Domenico Giannone | IDEAS/RePEc

Domenico Giannone | IDEAS/RePEc
Browse Econ Literature
Working papers
Journals
Software components
Books
Book chapters
JEL classification
More features
Subscribe to new research
RePEc Biblio
Author registration
Economics Virtual Seminar Calendar
ConfWatcher
NEW!
Printed from https://ideas.repec.org/e/pgi49.html
My authors
Follow this author
Domenico Giannone
Personal details
Affiliation
Research
Citations
More
Corrections
Personal Details
First Name:
Domenico
Middle Name:
Last Name:
Giannone
Suffix:
RePEc Short-ID:
pgi49
[This author has chosen not to make the email address public]
Terminal Degree:
2004 European Centre for Advanced Research in Economics and Statistics (ECARES); Solvay Brussels School of Economics and Management; Université Libre de Bruxelles (from
RePEc Genealogy
Affiliation
(1%) Centre for Economic Policy Research (CEPR)
London, United Kingdom
RePEc:edi:cebruuk
more details at EDIRC
(99%) Department of Economics
Johns Hopkins University
Baltimore, Maryland (United States)
RePEc:edi:dejhuus
more details at EDIRC
Research output
Jump to:
Working papers
Articles
Chapters
Working papers
Nikolay Danov & Domenico Giannone & Alain N. Kabundi & Cedric I Okou & Mr. Antonio Spilimbergo, 2026.
Nowcasting GDP Growth for Kenya
,"
IMF Working Papers
2026/032, International Monetary Fund.
Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2026.
Fiscal monitoring with VARs
,"
Working Paper Series
3186, European Central Bank.
Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2026.
Bayesian inference in IV regressions
,"
Working Paper Series
3189, European Central Bank.
Domenico Giannone & Michele Lenza & Giorgio Primiceri, 2026.
Bayesian Inference in IV Regressions
,"
NBER Working Papers
34648, National Bureau of Economic Research, Inc.
Ta-Chung Chi & Ting-Han Fan & Raffaele M. Ghigliazza & Domenico Giannone & Zixuan & Wang, 2025.
Macroeconomic Forecasting and Machine Learning
,"
Papers
2510.11008, arXiv.org.
Francesco Frangiamore & Davide Furceri & Domenico Giannone & Mr. Faizaan Kisat & Pietro Pizzuto, 2025.
The Effects of Fiscal Consolidations on the Debt Distribution
,"
IMF Working Papers
2025/201, International Monetary Fund.
Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2025.
Nowcasting with large Bayesian vector autoregressions
,"
LIDAM Reprints CORE
3331, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2022.
Nowcasting with large Bayesian vector autoregressions
,"
Journal of Econometrics
, Elsevier, vol. 231(2), pages 500-519.
Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021.
Nowcasting with Large Bayesian Vector Autoregressions
,"
CEPR Discussion Papers
15854, C.E.P.R. Discussion Papers.
Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020.
Nowcasting with large Bayesian vector autoregressions
,"
Working Paper Series
2453, European Central Bank.
Davide Furceri & Domenico Giannone & Mr. Faizaan Kisat & Mr. Waikei Raphael Lam & Hongchi Li, 2025.
Debt-at-Risk
,"
IMF Working Papers
2025/086, International Monetary Fund.
Tobias Adrian & Domenico Giannone & Matteo Luciani & Mike West, 2025.
Scenario Synthesis and Macroeconomic Risk
,"
Papers
2505.05193, arXiv.org.
Tobias Adrian & Domenico Giannone & Matteo Luciani & Mike West, 2025.
Scenario Synthesis and Macroeconomic Risk
,"
Finance and Economics Discussion Series
2025-036, Board of Governors of the Federal Reserve System (U.S.).
Mr. Tobias Adrian & Domenico Giannone & Matteo Luciani & Mike West, 2025.
Scenario Synthesis and Macroeconomic Risk
,"
IMF Working Papers
2025/105, International Monetary Fund.
Gara Afonso & Domenico Giannone & Gabriele La Spada & John C. Williams, 2024.
When Are Central Bank Reserves Ample?
,"
Liberty Street Economics
20240813, Federal Reserve Bank of New York.
