Domenico Giannone
Names
| first: |
Domenico |
| last: |
Giannone |
Identifer
Contact
Affiliations
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Centre for Economic Policy Research (CEPR) (weight: 1%)
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University of Washington
/ Department of Economics (weight: 1%)
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Johns Hopkins University
/ Department of Economics (weight: 98%)
Research profile
author of:
- Vulnerable Growth (repec:aea:aecrev:v:109:y:2019:i:4:p:1263-89)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone - Macroeconomic Nowcasting and Forecasting with Big Data (repec:anr:reveco:v:10:y:2018:p:615-643)
by Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti - Sparse and stable Markowitz portfolios (repec:arx:papers:0708.0046)
by Joshua Brodie & Ingrid Daubechies & Christine De Mol & Domenico Giannone & Ignace Loris - Scenario Synthesis and Macroeconomic Risk (repec:arx:papers:2505.05193)
by Tobias Adrian & Domenico Giannone & Matteo Luciani & Mike West - Common Factors of Commodity Prices (repec:bfr:banfra:645)
by Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone - Safety, Liquidity, and the Natural Rate of Interest (repec:bin:bpeajo:v:48:y:2017:i:2017-01:p:235-316)
by Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti - Comparing Alternative Predictors Based on Large‐Panel Factor Models (repec:bla:obuest:v:74:y:2012:i:2:p:306-326)
by Antonello D’ Agostino & Domenico Giannone - Exploiting the monthly data flow in structural forecasting (repec:boe:boeewp:0509)
by Domenico Giannone & Francesca Monti & Lucrezia Reichlin - Comparing Alternative Predictors Based on Large-Panel Factor Models (repec:cbi:wpaper:14/rt/06)
by D'Agostino, Antonello & Giannone, Domenico - (Un)Predictability and Macroeconomic Stability (repec:cbi:wpaper:5/rt/06)
by D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo - Macroeconomic Forecasting and Structural Change (repec:cbi:wpaper:8/rt/09)
by D'Agostino, Antonello & Gambetti, Luca & Giannone, Domenico & Giannone, Domenico - Exploiting the monthly data-flow in structural forecasting (repec:cfm:wpaper:1416)
by Domenico Giannone & Francesca Monti & Lucrezia Reichlin - The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data (repec:cpr:ceprdp:10001)
by Giannone, Domenico & Altavilla, Carlo - The Financial and Macroeconomic Effects of OMT Announcements (repec:cpr:ceprdp:10025)
by Giannone, Domenico & Lenza, Michele & Altavilla, Carlo - Priors for the Long Run (repec:cpr:ceprdp:11261)
by Primiceri, Giorgio & Giannone, Domenico & Lenza, Michele - Vulnerable Growth (repec:cpr:ceprdp:11583)
by Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico - Economic Predictions with Big Data: The Illusion Of Sparsity (repec:cpr:ceprdp:12256)
by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio - Macroeconomic Nowcasting and Forecasting with Big Data (repec:cpr:ceprdp:12589)
by Giannone, Domenico & Tambalotti, Andrea & Sbordone, Argia & Bok, Brandyn & Caratelli, Daniele - Common Factors of Commodity Prices (repec:cpr:ceprdp:12767)
by Giannone, Domenico & Ferrara, Laurent & Delle Chiaie, Simona - Forecasting Macroeconomic Risks (repec:cpr:ceprdp:14436)
by Adrian, Tobias & Adams, Patrick & Boyarchenko, Nina & Giannone, Domenico - Multimodality in Macro-Financial Dynamics (repec:cpr:ceprdp:15088)
by Boyarchenko, Nina & Adrian, Tobias & Giannone, Domenico - Nowcasting with Large Bayesian Vector Autoregressions (repec:cpr:ceprdp:15854)
by Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej - The drivers of post-pandemic inflation (repec:cpr:ceprdp:19377)
by Giannone, Domenico & Primiceri, Giorgio - Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited (repec:cpr:ceprdp:3550)
by Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico - VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models (repec:cpr:ceprdp:3701)
by Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico - The Feldstein-Horioka Fact (repec:cpr:ceprdp:4610)
by Giannone, Domenico & Lenza, Michele - Monetary Policy in Real Time (repec:cpr:ceprdp:4981)
by Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico - Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases (repec:cpr:ceprdp:5178)
by Reichlin, Lucrezia & Giannone, Domenico & Small, David - A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models (repec:cpr:ceprdp:5724)
by Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico - Does Information Help Recovering Structural Shocks from Past Observations? (repec:cpr:ceprdp:5725)
by Reichlin, Lucrezia & Giannone, Domenico - Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? (repec:cpr:ceprdp:5829)
by Reichlin, Lucrezia & Giannone, Domenico & De Mol, Christine - A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering (repec:cpr:ceprdp:6043)
by Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico - Bayesian VARs with Large Panels (repec:cpr:ceprdp:6326)
by Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta - A New Core Inflation Indicator for New Zealand (repec:cpr:ceprdp:6469)
by Giannone, Domenico & Matheson, Troy - Sparse and Stable Markowitz Portfolios (repec:cpr:ceprdp:6474)
by Giannone, Domenico & De Mol, Christine & Daubechies, Ingrid & Brodie, Joshua - Comparing Alternative Predictors Based on Large-Panel Factor Models (repec:cpr:ceprdp:6564)
by Giannone, Domenico & D’Agostino, Antonello - (Un)Predictability and Macroeconomic Stability (repec:cpr:ceprdp:6594)
by Giannone, Domenico & D’Agostino, Antonello & Surico, Paolo - Explaining The Great Moderation: It Is Not The Shocks (repec:cpr:ceprdp:6600)
by Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele - Short-term Forecasts of Euro Area GDP Growth (repec:cpr:ceprdp:6746)
by Reichlin, Lucrezia & Camba-Mendez, Gonzalo & Angelini, Elena & Rünstler, Gerhard & Giannone, Domenico - Business Cycles in the Euro Area (repec:cpr:ceprdp:7124)
by Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele - Macroeconomic Forecasting and Structural Change (repec:cpr:ceprdp:7542)
by Giannone, Domenico & D’Agostino, Antonello & Gambetti, Luca - An Area-Wide Real-Time Database for the Euro Area (repec:cpr:ceprdp:7673)
by Henry, Jerome & Giannone, Domenico & Lalik, Magdalena & Modugno, Michele - Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach (repec:cpr:ceprdp:7746)
by Giannone, Domenico & Lenza, Michele & Onorante, Luca & Momferatou, Daphne - Nowcasting (repec:cpr:ceprdp:7883)
by Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta - Market freedom and the global recession (repec:cpr:ceprdp:7884)
by Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele - Non-standard Monetary Policy Measures and Monetary Developments (repec:cpr:ceprdp:8125)
by Reichlin, Lucrezia & Pill, Huw & Giannone, Domenico & Lenza, Michele - Prior Selection for Vector Autoregressions (repec:cpr:ceprdp:8755)
by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio - The ECB and the Interbank Market (repec:cpr:ceprdp:8844)
by Reichlin, Lucrezia & Pill, Huw & Giannone, Domenico & Lenza, Michele - Money, credit, monetary policy and the business cycle in the euro area (repec:cpr:ceprdp:8944)
by Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele - Optimal Combination of Survey Forecasts (repec:cpr:ceprdp:9096)
by Giannone, Domenico & De Mol, Christine & Conflitti, Cristina - Now-casting and the real-time data flow (repec:cpr:ceprdp:9112)
by Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta - Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections (repec:cpr:ceprdp:9931)
by Giannone, Domenico & Banbura, Marta & Lenza, Michele - Opening The Black Box: Structural Factor Models With Large Cross Sections (repec:cup:etheor:v:25:y:2009:i:05:p:1319-1347_09)
by Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia - Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators (repec:cup:nierev:v:210:y:2009:i::p:90-97_15)
by Giannone, Domenico & Reichlin, Lucrezia & Simonelli, Saverio - Large Bayesian VARs (repec:eca:wpaper:2008_033)
by Martha Banbura & Domenico Giannone & Lucrezia Reichlin - A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models (repec:eca:wpaper:2008_034)
by Catherine Doz & Domenico Giannone & Lucrezia Reichlin - Short-Term Forecasts of Euro Area GDP Growth (repec:eca:wpaper:2008_035)
by Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler - Opening the Black Box: Structural Factor Models with Large Cross-Sections (repec:eca:wpaper:2008_036)
by Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin - Business Cycles in the euro Area (repec:eca:wpaper:2008_040)
by Domenico Giannone & Michèle Lenza & Lucrezia Reichlin - Macroeconomic Forecasting and Structural Change (repec:eca:wpaper:2009_020)
