Matteo Mogliani
Personal Details
| First Name: | Matteo |
| Middle Name: | |
| Last Name: | Mogliani |
| Suffix: | |
| RePEc Short-ID: | pmo475 |
| [This author has chosen not to make the email address public] | |
| http://sites.google.com/site/mmogliani/ | |
| Terminal Degree: | 2011 Paris School of Economics (from RePEc Genealogy) |
Affiliation
Banque de France
Paris, Francehttp://www.banque-france.fr/
RePEc:edi:bdfgvfr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Bobasu, Alina & Ciccarelli, Matteo & Notarpietro, Alessandro & Ambrocio, Gene & Auer, Simone & Bonfim, Diana & Bottero, Margherita & Brázdik, František & Buss, Ginters & Byrne, David & Casalis, André , 2025. "Monetary policy transmission: a reference guide through ESCB models and empirical benchmarks," Occasional Paper Series 377, European Central Bank.
- Matteo Mogliani & Florens Odendahl, 2024.
"Density forecast transformations,"
Papers
2412.06092, arXiv.org.
- Matteo Mogliani & Florens Odendahl, 2025. "Density Forecast Transformations," Working papers 1027, Banque de France.
- Matteo Mogliani & Florens Odendahl, 2025. "Density forecast transformations," Working Papers 2511, Banco de España.
- Matteo Mogliani & Anna Simoni, 2024.
"Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting,"
Papers
2404.02671, arXiv.org, revised Nov 2024.
- Matteo Mogliani & Anna Simoni, 2025. "Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting," Working Papers hal-04976320, HAL.
- Matteo Mogliani & Anna Simoni, 2025. "Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting," Working Papers 2025-12, Center for Research in Economics and Statistics.
- Laurent Ferrara & Matteo Mogliani & Jean-Guillaume Sahuc, 2020.
"High-Frequency Monitoring of Growth-at-Risk,"
CAMA Working Papers
2020-97, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ferrara, Laurent & Mogliani, Matteo & Sahuc, Jean-Guillaume, 2022. "High-frequency monitoring of growth at risk," International Journal of Forecasting, Elsevier, vol. 38(2), pages 582-595.
- Jean-Guillaume Sahuc & Matteo Mogliani & Laurent Ferrara, 2022. "High-frequency monitoring of growth at risk," Post-Print hal-03361425, HAL.
- Barbara Castelleti Font & Marie Delorme & Pavel Diev & Yannick Kalantzis & Antoine Lalliard & Matteo Mogliani, 2020. "Covid-19 and monitoring economic activity: the contribution of high-frequency data [Suivi de l’effet de la Covid-19 avec des données à haute fréquence]," Eco Notepad 174, Banque de France.
- Laurent Ferrara & Matteo Mogliani & Jean-Guillaume Sahuc & Naomi Cohen, 2019. "What are the financial risks to euro area growth? [Quels risques financiers sur la croissance en zone euro ?]," Eco Notepad 116, Banque de France.
- Matteo Mogliani & Anna Simoni, 2019.
"Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction,"
Papers
1903.08025, arXiv.org, revised Jun 2020.
- Mogliani, Matteo & Simoni, Anna, 2021. "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Journal of Econometrics, Elsevier, vol. 222(1), pages 833-860.
- Matteo Mogliani, 2019. "Bayesian MIDAS penalized regressions: estimation, selection, and prediction," Working papers 713, Banque de France.
- Matteo Mogliani & Anna Simoni, 2020. "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Post-Print hal-03089878, HAL.
- M. Mogliani & Thomas Ferrière, 2016. "Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP," Working papers 600, Banque de France.
- Matteo Mogliani & V ronique Brunhes-Lesage & Olivier Darn & Bertrand Pluyaud, 2014.
"New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de France's Monthly Business Survey and the blocking approach,"
Working papers
473, Banque de France.
- Mogliani, Matteo & Darné, Olivier & Pluyaud, Bertrand, 2017. "The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey," Economic Modelling, Elsevier, vol. 64(C), pages 26-39.
- Frédérique Bec & Matteo Mogliani, 2013.
"Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations?,"
Working papers
436, Banque de France.
- Bec, Frédérique & Mogliani, Matteo, 2015. "Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1021-1042.
- Frédérique Bec & Matteo Mogliani, 2013. "Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?," Working Papers 2013-21, Center for Research in Economics and Statistics.
