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Michele Modugno

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First Name:Michele
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Last Name:Modugno
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RePEc Short-ID:pmo711
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Location: Washington, District of Columbia (United States)
Homepage: http://www.federalreserve.gov/
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Postal: 20th Street and Constitution Avenue, NW, Washington, DC 20551
Handle: RePEc:edi:frbgvus (more details at EDIRC)
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  1. Bragoli, Daniela & Metelli, Luca & Modugno, Michele, 2014. "The Importance of Updating: Evidence from a Brazilian Nowcasting Model," Finance and Economics Discussion Series 2014-94, Board of Governors of the Federal Reserve System (U.S.).
  2. Altavilla, Carlo & Giannone, Domenico & Modugno, Michele, 2014. "The Low Frequency Effects of Macroeconomic News on Government Bond Yields," Finance and Economics Discussion Series 2014-52, Board of Governors of the Federal Reserve System (U.S.).
  3. Carlo Altavilla & Domenico Giannone & Michèle Modugno, 2014. "Low Frequency Effects of Macroeconomic News on Government Bond Yields," Working Papers ECARES ECARES 2014-34, ULB -- Universite Libre de Bruxelles.
  4. Laura Coroneo & Domenico Giannone & Michèle Modugno, 2013. "Unspanned Macroeconomic Factors in the Yields Curve," Working Papers ECARES ECARES 2013-07, ULB -- Universite Libre de Bruxelles.
  5. Michele Modugno & Lucrezia Reichlin & Domenico Giannone & Marta Banbura, 2012. "Nowcasting with Daily Data," 2012 Meeting Papers 555, Society for Economic Dynamics.
  6. Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012. "Now-Casting and the Real-Time Data Flow," Working Papers ECARES ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
  7. Modugno, Michele, 2011. "Nowcasting inflation using high frequency data," Working Paper Series 1324, European Central Bank.
  8. Bańbura, Marta & Modugno, Michele, 2010. "Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data," Working Paper Series 1189, European Central Bank.
  9. Giannone, Domenico & Henry, Jérôme & Lalik, Magdalena & Modugno, Michele, 2010. "An Area-Wide Real-Time Database for the Euro Area," CEPR Discussion Papers 7673, C.E.P.R. Discussion Papers.
  10. Modugno, Michele & Nikolaou, Kleopatra, 2009. "The forecasting power of internal yield curve linkages," Working Paper Series 1044, European Central Bank.
  1. Marta Bańbura & Michele Modugno, 2014. "Maximum Likelihood Estimation Of Factor Models On Datasets With Arbitrary Pattern Of Missing Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 133-160, 01.
  2. Modugno, Michele, 2013. "Now-casting inflation using high frequency data," International Journal of Forecasting, Elsevier, vol. 29(4), pages 664-675.
  3. Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michele Modugno, 2012. "An Area-Wide Real-Time Database for the Euro Area," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1000-1013, November.
15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2010-02-05 2010-07-17 2011-04-23
  2. NEP-ECM: Econometrics (6) 2009-08-08 2010-05-29 2010-07-17 2011-04-23 2012-09-03 2013-08-23. Author is listed
  3. NEP-EEC: European Economics (1) 2010-07-17
  4. NEP-ETS: Econometric Time Series (1) 2010-05-29
  5. NEP-FMK: Financial Markets (1) 2014-09-08
  6. NEP-FOR: Forecasting (8) 2009-08-08 2010-05-29 2011-04-23 2012-09-09 2013-02-08 2013-04-20 2013-08-23 2014-08-28. Author is listed
  7. NEP-LAM: Central & South America (1) 2014-11-28
  8. NEP-MAC: Macroeconomics (8) 2011-04-23 2013-02-08 2013-08-23 2014-08-28 2014-08-28 2014-08-28 2014-09-08 2014-11-28. Author is listed
  9. NEP-MON: Monetary Economics (1) 2011-04-23
  10. NEP-MST: Market Microstructure (3) 2011-04-23 2012-09-09 2013-08-23
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