Domenico Giannone
Names
first: |
Domenico |
last: |
Giannone |
Identifer
Contact
Affiliations
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International Monetary Fund (IMF) (weight: 98%)
-
Centre for Economic Policy Research (CEPR) (weight: 1%)
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University of Washington
/ Department of Economics (weight: 1%)
Research profile
author of:
- Vulnerable Growth
American Economic Review, American Economic Association (2019)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone
(ReDIF-article, aea:aecrev:v:109:y:2019:i:4:p:1263-89) - Macroeconomic Nowcasting and Forecasting with Big Data
Annual Review of Economics, Annual Reviews (2018)
by Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti
(ReDIF-article, anr:reveco:v:10:y:2018:p:615-643) - Sparse and stable Markowitz portfolios
Papers, arXiv.org (2007)
by Joshua Brodie & Ingrid Daubechies & Christine De Mol & Domenico Giannone & Ignace Loris
(ReDIF-paper, arx:papers:0708.0046) - Common Factors of Commodity Prices
Working papers, Banque de France (2017)
by S. Delle Chiaie & L. Ferrara & D. Giannone
(ReDIF-paper, bfr:banfra:645) - Safety, Liquidity, and the Natural Rate of Interest
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (2017)
by Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti
(ReDIF-article, bin:bpeajo:v:48:y:2017:i:2017-01:p:235-316) - Comparing Alternative Predictors Based on Large‐Panel Factor Models
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2012)
by Antonello D’ Agostino & Domenico Giannone
(ReDIF-article, bla:obuest:v:74:y:2012:i:2:p:306-326) - Exploiting the monthly data flow in structural forecasting
Bank of England working papers, Bank of England (2014)
by Giannone, Domenico & Monti , Francesca & Reichlin , Lucrezia
(ReDIF-paper, boe:boeewp:0509) - Comparing Alternative Predictors Based on Large-Panel Factor Models
Research Technical Papers, Central Bank of Ireland (2006)
by D'Agostino, Antonello & Giannone, Domenico
(ReDIF-paper, cbi:wpaper:14/rt/06) - (Un)Predictability and Macroeconomic Stability
Research Technical Papers, Central Bank of Ireland (2006)
by D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo
(ReDIF-paper, cbi:wpaper:5/rt/06) - Macroeconomic Forecasting and Structural Change
Research Technical Papers, Central Bank of Ireland (2009)
by D'Agostino, Antonello & Gambetti, Luca & Giannone, Domenico & Giannone, Domenico
(ReDIF-paper, cbi:wpaper:8/rt/09) - Exploiting the monthly data-flow in structural forecasting
Discussion Papers, Centre for Macroeconomics (CFM) (2014)
by Domenico Giannone & Francesca Monti & Lucrezia Reichlin
(ReDIF-paper, cfm:wpaper:1416) - The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014)
by Giannone, Domenico & Altavilla, Carlo
(ReDIF-paper, cpr:ceprdp:10001) - The Financial and Macroeconomic Effects of OMT Announcements
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014)
by Giannone, Domenico & Lenza, Michele & Altavilla, Carlo
(ReDIF-paper, cpr:ceprdp:10025) - Priors for the Long Run
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
by Primiceri, Giorgio & Giannone, Domenico & Lenza, Michele
(ReDIF-paper, cpr:ceprdp:11261) - Vulnerable Growth
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
by Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico
(ReDIF-paper, cpr:ceprdp:11583) - Economic Predictions with Big Data: The Illusion Of Sparsity
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio
(ReDIF-paper, cpr:ceprdp:12256) - Macroeconomic Nowcasting and Forecasting with Big Data
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
by Giannone, Domenico & Tambalotti, Andrea & Sbordone, Argia & Bok, Brandyn & Caratelli, Daniele
(ReDIF-paper, cpr:ceprdp:12589) - Common Factors of Commodity Prices
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
by Giannone, Domenico & Ferrara, Laurent & Delle Chiaie, Simona
(ReDIF-paper, cpr:ceprdp:12767) - Forecasting Macroeconomic Risks
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Adrian, Tobias & Adams, Patrick & Boyarchenko, Nina & Giannone, Domenico
(ReDIF-paper, cpr:ceprdp:14436) - Multimodality in Macro-Financial Dynamics
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Boyarchenko, Nina & Adrian, Tobias & Giannone, Domenico
(ReDIF-paper, cpr:ceprdp:15088) - Nowcasting with Large Bayesian Vector Autoregressions
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
by Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej
(ReDIF-paper, cpr:ceprdp:15854) - The drivers of post-pandemic inflation
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2024)
by Giannone, Domenico & Primiceri, Giorgio
(ReDIF-paper, cpr:ceprdp:19377) - Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002)
by Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico
(ReDIF-paper, cpr:ceprdp:3550) - VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002)
by Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico
(ReDIF-paper, cpr:ceprdp:3701) - The Feldstein-Horioka Fact
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004)
by Giannone, Domenico & Lenza, Michele
(ReDIF-paper, cpr:ceprdp:4610) - Monetary Policy in Real Time
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005)
by Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico
(ReDIF-paper, cpr:ceprdp:4981) - Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005)
by Reichlin, Lucrezia & Giannone, Domenico & Small, David
(ReDIF-paper, cpr:ceprdp:5178) - A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006)
by Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico
(ReDIF-paper, cpr:ceprdp:5724) - Does Information Help Recovering Structural Shocks from Past Observations?