by Antonello D'Agostino & Luca Gambetti & Domenico Giannone - Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator (repec:eca:wpaper:2009_021)
by Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli - The Feldstein-Horioka Fact (repec:eca:wpaper:2009_022)
by Domenico Giannone & Michèle Lenza - Short-term inflation projections: a Bayesian vector autoregressive approach (repec:eca:wpaper:2010_011)
by Domenico Giannone & Michèle Lenza & Daphné Momferatu & Luca Onorante - Prior Selection for Vector Autoregressions (repec:eca:wpaper:2013/106648)
by Domenico Giannone & Michèle Lenza & Giorgio E. Primiceri - The ECB and the Interbank Market (repec:eca:wpaper:2013/108100)
by Domenico Giannone & Michèle Lenza & Huw Pill & Lucrezia Reichlin - Money, Credit, Monetary Policy and the Business Cycle in the Euro Area (repec:eca:wpaper:2013/112202)
by Domenico Giannone & Michèle Lenza & Lucrezia Reichlin - Optimal Combination of Survey Forecasts (repec:eca:wpaper:2013/124527)
by Cristina Conflitti & Christine De Mol & Domenico Giannone - Now-Casting and the Real-Time Data Flow (repec:eca:wpaper:2013/125192)
by Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin - Unspanned Macroeconomic Factors in the Yields Curve (repec:eca:wpaper:2013/138904)
by Laura Coroneo & Domenico Giannone & Michèle Modugno - Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections (repec:eca:wpaper:2013/158499)
by Martha Banbura & Domenico Giannone & Michèle Lenza - The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data (repec:eca:wpaper:2013/163480)
by Carlo Altavilla & Domenico Giannone - The Financial and Macroeconomic Effects of OMT Announcements (repec:eca:wpaper:2013/163617)
by Carlo Altavilla & Domenico Giannone & Michèle Lenza - Low Frequency Effects of Macroeconomic News on Government Bond Yields (repec:eca:wpaper:2013/174573)
by Carlo Altavilla & Domenico Giannone & Michèle Modugno - Non standard Monetary Policy measures and monetary developments (repec:eca:wpaper:2013/230860)
by Domenico Giannone & Michèle Lenza & Huw Pill & Lucrezia Reichlin - Market Freedom and the Global Recession (repec:eca:wpaper:2013/57647)
by Domenico Giannone & Michèle Lenza & Lucrezia Reichlin - Nowcasting (repec:eca:wpaper:2013/57648)
by Martha Banbura & Domenico Giannone & Lucrezia Reichlin - An Area Wide Real Time Data Base for the Euro Area (repec:eca:wpaper:2013/59649)
by Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michèle Modugno - Non‐Standard Monetary Policy Measures (repec:eca:wpaper:2013/73400)
by Domenico Giannone & Michèle Lenza & Huw Pill & Lucrezia Reichlin - Business cycles in the euro area (repec:ecb:ecbrbu:2009:0008:2)
by Domenico Giannone & Michele Lenza - Common factors of commodity prices (repec:ecb:ecbrbu:2018:0051:)
by Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico - Trends and cycles in the euro area: how much heterogeneity and should we worry about it? (repec:ecb:ecbwps:2006595)
by Giannone, Domenico & Reichlin, Lucrezia - (Un)Predictability and macroeconomic stability (repec:ecb:ecbwps:2006605)
by Surico, Paolo & Giannone, Domenico & D'Agostino, Antonello - Does information help recovering structural shocks from past observations? (repec:ecb:ecbwps:2006632)
by Giannone, Domenico & Reichlin, Lucrezia - Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases (repec:ecb:ecbwps:2006633)
by Giannone, Domenico & Reichlin, Lucrezia & Small, David H. - A quasi maximum likelihood approach for large approximate dynamic factor models (repec:ecb:ecbwps:2006674)
by Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia - Comparing alternative predictors based on large-panel factor models (repec:ecb:ecbwps:2006680)
by D'Agostino, Antonello & Giannone, Domenico - Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components? (repec:ecb:ecbwps:2006700)
by Giannone, Domenico & Reichlin, Lucrezia & De Mol, Christine - Opening the black box: structural factor models with large cross-sections (repec:ecb:ecbwps:2007712)
by Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia - Explaining the Great Moderation: it is not the shocks (repec:ecb:ecbwps:2008865)
by Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia - The Feldstein-Horioka fact (repec:ecb:ecbwps:2008873)
by Giannone, Domenico & Lenza, Michele - Sparse and stable Markowitz portfolios (repec:ecb:ecbwps:2008936)
