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Michele Modugno

Institution: Federal Reserve Board (Board of Governors of the Federal Reserve System)

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 2012

Most Recent: 2024

RePEc ID: pmo711 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 2.52 0.00 2.52 62%
Last 10 Years 0.00 2.69 4.88 0.00 7.57 82%
All Time 0.00 3.70 7.90 0.00 11.60 90%

Publication Statistics

Raw Publications 12
Coauthorship-Adjusted Count 9.76

Publications (12)

Year Article Journal Tier Authors
2024 Back to the present: Learning about the euro area through a now-casting model International Journal of Forecasting B 4
2024 The information content of stress test announcements Journal of Banking & Finance B 2
2021 Monetary policy uncertainty and monetary policy surprises Journal of International Money and Finance B 4
2021 Reprint: Monetary policy uncertainty and monetary policy surprises Journal of International Money and Finance B 4
2017 Low frequency effects of macroeconomic news on government bond yields Journal of Monetary Economics A 3
2017 A now-casting model for Canada: Do U.S. variables matter? International Journal of Forecasting B 2
2017 A Global Trade Model for the Euro Area International Journal of Central Banking B 3
2016 Unspanned Macroeconomic Factors in the Yield Curve Journal of Business & Economic Statistics A 3
2016 Nowcasting Turkish GDP and news decomposition International Journal of Forecasting B 3
2014 Maximum Likelihood Estimation of Factor Models on Datasets with Arbitrary Pattern of Missing Data Journal of Applied Econometrics B 2
2013 Now-casting inflation using high frequency data International Journal of Forecasting B 1
2012 An Area-Wide Real-Time Database for the Euro Area Review of Economics and Statistics A 4