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My authors Follow this authorMichele Modugno
Personal Details
First Name: | Michele |
Middle Name: | |
Last Name: | Modugno |
Suffix: | |
RePEc Short-ID: | pmo711 |
[This author has chosen not to make the email address public] | |
Terminal Degree: | 2011 European Centre for Advanced Research in Economics and Statistics (ECARES); Solvay Brussels School of Economics and Management; Université Libre de Bruxelles (from RePEc Genealogy) |
Affiliation
Federal Reserve Board (Board of Governors of the Federal Reserve System)
Washington, District of Columbia (United States)http://www.federalreserve.gov/
RePEc:edi:frbgvus (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Danilo Cascaldi-Garcia & Luca Guerrieri & Matteo Iacoviello & Michele Modugno, 2024. "Lessons from the Co-movement of Inflation around the World," FEDS Notes 2024-06-28, Board of Governors of the Federal Reserve System (U.S.).
- Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2023. "Lessons from Nowcasting GDP across the World," International Finance Discussion Papers 1385, Board of Governors of the Federal Reserve System (U.S.).
- Luca Guerrieri & Michele Modugno, 2021.
"The Information Content of Stress Test Announcements,"
Finance and Economics Discussion Series
2021-012, Board of Governors of the Federal Reserve System (U.S.).
- Guerrieri, Luca & Modugno, Michele, 2024. "The information content of stress test announcements," Journal of Banking & Finance, Elsevier, vol. 160(C).
- Danilo Cascaldi-Garcia & Thiago Revil T. Ferreira & Domenico Giannone & Michele Modugno, 2021.
"Back to the Present: Learning about the Euro Area through a Now-casting Model,"
International Finance Discussion Papers
1313, Board of Governors of the Federal Reserve System (U.S.).
- Cascaldi-Garcia, Danilo & Ferreira, Thiago R.T. & Giannone, Domenico & Modugno, Michele, 2024. "Back to the present: Learning about the euro area through a now-casting model," International Journal of Forecasting, Elsevier, vol. 40(2), pages 661-686.
- Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu, 2020.
"Monetary Policy Uncertainty and Monetary Policy Surprises,"
Finance and Economics Discussion Series
2020-032, Board of Governors of the Federal Reserve System (U.S.).
- De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason, 2021. "Monetary policy uncertainty and monetary policy surprises," Journal of International Money and Finance, Elsevier, vol. 112(C).
- Elena Afanasyeva & Sam Jerow & Seung Jung Lee & Michele Modugno, 2020. "Sowing the Seeds of Financial Imbalances: The Role of Macroeconomic Performance," Finance and Economics Discussion Series 2020-028, Board of Governors of the Federal Reserve System (U.S.).
- Jack McCoy & Michele Modugno & Berardino Palazzo & Steven A. Sharpe, 2020. "Macroeconomic News and Stock Prices Over the FOMC Cycle," FEDS Notes 2020-10-14-1, Board of Governors of the Federal Reserve System (U.S.).
- Elena Afanasyeva & Seung Jung Lee & Michele Modugno & Francisco J. Palomino, 2018. "The Relationship between Macroeconomic Overheating and Financial Vulnerability : A Quantitative Exploration," FEDS Notes 2018-10-12-3, Board of Governors of the Federal Reserve System (U.S.).
- Elena Afanasyeva & Seung Jung Lee & Michele Modugno & Francisco J. Palomino, 2018. "The Relationship between Macroeconomic Overheating and Financial Vulnerability : A Narrative Investigation," FEDS Notes 2018-10-12-2, Board of Governors of the Federal Reserve System (U.S.).
- Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu, 2018. "Monetary Policy Surprises and Monetary Policy Uncertainty," FEDS Notes 2018-05-18, Board of Governors of the Federal Reserve System (U.S.).
- Michele Modugno & Bariş Soybilgen & M. Ege Yazgan, 2016.
"Nowcasting Turkish GDP and News Decomposition,"
Finance and Economics Discussion Series
2016-044, Board of Governors of the Federal Reserve System (U.S.).
- Modugno, Michele & Soybilgen, Barış & Yazgan, Ege, 2016. "Nowcasting Turkish GDP and news decomposition," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1369-1384.
- Osbat, Chiara & D'Agostino, Antonello & Modugno, Michele, 2016.
"A global trade model for the euro area,"
Working Paper Series
1986, European Central Bank.
- Antonello D’Agostino & Michele Modugno & Chiara Osbat, 2017. "A Global Trade Model for the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 13(4), pages 1-34, December.
- Antonello D'Agostino & Michele Modugno & Chiara Osbat, 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.).
- Daniela Bragoli & Michele Modugno, 2016.
"A Nowcasting Model for Canada: Do U.S. Variables Matter?,"
Finance and Economics Discussion Series
2016-036, Board of Governors of the Federal Reserve System (U.S.).
