Photo of Mark J. Bognanni

Mark J. Bognanni

Education

  • Ph.D., Economics, University of Pennsylvania, 2013
  • B.A., Economics, Washington University in St. Louis, 2007
Current Research Topics
  • Vector Autoregressive Models
  • Nonlinear Econometric Models
  • Senior Economist

    Board of Governors of the Federal Reserve System

    2020 - present
  • Economist

    Federal Reserve Bank of Cleveland

    2013 - 2020
  • Bognanni, Mark (2020). "A Forecasting Assessment of Market-Based PCE Inflation," Economic Commentary, 2020-01. Federal Reserve Bank of Cleveland.
  • Bognanni, Mark, and John Zito (2020). "Sequential Bayesian Inference for Vector Autoregressions with Stochastic Volatility," Journal of Economic Dynamics and Control, vol. 113 (April).
  • Bognanni, Mark (2020). "Has the Real-Time Reliability of Monthly Indicators Changed Over Time?" Economic Commentary, No. 2019-16. Federal Reserve Bank of Cleveland.
  • Bognanni, Mark, and John Zito (2019). "Sequential Bayesian Inference for Vector Autoregressions with Stochastic Volatility," Working Paper, no. 19-29. Federal Reserve Bank of Cleveland.
  • Bognanni, Mark (2018). "A Class of Time-Varying Parameter Structural VARs for Inference under Exact or Set Identification," Federal Reserve Bank of Cleveland, Working Paper no. 18-11.
  • Bognanni, Mark, and Edward Herbst (2018). "A Sequential Monte Carlo Approach to Inference in Multiple-Equation Markov-Switching Models," Journal of Applied Econometrics, vol. 33, no. 1, pp. 126-140.
  • Bognanni, Mark, and Tristan Young (2018). "An Assessment of the ISM Manufacturing Price Index for Inflation Forecasting," Economic Commentary, No. 2018-05. Federal Reserve Bank of Cleveland.
  • Bognanni, Mark, and Christian Garciga (2016). "Does GDI Data Change our Understanding of the Business Cycle?" Economic Trends, Federal Reserve Bank of Cleveland.
  • Bognanni, Mark, and John Zito (2016). "New Normal or Real-Time Noise? Revisiting the Recent Data on Labor Productivity," Economic Commentary, No. 2016-16. Federal Reserve Bank of Cleveland.
  • Bognanni, Mark, and Edward P. Herbst (2015). "Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach," Finance and Economics Discussion Series 2015-116. Board of Governors of the Federal Reserve System (U.S.).
  • Bognanni, Mark, and Sara Millington (2015). "US Fiscal Policy: Recent Trends in Historical Context," Economic Trends, Federal Reserve Bank of Cleveland.
  • Bognanni, Mark, and Edward Herbst (2014). "Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach," Working Paper, no. 14-27. Federal Reserve Bank of Cleveland.
Last update: September 14, 2020