Giannone, Domenico & Primiceri, Giorgio, 2024.
The drivers of post-pandemic inflation
,"
CEPR Discussion Papers
19377, C.E.P.R. Discussion Papers.
Domenico Giannone & Giorgio Primiceri, 2024.
The Drivers of Post-Pandemic Inflation
,"
NBER Working Papers
32859, National Bureau of Economic Research, Inc.
Gara Afonso & Domenico Giannone & Gabriele La Spada & John C. Williams, 2024.
Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity
,"
Liberty Street Economics
20241017, Federal Reserve Bank of New York.
Tobias Adrian & Nina Boyarchenko & Domenico Giannone & Ananthakrishnan Prasad & Dulani Seneviratne & Yanzhe Xiao, 2022.
800,000 Years of Climate Risk
,"
Staff Reports
1031, Federal Reserve Bank of New York.
Gara Afonso & Domenico Giannone & Gabriele La Spada & John C. Williams, 2022.
Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve
,"
Staff Reports
1019, Federal Reserve Bank of New York.
Richard K. Crump & Stefano Eusepi & Domenico Giannone & Eric Qian & Argia M. Sbordone, 2021.
A Large Bayesian VAR of the United States Economy
,"
Staff Reports
976, Federal Reserve Bank of New York.
Danilo Cascaldi-Garcia & Thiago Revil T. Ferreira & Domenico Giannone & Michele Modugno, 2021.
Back to the Present: Learning about the Euro Area through a Now-casting Model
,"
International Finance Discussion Papers
1313, Board of Governors of the Federal Reserve System (U.S.).
Cascaldi-Garcia, Danilo & Ferreira, Thiago R.T. & Giannone, Domenico & Modugno, Michele, 2024.
Back to the present: Learning about the euro area through a now-casting model
,"
International Journal of Forecasting
, Elsevier, vol. 40(2), pages 661-686.
Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone & J. Nellie Liang & Eric Qian, 2020.
What Do Financial Conditions Tell Us about Risks to GDP Growth?
,"
Liberty Street Economics
20200521, Federal Reserve Bank of New York.
Richard K. Crump & Domenico Giannone & David O. Lucca, 2020.
Reading the Tea Leaves of the U.S. Business Cycle—Part One
,"
Liberty Street Economics
20200210, Federal Reserve Bank of New York.
Nina Boyarchenko & Domenico Giannone & Anna Kovner, 2020.
Bank Capital and Real GDP Growth
,"
Staff Reports
950, Federal Reserve Bank of New York.
Nina Boyarchenko & Domenico Giannone & Anna Kovner, 2024.
Bank Capital and Real GDP Growth
,"
Working Paper
24-08, Federal Reserve Bank of Richmond.
Adrian, Tobias & Adams, Patrick & Boyarchenko, Nina & Giannone, Domenico, 2020.
Forecasting Macroeconomic Risks
,"
CEPR Discussion Papers
14436, C.E.P.R. Discussion Papers.
Adams, Patrick A. & Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2021.
Forecasting macroeconomic risks
,"
International Journal of Forecasting
, Elsevier, vol. 37(3), pages 1173-1191.
Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2020.
Forecasting Macroeconomic Risks
,"
Staff Reports
914, Federal Reserve Bank of New York.
Richard K. Crump & Domenico Giannone & David O. Lucca, 2020.
Reading the Tea Leaves of the U.S. Business Cycle—Part Two
,"
Liberty Street Economics
20200212, Federal Reserve Bank of New York.
Boyarchenko, Nina & Adrian, Tobias & Giannone, Domenico, 2020.
Multimodality in Macro-Financial Dynamics
,"
CEPR Discussion Papers
15088, C.E.P.R. Discussion Papers.
Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2021.
Multimodality In Macrofinancial Dynamics
,"
International Economic Review
, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 861-886, May.
Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019.
Multimodality in Macro-Financial Dynamics
,"
Staff Reports
903, Federal Reserve Bank of New York.
Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2019.
Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis?
,"
Working Paper Series
2226, European Central Bank.
Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2019.
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, vol. 15(5), pages 137-173, December.
Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2019.
Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis?
,"
Staff Reports
885, Federal Reserve Bank of New York.