by Giannone, Domenico & De Mol, Christine & Brodie, Joshua & Daubechies, Ingrid & Loris, Ignace - Short-term forecasts of euro area GDP growth (repec:ecb:ecbwps:2008949)
by Angelini, Elena & Camba-Méndez, Gonzalo & Rünstler, Gerhard & Giannone, Domenico & Reichlin, Lucrezia - Large Bayesian VARs (repec:ecb:ecbwps:2008966)
by Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta - Business cycles in the euro area (repec:ecb:ecbwps:20091010)
by Giannone, Domenico & Reichlin, Lucrezia & Lenza, Michele - An area-wide real-time database for the euro area (repec:ecb:ecbwps:20101145)
by Giannone, Domenico & Henry, Jérôme & Lalik, Magdalena & Modugno, Michele - Macroeconomic forecasting and structural change (repec:ecb:ecbwps:20101167)
by Giannone, Domenico & D'Agostino, Antonello & Gambetti, Luca - Nowcasting (repec:ecb:ecbwps:20101275)
by Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta - Non-standard monetary policy measures and monetary developments (repec:ecb:ecbwps:20111290)
by Giannone, Domenico & Lenza, Michele & Pill, Huw & Reichlin, Lucrezia - Prior selection for vector autoregressions (repec:ecb:ecbwps:20121494)
by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E. - The ECB and the interbank market (repec:ecb:ecbwps:20121496)
by Giannone, Domenico & Reichlin, Lucrezia & Lenza, Michele - Now-casting and the real-time data flow (repec:ecb:ecbwps:20131564)
by Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele - The financial and macroeconomic effects of OMT announcements (repec:ecb:ecbwps:20141707)
by Giannone, Domenico & Altavilla, Carlo & Lenza, Michele - Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections (repec:ecb:ecbwps:20141733)
by Giannone, Domenico & Bańbura, Marta & Lenza, Michele - The effectiveness of non-standard monetary policy measures: evidence from survey data (repec:ecb:ecbwps:20161951)
by Altavilla, Carlo & Giannone, Domenico - Common factors of commodity prices (repec:ecb:ecbwps:20172112)
by Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico - Priors for the long run (repec:ecb:ecbwps:20182132)
by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E. - Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis? (repec:ecb:ecbwps:20192226)
by Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia - Nowcasting with large Bayesian vector autoregressions (repec:ecb:ecbwps:20202453)
by Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej - Economic predictions with big data: the illusion of sparsity (repec:ecb:ecbwps:20212542)
by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E. - The ECB and the Interbank Market (repec:ecj:econjl:v:122:y:2012:i:564:p:f467-f486)
by Domenico Giannone & Michele Lenza & Huw Pill & Lucrezia Reichlin - Short‐term forecasts of euro area GDP growth (repec:ect:emjrnl:v:14:y:2011:i:1:p:c25-c44)
by Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler - Now-Casting and the Real-Time Data Flow (repec:eee:ecofch:2-195)
by Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia - VARs, common factors and the empirical validation of equilibrium business cycle models (repec:eee:econom:v:132:y:2006:i:1:p:257-279)
by Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca - Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? (repec:eee:econom:v:146:y:2008:i:2:p:318-328)
by De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia - A two-step estimator for large approximate dynamic factor models based on Kalman filtering (repec:eee:econom:v:164:y:2011:i:1:p:188-205)
by Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia - Nowcasting with large Bayesian vector autoregressions (repec:eee:econom:v:231:y:2022:i:2:p:500-519)
by Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej - Global trends in interest rates (repec:eee:inecon:v:118:y:2019:i:c:p:248-262)
by Del Negro, Marco & Giannone, Domenico & Giannoni, Marc P. & Tambalotti, Andrea - Comments on "Forecasting economic and financial variables with global VARs" (repec:eee:intfor:v:25:y:2009:i:4:p:684-686)
by Giannone, Domenico & Reichlin, Lucrezia - Short-term inflation projections: A Bayesian vector autoregressive approach (repec:eee:intfor:v:30:y:2014:i:3:p:635-644)
by Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca - Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections (repec:eee:intfor:v:31:y:2015:i:3:p:739-756)
