Now-casting and the real-time data flow M Banbura, D Giannone, M Modugno, L Reichlin Handbook of Economic Forecasting 2, 195-236, 2013 | 943* | 2013 |
Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data M Banbura, M Modugno Journal of Applied Econometrics 29 (1), 133-160, 2014 | 497 | 2014 |
An area-wide real-time database for the euro area D Giannone, J Henry, M Lalik, M Modugno Review of Economics and Statistics 94 (4), 1000-1013, 2012 | 118 | 2012 |
Unspanned macroeconomic factors in the yield curve L Coroneo, D Giannone, M Modugno Journal of Business & Economic Statistics 34 (3), 472-485, 2016 | 113 | 2016 |
Nowcasting inflation using high frequency data M Modugno International Journal of Forecasting 29 (4), 664-675, 2013 | 103 | 2013 |
Credit, financial conditions, and monetary policy transmission D Aikman, A Lehnert, N Liang, M Modugno International Journal of Central Banking 16 (3), 141-179, 2020 | 100* | 2020 |
Low frequency effects of macroeconomic news on government bond yields C Altavilla, D Giannone, M Modugno Journal of Monetary Economics 92, 31-46, 2017 | 83 | 2017 |
Monetary Policy Uncertainty and Monetary Policy Surprises M De Pooter, G Favara, M Modugno, J Wu | 66* | 2020 |
Nowcasting Turkish GDP and news decomposition M Modugno, B Soybilgen, E Yazgan International Journal of Forecasting 32 (4), 1369-1384, 2016 | 64 | 2016 |
The importance of updating: Evidence from a Brazilian nowcasting model D Bragoli, L Metelli, M Modugno OECD Journal: Journal of Business Cycle Measurement and Analysis 2015 (1), 1-18, 2015 | 54 | 2015 |
Nowcasting business cycles: A bayesian approach to dynamic heterogeneous factor models A D’Agostino, D Giannone, M Lenza, M Modugno Dynamic Factor Models (Advances in Econometrics, Volume 35), 569-594, 2016 | 52 | 2016 |
A Nowcasting Model for Canada: Do U.S. Variables Matter? D Bragoli, M Modugno International Journal of Forecasting 33 (4), 786-800, 2017 | 38 | 2017 |
Nowcasting china real gdp D Giannone, SM Agrippino, M Modugno Manuscript available at: http://www. cirano. qc. ca/conferences/public/pdf …, 2013 | 31* | 2013 |
A Global Trade Model for the Euro Area A D'Agostino, M Modugno, C Osbat International Journal of Central Banking 13 (4), 1-34, 2017 | 20* | 2017 |
Back to the Present: Learning about the Euro Area through a Now-casting Model D Cascaldi-Garcia, TRT Ferreira, D Giannone, M Modugno International Journal of Forecasting 40 (2), 661-686, 2024 | 18 | 2024 |
Sowing the seeds of financial imbalances: The role of macroeconomic performance E Afanasyeva, S Jerow, SJ Lee, M Modugno Journal of Financial Stability, 100839, 2020 | 11* | 2020 |
The forecasting power of international yield curve linkages M Modugno, K Nikolaou ECB Working Paper No. 1044, 2009 | 10* | 2009 |
The information content of stress test announcements L Guerrieri, M Modugno Journal of Banking & Finance 160, 107087, 2024 | 3 | 2024 |
Macroeconomic news and stock prices over the FOMC cycle J McCoy, M Modugno, D Palazzo, S Sharpe | 2 | 2020 |
Lessons from Nowcasting GDP across the World D Cascaldi-Garcia, M Luciani, M Modugno International Finance Discussion Paper, 2023 | 1 | 2023 |