MILOS CIGANOVIC

Dottore di ricerca

ciclo: XXXV


supervisore: Prof. Massimiliano Tancioni
relatore: Prof. Massimiliano Tancioni

Titolo della tesi: Essays on Machine Learning approaches to Macroeconomic Modeling

The thesis is an in-depth examination of the potential of machine learning and artificial intelligence techniques to improve the accuracy of macroeconomic forecasting and real-time tracking of economic activity. The research seeks to understand how these innovative methods can be used to provide more precise and up-to-date information about the state of the economy, thus allowing for better predictions of macroeconomic trends. The study will focus on different machine learning and econometric approaches, ranging from neural networks to time series models, and incorporate various data types, including economic indicators and financial market data. The aim is to provide economists and policymakers with the tools they need to make informed economic policy decisions and help businesses and investors make wise investments and strategic decisions. This research is a valuable contribution to the field of macroeconomic forecasting, helping to improve the accuracy of predictions and providing stakeholders with the information they need to make well-informed decisions. By using state-of-the-art techniques from machine learning and artificial intelligence, this thesis can significantly enhance the understanding and governance of the economy.

Produzione scientifica

11573/1771092 - 2026 - Double machine learning for time series
Ciganovic, Milos; D'amario, Federico; Tancioni, Massimiliano - 01a Articolo in rivista
rivista: ECONOMETRICS JOURNAL (Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591) pp. 1-27 - issn: 1368-4221 - wos: (0) - scopus: (0)

11573/1763996 - 2026 - The voice of monetary policy. Evidence from the European central Bank
Ciganovic, Milos; Ragusa, Giuseppe; Sanna, Valentina - 01a Articolo in rivista
rivista: ECONOMICS LETTERS (Amsterdam Netherlands: Elsevier BV) pp. 1-6 - issn: 0165-1765 - wos: (0) - scopus: (0)

11573/1771079 - 2026 - Disentangling the distributional effects of financial shocks in the euro area
Ciganovic, Milos; Scola Gagliardi, Elena; Tancioni, Massimiliano - 01a Articolo in rivista
rivista: EUROPEAN ECONOMIC REVIEW (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 1-57 - issn: 0014-2921 - wos: WOS:001809296100001 (0) - scopus: 2-s2.0-105043723249 (0)

11573/1771739 - 2025 - Money illusion in large language models. An exploratory replication study
Ciganovic, Milos; Macchitella, Nicole; Panaccione, Luca - 01a Articolo in rivista
rivista: JOURNAL OF BEHAVIORAL ECONOMICS FOR POLICY (San Diego California: Dean's Office for the College of Arts San Diego State University -Department of Economics San Diego State University) pp. 75-80 - issn: 2572-8997 - wos: (0) - scopus: (0)

11573/1739645 - 2025 - Nowcasting l’economia americana
Ragusa, Giuseppe; Ciganovic, Milos - 01a Articolo in rivista
rivista: ETICA ED ECONOMIA (Nemetria Servizi SRL:via Umberto I-7, I 06034 Foligno Italy:011 39 0742 350900, Fax: 011 39 0742 358701) pp. - - issn: 1594-7599 - wos: (0) - scopus: (0)

11573/1739647 - 2025 - La normalità dell’intelligenza artificiale
Ragusa, Giuseppe; Ciganovic, Milos - 01a Articolo in rivista
rivista: ETICA ED ECONOMIA (Nemetria Servizi SRL:via Umberto I-7, I 06034 Foligno Italy:011 39 0742 350900, Fax: 011 39 0742 358701) pp. - - issn: 1594-7599 - wos: (0) - scopus: (0)

11573/1726255 - 2024 - Inflationary shocks, economic aggregates and households’ green transition. A causal machine learning analysis using mixed frequency data
Ciganovic, Milos; D'amario, Federico; Tancioni, Massimiliano - 01a Articolo in rivista
rivista: Social Situation Monitor (Publications Office of the European Union) pp. 1-44 - issn: 2811-6798 - wos: (0) - scopus: (0)

11573/1669094 - 2023 - Nowcasting inflation with Lasso-regularized vector autoregressions and mixed frequency data
Aliaj, T.; Ciganovic, M.; Tancioni, M. - 01a Articolo in rivista
rivista: JOURNAL OF FORECASTING ([Chichester]; [New York N.Y.]: John Wiley & Sons) pp. 1-17 - issn: 1099-131X - wos: WOS:000928963100001 (4) - scopus: 2-s2.0-85147523289 (7)

11573/1697776 - 2023 - Forecasting cryptocurrencies log-returns. A LASSO-VAR and sentiment approach
Ciganovic, M.; D'amario, F. - 01a Articolo in rivista
rivista: APPLIED ECONOMICS (Abingdon, UK: Routledge -Taylor & Francis Group) pp. - - issn: 1466-4283 - wos: WOS:001126660300001 (5) - scopus: 2-s2.0-85179923995 (5)

11573/1669092 - 2022 - Nowcasting. Developing the sources and methods to improve high-frequency labour market forecasting
Aliaj, Tesi; Ciganovic, Milos; Tancioni, Massimiliano - 03a Saggio, Trattato Scientifico

11573/1351290 - 2020 - Effects of international shocks on Italian economy: FAVAR approach
Ciganovic, Milos - 02a Capitolo o Articolo
libro: Advances in economics: research at the DED 2019 - ()

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