Michele Modugno

Names

Identifer

Contact

Affiliations

• Federal Reserve Board (Board of Governors of the Federal Reserve System)
  • EDIRC entry
  • location:

Research profile

author of:

• An Area-Wide Real-Time Database for the Euro Area
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
  by Henry, Jerome & Giannone, Domenico & Lalik, Magdalena & Modugno, Michele
  (ReDIF-paper, cpr:ceprdp:7673)
• Now-casting and the real-time data flow
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012)
  by Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta
  (ReDIF-paper, cpr:ceprdp:9112)
• Now-Casting and the Real-Time Data Flow
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012)
  by Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin
  (ReDIF-paper, eca:wpaper:2013/125192)
• Unspanned Macroeconomic Factors in the Yields Curve
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2013)
  by Laura Coroneo & Domenico Giannone & Michèle Modugno
  (ReDIF-paper, eca:wpaper:2013/138904)
• Low Frequency Effects of Macroeconomic News on Government Bond Yields
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2014)
  by Carlo Altavilla & Domenico Giannone & Michèle Modugno
  (ReDIF-paper, eca:wpaper:2013/174573)
• An Area Wide Real Time Data Base for the Euro Area
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010)
  by Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michèle Modugno
  (ReDIF-paper, eca:wpaper:2013/59649)
• The forecasting power of internal yield curve linkages
  Working Paper Series, European Central Bank (2009)
  by Nikolaou, Kleopatra & Modugno, Michele
  (ReDIF-paper, ecb:ecbwps:20091044)
• An area-wide real-time database for the euro area
  Working Paper Series, European Central Bank (2010)
  by Giannone, Domenico & Henry, Jérôme & Lalik, Magdalena & Modugno, Michele
  (ReDIF-paper, ecb:ecbwps:20101145)
• Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data
  Working Paper Series, European Central Bank (2010)
  by Bańbura, Marta & Modugno, Michele
  (ReDIF-paper, ecb:ecbwps:20101189)
• Nowcasting inflation using high frequency data
  Working Paper Series, European Central Bank (2011)
  by Modugno, Michele
  (ReDIF-paper, ecb:ecbwps:20111324)
• Now-casting and the real-time data flow
  Working Paper Series, European Central Bank (2013)
  by Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele
  (ReDIF-paper, ecb:ecbwps:20131564)
• A global trade model for the euro area
  Working Paper Series, European Central Bank (2016)
  by Osbat, Chiara & D'Agostino, Antonello & Modugno, Michele
  (ReDIF-paper, ecb:ecbwps:20161986)
• Now-Casting and the Real-Time Data Flow
  Handbook of Economic Forecasting, Elsevier (2013)
  by Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia
  (ReDIF-chapter, eee:ecofch:2-195)
• Now-casting inflation using high frequency data
  International Journal of Forecasting, Elsevier (2013)
  by Modugno, Michele
  (ReDIF-article, eee:intfor:v:29:y:2013:i:4:p:664-675)
• Nowcasting Turkish GDP and news decomposition
  International Journal of Forecasting, Elsevier (2016)
  by Modugno, Michele & Soybilgen, Barış & Yazgan, Ege
  (ReDIF-article, eee:intfor:v:32:y:2016:i:4:p:1369-1384)
• A now-casting model for Canada: Do U.S. variables matter?
  International Journal of Forecasting, Elsevier (2017)
  by Bragoli, Daniela & Modugno, Michele
  (ReDIF-article, eee:intfor:v:33:y:2017:i:4:p:786-800)
• Back to the present: Learning about the euro area through a now-casting model
  International Journal of Forecasting, Elsevier (2024)
  by Cascaldi-Garcia, Danilo & Ferreira, Thiago R.T. & Giannone, Domenico & Modugno, Michele
  (ReDIF-article, eee:intfor:v:40:y:2024:i:2:p:661-686)
• The information content of stress test announcements
  Journal of Banking & Finance, Elsevier (2024)
  by Guerrieri, Luca & Modugno, Michele
  (ReDIF-article, eee:jbfina:v:160:y:2024:i:c:s0378426624000074)
• Monetary policy uncertainty and monetary policy surprises
  Journal of International Money and Finance, Elsevier (2021)
  by De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason
  (ReDIF-article, eee:jimfin:v:112:y:2021:i:c:s0261560620302795)
• Reprint: Monetary policy uncertainty and monetary policy surprises
  Journal of International Money and Finance, Elsevier (2021)
  by De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason
  (ReDIF-article, eee:jimfin:v:114:y:2021:i:c:s0261560621000504)
• Low frequency effects of macroeconomic news on government bond yields
  Journal of Monetary Economics, Elsevier (2017)
  by Altavilla, Carlo & Giannone, Domenico & Modugno, Michele
  (ReDIF-article, eee:moneco:v:92:y:2017:i:c:p:31-46)
• Unknown item RePEc:eme:aeco11:s0731-905320150000035014 (chapter)
• Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models
  Advances in Econometrics, Emerald Group Publishing Limited (2016)
  by Antonello D’Agostino & Domenico Giannone & Michele Lenza & Michele Modugno
  (ReDIF-chapter, eme:aecozz:s0731-905320150000035014)
• Low Frequency Effects of Macroeconomic News on Government Bond Yields
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2014)
  by Carlo Altavilla & Domenico Giannone & Michele Modugno
  (ReDIF-paper, fip:fedgfe:2014-52)
• Unspanned macroeconomic factors in the yield curve
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2014)
  by Laura Coroneo & Domenico Giannone & Michele Modugno
  (ReDIF-paper, fip:fedgfe:2014-57)