by Bańbura, Marta & Giannone, Domenico & Lenza, Michele - Optimal combination of survey forecasts (repec:eee:intfor:v:31:y:2015:i:4:p:1096-1103)
by Conflitti, Cristina & De Mol, Christine & Giannone, Domenico - Forecasting macroeconomic risks (repec:eee:intfor:v:37:y:2021:i:3:p:1173-1191)
by Adams, Patrick A. & Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico - Back to the present: Learning about the euro area through a now-casting model (repec:eee:intfor:v:40:y:2024:i:2:p:661-686)
by Cascaldi-Garcia, Danilo & Ferreira, Thiago R.T. & Giannone, Domenico & Modugno, Michele - Nowcasting: The real-time informational content of macroeconomic data (repec:eee:moneco:v:55:y:2008:i:4:p:665-676)
by Giannone, Domenico & Reichlin, Lucrezia & Small, David - Exploiting the monthly data flow in structural forecasting (repec:eee:moneco:v:84:y:2016:i:c:p:201-215)
by Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia - Low frequency effects of macroeconomic news on government bond yields (repec:eee:moneco:v:92:y:2017:i:c:p:31-46)
by Altavilla, Carlo & Giannone, Domenico & Modugno, Michele - Exploiting the monthly data-flow in structural forecasting (repec:ehl:lserod:57998)
by Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia - Nowcasting recession risk (repec:elg:eechap:22222_7)
by Francesco Furno & Domenico Giannone - A Two-step estimator for large approximate dynamic factor models based on Kalman filtering (repec:ema:worpap:2006-23)
by Catherine Doz & Domenico Giannone & Lucrezia Reichlin - Unknown
- Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models (repec:eme:aecozz:s0731-905320150000035014)
by Antonello D’Agostino & Domenico Giannone & Michele Lenza & Michele Modugno - Global Trends in Interest Rates (repec:fip:feddwp:1812)
by Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti - Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases (repec:fip:fedgfe:2005-42)
by Domenico Giannone & Lucrezia Reichlin & David H. Small - Low Frequency Effects of Macroeconomic News on Government Bond Yields (repec:fip:fedgfe:2014-52)
by Carlo Altavilla & Domenico Giannone & Michele Modugno - Unspanned macroeconomic factors in the yield curve (repec:fip:fedgfe:2014-57)
by Laura Coroneo & Domenico Giannone & Michele Modugno - Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models (repec:fip:fedgfe:2015-66)
by Antonello D'Agostino & Domenico Giannone & Michele Lenza & Michele Modugno - Scenario Synthesis and Macroeconomic Risk (RePEc:fip:fedgfe:2025-36)
by Tobias Adrian & Domenico Giannone & Matteo Luciani & Mike West - Back to the Present: Learning about the Euro Area through a Now-casting Model (repec:fip:fedgif:1313)
by Danilo Cascaldi-Garcia & Thiago Revil T. Ferreira & Domenico Giannone & Michele Modugno - A New Perspective on Low Interest Rates (repec:fip:fednls:87238)
by Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti - A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates (repec:fip:fednls:87239)
by Brandyn Bok & Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti - A DSGE Perspective on Safety, Liquidity, and Low Interest Rates (repec:fip:fednls:87240)
by Marco Del Negro & Domenico Giannone & Marc Giannoni & Abhi Gupta & Pearl Li & Andrea Tambalotti - Vulnerable Growth (repec:fip:fednls:87250)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone - Economic Predictions with Big Data: The Illusion of Sparsity (repec:fip:fednls:87258)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri - Opening the Toolbox: The Nowcasting Code on GitHub (repec:fip:fednls:87269)
by Patrick Adams & Brandyn Bok & Daniele Caratelli & Domenico Giannone & Eric Qian & Argia M. Sbordone & Camilla Schneier & Andrea Tambalotti - Changing Risk-Return Profiles (repec:fip:fednls:87282)
by Richard K. Crump & Domenico Giannone & Sean Hundtofte - Monitoring Economic Conditions during a Government Shutdown (repec:fip:fednls:87309)
by Patrick Adams & Domenico Giannone & Eric Qian & Argia M. Sbordone - Global Trends in Interest Rates (repec:fip:fednls:87316)
by Brandyn Bok & Marco Del Negro & Domenico Giannone & Marc Giannoni & Eric Qian & Andrea Tambalotti - Reading the Tea Leaves of the U.S. Business Cycle—Part One (repec:fip:fednls:87452)
by Richard K. Crump & Domenico Giannone & David O. Lucca - Reading the Tea Leaves of the U.S. Business Cycle—Part Two (repec:fip:fednls:87454)
