S
Study
Academic Library
Search
Dashboard
Shelves
Open access
My library
Review
Domenico Giannone · Study
Home
/
Author
Domenico Giannone
67 works
· latest 2024
· 9 institutions
cluster: provisional
ORCID 0000-0003-3850-2586
Works
60 shown
The Drivers of Post-Pandemic Inflation
National Bureau of Economic Research
·
2024
·
2 authors
·
report
·
Open access
81
citations
Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve
SSRN Electronic Journal
·
2022
·
4 authors
·
preprint
·
Open access
31
citations
A Large Bayesian VAR of the United States Economy
SSRN Electronic Journal
·
2021
·
5 authors
·
preprint
·
Open access
19
citations
Forecasting Macroeconomic Risks
International Journal of Forecasting
·
2020
·
4 authors
·
Open access
82
citations
Nowcasting with Large Bayesian Vector Autoregressions
Journal of Econometrics
·
2020
·
5 authors
·
Open access
72
citations
Vulnerable Growth
American Economic Review
·
2019
·
3 authors
779
citations
Global trends in interest rates
Journal of International Economics
·
2019
·
4 authors
·
Open access
225
citations
Money, Credit, Monetary Policy and the Business Cycle in the Euro Area: What Has Changed since the Crisis?
SSRN Electronic Journal
·
2019
·
3 authors
·
preprint
·
Open access
39
citations
Global Trends in Interest Rates
National Bureau of Economic Research
·
2018
·
4 authors
·
report
·
Open access
24
citations
Priors for the Long Run
Journal of the American Statistical Association
·
2018
·
3 authors
64
citations
Macroeconomic Nowcasting and Forecasting with Big Data
Annual Review of Economics
·
2018
·
5 authors
·
review
230
citations
Global Trends in Interest Rates
Federal Reserve Bank of Dallas, Working Papers
·
2018
·
4 authors
·
Open access
22
citations
Low frequency effects of macroeconomic news on government bond yields
Journal of Monetary Economics
·
2017
·
3 authors
81
citations
Safety, Liquidity, and the Natural Rate of Interest
Brookings Papers on Economic Activity
·
2017
·
4 authors
·
Open access
353
citations
The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data
Journal of Applied Econometrics
·
2016
·
2 authors
·
Open access
58
citations
Exploiting the monthly data flow in structural forecasting
Journal of Monetary Economics
·
2016
·
1 author
·
Open access
25
citations
Optimal combination of survey forecasts
International Journal of Forecasting
·
2015
·
3 authors
·
Open access
90
citations
Unspanned Macroeconomic Factors in the Yield Curve
Journal of Business and Economic Statistics
·
2015
·
3 authors
·
Open access
97
citations
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
International Journal of Forecasting
·
2015
·
3 authors
·
Open access
156
citations
Prior Selection for Vector Autoregressions
The Review of Economics and Statistics
·
2014
·
3 authors
737
citations
The Financial and Macroeconomic Effects of OMT Announcements
SSRN Electronic Journal
·
2014
·
3 authors
·
preprint
·
Open access
266
citations
Short-term inflation projections: A Bayesian vector autoregressive approach
International Journal of Forecasting
·
2013
·
4 authors
·
Open access
114
citations
Now-Casting and the Real-Time Data Flow
Handbook of economic forecasting
·
2013
·
4 authors
·
chapter
·
Open access
452
citations
The ECB and the Interbank Market
The Economic Journal
·
2012
·
4 authors
·
Open access
170
citations
Prior Selection for Vector Autoregressions
National Bureau of Economic Research
·
2012
·
3 authors
·
report
·
Open access
78
citations
Nowcasting
Oxford University Press eBooks
·
2012
·
3 authors
·
chapter
74
citations
Money, Credit, Monetary Policy and the Business Cycle in the Euro Area
RePEc: Research Papers in Economics
·
2012
·
3 authors
·
preprint
·
Open access
30
citations
Prior Selection for Vector Autoregressions
SSRN Electronic Journal
·
2012
·
3 authors
·
preprint
·
Open access
46
citations
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
The Review of Economics and Statistics
·
2011
·
