Matteo Mogliani
Deputy Head of the Conjunctural Analysis and Forecasting Division
Matteo Mogliani is Head of the International Macroeconomics Division. He holds a Ph.D. in Economics from the Paris School of Economics and EHESS. His academic research mainly focuses on time-series econometrics (frequentist and Bayesian), machine learning, macroeconomic forecasting, cointegration, structural breaks, and non-linear time-series modeling. His research has been published in journals including the Journal of Econometrics, the International Journal of Forecasting, and the Journal of Money, Credit and Banking.
Current Position
Head, International Macroeconomics Division, DGSEI DECI SEMSI.
Previous Position
- Banque de France, Deputy Head, Conjunctural Analysis and Forecasting Division, (September 2019-June 2024).
- Banque de France, Head of Section, International Macroeconomics Division (June 2017-September 2019)
- Banque de France, Senior Economist, Macroeconomic Forecasting Division (September 2014-June 2017)
- Banque de France, Economist, Business Conditions Division (September 2010-September 2014)
- University Sorbonne-Paris IV (September 2009-August 2010)
- OECD (July 2008-September 2008)
- French Development Agency (September 2007-February 2008).
Diplomas
- PhD in Economics, Paris School of Economics and EHESS (2010)
- MSc in Economics, Paris School of Economics and EHESS (2006)
Research Interest
Time-series econometrics, machine learning, macroeconomic forecasting, macroeconomics, monetary economics.
Contact
- matteo.mogliani@banque-france.fr
- +33 (0)1 42 92 59 39
- Banque de France, 46-1374 DGSEI-DECI-SEMSI, 31 Rue Croix des Petits Champs, 75049 Paris Cedex 01, France
Academic publications
Articles
- “High-frequency monitoring of Growth-at-Risk” (2022), with L. Ferrara et J-G. Sahuc, International Journal of Forecasting, Elsevier, vol. 38(2), pages 582-595.
- “Bayesian MIDAS penalized regressions: Estimation, selection, and prediction” (2021), avec A. Simoni, Journal of Econometrics, Elsevier, vol. 222(1-C), pages 833-860.
- “On the instability of long-run money demand and the welfare cost of inflation in the U.S.” (2019), with G. Urga, Journal of Money, Credit and Banking, Blackwell Publishing.
- “The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey” (2017), with O. Darné and B. Pluyaud, Economic Modelling, Elsevier, vol. 64(C), pages 26-39.
- “Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?” (2015), with F. Bec, International Journal of Forecasting, Elsevier, vol. 31(4), pages 1021-1042.
- “Macroeconomic forecasting during the Great Recession: The return of non-linearity?” (2015), with L. Ferrara and M. Marcellino, International Journal of Forecasting, Elsevier, vol. 31(3), pages 664-679.
- “Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico” (2013), with L. de Mello and D. Moccero, Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(2), pages 141-165, April.