• The Importance of Updating: Evidence from a Brazilian Nowcasting Model
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2014)
  by Daniela Bragoli & Luca Metelli & Michele Modugno
  (ReDIF-paper, fip:fedgfe:2014-94)
• A Global Trade Model for the Euro Area
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015)
  by Antonello D'Agostino & Michele Modugno & Chiara Osbat
  (ReDIF-paper, fip:fedgfe:2015-13)
• Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015)
  by Antonello D'Agostino & Domenico Giannone & Michele Lenza & Michele Modugno
  (ReDIF-paper, fip:fedgfe:2015-66)
• A Nowcasting Model for Canada: Do U.S. Variables Matter?
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2016)
  by Daniela Bragoli & Michele Modugno
  (ReDIF-paper, fip:fedgfe:2016-36)
• Nowcasting Turkish GDP and News Decomposition
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2016)
  by Michele Modugno & Bariş Soybilgen & M. Ege Yazgan
  (ReDIF-paper, fip:fedgfe:2016-44)
• Financial Vulnerabilities, Macroeconomic Dynamics, and Monetary Policy
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2016)
  by David Aikman & Andreas Lehnert & J. Nellie Liang & Michele Modugno
  (ReDIF-paper, fip:fedgfe:2016-55)
• Sowing the Seeds of Financial Imbalances: The Role of Macroeconomic Performance
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2020)
  by Elena Afanasyeva & Sam Jerow & Seung Jung Lee & Michele Modugno
  (ReDIF-paper, fip:fedgfe:2020-28)
• Monetary Policy Uncertainty and Monetary Policy Surprises
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2020)
  by Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu
  (ReDIF-paper, fip:fedgfe:2020-32)
• The Information Content of Stress Test Announcements
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2021)
  by Luca Guerrieri & Michele Modugno
  (ReDIF-paper, fip:fedgfe:2021-12)
• Monetary Policy Surprises and Monetary Policy Uncertainty
  FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2018)
  by Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu
  (ReDIF-paper, fip:fedgfn:2018-05-18)
• The Relationship between Macroeconomic Overheating and Financial Vulnerability : A Narrative Investigation
  FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2018)
  by Elena Afanasyeva & Seung Jung Lee & Michele Modugno & Francisco J. Palomino
  (ReDIF-paper, fip:fedgfn:2018-10-12-2)
• The Relationship between Macroeconomic Overheating and Financial Vulnerability : A Quantitative Exploration
  FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2018)
  by Elena Afanasyeva & Seung Jung Lee & Michele Modugno & Francisco J. Palomino
  (ReDIF-paper, fip:fedgfn:2018-10-12-3)
• Macroeconomic News and Stock Prices Over the FOMC Cycle
  FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2020)
  by Jack McCoy & Michele Modugno & Berardino Palazzo & Steven A. Sharpe
  (ReDIF-paper, fip:fedgfn:2020-10-14-1)
• Lessons from the Co-movement of Inflation around the World
  FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2024)
  by Danilo Cascaldi-Garcia & Luca Guerrieri & Matteo Iacoviello & Michele Modugno
  (ReDIF-paper, fip:fedgfn:2024-06-28)
• Back to the Present: Learning about the Euro Area through a Now-casting Model
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2021)
  by Danilo Cascaldi-Garcia & Thiago Revil T. Ferreira & Domenico Giannone & Michele Modugno
  (ReDIF-paper, fip:fedgif:1313)
• Lessons from Nowcasting GDP across the World
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2023)
  by Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno
  (ReDIF-paper, fip:fedgif:1385)
• A Global Trade Model for the Euro Area
  International Journal of Central Banking, International Journal of Central Banking (2017)
  by Antonello D’Agostino & Michele Modugno & Chiara Osbat
  (ReDIF-article, ijc:ijcjou:y:2017:q:4:a:1)
• The importance of updating: Evidence from a Brazilian nowcasting model
  OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys (2015)
  by Daniela Bragoli & Luca Metelli & Michele Modugno
  (ReDIF-article, oec:stdkab:5jrtfl958gmp)
• Nowcasting with Daily Data
  2012 Meeting Papers, Society for Economic Dynamics (2012)
  by Michele Modugno & Lucrezia Reichlin & Domenico Giannone & Marta Banbura
  (ReDIF-paper, red:sed012:555)
• Low Frequency Effects of Macroeconomic News on Government Bond Yields
  CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2014)
  by Carlo Altavilla & Domenico Giannone & Michele Modugno
  (ReDIF-paper, sef:csefwp:372)
• Unspanned Macroeconomic Factors in the Yield Curve
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2016)
  by Laura Coroneo & Domenico Giannone & Michele Modugno
  (ReDIF-article, taf:jnlbes:v:34:y:2016:i:3:p:472-485)
• An Area-Wide Real-Time Database for the Euro Area
  The Review of Economics and Statistics, MIT Press (2012)
  by Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michele Modugno
  (ReDIF-article, tpr:restat:v:94:y:2012:i:4:p:1000-1013)
• Essays on real-time econometrics and forecasting
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2011)
  by Michèle Modugno
  (ReDIF-paper, ulb:ulbeco:2013/209841)
• Maximum Likelihood Estimation Of Factor Models On Datasets With Arbitrary Pattern Of Missing Data
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2014)
  by Marta Bańbura & Michele Modugno
  (ReDIF-article, wly:japmet:v:29:y:2014:i:1:p:133-160)