3 authors
531
citations
Macroeconomic forecasting and structural change
Journal of Applied Econometrics
·
2011
·
3 authors
360
citations
Comparing Alternative Predictors Based on Large‐Panel Factor Models
Oxford Bulletin of Economics and Statistics
·
2011
·
2 authors
·
Open access
139
citations
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
Journal of Econometrics
·
2011
·
3 authors
·
Open access
480
citations
AN AREA-WIDE REAL-TIME DATABASE FOR THE EURO AREA 1
·
2011
·
4 authors
75
citations
Short‐term forecasts of euro area GDP growth
Econometrics Journal
·
2011
·
5 authors
·
Open access
269
citations
Non-Standard Monetary Policy Measures and Monetary Developments
Cambridge University Press eBooks
·
2011
·
4 authors
·
chapter
·
Open access
108
citations
Market Freedom and the Global Recession
IMF Economic Review
·
2010
·
3 authors
141
citations
Business Cycles in the Euro Area
University of Chicago Press eBooks
·
2010
·
3 authors
·
chapter
133
citations
Macroeconomic Forecasting and Structural Change
SSRN Electronic Journal
·
2010
·
3 authors
·
preprint
·
Open access
59
citations
Market Freedom and the Global Recession
SSRN Electronic Journal
·
2010
·
3 authors
·
preprint
·
Open access
53
citations
An Area-Wide Real-Time Database for the Euro Area
SSRN Electronic Journal
·
2010
·
4 authors
·
preprint
·
Open access
22
citations
Incorporating Conjunctural Analysis in Structural Models
Springer eBooks
·
2009
·
3 authors
·
chapter
22
citations
Large Bayesian vector auto regressions
Journal of Applied Econometrics
·
2009
·
3 authors
1,158
citations
The Feldstein-Horioka fact
NBER International Seminar on Macroeconomics
·
2009
·
2 authors
·
Open access
85
citations
Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators
National Institute Economic Review
·
2009
·
3 authors
·
Open access
60
citations
Sparse and stable Markowitz portfolios
Proceedings of the National Academy of Sciences
·
2009
·
5 authors
·
Open access
485
citations
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
Econometric Theory
·
2009
·
4 authors
·
Open access
394
citations
Business Cycles in the Euro Area
SSRN Electronic Journal
·
2009
·
3 authors
·
preprint
·
Open access
32
citations
Business Cycles in the Euro Area
National Bureau of Economic Research
·
2008
·
3 authors
·
report
·
Open access
51
citations
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
Journal of Econometrics
·
2008
·
3 authors
·
Open access
521
citations
Nowcasting: The real-time informational content of macroeconomic data
Journal of Monetary Economics
·
2008
·
2 authors
1,153
citations
Explaining The Great Moderation: It Is Not The Shocks
Journal of the European Economic Association
·
2008
·
3 authors
·
Open access
178
citations
Large Bayesian VARs
SSRN Electronic Journal
·
2008
·
2 authors
·
preprint
·
Open access
141
citations
Sparse and Stable Markowitz Portfolios
SSRN Electronic Journal
·
2008
·
5 authors
·
preprint
·
Open access
53
citations
A New Core Inflation Indicator for New Zealand
RePEc: Research Papers in Economics
·
2007
·
2 authors
·
preprint
·
Open access
28
citations
Bayesian VARs with Large Panels
·
2007
·
2 authors
·
Open access
25
citations
Opening the Black Box: Structural Factor Models with Large Cross-Sections
SSRN Electronic Journal
·
2007
·
4 authors
·
preprint
·
Open access
43
citations
Does Information Help Recovering Structural Shocks from past Observations?
Journal of the European Economic Association
·
2006
·
2 authors
·
Open access
133
citations
Trends and Cycles in the Euro Area: How Much Heterogeneity and Should We Worry About it?
SSRN Electronic Journal
·
2006
·
2 authors
·
preprint
·
Open access
160
citations
(Un)Predictability and Macroeconomic Stability
SSRN Electronic Journal
·
2006
·
3 authors
·
preprint
·
Open access
136
citations
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models
SSRN Electronic Journal
·
2006
·
3 authors
·
preprint
·
Open access
99
citations