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TheEconomists

Photo of Michele Modugno
202-452-3152
michele.modugno@frb.gov
Education
  • Ph.D., Economics, Universite' libre de Bruxelles, 2011
  • Current Research Topics

  • Macroeconomic news and asset prices
    • Economist

      Board of Governors of the Federal Reserve System

    • 2013 - present
    • Chief Economist

      Now-Casting Economics Limited

    • 2011 - 2013
    • Postdoctoral researcher

      Universite' libre de Bruxelles

    • 2011 - 2013
    • Economist

      European Central Bank

    • 2007 - 2011
  • Modugno, Michele, and Kleopatra Nikolaou (2009). "The Forecasting Power of International Yield Curve Linkages," Working Paper Series 1044. European Central Bank.
  • Altavilla, Carlo, Domenico Giannone, and Michele Modugno (2014). "The Low Frequency Effects of Macroeconomic News on Government Bond Yields," Finance and Economics Discussion Series 2014-52. Board of Governors of the Federal Reserve System (U.S.).
  • Coroneo, Laura, Domenico Giannone, and Michele Modugno (2014). "Unspanned Macroeconomic Factors in the Yield Curve," Finance and Economics Discussion Series 2014-57. Board of Governors of the Federal Reserve System (U.S.).
  • Banbura, Marta, and Michele Modugno (2014). "Maximum Likelihood Estimation of Factor Models on Datasets with Arbitrary Pattern of Missing Data," Journal of Applied Econometrics, vol. 29, no. 1, pp. 133-160.
  • Banbura, Marta, Domenico Giannone, Michele Modugno, and Lucrezia Reichlin (2013). "Now-Casting and the Real-Time Data Flow," in Elliott, Graham, Allan Timmermann eds., Handbook of Economic Forecasting, Vol. 2. North Holland: Elsevier, pp. 195-237.
  • Modugno, Michele (2013). "Now-Casting Inflation using High Frequency Data," International Journal of Forecasting, vol. 29, no. 4, pp. 664-675.
  • Giannone, Domenico, Jerome Henry, Magdalena Lalik, and Michele Modugno (2012). "An Area-Wide Real-Time Database for the Euro Area," Review of Economics and Statistics, vol. 94, no. 4, pp. 1000-1013.
  • conference

    May 2014

    Macroeconomics & Econometrics conference, University of Birmingham

    Low Frequency Effects of Macroeconomic News on Government Bond Yields

  • seminar

    May 2014

    University of York

    Low Frequency Effects of Macroeconomic News on Government Bond Yields

  • seminar

    May 2014

    Universite' libre de Bruxelles

    Low Frequency Effects of Macroeconomic News on Government Bond Yields

  • conference

    April 2014

    22nd Symposium of the Society for Nonlinear Dynamics and Econometrics, New York

    Low Frequency Effects of Macroeconomic News on Government Bond Yields

Conference Organization

  • 1 September 2014 Istanbul

    Advances in Applied Macro-Finance and Forecasting

    Organizer

Referee

  • Economic Modelling
  • International Journal of Forecasting
  • Journal of Applied Econometrics
  • Journal of Business & Economic Statistics
  • Journal of Forecasting
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Last update: November 17, 2014