New
Mogliani, M., and Odendahl, F. (2024), "Density Forecast Transformations". PDF R&R
Mogliani, M., and Simoni, A. (2024), "Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting". PDF Submitted
Published Articles in Academic Journals
Ferrara, L., Mogliani, M. and Sahuc, J-G. (2022), "High-Frequency Monitoring of Growth-at-Risk", International Journal of Forecasting, 38 (2), pp. 582-595. Matlab Code
Mogliani, M., and Simoni, A. (2021), "Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction", Journal of Econometrics, 222 (1-C), pp. 833-860. PDF Matlab Code
Mogliani, M., and Urga, G. (2018), "On the Instability of Long-run Money Demand and the Welfare Cost of Inflation in the United States", Journal of Money, Credit and Banking, 50 (7), pp. 1645-1660. PDF
Mogliani, M., Darné, O. and Pluyaud, B. (2017), "The New MIBA Model: Real-time Nowcasting of French GDP using the Banque de France's Monthly Business Survey", Economic Modelling, 64, pp. 26-39. PDF
Bec, F. and Mogliani, M. (2015), "Nowcasting French GDP in Real-Time with Surveys and "Blocked" Regressions: Combining Forecasts or Pooling Information?", International Journal of Forecasting, 31 (4), pp. 1021-1042. PDF
Ferrara, L., Marcellino, M. and Mogliani, M. (2015), "Macroeconomic Forecasting during the Great Recession: The Return of Non-linearity?", International Journal of Forecasting, 31 (3), pp. 664-679. PDF
De Mello, L., Moccero, D. and Mogliani, M. (2013), “Do Latin American Central Bankers Behave Non-Linearly? The Experience of Brazil, Chile, Colombia and Mexico”, Studies in Nonlinear Dynamics and Econometrics, 17 (2), pp. 141-166. PDF
Other Publications
Fontes Baptista, M., Lhuissier, S. and Mogliani, M. (2024), "Measuring the underlying component of inflation", Bulletin de la Banque de France, 253/5.
Ferrara, L., Mogliani, M., Sahuc, J-G. (2022), "High-frequency macroeconomic risk measures in the wake of the war in Ukraine", VoxEU column.
Diev, P., Kalantzis, Y., Lalliard, A. and Mogliani, M. (2021), "What explains the persistent weakness of euro area inflation since 2013?", Bulletin de la Banque de France, 234/7.
Castelletti-Font, B., Delorme, M., Diev, P., Kalantzis, Y., Lalliard, A. and Mogliani, M. (2020), "Covid-19 and monitoring economic activity: the contribution of high-frequency data", Eco Notepad, 174.
Ferrara, L., Mogliani, M., Sahuc, J-G., Cohen, N. (2019), "What are the financial risks to euro area growth?", Eco Notepad, 116.
Haincourt, S. and Mogliani, M. (2012), "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, 25, pp. 63-80. PDF
Working Papers
Mogliani, M., and Ferrière, T., "Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP", Banque de France Working Paper Series Nº 600. PDF
Mogliani, M. and VV.AA. (2012), "Euro Area Labour Markets and the Crisis", ECB Occasional Paper Series N° 138. PDF
Mogliani, M. (2010), “Residual-Based Tests for Cointegration and Multiple Deterministic Structural Breaks: A Monte Carlo Study”, PSE Working Papers N° 2010-22, Paris School of Economics. PDF
Mogliani, M., Urga, G. and Winograd, C. (2009), “Monetary Disorder and Financial Regimes. The Demand for Money in Argentina, 1900-2006”, PSE Working Papers N° 2009-55, Paris School of Economics. PDF
De Mello, L. and Mogliani, M. (2009), “Current Account Sustainability in Brazil: A Nonlinear Approach”, OECD Economics Department Working Papers N° 703. PDF
Mogliani, M. (2008), “Credit Cycles and Financial Vulnerabilities: Evolutions for a Group of Emerging Countries” (in French only), AFD Working Paper Series N°60. PDF
Works in Progress
Mogliani, M., "Do We Really Need Real-Time Data? A Theoretical Framework for ARDL Models and an Evaluation of Point and Density Forecasts".