by Richard K. Crump & Domenico Giannone & David O. Lucca - What Do Financial Conditions Tell Us about Risks to GDP Growth? (repec:fip:fednls:88027)
by Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone & J. Nellie Liang & Eric Qian - When Are Central Bank Reserves Ample? (RePEc:fip:fednls:98660)
by Gara Afonso & Domenico Giannone & Gabriele La Spada & John C. Williams - Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity (RePEc:fip:fednls:98984)
by Gara Afonso & Domenico Giannone & Gabriele La Spada & John C. Williams - Exploiting the monthly data flow in structural forecasting (repec:fip:fednsr:751)
by Domenico Giannone & Francesca Monti & Lucrezia Reichlin - The effectiveness of nonstandard monetary policy measures: evidence from survey data (repec:fip:fednsr:752)
by Carlo Altavilla & Domenico Giannone - Vulnerable growth (repec:fip:fednsr:794)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone - Safety, liquidity, and the natural rate of interest (repec:fip:fednsr:812)
by Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti - Macroeconomic nowcasting and forecasting with big data (repec:fip:fednsr:830)
by Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti - Priors for the long run (repec:fip:fednsr:832)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri - Economic predictions with big data: the illusion of sparsity (repec:fip:fednsr:847)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri - Changing Risk-Return Profiles (repec:fip:fednsr:850)
by Richard K. Crump & Miro Everaert & Domenico Giannone & Sean Hundtofte - Global trends in interest rates (repec:fip:fednsr:866)
by Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti - Flighty liquidity (repec:fip:fednsr:870)
by Nina Boyarchenko & Domenico Giannone & Or Shachar - Forecasting Macroeconomic Risks (repec:fip:fednsr:87480)
by Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone - Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis? (repec:fip:fednsr:885)
by Domenico Giannone & Michele Lenza & Lucrezia Reichlin - Bank Capital and Real GDP Growth (repec:fip:fednsr:89123)
by Nina Boyarchenko & Domenico Giannone & Anna Kovner - Multimodality in Macro-Financial Dynamics (repec:fip:fednsr:903)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone - A Large Bayesian VAR of the United States Economy (repec:fip:fednsr:92983)
by Richard K. Crump & Stefano Eusepi & Domenico Giannone & Eric Qian & Argia M. Sbordone - Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve (repec:fip:fednsr:94278)
by Gara Afonso & Domenico Giannone & Gabriele La Spada & John C. Williams - 800,000 Years of Climate Risk (repec:fip:fednsr:94741)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone & Ananthakrishnan Prasad & Dulani Seneviratne & Yanzhe Xiao - Bank Capital and Real GDP Growth (RePEc:fip:fedrwp:98840)
by Nina Boyarchenko & Domenico Giannone & Anna Kovner - A two-step estimator for large approximate dynamic factor models based on Kalman filtering (repec:hal:cesptp:hal-00638009)
by Catherine Doz & Domenico Giannone & Lucrezia Reichlin - A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models (repec:hal:cesptp:hal-00638440)
by Catherine Doz & Domenico Giannone & Lucrezia Reichlin - A two-step estimator for large approximate dynamic factor models based on Kalman filtering (repec:hal:journl:hal-00638009)
by Catherine Doz & Domenico Giannone & Lucrezia Reichlin - A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models (repec:hal:journl:hal-00638440)
by Catherine Doz & Domenico Giannone & Lucrezia Reichlin - A two-step estimator for large approximate dynamic factor models based on Kalman filtering (repec:hal:pseptp:hal-00638009)
by Catherine Doz & Domenico Giannone & Lucrezia Reichlin - A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models (repec:hal:pseptp:hal-00638440)
by Catherine Doz & Domenico Giannone & Lucrezia Reichlin - VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models (repec:igi:igierp:258)
by Domenica Giannone & Lucrezia Reichlin & Luca Sala - Monetary Policy in Real Time (repec:igi:igierp:284)
by Domenico Giannone & Lucrezia Reichlin & Luca Sala - A New Core Inflation Indicator for New Zealand (repec:ijc:ijcjou:y:2007:q:4:a:5)
by Domenico Giannone & Troy D. Matheson - The Financial and Macroeconomic Effects of the OMT Announcements (repec:ijc:ijcjou:y:2016:q:3:a:1)
