modugno, Michele - Now-Casting and the Real-Time Data Flow (RePEc:eee:ecofch:2-195)
by Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia - Now-casting inflation using high frequency data (RePEc:eee:intfor:v:29:y:2013:i:4:p:664-675)
by Modugno, Michele - Nowcasting Turkish GDP and news decomposition (RePEc:eee:intfor:v:32:y:2016:i:4:p:1369-1384)
by Modugno, Michele & Soybilgen, Barış & Yazgan, Ege - A now-casting model for Canada: Do U.S. variables matter? (RePEc:eee:intfor:v:33:y:2017:i:4:p:786-800)
by Bragoli, Daniela & Modugno, Michele - The information content of stress test announcements (RePEc:eee:jbfina:v:160:y:2024:i:c:s0378426624000074)
by Guerrieri, Luca & Modugno, Michele - Monetary policy uncertainty and monetary policy surprises (RePEc:eee:jimfin:v:112:y:2021:i:c:s0261560620302795)
by De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason - Reprint: Monetary policy uncertainty and monetary policy surprises (RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000504)
by De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason - Low frequency effects of macroeconomic news on government bond yields (RePEc:eee:moneco:v:92:y:2017:i:c:p:31-46)
by Altavilla, Carlo & Giannone, Domenico & Modugno, Michele - Unknown item RePEc:eme:aeco11:s0731-905320150000035014 (chapter)
- Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models (RePEc:eme:aecozz:s0731-905320150000035014)
by Antonello D’Agostino & Domenico Giannone & Michele Lenza & Michele Modugno - Low Frequency Effects of Macroeconomic News on Government Bond Yields (RePEc:fip:fedgfe:2014-52)
by Carlo Altavilla & Domenico Giannone & Michele Modugno - Unspanned macroeconomic factors in the yield curve (RePEc:fip:fedgfe:2014-57)
by Laura Coroneo & Domenico Giannone & Michele Modugno - The Importance of Updating: Evidence from a Brazilian Nowcasting Model (RePEc:fip:fedgfe:2014-94)
by Daniela Bragoli & Luca Metelli & Michele Modugno - A Global Trade Model for the Euro Area (RePEc:fip:fedgfe:2015-13)
by Antonello D'Agostino & Michele Modugno & Chiara Osbat - Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models (RePEc:fip:fedgfe:2015-66)
by Antonello D'Agostino & Domenico Giannone & Michele Lenza & Michele Modugno - A Nowcasting Model for Canada: Do U.S. Variables Matter? (RePEc:fip:fedgfe:2016-36)
by Daniela Bragoli & Michele Modugno - Nowcasting Turkish GDP and News Decomposition (RePEc:fip:fedgfe:2016-44)
by Michele Modugno & Bariş Soybilgen & M. Ege Yazgan - Financial Vulnerabilities, Macroeconomic Dynamics, and Monetary Policy (RePEc:fip:fedgfe:2016-55)
by David Aikman & Andreas Lehnert & J. Nellie Liang & Michele Modugno - Sowing the Seeds of Financial Imbalances: The Role of Macroeconomic Performance (RePEc:fip:fedgfe:2020-28)
by Elena Afanasyeva & Sam Jerow & Seung Jung Lee & Michele Modugno - Monetary Policy Uncertainty and Monetary Policy Surprises (RePEc:fip:fedgfe:2020-32)
by Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu - The Information Content of Stress Test Announcements (RePEc:fip:fedgfe:2021-12)
by Luca Guerrieri & Michele Modugno - Monetary Policy Surprises and Monetary Policy Uncertainty (RePEc:fip:fedgfn:2018-05-18)
by Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu - The Relationship between Macroeconomic Overheating and Financial Vulnerability : A Narrative Investigation (RePEc:fip:fedgfn:2018-10-12-2)
by Elena Afanasyeva & Seung Jung Lee & Michele Modugno & Francisco J. Palomino - The Relationship between Macroeconomic Overheating and Financial Vulnerability : A Quantitative Exploration (RePEc:fip:fedgfn:2018-10-12-3)
by Elena Afanasyeva & Seung Jung Lee & Michele Modugno & Francisco J. Palomino - Macroeconomic News and Stock Prices Over the FOMC Cycle (RePEc:fip:fedgfn:2020-10-14-1)
by Jack McCoy & Michele Modugno & Berardino Palazzo & Steven A. Sharpe - Back to the Present: Learning about the Euro Area through a Now-casting Model (RePEc:fip:fedgif:1313)
by Danilo Cascaldi-Garcia & Thiago Revil T. Ferreira & Domenico Giannone & Michele Modugno - Lessons from Nowcasting GDP across the World (RePEc:fip:fedgif:1385)
by Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno - A Global Trade Model for the Euro Area (RePEc:ijc:ijcjou:y:2017:q:4:a:1)
by Antonello D’Agostino & Michele Modugno & Chiara Osbat - The importance of updating: Evidence from a Brazilian nowcasting model (RePEc:oec:stdkab:5jrtfl958gmp)
by Daniela Bragoli & Luca Metelli & Michele Modugno - Nowcasting with Daily Data (RePEc:red:sed012:555)
by Michele Modugno & Lucrezia Reichlin & Domenico Giannone & Marta Banbura - Low Frequency Effects of Macroeconomic News on Government Bond Yields (RePEc:sef:csefwp:372)
by Carlo Altavilla & Domenico Giannone & Michele Modugno - Unspanned Macroeconomic Factors in the Yield Curve (RePEc:taf:jnlbes:v:34:y:2016:i:3:p:472-485)
by Laura Coroneo & Domenico Giannone & Michele Modugno - An Area-Wide Real-Time Database for the Euro Area (RePEc:tpr:restat:v:94:y:2012:i:4:p:1000-1013)
by Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michele Modugno - Essays on real-time econometrics and forecasting (RePEc:ulb:ulbeco:2013/209841)
by Michèle Modugno - Maximum Likelihood Estimation Of Factor Models On Datasets With Arbitrary Pattern Of Missing Data (RePEc:wly:japmet:v:29:y:2014:i:1:p:133-160)
by Marta Bańbura & Michele Modugno