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006)
by Reichlin, Lucrezia & Giannone, Domenico
(ReDIF-paper, cpr:ceprdp:5725) - Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006)
by Reichlin, Lucrezia & Giannone, Domenico & De Mol, Christine
(ReDIF-paper, cpr:ceprdp:5829) - A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007)
by Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico
(ReDIF-paper, cpr:ceprdp:6043) - Bayesian VARs with Large Panels
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007)
by Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta
(ReDIF-paper, cpr:ceprdp:6326) - A New Core Inflation Indicator for New Zealand
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007)
by Giannone, Domenico & Matheson, Troy
(ReDIF-paper, cpr:ceprdp:6469) - Sparse and Stable Markowitz Portfolios
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007)
by Giannone, Domenico & De Mol, Christine & Daubechies, Ingrid & Brodie, Joshua
(ReDIF-paper, cpr:ceprdp:6474) - Comparing Alternative Predictors Based on Large-Panel Factor Models
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007)
by Giannone, Domenico & D’Agostino, Antonello
(ReDIF-paper, cpr:ceprdp:6564) - (Un)Predictability and Macroeconomic Stability
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007)
by Giannone, Domenico & D’Agostino, Antonello & Surico, Paolo
(ReDIF-paper, cpr:ceprdp:6594) - Explaining The Great Moderation: It Is Not The Shocks
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007)
by Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele
(ReDIF-paper, cpr:ceprdp:6600) - Short-term Forecasts of Euro Area GDP Growth
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008)
by Reichlin, Lucrezia & Camba-Mendez, Gonzalo & Angelini, Elena & Rünstler, Gerhard & Giannone, Domenico
(ReDIF-paper, cpr:ceprdp:6746) - Business Cycles in the Euro Area
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
by Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele
(ReDIF-paper, cpr:ceprdp:7124) - Macroeconomic Forecasting and Structural Change
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
by Giannone, Domenico & D’Agostino, Antonello & Gambetti, Luca
(ReDIF-paper, cpr:ceprdp:7542) - An Area-Wide Real-Time Database for the Euro Area
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
by Henry, Jerome & Giannone, Domenico & Lalik, Magdalena & Modugno, Michele
(ReDIF-paper, cpr:ceprdp:7673) - Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
by Giannone, Domenico & Lenza, Michele & Onorante, Luca & Momferatou, Daphne
(ReDIF-paper, cpr:ceprdp:7746) - Nowcasting
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
by Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta
(ReDIF-paper, cpr:ceprdp:7883) - Market freedom and the global recession
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
by Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele
(ReDIF-paper, cpr:ceprdp:7884) - Non-standard Monetary Policy Measures and Monetary Developments
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
by Reichlin, Lucrezia & Pill, Huw & Giannone, Domenico & Lenza, Michele
(ReDIF-paper, cpr:ceprdp:8125) - Prior Selection for Vector Autoregressions
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012)
by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio
(ReDIF-paper, cpr:ceprdp:8755) - The ECB and the Interbank Market
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012)
by Reichlin, Lucrezia & Pill, Huw & Giannone, Domenico & Lenza, Michele
(ReDIF-paper, cpr:ceprdp:8844) - Money, credit, monetary policy and the business cycle in the euro area
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012)
by Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele
(ReDIF-paper, cpr:ceprdp:8944) - Optimal Combination of Survey Forecasts
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012)
by Giannone, Domenico & De Mol, Christine & Conflitti, Cristina
(ReDIF-paper, cpr:ceprdp:9096) - Now-casting and the real-time data flow
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012)
by Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta
(ReDIF-paper, cpr:ceprdp:9112) - Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014)
by Giannone, Domenico & Banbura, Marta & Lenza, Michele
(ReDIF-paper, cpr:ceprdp:9931) - Opening The Black Box: Structural Factor Models With Large Cross Sections
Econometric Theory, Cambridge University Press (2009)
by Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia
(ReDIF-article, cup:etheor:v:25:y:2009:i:05:p:1319-1347_09) - Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators
National Institute Economic Review, National Institute of Economic and Social Research (2009)
by Giannone, Domenico & Reichlin, Lucrezia & Simonelli, Saverio
(ReDIF-article, cup:nierev:v:210:y:2009:i::p:90-97_15) - Large Bayesian VARs
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008)
by Martha Banbura & Domenico Giannone & Lucrezia Reichlin
(ReDIF-paper, eca:wpaper:2008_033) - A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008)
by Catherine Doz & Domenico Giannone & Lucrezia Reichlin
(ReDIF-paper, eca:wpaper:2008_034) - Short-Term Forecasts of Euro Area GDP Growth
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008)
by Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler
(ReDIF-paper, eca:wpaper:2008_035) - Opening the Black Box: Structural Factor Models with Large Cross-Sections
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008)
by Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin
(ReDIF-paper, eca:wpaper:2008_036) - Business Cycles in the euro Area
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008)
by Domenico Giannone & Michèle Lenza & Lucrezia Reichlin
(ReDIF-paper, eca:wpaper:2008_040) - Macroeconomic Forecasting and Structural Change
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2009)
by Antonello D'Agostino & Luca Gambetti & Domenico Giannone
(ReDIF-paper, eca:wpaper:2009_020) - Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2009)
by Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli
(ReDIF-paper, eca:wpaper:2009_021) - The Feldstein-Horioka Fact
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2009)
by Domenico Giannone & Michèle Lenza
(ReDIF-paper, eca:wpaper:2009_022) - Short-term inflation projections: a Bayesian vector autoregressive approach
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010)
by Domenico Giannone & Michèle Lenza & Daphné Momferatu & Luca Onorante
(ReDIF-paper, eca:wpaper:2010_011) - Prior Selection for Vector Autoregressions
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012)
by Domenico Giannone & Michèle Lenza & Giorgio E. Primiceri
(ReDIF-paper, eca:wpaper:2013/106648) - The ECB and the Interbank Market
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012)