- Bragoli, Daniela & Modugno, Michele, 2017. "A now-casting model for Canada: Do U.S. variables matter?," International Journal of Forecasting, Elsevier, vol. 33(4), pages 786-800.
- David Aikman & Andreas Lehnert & J. Nellie Liang & Michele Modugno, 2016. "Financial Vulnerabilities, Macroeconomic Dynamics, and Monetary Policy," Finance and Economics Discussion Series 2016-055, Board of Governors of the Federal Reserve System (U.S.).
- Antonello D'Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 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.).
- Antonello D’Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2016. "Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 569-594, Emerald Group Publishing Limited.
- 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.
- Altavilla, Carlo & Giannone, Domenico & Modugno, Michele, 2017. "Low frequency effects of macroeconomic news on government bond yields," Journal of Monetary Economics, Elsevier, vol. 92(C), pages 31-46.
- Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014. "Low Frequency Effects of Macroeconomic News on Government Bond Yields," CSEF Working Papers 372, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014. "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.).
- Daniela Bragoli & Luca Metelli & Michele Modugno, 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.).
- 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.
- 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.
- Laura Coroneo & Domenico Giannone & Michele Modugno, 2016. "Unspanned Macroeconomic Factors in the Yield Curve," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 472-485, July.
- Laura Coroneo & Domenico Giannone & Michele Modugno, 2014. "Unspanned macroeconomic factors in the yield curve," Finance and Economics Discussion Series 2014-57, Board of Governors of the Federal Reserve System (U.S.).
- Michele Modugno & Lucrezia Reichlin & Domenico Giannone & Marta Banbura, 2012. "Nowcasting with Daily Data," 2012 Meeting Papers 555, Society for Economic Dynamics.
- Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012.
"Now-casting and the real-time data flow,"
CEPR Discussion Papers
9112, C.E.P.R. Discussion Papers.
- Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013. "Now-Casting and the Real-Time Data Flow," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237, Elsevier.
- 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.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
- Modugno, Michele, 2011.
"Nowcasting inflation using high frequency data,"
Working Paper Series
1324, European Central Bank.
- Modugno, Michele, 2013. "Now-casting inflation using high frequency data," International Journal of Forecasting, Elsevier, vol. 29(4), pages 664-675.
- Michèle Modugno, 2011. "Essays on real-time econometrics and forecasting," ULB Institutional Repository 2013/209841, ULB -- Universite Libre de Bruxelles.
- Henry, Jerome & Giannone, Domenico & 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.
- 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.
- Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michèle Modugno, 2010. "An Area Wide Real Time Data Base for the Euro Area," Working Papers ECARES ECARES 2010-026, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Henry, Jérôme & Lalik, Magdalena & Modugno, Michele, 2010. "An area-wide real-time database for the euro area," Working Paper Series 1145, European Central Bank.
- 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.
- 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, January.
- Nikolaou, Kleopatra & Modugno, Michele, 2009. "The forecasting power of internal yield curve linkages," Working Paper Series 1044, European Central Bank.
Articles
- Guerrieri, Luca & Modugno, Michele, 2024.
"The information content of stress test announcements,"
Journal of Banking & Finance, Elsevier, vol. 160(C).
- Luca Guerrieri & Michele Modugno, 2021. "The Information Content of Stress Test Announcements," Finance and Economics Discussion Series 2021-012, Board of Governors of the Federal Reserve System (U.S.).
- Cascaldi-Garcia, Danilo & Ferreira, Thiago R.T. & Giannone, Domenico & Modugno, Michele, 2024.
"Back to the present: Learning about the euro area through a now-casting model,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 661-686.
- Danilo Cascaldi-Garcia & Thiago Revil T. Ferreira & Domenico Giannone & Michele Modugno, 2021. "Back to the Present: Learning about the Euro Area through a Now-casting Model," International Finance Discussion Papers 1313, Board of Governors of the Federal Reserve System (U.S.).
- De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason, 2021.
"Monetary policy uncertainty and monetary policy surprises,"
Journal of International Money and Finance, Elsevier, vol. 112(C).
- Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu, 2020. "Monetary Policy Uncertainty and Monetary Policy Surprises," Finance and Economics Discussion Series 2020-032, Board of Governors of the Federal Reserve System (U.S.).
- De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason, 2021. "Reprint: Monetary policy uncertainty and monetary policy surprises," Journal of International Money and Finance, Elsevier, vol. 114(C).
- Bragoli, Daniela & Modugno, Michele, 2017.
"A now-casting model for Canada: Do U.S. variables matter?,"
International Journal of Forecasting, Elsevier, vol. 33(4), pages 786-800.
- Daniela Bragoli & Michele Modugno, 2016. "A Nowcasting Model for Canada: Do U.S. Variables Matter?," Finance and Economics Discussion Series 2016-036, Board of Governors of the Federal Reserve System (U.S.).
- Altavilla, Carlo & Giannone, Domenico & Modugno, Michele, 2017.
"Low frequency effects of macroeconomic news on government bond yields,"
Journal of Monetary Economics, Elsevier, vol. 92(C), pages 31-46.
- Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014. "Low Frequency Effects of Macroeconomic News on Government Bond Yields," CSEF Working Papers 372, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- 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.
- Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014. "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.).
- Antonello D’Agostino & Michele Modugno & Chiara Osbat, 2017.
"A Global Trade Model for the Euro Area,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(4), pages 1-34, December.
- Osbat, Chiara & D'Agostino, Antonello & Modugno, Michele, 2016. "A global trade model for the euro area," Working Paper Series 1986, European Central Bank.
- Antonello D'Agostino & Michele Modugno & Chiara Osbat, 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.).
- Modugno, Michele & Soybilgen, Barış & Yazgan, Ege, 2016.
"Nowcasting Turkish GDP and news decomposition,"
International Journal of Forecasting, Elsevier, vol. 32(4), pages 1369-1384.
- Michele Modugno & Bariş Soybilgen & M. Ege Yazgan, 2016. "Nowcasting Turkish GDP and News Decomposition," Finance and Economics Discussion Series 2016-044, Board of Governors of the Federal Reserve System (U.S.).
- Laura Coroneo & Domenico Giannone & Michele Modugno, 2016.
"Unspanned Macroeconomic Factors in the Yield Curve,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 472-485, July.
- Laura Coroneo & Domenico Giannone & Michele Modugno, 2014. "Unspanned macroeconomic factors in the yield curve," Finance and Economics Discussion Series 2014-57, Board of Governors of the Federal Reserve System (U.S.).
- 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.
- 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.
- Daniela Bragoli & Luca Metelli & Michele Modugno, 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.).
- 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, January.
- 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.
- Modugno, Michele, 2013.
"Now-casting inflation using high frequency data,"
International Journal of Forecasting, Elsevier, vol. 29(4), pages 664-675.
- Modugno, Michele, 2011. "Nowcasting inflation using high frequency data," Working Paper Series 1324, European Central Bank.
- 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.
- Henry, Jerome & Giannone, Domenico & 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.
- Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michèle Modugno, 2010. "An Area Wide Real Time Data Base for the Euro Area," Working Papers ECARES ECARES 2010-026, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Henry, Jérôme & Lalik, Magdalena & Modugno, Michele, 2010. "An area-wide real-time database for the euro area," Working Paper Series 1145, European Central Bank.
Chapters
- Antonello D’Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2016.
"Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models,"
Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 569-594,
Emerald Group Publishing Limited.
- Antonello D'Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 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.).
- Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013.
"Now-Casting and the Real-Time Data Flow,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237,
Elsevier.
- 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.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
- Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012. "Now-casting and the real-time data flow," CEPR Discussion Papers 9112, C.E.P.R. Discussion Papers.
RePEc:eme:aeco11:s0731-905320150000035014 is not listed on IDEAS
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This author is among the top 5% authors according to these criteria:- Number of Downloads through RePEc Services over the past 12 months
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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 31 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-MAC: Macroeconomics (16) 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 2016-05-28 2016-06-14 2016-07-23 2018-06-18 2020-05-11 2020-12-21 2021-06-21. Author is listed
- NEP-FOR: Forecasting (10) 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 2016-05-28. Author is listed
- NEP-ECM: Econometrics (8) 2009-05-09 2009-08-08 2010-05-29 2010-07-17 2011-04-23 2012-09-03 2013-08-23 2016-03-06. Author is listed
- NEP-MON: Monetary Economics (7) 2009-05-09 2011-04-23 2016-07-23 2018-06-18 2020-05-11 2021-06-21 2024-08-19. Author is listed
- NEP-CBA: Central Banking (6) 2010-02-05 2010-07-17 2011-04-23 2018-06-18 2020-05-11 2021-06-28. Author is listed
- NEP-EEC: European Economics (4) 2010-07-17 2015-04-25 2017-01-22 2021-06-21
- NEP-HIS: Business, Economic and Financial History (3) 2018-11-05 2018-11-05 2020-05-11
- NEP-MST: Market Microstructure (3) 2011-04-23 2012-09-09 2013-08-23
- NEP-BAN: Banking (2) 2020-05-11 2021-06-28
- NEP-ETS: Econometric Time Series (2) 2010-05-29 2024-01-29
- NEP-FDG: Financial Development and Growth (2) 2020-05-11 2020-12-21
- NEP-GEN: Gender (2) 2020-05-11 2020-05-11
- NEP-INT: International Trade (2) 2015-04-25 2017-01-22
- NEP-ARA: MENA - Middle East and North Africa (1) 2016-06-14
- NEP-CWA: Central and Western Asia (1) 2016-06-14
- NEP-FMK: Financial Markets (1) 2014-09-08
- NEP-IFN: International Finance (1) 2009-05-09
- NEP-LAM: Central and South America (1) 2014-11-28
- NEP-ORE: Operations Research (1) 2020-05-11
- NEP-RMG: Risk Management (1) 2018-11-05
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