Patrick Adams & Domenico Giannone & Eric Qian & Argia M. Sbordone, 2019.
Monitoring Economic Conditions during a Government Shutdown
,"
Liberty Street Economics
20190205, Federal Reserve Bank of New York.
Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018.
Global Trends in Interest Rates
,"
Working Papers
1812, Federal Reserve Bank of Dallas.
Del Negro, Marco & Giannone, Domenico & Giannoni, Marc P. & Tambalotti, Andrea, 2019.
Global trends in interest rates
,"
Journal of International Economics
, Elsevier, vol. 118(C), pages 248-262.
Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018.
Global Trends in Interest Rates
,"
NBER Chapters
, in:
NBER International Seminar on Macroeconomics 2018
, pages 248-262,
National Bureau of Economic Research, Inc.
Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2018.
Global Trends in Interest Rates
,"
NBER Working Papers
25039, National Bureau of Economic Research, Inc.
Brandyn Bok & Marco Del Negro & Domenico Giannone & Marc Giannoni & Eric Qian & Andrea Tambalotti, 2019.
Global Trends in Interest Rates
,"
Liberty Street Economics
20190227, Federal Reserve Bank of New York.
Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018.
Global trends in interest rates
,"
Staff Reports
866, Federal Reserve Bank of New York.
Marco Del Negro & Andrea Tambalotti & Domenico Giannone & Marc Giannoni, 2019.
Global Trends in Interest Rates
,"
2019 Meeting Papers
77, Society for Economic Dynamics.
Patrick Adams & Brandyn Bok & Daniele Caratelli & Domenico Giannone & Eric Qian & Argia M. Sbordone & Camilla Schneier & Andrea Tambalotti, 2018.
Opening the Toolbox: The Nowcasting Code on GitHub
,"
Liberty Street Economics
20180810, Federal Reserve Bank of New York.
Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018.
A New Perspective on Low Interest Rates
,"
Liberty Street Economics
20180205, Federal Reserve Bank of New York.
Giannone, Domenico & Tambalotti, Andrea & Sbordone, Argia & Bok, Brandyn & Caratelli, Daniele, 2018.
Macroeconomic Nowcasting and Forecasting with Big Data
,"
CEPR Discussion Papers
12589, C.E.P.R. Discussion Papers.
Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2018.
Macroeconomic Nowcasting and Forecasting with Big Data
,"
Annual Review of Economics
, Annual Reviews, vol. 10(1), pages 615-643, August.
Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2017.
Macroeconomic nowcasting and forecasting with big data
,"
Staff Reports
830, Federal Reserve Bank of New York.
Richard K. Crump & Domenico Giannone & Sean Hundtofte, 2018.
Changing Risk-Return Profiles
,"
Liberty Street Economics
20181004, Federal Reserve Bank of New York.
Richard K. Crump & Miro Everaert & Domenico Giannone & C. Sean Hundtofte, 2024.
Changing Risk-Return Profiles
,"
Springer Books
, in: Matteo Barigozzi & Siegfried Hörmann & Davy Paindaveine (ed.),
Recent Advances in Econometrics and Statistics
, pages 283-302,
Springer.
Richard K. Crump & Miro Everaert & Domenico Giannone & Sean Hundtofte, 2018.
Changing Risk-Return Profiles
,"
Staff Reports
850, Federal Reserve Bank of New York.
Brandyn Bok & Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018.
A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates
,"
Liberty Street Economics
20180206, Federal Reserve Bank of New York.
Marco Del Negro & Domenico Giannone & Marc Giannoni & Abhi Gupta & Pearl Li & Andrea Tambalotti, 2018.
A DSGE Perspective on Safety, Liquidity, and Low Interest Rates
,"
Liberty Street Economics
20180207, Federal Reserve Bank of New York.
Nina Boyarchenko & Domenico Giannone & Or Shachar, 2018.
Flighty liquidity
,"
Staff Reports
870, Federal Reserve Bank of New York.
Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2017.
Economic Predictions with Big Data: The Illusion Of Sparsity
,"
CEPR Discussion Papers
12256, C.E.P.R. Discussion Papers.
Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2021.
Economic Predictions With Big Data: The Illusion of Sparsity
,"
Econometrica
, Econometric Society, vol. 89(5), pages 2409-2437, September.
Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018.
Economic Predictions with Big Data: The Illusion of Sparsity
,"
Liberty Street Economics
20180521, Federal Reserve Bank of New York.
Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018.
Economic predictions with big data: the illusion of sparsity
,"
Staff Reports
847, Federal Reserve Bank of New York.
Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2021.
Economic predictions with big data: the illusion of sparsity
,"
Working Paper Series
2542, European Central Bank.
Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2017.
Safety, liquidity, and the natural rate of interest
,"
Staff Reports
812, Federal Reserve Bank of New York.
Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2017.
Safety, Liquidity, and the Natural Rate of Interest
,"
Brookings Papers on Economic Activity
, Economic Studies Program, The Brookings Institution, vol. 48(1 (Spring), pages 235-316.
Marc Giannoni & Domenico Giannone & Andrea Tambalotti & Marco Del Negro, 2017.
Safety, Liquidity, and the Natural Rate of Interest
,"
2017 Meeting Papers
803, Society for Economic Dynamics.
Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2017.
Common Factors of Commodity Prices
,"
Working papers
645, Banque de France.
Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2018.
Common factors of commodity prices
,"
Research Bulletin
, European Central Bank, vol. 51.
Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2022.
Common factors of commodity prices
,"
Journal of Applied Econometrics
, John Wiley & Sons, Ltd., vol. 37(3), pages 461-476, April.
Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2017.
Common factors of commodity prices
,"
Working Paper Series
2112, European Central Bank.
Giannone, Domenico & Ferrara, Laurent & Delle Chiaie, Simona, 2018.
Common Factors of Commodity Prices
,"
CEPR Discussion Papers
12767, C.E.P.R. Discussion Papers.
Primiceri, Giorgio & Giannone, Domenico & Lenza, Michele, 2016.
Priors for the Long Run
,"
CEPR Discussion Papers
11261, C.E.P.R. Discussion Papers.
Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2019.
Priors for the Long Run
,"
Journal of the American Statistical Association
, Taylor & Francis Journals, vol. 114(526), pages 565-580, April.
Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2017.
Priors for the long run
,"
Staff Reports
832, Federal Reserve Bank of New York.
Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2018.
Priors for the long run
,"
Working Paper Series
2132, European Central Bank.
Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2016.
Vulnerable Growth
,"
CEPR Discussion Papers
11583, C.E.P.R. Discussion Papers.
Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019.
Vulnerable Growth
,"
American Economic Review
, American Economic Association, vol. 109(4), pages 1263-1289, April.
Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2018.
Vulnerable Growth
,"
Liberty Street Economics
20180409, Federal Reserve Bank of New York.
Nina Boyarchenko & Domenico Giannone & Tobias Adrian, 2017.
Vulnerable Growth
,"
2017 Meeting Papers
1317, Society for Economic Dynamics.
Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2016.
Vulnerable growth
,"
Staff Reports
794, Federal Reserve Bank of New York.
Antonello D'Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2015.
Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models
,"
Finance and Economics Discussion Series
2015-66, Board of Governors of the Federal Reserve System (U.S.).
Antonello D’Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2016.
Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models
,"
Advances in Econometrics
, in: Dynamic Factor Models, volume 35, pages 569-594,
Emerald Group Publishing Limited.
Carlo Altavilla & Domenico Giannone & Michèle Modugno, 2014.
Low Frequency Effects of Macroeconomic News on Government Bond Yields
,"
Working Papers ECARES
ECARES 2014-34, ULB -- Universite Libre de Bruxelles.
Altavilla, Carlo & Giannone, Domenico & Modugno, Michele, 2017.
Low frequency effects of macroeconomic news on government bond yields
,"
Journal of Monetary Economics
, Elsevier, vol. 92(C), pages 31-46.
Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014.
Low Frequency Effects of Macroeconomic News on Government Bond Yields
,"
CSEF Working Papers
372, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014.
Low Frequency Effects of Macroeconomic News on Government Bond Yields
,"
Finance and Economics Discussion Series
2014-52, Board of Governors of the Federal Reserve System (U.S.).
Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2014.
Exploiting the monthly data flow in structural forecasting
,"
Bank of England working papers
509, Bank of England.
Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2016.
Exploiting the monthly data flow in structural forecasting
,"
Journal of Monetary Economics
, Elsevier, vol. 84(C), pages 201-215.
Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2015.
Exploiting the monthly data flow in structural forecasting
,"
Staff Reports
751, Federal Reserve Bank of New York.
Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2014.
Exploiting the monthly data-flow in structural forecasting
,"
Discussion Papers
1416, Centre for Macroeconomics (CFM).
Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2014.
Exploiting the monthly data-flow in structural forecasting
,"
LSE Research Online Documents on Economics
57998, London School of Economics and Political Science, LSE Library.
Giannone, Domenico & Banbura, Marta & Lenza, Michele, 2014.
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
,"
CEPR Discussion Papers
9931, C.E.P.R. Discussion Papers.
Bańbura, Marta & Giannone, Domenico & Lenza, Michele, 2015.
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
,"
International Journal of Forecasting
, Elsevier, vol. 31(3), pages 739-756.
Marta Bañbura & Domenico Giannone & Michèle Lenza, 2014.
Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
,"
Working Papers ECARES
ECARES 2014-15, ULB -- Universite Libre de Bruxelles.
Giannone, Domenico & Bańbura, Marta & Lenza, Michele, 2014.
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
,"
Working Paper Series
1733, European Central Bank.
Giannone, Domenico & Lenza, Michele & Altavilla, Carlo, 2014.
The Financial and Macroeconomic Effects of OMT Announcements
,"
CEPR Discussion Papers
10025, C.E.P.R. Discussion Papers.
Michele Lenza, 2015.
The financial and macroeconomic effects of OMT announcements
,"
Research Bulletin
, European Central Bank, vol. 22, pages 12-16.
Carlo Altavilla & Domenico Giannone & Michele Lenza, 2016.
The Financial and Macroeconomic Effects of the OMT Announcements
,"
International Journal of Central Banking
, International Journal of Central Banking, vol. 12(3), pages 29-57, September.
Carlo Altavilla & Domenico Giannone & Michèle Lenza, 2014.
The Financial and Macroeconomic Effects of OMT Announcements
,"
Working Papers ECARES
ECARES 2014-31, ULB -- Universite Libre de Bruxelles.
Carlo Altavilla & Domenico Giannone & Michele Lenza, 2014.
The Financial and Macroeconomic Effects of the OMT Announcements
,"
CSEF Working Papers
352, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
Giannone, Domenico & Altavilla, Carlo & Lenza, Michele, 2014.
The financial and macroeconomic effects of OMT announcements
,"
Working Paper Series
1707, European Central Bank.
Giannone, Domenico & Altavilla, Carlo, 2014.
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data
,"
CEPR Discussion Papers
10001, C.E.P.R. Discussion Papers.
Carlo Altavilla & Domenico Giannone, 2017.
The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data
,"
Journal of Applied Econometrics
, John Wiley & Sons, Ltd., vol. 32(5), pages 952-964, August.
Altavilla, Carlo & Giannone, Domenico, 2016.
The effectiveness of non-standard monetary policy measures: evidence from survey data
,"
Working Paper Series
1951, European Central Bank.
Carlo Altavilla & Domenico Giannone, 2014.
The effectiveness of non-standard monetary policy measures: evidence from survey data
,"
Working Papers CASMEF
1406, Dipartimento di Economia e Finanza, LUISS Guido Carli.
Carlo Altavilla & Domenico Giannone, 2014.
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data
,"
Working Papers ECARES
ECARES 2014-30, ULB -- Universite Libre de Bruxelles.
Carlo Altavilla & Domenico Giannone, 2015.
The effectiveness of nonstandard monetary policy measures: evidence from survey data
,"
Staff Reports
752, Federal Reserve Bank of New York.
Laura Coroneo & Domenico Giannone & Michèle Modugno, 2013.
Unspanned Macroeconomic Factors in the Yields Curve
,"
Working Papers ECARES
ECARES 2013-07, ULB -- Universite Libre de Bruxelles.
Laura Coroneo & Domenico Giannone & Michele Modugno, 2016.
