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Photo of Mark J. Bognanni

Mark J. Bognanni

Senior Economist Prices and Wages Section Research and Statistics
[email protected]

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
  • Comment on “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors”
    Mark Bognanni
    Journal of Econometrics (2022)
    https://doi.org/10.1016/j.jeconom.2021.10.008
  • Economics and Epidemics: Evidence from an Estimated Spatial Econ-SIR Model
    Mark Bognanni, Douglas Hanley, Daniel Kolliner, and Kurt Mitman
    CEPR Discussion Paper Series (2020)
    See also » FRB Working Paper (2020)
  • Sequential Bayesian Inference for Vector Autoregressions with Stochastic Volatility
    Mark Bognanni and John Zito
    Journal of Economic Dynamics & Control (2020)
    https://doi.org/10.1016/j.jedc.2020.103851
  • A Forecasting Assessment of Market-Based PCE Inflation
    Mark Bognanni
    Economic Commentary (2020)
    https://doi.org/10.26509/frbc-ec-202001
  • Sequential Bayesian Inference for Vector Autoregressions with Stochastic Volatility
    Mark Bognanni and John Zito
    Working Paper (Federal Reserve Bank of Cleveland) (2019)
    https://doi.org/10.26509/frbc-wp-201929
  • Has the Real-Time Reliability of Monthly Indicators Changed Over Time?
    Mark Bognanni
    Economic Commentary (2019)
    https://doi.org/10.26509/frbc-ec-201916
  • A Class of Time-Varying Parameter Structural VARs for Inference under Exact or Set Identification
    Mark Bognanni
    Working Paper (Federal Reserve Bank of Cleveland) (2018)
    https://doi.org/10.26509/frbc-wp-201811
  • An Assessment of the ISM Manufacturing Price Index for Inflation Forecasting
    Mark Bognanni and Tristan Young
    Economic Commentary (2018)
  • A Sequential Monte Carlo Approach to Inference in Multiple-Equation Markov-Switching Models
    Mark Bognanni and Edward Herbst
    Journal of Applied Econometrics (2018)
    https://doi.org/10.1002/jae.2582
  • New Normal or Real-Time Noise? Revisiting the Recent Data on Labor Productivity
    Mark Bognanni and John Zito
    Economic Commentary (2016)
  • Does GDI Data Change our Understanding of the Business Cycle?
    Mark Bognanni and Christian Garciga
    Economic Trends (2016)
  • US Fiscal Policy: Recent Trends in Historical Context
    Mark Bognanni and Sara Millington
    Economic Trends (2015)
  • Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach
    Mark Bognanni and Edward Herbst
    Working Paper (Federal Reserve Bank of Cleveland) (2014)
    See also » FRB Working Paper (2015)
Last update: June 30, 2022