- Laurent Ferrara & Massimiliano Marcellino & Matteo Mogliani, 2012.
"Macroeconomic forecasting during the Great Recession: The return of non-linearity?,"
Working papers
383, Banque de France.
- Ferrara, Laurent & Marcellino, Massimiliano & Mogliani, Matteo, 2015. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," International Journal of Forecasting, Elsevier, vol. 31(3), pages 664-679.
- Laurent Ferrara & Massimiliano Marcellino & Matteo Mogliani, 2015. "Macroeconomic forecasting during the Great Recession: the return of non-linearity?," Post-Print hal-01635951, HAL.
- Marcellino, Massimiliano & Ferrara, Laurent & Mogliani, Matteo, 2013. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," CEPR Discussion Papers 9313, C.E.P.R. Discussion Papers.
- Druant, Martine & Vanhala, Juuso & Ktoris, Michalis & Jarvis, Valerie & Bouchet, Muriel & Budnik, Katarzyna & Childs, Claire & Kuttner, Nicole & Spooner, Magdalena & De Mulder, Jan & Bonthuis, Boele &, 2012. "Euro area labour markets and the crisis," Occasional Paper Series 138, European Central Bank.
- Matteo Mogliani, 2010.
"Residual-based tests for cointegration and multiple deterministic structural breaks: A Monte Carlo study,"
PSE Working Papers
halshs-00564897, HAL.
- Matteo Mogliani, 2010. "Residual-based tests for cointegration and multiple deterministic structural breaks: A Monte Carlo study," Working Papers halshs-00564897, HAL.
- Luiz de Mello & Matteo Mogliani, 2009. "Current Account Sustainability in Brazil: A Non-Linear Approach," OECD Economics Department Working Papers 703, OECD Publishing.
- Matteo Mogliani & Giovanni Urga & Carlos Winograd, 2009.
"Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006,"
PSE Working Papers
halshs-00575107, HAL.
- Matteo Mogliani & Giovanni Urga & Carlos Winograd, 2009. "Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006," Working Papers halshs-00575107, HAL.
Articles
- Matthew Fontes Baptista & Stéphane Lhuissier & Matteo Mogliani, 2024. "Measuring the underlying component of inflation [Mesurer la composante sous-jacente de l’inflation]," Bulletin de la Banque de France, Banque de France, issue 253.
- Ferrara, Laurent & Mogliani, Matteo & Sahuc, Jean-Guillaume, 2022.
"High-frequency monitoring of growth at risk,"
International Journal of Forecasting, Elsevier, vol. 38(2), pages 582-595.
- Laurent Ferrara & Matteo Mogliani & Jean-Guillaume Sahuc, 2020. "High-Frequency Monitoring of Growth-at-Risk," CAMA Working Papers 2020-97, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jean-Guillaume Sahuc & Matteo Mogliani & Laurent Ferrara, 2022. "High-frequency monitoring of growth at risk," Post-Print hal-03361425, HAL.
- Diev Pavel, & Kalantzis Yannick, & Lalliard Antoine, & Mogliani Matteo, 2021. "What explains the persistent weakness of euro area inflation since 2013? [Comment expliquer la faiblesse de l’inflation en zone euro depuis 2013 ?]," Bulletin de la Banque de France, Banque de France, issue 234.
- Mogliani, Matteo & Simoni, Anna, 2021.
"Bayesian MIDAS penalized regressions: Estimation, selection, and prediction,"
Journal of Econometrics, Elsevier, vol. 222(1), pages 833-860.
- Matteo Mogliani, 2019. "Bayesian MIDAS penalized regressions: estimation, selection, and prediction," Working papers 713, Banque de France.
- Matteo Mogliani & Anna Simoni, 2019. "Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction," Papers 1903.08025, arXiv.org, revised Jun 2020.
- Matteo Mogliani & Anna Simoni, 2020. "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Post-Print hal-03089878, HAL.
- Clémence Berson & Louis de Charsonville & Pavel Diev & Violaine Faubert & Laurent Ferrara & Sophie Guilloux-Nefussi & Yannick Kalantzis & Antoine Lalliard & Julien Matheron & Matteo Mogliani, 2018. "Does the Phillips curve still exist?," Rue de la Banque, Banque de France, issue 56, february.