Unspanned Macroeconomic Factors in the Yield Curve
,"
Journal of Business & Economic Statistics
, Taylor & Francis Journals, vol. 34(3), pages 472-485, July.
Laura Coroneo & Domenico Giannone & Michele Modugno, 2014.
Unspanned macroeconomic factors in the yield curve
,"
Finance and Economics Discussion Series
2014-57, Board of Governors of the Federal Reserve System (U.S.).
Reichlin, Lucrezia & Pill, Huw & Giannone, Domenico & Lenza, Michele, 2012.
The ECB and the Interbank Market
,"
CEPR Discussion Papers
8844, C.E.P.R. Discussion Papers.
Domenico Giannone & Michele Lenza & Huw Pill & Lucrezia Reichlin, 2012.
The ECB and the Interbank Market
,"
Economic Journal
, Royal Economic Society, vol. 122(564), pages 467-486, November.
Domenico Giannone & Michèle Lenza & Huw Pill & Lucrezia Reichlin, 2012.
The ECB and the Interbank Market
,"
Working Papers ECARES
ECARES 2012-005, ULB -- Universite Libre de Bruxelles.
Giannone, Domenico & Reichlin, Lucrezia & Lenza, Michele, 2012.
The ECB and the interbank market
,"
Working Paper Series
1496, European Central Bank.
Michele Modugno & Lucrezia Reichlin & Domenico Giannone & Marta Banbura, 2012.
Nowcasting with Daily Data
,"
2012 Meeting Papers
555, Society for Economic Dynamics.
Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012.
Now-casting and the real-time data flow
,"
CEPR Discussion Papers
9112, C.E.P.R. Discussion Papers.
Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013.
Now-Casting and the Real-Time Data Flow
,"
Handbook of Economic Forecasting
, in: G. Elliott & C. Granger & A. Timmermann (ed.),
Handbook of Economic Forecasting
, edition 1, volume 2, chapter 0, pages 195-237,
Elsevier.
Marta Bañbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012.
Now-Casting and the Real-Time Data Flow
,"
Working Papers ECARES
ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013.
Now-casting and the real-time data flow
,"
Working Paper Series
1564, European Central Bank.
Giannone, Domenico & De Mol, Christine & Conflitti, Cristina, 2012.
Optimal Combination of Survey Forecasts
,"
CEPR Discussion Papers
9096, C.E.P.R. Discussion Papers.
Conflitti, Cristina & De Mol, Christine & Giannone, Domenico, 2015.
Optimal combination of survey forecasts
,"
International Journal of Forecasting
, Elsevier, vol. 31(4), pages 1096-1103.
Cristina Conflitti & Christine De Mol & Domenico Giannone, 2012.
Optimal Combination of Survey Forecasts
,"
Working Papers ECARES
ECARES 2012-023, ULB -- Universite Libre de Bruxelles.
Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2012.
Prior Selection for Vector Autoregressions
,"
CEPR Discussion Papers
8755, C.E.P.R. Discussion Papers.
Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2015.
Prior Selection for Vector Autoregressions
,"
The Review of Economics and Statistics
, MIT Press, vol. 97(2), pages 436-451, May.
Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2012.
Prior Selection for Vector Autoregressions
,"
NBER Working Papers
18467, National Bureau of Economic Research, Inc.
Domenico Giannone & Michèle Lenza & Giorgio E. Primiceri, 2012.
Prior Selection for Vector Autoregressions
,"
Working Papers ECARES
ECARES 2012-002, ULB -- Universite Libre de Bruxelles.
Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2012.
Prior selection for vector autoregressions
,"
Working Paper Series
1494, European Central Bank.
Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2012.
Money, credit, monetary policy and the business cycle in the euro area
,"
CEPR Discussion Papers
8944, C.E.P.R. Discussion Papers.
Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2012.
Money, Credit, Monetary Policy and the Business Cycle in the Euro Area
,"
Working Papers ECARES
ECARES 2012-008, ULB -- Universite Libre de Bruxelles.
Henry, Jerome & Giannone, Domenico & Lalik, Magdalena & Modugno, Michele, 2010.
An Area-Wide Real-Time Database for the Euro Area
,"
CEPR Discussion Papers
7673, C.E.P.R. Discussion Papers.
Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michele Modugno, 2012.