by Carlo Altavilla & Domenico Giannone & Michele Lenza - Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis? (repec:ijc:ijcjou:y:2019:q:5:a:4)
by Domenico Giannone & Michele Lenza & Lucrezia Reichlin - A Large Bayesian VAR of the U.S. Economy (repec:ijc:ijcjou:y:2025:q:2:a:8)
by Richard K. Crump & Stefano Eusepi & Domenico Giannone & Eric Qian & Argia Sbordone - Debt-at-Risk (repec:imf:imfwpa:2025/086)
by Davide Furceri & Domenico Giannone & Mr. Faizaan Kisat & Mr. Waikei R Lam & Hongchi Li - Scenario Synthesis and Macroeconomic Risk (repec:imf:imfwpa:2025/105)
by Mr. Tobias Adrian & Domenico Giannone & Matteo Luciani & Mike West - Large Bayesian vector auto regressions (repec:jae:japmet:v:25:y:2010:i:1:p:71-92)
by Marta Banbura & Domenico Giannone & Lucrezia Reichlin - The effectiveness of non-standard monetary policy measures: evidence from survey data (repec:lui:casmef:1406)
by Carlo Altavilla & Domenico Giannone - Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases (repec:mmf:mmfc06:164)
by Domenico Giannone & Lucrezia Reichlin & David H Small - Opening the Black Box: Structural Factor Models with Large Cross-Sections (repec:mod:recent:008)
by Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin - Business Cycles in the Euro Area (repec:nbr:nberch:11669)
by Domenico Giannone & Michele Lenza & Lucrezia Reichlin - The Feldstein-Horioka Fact (repec:nbr:nberch:11909)
by Domenico Giannone & Michele Lenza - Comment on "Can Parameter Instability Explain the Meese-Rogoff Puzzle?" (repec:nbr:nberch:11914)
by Domenico Giannone - Global Trends in Interest Rates (repec:nbr:nberch:14114)
by Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti - Monetary Policy in Real Time (repec:nbr:nberch:6670)
by Domenico Giannone & Lucrezia Reichlin & Luca Sala - Business Cycles in the Euro Area (repec:nbr:nberwo:14529)
by Domenico Giannone & Michele Lenza & Lucrezia Reichlin - The Feldstein-Horioka fact (repec:nbr:nberwo:15519)
by Domenico Giannone & Michele Lenza - Prior Selection for Vector Autoregressions (repec:nbr:nberwo:18467)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri - Global Trends in Interest Rates (repec:nbr:nberwo:25039)
by Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti - The Drivers of Post-Pandemic Inflation (RePEc:nbr:nberwo:32859)
by Domenico Giannone & Giorgio Primiceri - A new core inflation indicator for New Zealand (repec:nzb:nzbdps:2006/10)
by Domenico Giannone & Troy Matheson - Market Freedom and the Global Recession (repec:pal:imfecr:v:59:y:2011:i:1:p:111-135)
by Domenico Giannone & Michele Lenza & Lucrezia Reichlin - Prior Selection for Bayesian VARs (repec:red:sed010:508)
by Michele Lenza & Giorgio Primiceri & Domenico Giannone - Nowcasting with Daily Data (repec:red:sed012:555)
by Michele Modugno & Lucrezia Reichlin & Domenico Giannone & Marta Banbura - Vulnerable Growth (repec:red:sed017:1317)
by Nina Boyarchenko & Domenico Giannone & Tobias Adrian - Safety, Liquidity, and the Natural Rate of Interest (repec:red:sed017:803)
by Marc Giannoni & Domenico Giannone & Andrea Tambalotti & Marco Del Negro - Global Trends in Interest Rates (repec:red:sed019:77)
by Marco Del Negro & Andrea Tambalotti & Domenico Giannone & Marc Giannoni - Nowcasting Euro Area Economic Activity In Real Time: The Role Of Confidence Indicators (repec:sae:niesru:v:210:y:2009:i:1:p:90-97)
by Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli - Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators (repec:sef:csefwp:240)
by Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli - The Financial and Macroeconomic Effects of the OMT Announcements (repec:sef:csefwp:352)
by Carlo Altavilla & Domenico Giannone & Michele Lenza - Low Frequency Effects of Macroeconomic News on Government Bond Yields (repec:sef:csefwp:372)
by Carlo Altavilla & Domenico Giannone & Michele Modugno - The national segmentation of euro area bank balance sheets during the financial crisis (repec:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1221-2)
by A. Colangelo & D. Giannone & M. Lenza & H. Pill & L. Reichlin - Panel Discussion (repec:spr:sprchp:978-3-540-32611-3_5)
by Anton Brender & Jean Pisani-Ferry & Domenico Giannone & Riccardo Faini - Priors for the Long Run (repec:taf:jnlasa:v:114:y:2019:i:526:p:565-580)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri - Comment (repec:taf:jnlbes:v:34:y:2016:i:3:p:342-344)