- Matteo Mogliani & Giovanni Urga, 2018. "On the Instability of Long‐Run Money Demand and the Welfare Cost of Inflation in the United States," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1645-1660, October.
- Mogliani, Matteo & Darné, Olivier & Pluyaud, Bertrand, 2017.
"The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey,"
Economic Modelling, Elsevier, vol. 64(C), pages 26-39.
- Matteo Mogliani & V ronique Brunhes-Lesage & Olivier Darn & Bertrand Pluyaud, 2014. "New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de France's Monthly Business Survey and the blocking approach," Working papers 473, Banque de France.
- Bec, Frédérique & Mogliani, Matteo, 2015.
"Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?,"
International Journal of Forecasting, Elsevier, vol. 31(4), pages 1021-1042.
- Frédérique Bec & Matteo Mogliani, 2013. "Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations?," Working papers 436, Banque de France.
- Frédérique Bec & Matteo Mogliani, 2013. "Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?," Working Papers 2013-21, Center for Research in Economics and Statistics.
- Ferrara, Laurent & Marcellino, Massimiliano & Mogliani, Matteo, 2015.
"Macroeconomic forecasting during the Great Recession: The return of non-linearity?,"
International Journal of Forecasting, Elsevier, vol. 31(3), pages 664-679.
- Laurent Ferrara & Massimiliano Marcellino & Matteo Mogliani, 2012. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," Working papers 383, Banque de France.
- Laurent Ferrara & Massimiliano Marcellino & Matteo Mogliani, 2015. "Macroeconomic forecasting during the Great Recession: the return of non-linearity?," Post-Print hal-01635951, HAL.
- Marcellino, Massimiliano & Ferrara, Laurent & Mogliani, Matteo, 2013. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," CEPR Discussion Papers 9313, C.E.P.R. Discussion Papers.
- de Mello Luiz & Moccero Diego & Mogliani Matteo, 2013.
"Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(2), pages 141-165, April.
- Luiz de Mello & Diego Moccero & Matteo Mogliani, 2009. "Do Latin American Central Bankers Behave Non-Linearly?: The Experiences of Brazil, Chile, Colombia and Mexico," OECD Economics Department Working Papers 679, OECD Publishing.
- S. Haincourt. & M. Mogliani., 2012. "Has the 2008-2009 recession increased the structural share of unemployment in the euro area?," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 25, pages 63-80, Spring.
- Haincourt, S. & Mogliani, M., 2012. "La récession de 2008-2009 a-t-elle accru la part structurelle du chômage en zone euro ?," Bulletin de la Banque de France, Banque de France, issue 187, pages 45-56.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FOR: Forecasting (9) 2012-06-13 2013-04-13 2013-06-30 2019-03-25 2019-04-01 2024-05-13 2025-01-27 2025-02-24 2026-01-19. Author is listed
- NEP-MAC: Macroeconomics (5) 2011-03-19 2012-06-13 2016-09-18 2019-04-01 2020-12-07. Author is listed
- NEP-BIG: Big Data (3) 2019-03-25 2019-04-01 2024-05-13
- NEP-ECM: Econometrics (3) 2019-03-25 2024-05-13 2025-02-24
- NEP-EEC: European Economics (3) 2016-09-18 2020-12-07 2025-11-17
- NEP-ETS: Econometric Time Series (3) 2011-02-19 2019-03-25 2024-05-13
- NEP-CBA: Central Banking (2) 2011-03-19 2025-11-17
- NEP-MON: Monetary Economics (2) 2011-03-19 2025-11-17
- NEP-ORE: Operations Research (2) 2013-04-13 2019-04-01
- NEP-CIS: Confederation of Independent States (1) 2011-02-19
- NEP-CMP: Computational Economics (1) 2019-04-01
- NEP-DCM: Discrete Choice Models (1) 2025-01-27
- NEP-DGE: Dynamic General Equilibrium (1) 2025-11-17
- NEP-FDG: Financial Development and Growth (1) 2019-04-01
- NEP-HIS: Business, Economic and Financial History (1) 2011-03-19
- NEP-MIC: Microeconomics (1) 2011-02-19
- NEP-OPM: Open Economy Macroeconomics (1) 2025-11-17
- NEP-RMG: Risk Management (1) 2020-12-07
- NEP-SOG: Sociology of Economics (1) 2016-09-18
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Matteo Mogliani should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/f/pmo475.html