An Area-Wide Real-Time Database for the Euro Area
,"
The Review of Economics and Statistics
, MIT Press, vol. 94(4), pages 1000-1013, November.
Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michèle Modugno, 2010.
An Area Wide Real Time Data Base for the Euro Area
,"
Working Papers ECARES
ECARES 2010-026, ULB -- Universite Libre de Bruxelles.
Giannone, Domenico & Henry, Jérôme & Lalik, Magdalena & Modugno, Michele, 2010.
An area-wide real-time database for the euro area
,"
Working Paper Series
1145, European Central Bank.
Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2010.
Nowcasting
,"
CEPR Discussion Papers
7883, C.E.P.R. Discussion Papers.
Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2010.
Nowcasting
,"
Working Paper Series
1275, European Central Bank.
Marta Bańbura & Domenico Giannone & Lucrezia Reichlin, 2012.
Nowcasting
,"
ULB Institutional Repository
2013/204908, ULB -- Universite Libre de Bruxelles.
Marta Bañbura & Domenico Giannone & Lucrezia Reichlin, 2010.
Nowcasting
,"
Working Papers ECARES
ECARES 2010-021, ULB -- Universite Libre de Bruxelles.
Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2010.
Market freedom and the global recession
,"
CEPR Discussion Papers
7884, C.E.P.R. Discussion Papers.
Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2011.
Market Freedom and the Global Recession
,"
IMF Economic Review
, Palgrave Macmillan;International Monetary Fund, vol. 59(1), pages 111-135, April.
Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2011.
Market freedom and the global recession
,"
ULB Institutional Repository
2013/261757, ULB -- Universite Libre de Bruxelles.
Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2010.
Market Freedom and the Global Recession
,"
Working Papers ECARES
ECARES 2010-020, ULB -- Universite Libre de Bruxelles.
Giannone, Domenico & Lenza, Michele & Onorante, Luca & Momferatou, Daphne, 2010.
Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach
,"
CEPR Discussion Papers
7746, C.E.P.R. Discussion Papers.
Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca, 2014.
Short-term inflation projections: A Bayesian vector autoregressive approach
,"
International Journal of Forecasting
, Elsevier, vol. 30(3), pages 635-644.
Domenico Giannone & Michèle Lenza & Daphné Momferatu & Luca Onorante, 2010.
Short-term inflation projections: a Bayesian vector autoregressive approach
,"
Working Papers ECARES
ECARES 2010-011, ULB -- Universite Libre de Bruxelles.
Michele Lenza & Giorgio Primiceri & Domenico Giannone, 2010.
Prior Selection for Bayesian VARs
,"
2010 Meeting Papers
508, Society for Economic Dynamics.
Reichlin, Lucrezia & Pill, Huw & Giannone, Domenico & Lenza, Michele, 2010.
Non-standard Monetary Policy Measures and Monetary Developments
,"
CEPR Discussion Papers
8125, C.E.P.R. Discussion Papers.
Domenico Giannone & Michèle Lenza & Huw Pill & Lucrezia Reichlin, 2010.
Non standard Monetary Policy measures and monetary developments
,"
Working Papers ECARES
2010-040, ULB -- Universite Libre de Bruxelles.
Giannone, Domenico & Lenza, Michele & Pill, Huw & Reichlin, Lucrezia, 2011.
Non-standard monetary policy measures and monetary developments
,"
Working Paper Series
1290, European Central Bank.
Domenico Giannone & Michèle Lenza & Huw Pill & Lucrezia Reichlin, 2010.
Non‐Standard Monetary Policy Measures
,"
Working Papers ECARES
ECARES 2010-040, ULB -- Universite Libre de Bruxelles.
Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2010.
Incorporating conjunctural analysis in structural models
,"
ULB Institutional Repository
2013/204511, ULB -- Universite Libre de Bruxelles.
Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2009.
Business Cycles in the Euro Area
,"
CEPR Discussion Papers
7124, C.E.P.R. Discussion Papers.
Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2010.
Business Cycles in the Euro Area
,"
NBER Chapters
, in:
Europe and the Euro
, pages 141-167,
National Bureau of Economic Research, Inc.
Domenico Giannone & Michele Lenza, 2009.
