Details about Matteo Mogliani

Access statistics for papers by Matteo Mogliani.

Last updated 2024-04-08. Update your information in the RePEc Author Service.

Short-id: pmo475

Working Papers

2024

1. Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting
   Papers, arXiv.org

2022

2. High-frequency monitoring of growth at risk
   Post-Print, HAL View citations (26)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (6)
   See also Journal Article High-frequency monitoring of growth at risk, International Journal of Forecasting, Elsevier (2022) View citations (26) (2022)

2020

3. Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction
   Papers, arXiv.org View citations (2)
   Also in Working papers, Banque de France (2019)
   Post-Print, HAL (2020) View citations (2)
   See also Journal Article Bayesian MIDAS penalized regressions: Estimation, selection, and prediction, Journal of Econometrics, Elsevier (2021) View citations (18) (2021)

2016

4. Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP
   Working papers, Banque de France View citations (10)

2015

5. Macroeconomic forecasting during the Great Recession: the return of non-linearity?
   Post-Print, HAL View citations (23)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (9)
   Working papers, Banque de France (2012) View citations (13)
   See also Journal Article Macroeconomic forecasting during the Great Recession: The return of non-linearity?, International Journal of Forecasting, Elsevier (2015) View citations (36) (2015)

2014

6. New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de France's Monthly Business Survey and the blocking approach
   Working papers, Banque de France View citations (4)
   See also Journal Article The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey, Economic Modelling, Elsevier (2017) View citations (7) (2017)

2013

7. Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations ?
   Working Papers, Center for Research in Economics and Statistics View citations (2)
   Also in Working papers, Banque de France (2013) View citations (1)
   See also Journal Article Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?, International Journal of Forecasting, Elsevier (2015) View citations (10) (2015)

2012

8. Euro area labour markets and the crisis
   Occasional Paper Series, European Central Bank View citations (11)

2010

9. Residual-based tests for cointegration and multiple deterministic structural breaks: A Monte Carlo study
   PSE Working Papers, HAL View citations (1)

2009

10. Current Account Sustainability in Brazil: A Non-Linear Approach
    OECD Economics Department Working Papers, OECD Publishing
11. Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006
    PSE Working Papers, HAL View citations (3)

Journal Articles

2022

1. High-frequency monitoring of growth at risk
   International Journal of Forecasting, 2022, 38, (2), 582-595 View citations (26)
   See also Working Paper High-frequency monitoring of growth at risk, Post-Print (2022) View citations (26) (2022)

2021

2. Bayesian MIDAS penalized regressions: Estimation, selection, and prediction
   Journal of Econometrics, 2021, 222, (1), 833-860 View citations (18)
   See also Working Paper Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction, Papers (2020) View citations (2) (2020)
3. What explains the persistent weakness of euro area inflation since 2013?
   (Comment expliquer la faiblesse de l’inflation en zone euro depuis 2013 ?)
   Bulletin de la Banque de France, 2021, (234) View citations (1)

2018

4. Does the Phillips curve still exist?
   Rue de la Banque, 2018, (56) View citations (9)
5. On the Instability of Long‐Run Money Demand and the Welfare Cost of Inflation in the United States
   Journal of Money, Credit and Banking, 2018, 50, (7), 1645-1660 View citations (14)

2017

6. The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey
   Economic Modelling, 2017, 64, (C), 26-39 View citations (7)
   See also Working Paper New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de France's Monthly Business Survey and the blocking approach, Working papers (2014) View citations (4) (2014)

2015

7. Macroeconomic forecasting during the Great Recession: The return of non-linearity?
   International Journal of Forecasting, 2015, 31, (3), 664-679 View citations (36)
   See also Working Paper Macroeconomic forecasting during the Great Recession: the return of non-linearity?, Post-Print (2015) View citations (23) (2015)
8. Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?
   International Journal of Forecasting, 2015, 31, (4), 1021-1042 View citations (10)
   See also Working Paper Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations ?, Working Papers (2013) View citations (2) (2013)

2013

9. Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico
   Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (2), 141-165 View citations (4)

2012

10. Has the 2008-2009 recession increased the structural share of unemployment in the euro area?
    Quarterly selection of articles - Bulletin de la Banque de France, 2012, (25), 63-80 View citations (1)
11. La récession de 2008-2009 a-t-elle accru la part structurelle du chômage en zone euro ?
    Bulletin de la Banque de France, 2012, (187), 45-56 View citations (1)