by Domenico Giannone - Unspanned Macroeconomic Factors in the Yield Curve (repec:taf:jnlbes:v:34:y:2016:i:3:p:472-485)
by Laura Coroneo & Domenico Giannone & Michele Modugno - Does information help recovering structural shocks from past observations? (repec:tpr:jeurec:v:4:y:2006:i:2-3:p:455-465)
by Domenico Giannone & Lucrezia Reichlin - Explaining The Great Moderation: It Is Not The Shocks (repec:tpr:jeurec:v:6:y:2008:i:2-3:p:621-633)
by Domenico Giannone & Michele Lenza & Lucrezia Reichlin - An Area-Wide Real-Time Database for the Euro Area (repec:tpr:restat:v:94:y:2012:i:4:p:1000-1013)
by Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michele Modugno - A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models (repec:tpr:restat:v:94:y:2012:i:4:p:1014-1024)
by Catherine Doz & Domenico Giannone & Lucrezia Reichlin - Prior Selection for Vector Autoregressions (repec:tpr:restat:v:97:y:2015:i:2:p:436-451)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri - The Feldstein-Horioka Fact (repec:ucp:intsma:doi:10.1086/648699)
by Domenico Giannone & Michele Lenza - Comment (repec:ucp:intsma:doi:10.1086/648704)
by Domenico Giannone - VARs, common factors and the empirical validation of equilibrium business cycle models (repec:ulb:ulbeco:2013/10127)
by Domenico Giannone & Lucrezia Reichlin & Luca Sala - Monetary policy in real time (repec:ulb:ulbeco:2013/10177)
by Lucrezia Reichlin & Domenico Giannone & Luca Sala - Unknown
- Did the Euro imply more correlation of cycles? (repec:ulb:ulbeco:2013/13394)
by Domenico Giannone & Lucrezia Reichlin - Does information help recovering structural shocks from past observations? (repec:ulb:ulbeco:2013/166169)
by Domenico Giannone & Lucrezia Reichlin - Market freedom and the global recession (repec:ulb:ulbeco:2013/261757)
by Domenico Giannone & Michèle Lenza & Lucrezia Reichlin - Monetary policy in real time (repec:ulb:ulbeco:2013/6401)
by Domenico Giannone & Lucrezia Reichlin & Luca Sala - Euro area and US recessions: 1970-2003 (repec:ulb:ulbeco:2013/6405)
by Domenico Giannone & Lucrezia Reichlin - A new core inflation indicator for New Zealand (repec:ulb:ulbeco:2013/6407)
by Domenico Giannone & Troy Matheson - Nowcasting: the real time informational content of macroeconomic data releases (repec:ulb:ulbeco:2013/6409)
by Domenico Giannone & Lucrezia Reichlin & David Small - Explaining the great moderation: it is not the shocks (repec:ulb:ulbeco:2013/6413)
by Domenico Giannone & Michèle Lenza & Lucrezia Reichlin - Panel discussion on Convergence or divergence in Europe? (repec:ulb:ulbeco:2013/6415)
by Anton Brender & Jean Pisani-Ferry & Domenico Giannone & Ricardo Faini - Economic Predictions With Big Data: The Illusion of Sparsity (repec:wly:emetrp:v:89:y:2021:i:5:p:2409-2437)
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri - Short‐term forecasts of euro area GDP growth (repec:wly:emjrnl:v:14:y:2011:i::p:c25-c44)
by Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler - Multimodality In Macrofinancial Dynamics (repec:wly:iecrev:v:62:y:2021:i:2:p:861-886)
by Tobias Adrian & Nina Boyarchenko & Domenico Giannone - Large Bayesian vector auto regressions (repec:wly:japmet:v:25:y:2010:i:1:p:71-92)
by Marta Bańbura & Domenico Giannone & Lucrezia Reichlin - Macroeconomic forecasting and structural change (repec:wly:japmet:v:28:y:2013:i:1:p:82-101)
by Antonello D'Agostino & Luca Gambetti & Domenico Giannone - The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data (repec:wly:japmet:v:32:y:2017:i:5:p:952-964)
by Carlo Altavilla & Domenico Giannone - Common factors of commodity prices (repec:wly:japmet:v:37:y:2022:i:3:p:461-476)
by Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone - (Un)Predictability and Macroeconomic Stability (repec:wpa:wuwpma:0510024)
by Antonello D'Agostino & Domenico Giannone & Paolo Surico - Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it? (repec:wpa:wuwpma:0511016)
by Domenico Giannone & Lucrezia Reichlin - Macroprudential Policy And Monetary Policy: Some Lessons From The Euro Area (repec:wsi:wschap:9789814360678_0008)
by Domenico Giannone & Michele Lenza & Huw Pill & Lucrezia Reichlin - Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? (repec:zbw:bubdp1:5040)
by De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia