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Michele Modugno

This is information that was supplied by Michele Modugno in registering through RePEc. If you are Michele Modugno , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Michele
Middle Name:
Last Name:Modugno
Suffix:
RePEc Short-ID:pmo711
Washington, District of Columbia (United States)
http://www.federalreserve.gov/

:

20th Street and Constitution Avenue, NW, Washington, DC 20551
RePEc:edi:frbgvus (more details at EDIRC)
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  1. Modugno, Michele & D'Agostino, Antonello & Osbat, Chiara, 2015. "A Global Trade Model for the Euro Area," Finance and Economics Discussion Series 2015-13, Board of Governors of the Federal Reserve System (U.S.).
  2. D'Agostino, Antonello & Giannone, Domenico & Lenza, Michele & Modugno, Michele, 2015. "Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models," Finance and Economics Discussion Series 2015-66, Board of Governors of the Federal Reserve System (U.S.).
  3. 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.).
  4. 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.).
  5. 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.
  6. 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.
  7. 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.
  8. Michele Modugno & Lucrezia Reichlin & Domenico Giannone & Marta Banbura, 2012. "Nowcasting with Daily Data," 2012 Meeting Papers 555, Society for Economic Dynamics.
  9. Modugno, Michele, 2011. "Nowcasting inflation using high frequency data," Working Paper Series 1324, European Central Bank.
  10. Michèle Modugno, 2011. "Essays on real-time econometrics and forecasting," ULB Institutional Repository 2013/209841, ULB -- Universite Libre de Bruxelles.
  11. 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.
  12. 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.
  13. Modugno, Michele & Nikolaou, Kleopatra, 2009. "The forecasting power of internal yield curve linkages," Working Paper Series 1044, European Central Bank.
  1. Daniela Bragoli & Luca Metelli & Michele Modugno, 2015. "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, vol. 2015(1), pages 5-22.
  2. 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.
  3. Modugno, Michele, 2013. "Now-casting inflation using high frequency data," International Journal of Forecasting, Elsevier, vol. 29(4), pages 664-675.
  4. 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.
  1. Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013. "Now-Casting and the Real-Time Data Flow," Handbook of Economic Forecasting, Elsevier.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 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.
  1. NEP-FOR: Forecasting (9) 2009-08-08 2010-05-29 2011-04-23 2012-09-09 2013-02-08 2013-04-20 2013-08-23 2014-08-28 2016-03-06. Author is listed
  2. NEP-MAC: Macroeconomics (9) 2011-04-23 2013-02-08 2013-08-23 2014-08-28 2014-08-28 2014-08-28 2014-09-08 2014-11-28 2016-03-06. Author is listed
  3. NEP-ECM: Econometrics (7) 2009-08-08 2010-05-29 2010-07-17 2011-04-23 2012-09-03 2013-08-23 2016-03-06. Author is listed
  4. NEP-CBA: Central Banking (3) 2010-02-05 2010-07-17 2011-04-23
  5. NEP-MST: Market Microstructure (3) 2011-04-23 2012-09-09 2013-08-23
  6. NEP-EEC: European Economics (2) 2010-07-17 2015-04-25
  7. NEP-ETS: Econometric Time Series (1) 2010-05-29
  8. NEP-FMK: Financial Markets (1) 2014-09-08
  9. NEP-INT: International Trade (1) 2015-04-25
  10. NEP-LAM: Central & South America (1) 2014-11-28
  11. NEP-MON: Monetary Economics (1) 2011-04-23
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