by Domenico Giannone & Michèle Lenza & Huw Pill & Lucrezia Reichlin
(ReDIF-paper, eca:wpaper:2013/108100) - Money, Credit, Monetary Policy and the Business Cycle in the Euro Area
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012)
by Domenico Giannone & Michèle Lenza & Lucrezia Reichlin
(ReDIF-paper, eca:wpaper:2013/112202) - Optimal Combination of Survey Forecasts
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012)
by Cristina Conflitti & Christine De Mol & Domenico Giannone
(ReDIF-paper, eca:wpaper:2013/124527) - Now-Casting and the Real-Time Data Flow
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012)
by Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin
(ReDIF-paper, eca:wpaper:2013/125192) - Unspanned Macroeconomic Factors in the Yields Curve
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2013)
by Laura Coroneo & Domenico Giannone & Michèle Modugno
(ReDIF-paper, eca:wpaper:2013/138904) - Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2014)
by Martha Banbura & Domenico Giannone & Michèle Lenza
(ReDIF-paper, eca:wpaper:2013/158499) - The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2014)
by Carlo Altavilla & Domenico Giannone
(ReDIF-paper, eca:wpaper:2013/163480) - The Financial and Macroeconomic Effects of OMT Announcements
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2014)
by Carlo Altavilla & Domenico Giannone & Michèle Lenza
(ReDIF-paper, eca:wpaper:2013/163617) - Low Frequency Effects of Macroeconomic News on Government Bond Yields
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2014)
by Carlo Altavilla & Domenico Giannone & Michèle Modugno
(ReDIF-paper, eca:wpaper:2013/174573) - Non standard Monetary Policy measures and monetary developments
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010)
by Domenico Giannone & Michèle Lenza & Huw Pill & Lucrezia Reichlin
(ReDIF-paper, eca:wpaper:2013/230860) - Market Freedom and the Global Recession
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010)
by Domenico Giannone & Michèle Lenza & Lucrezia Reichlin
(ReDIF-paper, eca:wpaper:2013/57647) - Nowcasting
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010)
by Martha Banbura & Domenico Giannone & Lucrezia Reichlin
(ReDIF-paper, eca:wpaper:2013/57648) - An Area Wide Real Time Data Base for the Euro Area
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010)
by Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michèle Modugno
(ReDIF-paper, eca:wpaper:2013/59649) - Non‐Standard Monetary Policy Measures
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010)
by Domenico Giannone & Michèle Lenza & Huw Pill & Lucrezia Reichlin
(ReDIF-paper, eca:wpaper:2013/73400) - Business cycles in the euro area
Research Bulletin, European Central Bank (2009)
by Domenico Giannone & Michele Lenza
(ReDIF-article, ecb:ecbrbu:2009:0008:2) - Common factors of commodity prices
Research Bulletin, European Central Bank (2018)
by Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico
(ReDIF-article, ecb:ecbrbu:2018:0051:) - Trends and cycles in the euro area: how much heterogeneity and should we worry about it?
Working Paper Series, European Central Bank (2006)
by Giannone, Domenico & Reichlin, Lucrezia
(ReDIF-paper, ecb:ecbwps:2006595) - (Un)Predictability and macroeconomic stability
Working Paper Series, European Central Bank (2006)
by Surico, Paolo & Giannone, Domenico & D'Agostino, Antonello
(ReDIF-paper, ecb:ecbwps:2006605) - Does information help recovering structural shocks from past observations?
Working Paper Series, European Central Bank (2006)
by Giannone, Domenico & Reichlin, Lucrezia
(ReDIF-paper, ecb:ecbwps:2006632) - Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases
Working Paper Series, European Central Bank (2006)
by Giannone, Domenico & Reichlin, Lucrezia & Small, David H.
(ReDIF-paper, ecb:ecbwps:2006633) - A quasi maximum likelihood approach for large approximate dynamic factor models
Working Paper Series, European Central Bank (2006)
by Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia
(ReDIF-paper, ecb:ecbwps:2006674) - Comparing alternative predictors based on large-panel factor models
Working Paper Series, European Central Bank (2006)
by D'Agostino, Antonello & Giannone, Domenico
(ReDIF-paper, ecb:ecbwps:2006680) - Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?
Working Paper Series, European Central Bank (2006)
by Giannone, Domenico & Reichlin, Lucrezia & De Mol, Christine
(ReDIF-paper, ecb:ecbwps:2006700) - Opening the black box: structural factor models with large cross-sections
Working Paper Series, European Central Bank (2007)
by Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia
(ReDIF-paper, ecb:ecbwps:2007712) - Explaining the Great Moderation: it is not the shocks
Working Paper Series, European Central Bank (2008)
by Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia
(ReDIF-paper, ecb:ecbwps:2008865) - The Feldstein-Horioka fact
Working Paper Series, European Central Bank (2008)
by Giannone, Domenico & Lenza, Michele
(ReDIF-paper, ecb:ecbwps:2008873) - Sparse and stable Markowitz portfolios
Working Paper Series, European Central Bank (2008)
by Giannone, Domenico & De Mol, Christine & Brodie, Joshua & Daubechies, Ingrid & Loris, Ignace
(ReDIF-paper, ecb:ecbwps:2008936) - Short-term forecasts of euro area GDP growth
Working Paper Series, European Central Bank (2008)
by Angelini, Elena & Camba-Méndez, Gonzalo & Rünstler, Gerhard & Giannone, Domenico & Reichlin, Lucrezia
(ReDIF-paper, ecb:ecbwps:2008949) - Large Bayesian VARs
Working Paper Series, European Central Bank (2008)
by Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta
(ReDIF-paper, ecb:ecbwps:2008966) - Business cycles in the euro area
Working Paper Series, European Central Bank (2009)
by Giannone, Domenico & Reichlin, Lucrezia & Lenza, Michele
(ReDIF-paper, ecb:ecbwps:20091010) - An area-wide real-time database for the euro area
Working Paper Series, European Central Bank (2010)
by Giannone, Domenico & Henry, Jérôme & Lalik, Magdalena & Modugno, Michele
(ReDIF-paper, ecb:ecbwps:20101145) - Macroeconomic forecasting and structural change
Working Paper Series, European Central Bank (2010)
by Giannone, Domenico & D'Agostino, Antonello & Gambetti, Luca
(ReDIF-paper, ecb:ecbwps:20101167) - Nowcasting
Working Paper Series, European Central Bank (2010)
by Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta
(ReDIF-paper, ecb:ecbwps:20101275) - Non-standard monetary policy measures and monetary developments
Working Paper Series, European Central Bank (2011)
by Giannone, Domenico & Lenza, Michele & Pill, Huw & Reichlin, Lucrezia
(ReDIF-paper, ecb:ecbwps:20111290) - Prior selection for vector autoregressions
Working Paper Series, European Central Bank (2012)
by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E.
(ReDIF-paper, ecb:ecbwps:20121494) - The ECB and the interbank market
Working Paper Series, European Central Bank (2012)
by Giannone, Domenico & Reichlin, Lucrezia & Lenza, Michele
(ReDIF-paper, ecb:ecbwps:20121496) - Now-casting and the real-time data flow
Working Paper Series, European Central Bank (2013)
by Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele
(ReDIF-paper, ecb:ecbwps:20131564) - The financial and macroeconomic effects of OMT announcements
Working Paper Series, European Central Bank (2014)
by Giannone, Domenico & Altavilla, Carlo & Lenza, Michele
(ReDIF-paper, ecb:ecbwps:20141707) - Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
Working Paper Series, European Central Bank (2014)
by Giannone, Domenico & Bańbura, Marta & Lenza, Michele
(ReDIF-paper, ecb:ecbwps:20141733) - The effectiveness of non-standard monetary policy measures: evidence from survey data
Working Paper Series, European Central Bank (2016)
by Altavilla, Carlo & Giannone, Domenico
(ReDIF-paper, ecb:ecbwps:20161951) - Common factors of commodity prices
Working Paper Series, European Central Bank (2017)
by Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico
(ReDIF-paper, ecb:ecbwps:20172112) - Priors for the long run
Working Paper Series, European Central Bank (2018)
by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E.
(ReDIF-paper, ecb:ecbwps:20182132) - Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis?
Working Paper Series, European Central Bank (2019)
by Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia
(ReDIF-paper, ecb:ecbwps:20192226) - Nowcasting with large Bayesian vector autoregressions
Working Paper Series, European Central Bank (2020)
by Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej
(ReDIF-paper, ecb:ecbwps:20202453) - Economic predictions with big data: the illusion of sparsity
Working Paper Series, European Central Bank (2021)
by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E.
(ReDIF-paper, ecb:ecbwps:20212542) - The ECB and the Interbank Market
Economic Journal, Royal Economic Society (2012)
by Domenico Giannone & Michele Lenza & Huw Pill & Lucrezia Reichlin
(ReDIF-article, ecj:econjl:v:122:y:2012:i:564:p:f467-f486) - Short‐term forecasts of euro area GDP growth
Econometrics Journal, Royal Economic Society (2011)
by Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler
(ReDIF-article, ect:emjrnl:v:14:y:2011:i:1:p:c25-c44) - Now-Casting and the Real-Time Data Flow
Handbook of Economic Forecasting, Elsevier (2013)
by Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia
(ReDIF-chapter, eee:ecofch:2-195) - VARs, common factors and the empirical validation of equilibrium business cycle models
Journal of Econometrics, Elsevier (2006)
by Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca
(ReDIF-article, eee:econom:v:132:y:2006:i:1:p:257-279) - Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
Journal of Econometrics, Elsevier (2008)
by De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia
(ReDIF-article, eee:econom:v:146:y:2008:i:2:p:318-328) - A two-step estimator for large approximate dynamic factor models based on Kalman filtering
Journal of Econometrics, Elsevier (2011)
by Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia
(ReDIF-article, eee:econom:v:164:y:2011:i:1:p:188-205) - Nowcasting with large Bayesian vector autoregressions
Journal of Econometrics, Elsevier (2022)
by Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej
(ReDIF-article, eee:econom:v:231:y:2022:i:2:p:500-519) - Global trends in interest rates
Journal of International Economics, Elsevier (2019)
by Del Negro, Marco & Giannone, Domenico & Giannoni, Marc P. & Tambalotti, Andrea
(ReDIF-article, eee:inecon:v:118:y:2019:i:c:p:248-262) - Comments on "Forecasting economic and financial variables with global VARs"
International Journal of Forecasting, Elsevier (2009)
by Giannone, Domenico & Reichlin, Lucrezia
(ReDIF-article, eee:intfor:v:25:y:2009:i:4:p:684-686) - Short-term inflation projections: A Bayesian vector autoregressive approach
International Journal of Forecasting, Elsevier (2014)
by Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca
(ReDIF-article, eee:intfor:v:30:y:2014:i:3:p:635-644) - Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
International Journal of Forecasting, Elsevier (2015)
by Bańbura, Marta & Giannone, Domenico & Lenza, Michele
(ReDIF-article, eee:intfor:v:31:y:2015:i:3:p:739-756) - Optimal combination of survey forecasts
International Journal of Forecasting, Elsevier (2015)
by Conflitti, Cristina & De Mol, Christine & Giannone, Domenico
(ReDIF-article, eee:intfor:v:31:y:2015:i:4:p:1096-1103) - Forecasting macroeconomic risks
International Journal of Forecasting, Elsevier (2021)
by Adams, Patrick A. & Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico
(ReDIF-article, eee:intfor:v:37:y:2021:i:3:p:1173-1191) - Back to the present: Learning about the euro area through a now-casting model
International Journal of Forecasting, Elsevier (2024)
by Cascaldi-Garcia, Danilo & Ferreira, Thiago R.T. & Giannone, Domenico & Modugno, Michele
(ReDIF-article, eee:intfor:v:40:y:2024:i:2:p:661-686) - Nowcasting: The real-time informational content of macroeconomic data
Journal of Monetary Economics, Elsevier (2008)
by Giannone, Domenico & Reichlin, Lucrezia & Small, David
(ReDIF-article, eee:moneco:v:55:y:2008:i:4:p:665-676) - Exploiting the monthly data flow in structural forecasting
Journal of Monetary Economics, Elsevier (2016)
by Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia
(ReDIF-article, eee:moneco:v:84:y:2016:i:c:p:201-215) - Low frequency effects of macroeconomic news on government bond yields
Journal of Monetary Economics, Elsevier (2017)
by Altavilla, Carlo & Giannone, Domenico & Modugno, Michele
(ReDIF-article, eee:moneco:v:92:y:2017:i:c:p:31-46) - Exploiting the monthly data-flow in structural forecasting
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2014)
by Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia
(ReDIF-paper, ehl:lserod:57998) - A Two-step estimator for large approximate dynamic factor models based on Kalman filtering
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2006)
by Catherine Doz & Domenico Giannone & Lucrezia Reichlin
(ReDIF-paper, ema:worpap:2006-23) - Unknown item RePEc:eme:aeco11:s0731-905320150000035014 (chapter)
- Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models
Advances in Econometrics, Emerald Group Publishing Limited (2016)
by Antonello D’Agostino & Domenico Giannone & Michele Lenza & Michele Modugno
(ReDIF-chapter, eme:aecozz:s0731-905320150000035014) - Global Trends in Interest Rates
Working Papers, Federal Reserve Bank of Dallas (2018)
by Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti
(ReDIF-paper, fip:feddwp:1812) - Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005)
by Domenico Giannone & Lucrezia Reichlin & David H. Small
(ReDIF-paper, fip:fedgfe:2005-42) - Low Frequency Effects of Macroeconomic News on Government Bond Yields
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2014)
by Carlo Altavilla & Domenico Giannone & Michele Modugno
(ReDIF-paper, fip:fedgfe:2014-52) - Unspanned macroeconomic factors in the yield curve
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2014)
by Laura Coroneo & Domenico Giannone & Michele Modugno
(ReDIF-paper, fip:fedgfe:2014-57) - Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015)
by Antonello D'Agostino & Domenico Giannone & Michele Lenza & Michele Modugno
(ReDIF-paper, fip:fedgfe:2015-66) - Back to the Present: Learning about the Euro Area through a Now-casting Model
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2021)
by Danilo Cascaldi-Garcia & Thiago Revil T. Ferreira & Domenico Giannone & Michele Modugno
(ReDIF-paper, fip:fedgif:1313) - A New Perspective on Low Interest Rates
Liberty Street Economics, Federal Reserve Bank of New York (2018)
by Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti
(ReDIF-paper, fip:fednls:87238) - A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates
Liberty Street Economics, Federal Reserve Bank of New York (2018)
by Brandyn Bok & Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti
(ReDIF-paper, fip:fednls:87239) - A DSGE Perspective on Safety, Liquidity, and Low Interest Rates
Liberty Street Economics, Federal Reserve Bank of New York (2018)
by Marco Del Negro & Domenico Giannone & Marc Giannoni & Abhi Gupta & Pearl Li & Andrea Tambalotti
(ReDIF-paper, fip:fednls:87240) - Vulnerable Growth
Liberty Street Economics, Federal Reserve Bank of New York (2018)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone
(ReDIF-paper, fip:fednls:87250) - Economic Predictions with Big Data: The Illusion of Sparsity
Liberty Street Economics, Federal Reserve Bank of New York (2018)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri
(ReDIF-paper, fip:fednls:87258) - Opening the Toolbox: The Nowcasting Code on GitHub
Liberty Street Economics, Federal Reserve Bank of New York (2018)
by Patrick Adams & Brandyn Bok & Daniele Caratelli & Domenico Giannone & Eric Qian & Argia M. Sbordone & Camilla Schneier & Andrea Tambalotti
(ReDIF-paper, fip:fednls:87269) - Changing Risk-Return Profiles
Liberty Street Economics, Federal Reserve Bank of New York (2018)
by Richard K. Crump & Domenico Giannone & Sean Hundtofte
(ReDIF-paper, fip:fednls:87282) - Monitoring Economic Conditions during a Government Shutdown
Liberty Street Economics, Federal Reserve Bank of New York (2019)
by Patrick Adams & Domenico Giannone & Eric Qian & Argia M. Sbordone
(ReDIF-paper, fip:fednls:87309) - Global Trends in Interest Rates
Liberty Street Economics, Federal Reserve Bank of New York (2019)
by Brandyn Bok & Marco Del Negro & Domenico Giannone & Marc Giannoni & Eric Qian & Andrea Tambalotti
(ReDIF-paper, fip:fednls:87316) - Reading the Tea Leaves of the U.S. Business Cycle—Part One
Liberty Street Economics, Federal Reserve Bank of New York (2020)
by Richard K. Crump & Domenico Giannone & David O. Lucca
(ReDIF-paper, fip:fednls:87452) - Reading the Tea Leaves of the U.S. Business Cycle—Part Two
Liberty Street Economics, Federal Reserve Bank of New York (2020)
by Richard K. Crump & Domenico Giannone & David O. Lucca
(ReDIF-paper, fip:fednls:87454) - What Do Financial Conditions Tell Us about Risks to GDP Growth?
Liberty Street Economics, Federal Reserve Bank of New York (2020)
by Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone & J. Nellie Liang & Eric Qian
(ReDIF-paper, fip:fednls:88027) - When Are Central Bank Reserves Ample?
