Michele Modugno - Central Bank Research Hub

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2011 | 2010 | 2009

Title Other author(s)

A global trade model for the euro area

European Central Bank Working papers [View] (Paper: 1986, 09.12.2016)

JEL: C38, F17, F47

Financial Vulnerabilities, Macroeconomic Dynamics, and Monetary Policy

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016-055, 05.06.2016)

JEL: E58, E65, G28

Nowcasting Turkish GDP and News Decomposition

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016-044, 04.05.2016)

JEL: C33, C53, E37

A Nowcasting Model for Canada: Do U.S. Variables Matter?

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016-036, 06.04.2016)

JEL: C33, C53, E37

A Global Trade Model for the Euro Area

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2015-013, 13.04.2015)

JEL: C38, F17, F47

The Importance of Updating: Evidence from a Brazilian Nowcasting Model

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2014-94, 19.11.2014)

JEL: C33, C53, E37

Unspanned macroeconomic factors in the yield curve

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2014-57, 09.08.2014)

JEL: C33, C53, E43, E44, G12

The Low Frequency Effects of Macroeconomic News on Government Bond Yields

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2014-52, 05.08.2014)

JEL: E43, E44, E47, G14

Now-casting and the real-time data flow

European Central Bank Working papers [View] (Paper: 1564, 11.07.2013)

Nowcasting inflation using high frequency data,

European Central Bank Working papers [View] (Paper: 1324, 08.04.2011)

Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data,

European Central Bank Working papers [View] (Paper: 1189, 25.06.2010)

JEL: C53, E37

An area-wide real-time database for the euro area,

European Central Bank Working papers [View] (Paper: 1145, 19.01.2010)

The forecasting power of internal yield curve linkages

European Central Bank Working papers [View] (Paper: 1044, 28.04.2009)

JEL: F31

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2011 | 2010 | 2009