Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Matteo Mogliani"'
Publikováno v:
International Journal of Forecasting. 38:582-595
Monitoring changes in financial conditions provides valuable information on the contribution of financial risks to future economic growth. For that purpose, central banks need real-time indicators to promptly adjust their policy stance. In this paper
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f28f1f70176484e5560dcf899c603da3
https://doi.org/10.1016/j.ijforecast.2021.06.010
https://doi.org/10.1016/j.ijforecast.2021.06.010
Autor:
Anna Simoni, Matteo Mogliani
Publikováno v:
Journal of Econometrics
Journal of Econometrics, Elsevier, 2020, ⟨10.1016/j.jeconom.2020.07.022⟩
Journal of Econometrics, Elsevier, 2020, ⟨10.1016/j.jeconom.2020.07.022⟩
We propose a new approach to mixed-frequency regressions in a high-dimensional environment that resorts to Group Lasso penalization and Bayesian techniques for estimation and inference. In particular, to improve the prediction properties of the model
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::141185238aa5864ea9258f513c5b1e7a
https://hal.archives-ouvertes.fr/hal-03089878
https://hal.archives-ouvertes.fr/hal-03089878
Autor:
Matteo Mogliani, Giovanni Urga
Publikováno v:
Journal of Money, Credit and Banking. 50:1645-1660
We evaluate the policy implications of measuring the welfare cost of inflation accounting for instabilities in the long-run money demand for the U.S. over the period 1900-2013. We extend the analysis and reassess the results reported in Lucas (2000)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bf0993938f9a10f3e7c00399d31ac603
https://doi.org/10.1111/jmcb.12480
https://doi.org/10.1111/jmcb.12480
Publikováno v:
Economic Modelling. 64:26-39
This paper introduces a new nowcasting model of the French quarterly real GDP growth rate (MIBA), developed at the Banque de France and based on monthly business surveys. The model is designed to target initial announcements of GDP in a mixed-frequen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6db3c2a947fedb164a20e4024cec53f9
https://doi.org/10.1016/j.econmod.2017.03.003
https://doi.org/10.1016/j.econmod.2017.03.003
Autor:
Matteo Mogliani
Publikováno v:
SSRN Electronic Journal.
We propose a new approach to mixed-frequency regressions in a high-dimensional environment that resorts to Group Lasso penalization and Bayesian techniques for estimation and inference. To improve the sparse recovery ability of the model, we also con
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::13999afda3f47a2cc2a9e2efa7321430
https://doi.org/10.2139/ssrn.3354565
https://doi.org/10.2139/ssrn.3354565
Autor:
Matteo Mogliani, Frédérique Bec
Publikováno v:
International Journal of Forecasting. 31:1021-1042
This paper empirically investigates two alternative combination strategies, namely forecast combination and information pooling, in the context of nowcasting French GDP in real time with monthly survey opinions. According to the encompassing paradigm
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bdaebb7bf410e787fe39563b491d1d89
https://doi.org/10.1016/j.ijforecast.2014.11.006
https://doi.org/10.1016/j.ijforecast.2014.11.006
Autor:
Matteo Mogliani, Thomas Ferriere
Publikováno v:
SSRN Electronic Journal.
We analyze French GDP revisions and we investigate the rationality of preliminary announcements of GDP. We consider nonlinearities, taking the form of business cycle asymmetry and time changes, and their effect on both unconditional moments of revisi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::38848df3a2b3944b690b44415b00cdb2
https://doi.org/10.2139/ssrn.2834857
https://doi.org/10.2139/ssrn.2834857
Publikováno v:
International Journal of Forecasting
International Journal of Forecasting, 2015, 31, pp.664-679
International Journal of Forecasting, Elsevier, 2015
International Journal of Forecasting, Elsevier, 2015, 31, pp.664-679
International Journal of Forecasting, 2015, 31, pp.664-679
International Journal of Forecasting, Elsevier, 2015
International Journal of Forecasting, Elsevier, 2015, 31, pp.664-679
The debate on the forecasting ability of non-linear models has a long history, and the Great Recession episode provides us with an interesting opportunity for a reassessment of the forecasting performance of several classes of non-linear models. We c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cb6890553352a083557c0fe84f211214
https://hal.science/hal-01635951
https://hal.science/hal-01635951
Publikováno v:
SSRN Electronic Journal.
This paper introduces the new Monthly Index of Business Activity (MIBA) model of the Banque de France for forecasting France's GDP. As the previous versions, the model relies exclusively on data from the monthly business survey (EMC) conducted by the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::afcd7d34e17d0b653b8f17d10cf5046b
https://doi.org/10.2139/ssrn.2377181
https://doi.org/10.2139/ssrn.2377181
Publikováno v:
Studies in Nonlinear Dynamics and Econometrics. 17
This papers estimates unrestricted monetary reaction functions for four Latin American countries (Brazil, Chile, Colombia and Mexico) and tests for the presence of non-linear eects in central bank behaviour. The analysis covers the post-1999 ination-
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::701e5cd4fa2ea10e764c2a142a59c636
https://doi.org/10.1515/snde-2012-0063
https://doi.org/10.1515/snde-2012-0063