Liberty Street Economics, Federal Reserve Bank of New York (2024)
by Gara Afonso & Domenico Giannone & Gabriele La Spada & John C. Williams
(ReDIF-paper, fip:fednls:98660) - Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity
Liberty Street Economics, Federal Reserve Bank of New York (2024)
by Gara Afonso & Domenico Giannone & Gabriele La Spada & John C. Williams
(ReDIF-paper, fip:fednls:98984) - Exploiting the monthly data flow in structural forecasting
Staff Reports, Federal Reserve Bank of New York (2015)
by Domenico Giannone & Francesca Monti & Lucrezia Reichlin
(ReDIF-paper, fip:fednsr:751) - The effectiveness of nonstandard monetary policy measures: evidence from survey data
Staff Reports, Federal Reserve Bank of New York (2015)
by Carlo Altavilla & Domenico Giannone
(ReDIF-paper, fip:fednsr:752) - Vulnerable growth
Staff Reports, Federal Reserve Bank of New York (2016)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone
(ReDIF-paper, fip:fednsr:794) - Safety, liquidity, and the natural rate of interest
Staff Reports, Federal Reserve Bank of New York (2017)
by Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti
(ReDIF-paper, fip:fednsr:812) - Macroeconomic nowcasting and forecasting with big data
Staff Reports, Federal Reserve Bank of New York (2017)
by Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti
(ReDIF-paper, fip:fednsr:830) - Priors for the long run
Staff Reports, Federal Reserve Bank of New York (2017)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri
(ReDIF-paper, fip:fednsr:832) - Economic predictions with big data: the illusion of sparsity
Staff Reports, Federal Reserve Bank of New York (2018)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri
(ReDIF-paper, fip:fednsr:847) - Changing Risk-Return Profiles
Staff Reports, Federal Reserve Bank of New York (2018)
by Richard K. Crump & Miro Everaert & Domenico Giannone & Sean Hundtofte
(ReDIF-paper, fip:fednsr:850) - Global trends in interest rates
Staff Reports, Federal Reserve Bank of New York (2018)
by Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti
(ReDIF-paper, fip:fednsr:866) - Flighty liquidity
Staff Reports, Federal Reserve Bank of New York (2018)
by Nina Boyarchenko & Domenico Giannone & Or Shachar
(ReDIF-paper, fip:fednsr:870) - Forecasting Macroeconomic Risks
Staff Reports, Federal Reserve Bank of New York (2020)
by Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone
(ReDIF-paper, fip:fednsr:87480) - Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis?
Staff Reports, Federal Reserve Bank of New York (2019)
by Domenico Giannone & Michele Lenza & Lucrezia Reichlin
(ReDIF-paper, fip:fednsr:885) - Bank Capital and Real GDP Growth
Staff Reports, Federal Reserve Bank of New York (2020)
by Nina Boyarchenko & Domenico Giannone & Anna Kovner
(ReDIF-paper, fip:fednsr:89123) - Multimodality in Macro-Financial Dynamics
Staff Reports, Federal Reserve Bank of New York (2019)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone
(ReDIF-paper, fip:fednsr:903) - A Large Bayesian VAR of the United States Economy
Staff Reports, Federal Reserve Bank of New York (2021)
by Richard K. Crump & Stefano Eusepi & Domenico Giannone & Eric Qian & Argia M. Sbordone
(ReDIF-paper, fip:fednsr:92983) - Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve
Staff Reports, Federal Reserve Bank of New York (2022)
by Gara Afonso & Domenico Giannone & Gabriele La Spada & John C. Williams
(ReDIF-paper, fip:fednsr:94278) - 800,000 Years of Climate Risk
Staff Reports, Federal Reserve Bank of New York (2022)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone & Ananthakrishnan Prasad & Dulani Seneviratne & Yanzhe Xiao
(ReDIF-paper, fip:fednsr:94741) - Bank Capital and Real GDP Growth
Working Paper, Federal Reserve Bank of Richmond (2024)
by Nina Boyarchenko & Domenico Giannone & Anna Kovner
(ReDIF-paper, fip:fedrwp:98840) - A two-step estimator for large approximate dynamic factor models based on Kalman filtering
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2011)
by Catherine Doz & Domenico Giannone & Lucrezia Reichlin
(ReDIF-paper, hal:cesptp:hal-00638009) - A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012)
by Catherine Doz & Domenico Giannone & Lucrezia Reichlin
(ReDIF-paper, hal:cesptp:hal-00638440) - A two-step estimator for large approximate dynamic factor models based on Kalman filtering
Post-Print, HAL (2011)
by Catherine Doz & Domenico Giannone & Lucrezia Reichlin
(ReDIF-paper, hal:journl:hal-00638009) - A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
Post-Print, HAL (2012)
by Catherine Doz & Domenico Giannone & Lucrezia Reichlin
(ReDIF-paper, hal:journl:hal-00638440) - A two-step estimator for large approximate dynamic factor models based on Kalman filtering
PSE-Ecole d'économie de Paris (Postprint), HAL (2011)
by Catherine Doz & Domenico Giannone & Lucrezia Reichlin
(ReDIF-paper, hal:pseptp:hal-00638009) - A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
PSE-Ecole d'économie de Paris (Postprint), HAL (2012)
by Catherine Doz & Domenico Giannone & Lucrezia Reichlin
(ReDIF-paper, hal:pseptp:hal-00638440) - VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models
Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2004)
by Domenica Giannone & Lucrezia Reichlin & Luca Sala
(ReDIF-paper, igi:igierp:258) - Monetary Policy in Real Time
Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2005)
by Domenico Giannone & Lucrezia Reichlin & Luca Sala
(ReDIF-paper, igi:igierp:284) - A New Core Inflation Indicator for New Zealand
International Journal of Central Banking, International Journal of Central Banking (2007)
by Domenico Giannone & Troy D. Matheson
(ReDIF-article, ijc:ijcjou:y:2007:q:4:a:5) - The Financial and Macroeconomic Effects of the OMT Announcements
International Journal of Central Banking, International Journal of Central Banking (2016)
by Carlo Altavilla & Domenico Giannone & Michele Lenza
(ReDIF-article, ijc:ijcjou:y:2016:q:3:a:1) - Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?
International Journal of Central Banking, International Journal of Central Banking (2019)
by Domenico Giannone & Michele Lenza & Lucrezia Reichlin
(ReDIF-article, ijc:ijcjou:y:2019:q:5:a:4) - Large Bayesian vector auto regressions
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2010)
by Marta Banbura & Domenico Giannone & Lucrezia Reichlin
(ReDIF-article, jae:japmet:v:25:y:2010:i:1:p:71-92) - The effectiveness of non-standard monetary policy measures: evidence from survey data
Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli (2014)
by Carlo Altavilla & Domenico Giannone
(ReDIF-paper, lui:casmef:1406) - Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases
Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group (2007)
by Domenico Giannone & Lucrezia Reichlin & David H Small
(ReDIF-paper, mmf:mmfc06:164) - Opening the Black Box: Structural Factor Models with Large Cross-Sections
Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2007)
by Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin
(ReDIF-paper, mod:recent:008) - Business Cycles in the Euro Area
NBER Chapters, National Bureau of Economic Research, Inc (2010)
by Domenico Giannone & Michele Lenza & Lucrezia Reichlin
(ReDIF-chapter, nbr:nberch:11669) - The Feldstein-Horioka Fact
NBER Chapters, National Bureau of Economic Research, Inc (2010)
by Domenico Giannone & Michele Lenza
(ReDIF-chapter, nbr:nberch:11909) - Comment on "Can Parameter Instability Explain the Meese-Rogoff Puzzle?"
NBER Chapters, National Bureau of Economic Research, Inc (2010)
by Domenico Giannone
(ReDIF-chapter, nbr:nberch:11914) - Global Trends in Interest Rates
NBER Chapters, National Bureau of Economic Research, Inc (2018)
by Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti
(ReDIF-chapter, nbr:nberch:14114) - Monetary Policy in Real Time
NBER Chapters, National Bureau of Economic Research, Inc (2005)
by Domenico Giannone & Lucrezia Reichlin & Luca Sala
(ReDIF-chapter, nbr:nberch:6670) - Business Cycles in the Euro Area
NBER Working Papers, National Bureau of Economic Research, Inc (2008)
by Domenico Giannone & Michele Lenza & Lucrezia Reichlin
(ReDIF-paper, nbr:nberwo:14529) - The Feldstein-Horioka fact
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by Domenico Giannone & Michele Lenza
(ReDIF-paper, nbr:nberwo:15519) - Prior Selection for Vector Autoregressions
NBER Working Papers, National Bureau of Economic Research, Inc (2012)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri
(ReDIF-paper, nbr:nberwo:18467) - Global Trends in Interest Rates
NBER Working Papers, National Bureau of Economic Research, Inc (2018)
by Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti
(ReDIF-paper, nbr:nberwo:25039) - The Drivers of Post-Pandemic Inflation
NBER Working Papers, National Bureau of Economic Research, Inc (2024)
by Domenico Giannone & Giorgio Primiceri
(ReDIF-paper, nbr:nberwo:32859) - A new core inflation indicator for New Zealand
Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2006)
by Domenico Giannone & Troy Matheson
(ReDIF-paper, nzb:nzbdps:2006/10) - Market Freedom and the Global Recession
IMF Economic Review, Palgrave Macmillan;International Monetary Fund (2011)
by Domenico Giannone & Michele Lenza & Lucrezia Reichlin
(ReDIF-article, pal:imfecr:v:59:y:2011:i:1:p:111-135) - Prior Selection for Bayesian VARs
2010 Meeting Papers, Society for Economic Dynamics (2010)
by Michele Lenza & Giorgio Primiceri & Domenico Giannone
(ReDIF-paper, red:sed010:508) - Nowcasting with Daily Data
2012 Meeting Papers, Society for Economic Dynamics (2012)
by Michele Modugno & Lucrezia Reichlin & Domenico Giannone & Marta Banbura
(ReDIF-paper, red:sed012:555) - Vulnerable Growth
2017 Meeting Papers, Society for Economic Dynamics (2017)
by Nina Boyarchenko & Domenico Giannone & Tobias Adrian
(ReDIF-paper, red:sed017:1317) - Safety, Liquidity, and the Natural Rate of Interest
2017 Meeting Papers, Society for Economic Dynamics (2017)
by Marc Giannoni & Domenico Giannone & Andrea Tambalotti & Marco Del Negro
(ReDIF-paper, red:sed017:803) - Global Trends in Interest Rates
2019 Meeting Papers, Society for Economic Dynamics (2019)
by Marco Del Negro & Andrea Tambalotti & Domenico Giannone & Marc Giannoni
(ReDIF-paper, red:sed019:77) - Nowcasting Euro Area Economic Activity In Real Time: The Role Of Confidence Indicators
National Institute Economic Review, National Institute of Economic and Social Research (2009)
by Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli
(ReDIF-article, sae:niesru:v:210:y:2009:i:1:p:90-97) - Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators
CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2009)
by Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli
(ReDIF-paper, sef:csefwp:240) - The Financial and Macroeconomic Effects of the OMT Announcements
CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2014)
by Carlo Altavilla & Domenico Giannone & Michele Lenza
(ReDIF-paper, sef:csefwp:352) - Low Frequency Effects of Macroeconomic News on Government Bond Yields
CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2014)
by Carlo Altavilla & Domenico Giannone & Michele Modugno
(ReDIF-paper, sef:csefwp:372) - The national segmentation of euro area bank balance sheets during the financial crisis
Empirical Economics, Springer (2017)
by A. Colangelo & D. Giannone & M. Lenza & H. Pill & L. Reichlin
(ReDIF-article, spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1221-2) - Panel Discussion
Springer Books, Springer (2006)
by Anton Brender & Jean Pisani-Ferry & Domenico Giannone & Riccardo Faini
(ReDIF-chapter, spr:sprchp:978-3-540-32611-3_5) - Priors for the Long Run
Journal of the American Statistical Association, Taylor & Francis Journals (2019)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri
(ReDIF-article, taf:jnlasa:v:114:y:2019:i:526:p:565-580) - Comment
Journal of Business & Economic Statistics, Taylor & Francis Journals (2016)
by Domenico Giannone
(ReDIF-article, taf:jnlbes:v:34:y:2016:i:3:p:342-344) - Unspanned Macroeconomic Factors in the Yield Curve
Journal of Business & Economic Statistics, Taylor & Francis Journals (2016)
by Laura Coroneo & Domenico Giannone & Michele Modugno
(ReDIF-article, taf:jnlbes:v:34:y:2016:i:3:p:472-485) - Does information help recovering structural shocks from past observations?
Journal of the European Economic Association, MIT Press (2006)
by Domenico Giannone & Lucrezia Reichlin
(ReDIF-article, tpr:jeurec:v:4:y:2006:i:2-3:p:455-465) - Explaining The Great Moderation: It Is Not The Shocks
Journal of the European Economic Association, MIT Press (2008)
by Domenico Giannone & Michele Lenza & Lucrezia Reichlin
(ReDIF-article, tpr:jeurec:v:6:y:2008:i:2-3:p:621-633) - An Area-Wide Real-Time Database for the Euro Area
The Review of Economics and Statistics, MIT Press (2012)
by Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michele Modugno
(ReDIF-article, tpr:restat:v:94:y:2012:i:4:p:1000-1013) - A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
The Review of Economics and Statistics, MIT Press (2012)
by Catherine Doz & Domenico Giannone & Lucrezia Reichlin
(ReDIF-article, tpr:restat:v:94:y:2012:i:4:p:1014-1024) - Prior Selection for Vector Autoregressions
The Review of Economics and Statistics, MIT Press (2015)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri
(ReDIF-article, tpr:restat:v:97:y:2015:i:2:p:436-451) - The Feldstein-Horioka Fact
NBER International Seminar on Macroeconomics, University of Chicago Press (2010)
by Domenico Giannone & Michele Lenza
(ReDIF-article, ucp:intsma:doi:10.1086/648699) - Comment
NBER International Seminar on Macroeconomics, University of Chicago Press (2010)
by Domenico Giannone
(ReDIF-article, ucp:intsma:doi:10.1086/648704) - VARs, common factors and the empirical validation of equilibrium business cycle models
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2006)
by Domenico Giannone & Lucrezia Reichlin & Luca Sala
(ReDIF-paper, ulb:ulbeco:2013/10127) - Monetary policy in real time
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles ()
by Lucrezia Reichlin & Domenico Giannone & Luca Sala
(ReDIF-paper, ulb:ulbeco:2013/10177) - Unknown item RePEc:ulb:ulbeco:2013/13388 (paper)
- Did the Euro imply more correlation of cycles?
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2008)
by Domenico Giannone & Lucrezia Reichlin
(ReDIF-paper, ulb:ulbeco:2013/13394) - Does information help recovering structural shocks from past observations?
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2006)
by Domenico Giannone & Lucrezia Reichlin
(ReDIF-paper, ulb:ulbeco:2013/166169) - Market freedom and the global recession
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2011)
by Domenico Giannone & Michèle Lenza & Lucrezia Reichlin
(ReDIF-paper, ulb:ulbeco:2013/261757) - Monetary policy in real time
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2005)
by Domenico Giannone & Lucrezia Reichlin & Luca Sala
(ReDIF-paper, ulb:ulbeco:2013/6401) - Euro area and US recessions: 1970-2003
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2004)
by Domenico Giannone & Lucrezia Reichlin
(ReDIF-paper, ulb:ulbeco:2013/6405) - A new core inflation indicator for New Zealand
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2007)
by Domenico Giannone & Troy Matheson
(ReDIF-paper, ulb:ulbeco:2013/6407) - Nowcasting: the real time informational content of macroeconomic data releases
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2008)
by Domenico Giannone & Lucrezia Reichlin & David Small
(ReDIF-paper, ulb:ulbeco:2013/6409) - Explaining the great moderation: it is not the shocks
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2008)
by Domenico Giannone & Michèle Lenza & Lucrezia Reichlin
(ReDIF-paper, ulb:ulbeco:2013/6413) - Panel discussion on Convergence or divergence in Europe?
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2006)
by Anton Brender & Jean Pisani-Ferry & Domenico Giannone & Ricardo Faini
(ReDIF-paper, ulb:ulbeco:2013/6415) - Economic Predictions With Big Data: The Illusion of Sparsity
Econometrica, Econometric Society (2021)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri
(ReDIF-article, wly:emetrp:v:89:y:2021:i:5:p:2409-2437) - Short‐term forecasts of euro area GDP growth
Econometrics Journal, Royal Economic Society (2011)
by Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler
(ReDIF-article, wly:emjrnl:v:14:y:2011:i::p:c25-c44) - Multimodality In Macrofinancial Dynamics
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2021)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone
(ReDIF-article, wly:iecrev:v:62:y:2021:i:2:p:861-886) - Large Bayesian vector auto regressions
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2010)
by Marta Bańbura & Domenico Giannone & Lucrezia Reichlin
(ReDIF-article, wly:japmet:v:25:y:2010:i:1:p:71-92) - Macroeconomic forecasting and structural change
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013)
by Antonello D'Agostino & Luca Gambetti & Domenico Giannone
(ReDIF-article, wly:japmet:v:28:y:2013:i:1:p:82-101) - The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2017)
by Carlo Altavilla & Domenico Giannone
(ReDIF-article, wly:japmet:v:32:y:2017:i:5:p:952-964) - Common factors of commodity prices
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2022)
by Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone
(ReDIF-article, wly:japmet:v:37:y:2022:i:3:p:461-476) - (Un)Predictability and Macroeconomic Stability
Macroeconomics, University Library of Munich, Germany (2005)
by Antonello D'Agostino & Domenico Giannone & Paolo Surico
(ReDIF-paper, wpa:wuwpma:0510024) - Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?
Macroeconomics, University Library of Munich, Germany (2005)
by Domenico Giannone & Lucrezia Reichlin
(ReDIF-paper, wpa:wuwpma:0511016) - Macroprudential Policy And Monetary Policy: Some Lessons From The Euro Area
World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2011)
by Domenico Giannone & Michele Lenza & Huw Pill & Lucrezia Reichlin
(ReDIF-chapter, wsi:wschap:9789814360678_0008) - Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?
Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2006)
by De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia
(ReDIF-paper, zbw:bubdp1:5040)