Business cycles in the euro area
,"
Research Bulletin
, European Central Bank, vol. 8, pages 5-7.
Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2008.
Business Cycles in the euro Area
,"
Working Papers ECARES
2008_040, ULB -- Universite Libre de Bruxelles.
Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008.
Business Cycles in the Euro Area
,"
NBER Working Papers
14529, National Bureau of Economic Research, Inc.
Giannone, Domenico & Reichlin, Lucrezia & Lenza, Michele, 2009.
Business cycles in the euro area
,"
Working Paper Series
1010, European Central Bank.
D'Agostino, Antonello & Gambetti, Luca & Giannone, Domenico & Giannone, Domenico, 2009.
Macroeconomic Forecasting and Structural Change
,"
Research Technical Papers
8/RT/09, Central Bank of Ireland.
Antonello D'Agostino & Luca Gambetti & Domenico Giannone, 2013.
Macroeconomic forecasting and structural change
,"
Journal of Applied Econometrics
, John Wiley & Sons, Ltd., vol. 28(1), pages 82-101, January.
Giannone, Domenico & D'Agostino, Antonello & Gambetti, Luca, 2010.
Macroeconomic forecasting and structural change
,"
Working Paper Series
1167, European Central Bank.
Giannone, Domenico & D’Agostino, Antonello & Gambetti, Luca, 2009.
Macroeconomic Forecasting and Structural Change
,"
CEPR Discussion Papers
7542, C.E.P.R. Discussion Papers.
Antonello D'Agostino & Luca Gambetti & Domenico Giannone, 2009.
Macroeconomic Forecasting and Structural Change
,"
Working Papers ECARES
2009_020, ULB -- Universite Libre de Bruxelles.
Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009.
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator
,"
Working Papers ECARES
2009_021, ULB -- Universite Libre de Bruxelles.
Giannone, Domenico & Reichlin, Lucrezia & Simonelli, Saverio, 2009.
Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators
,"
National Institute Economic Review
, National Institute of Economic and Social Research, vol. 210, pages 90-97, October.
Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009.
Nowcasting Euro Area Economic Activity In Real Time: The Role Of Confidence Indicators
,"
National Institute Economic Review
, National Institute of Economic and Social Research, vol. 210(1), pages 90-97, October.
Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009.
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators
,"
CSEF Working Papers
240, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2008.
Large Bayesian VARs
,"
Working Paper Series
966, European Central Bank.
Marta Bañbura & Domenico Giannone & Lucrezia Reichlin, 2008.
Large Bayesian VARs
,"
Working Papers ECARES
2008_033, ULB -- Universite Libre de Bruxelles.
Marta Bańbura, 2008.
Large Bayesian VARs
,"
2008 Meeting Papers
334, Society for Economic Dynamics.
Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2008.
Opening the Black Box: Structural Factor Models with Large Cross-Sections
,"
Working Papers ECARES
2008_036, ULB -- Universite Libre de Bruxelles.
Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2009.
Opening The Black Box: Structural Factor Models With Large Cross Sections
,"
Econometric Theory
, Cambridge University Press, vol. 25(5), pages 1319-1347, October.
Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2007.
Opening the black box: structural factor models with large cross-sections
,"
Working Paper Series
712, European Central Bank.
Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2007.
Opening the Black Box: Structural Factor Models with Large Cross-Sections
,"
Center for Economic Research (RECent)
008, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
Domenico Giannone & Lucrezia Reichlin & David Small, 2008.
Nowcasting: the real time informational content of macroeconomic data releases
,"
ULB Institutional Repository
2013/6409, ULB -- Universite Libre de Bruxelles.
Domenico Giannone & Lucrezia Reichlin, 2008.
Did the Euro imply more correlation of cycles?
,"
ULB Institutional Repository
2013/13394, ULB -- Universite Libre de Bruxelles.
Reichlin, Lucrezia & Camba-Mendez, Gonzalo & Angelini, Elena & Rünstler, Gerhard & Giannone, Domenico, 2008.
Short-term Forecasts of Euro Area GDP Growth
,"
CEPR Discussion Papers
6746, C.E.P.R. Discussion Papers.
Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011.
Short‐term forecasts of euro area GDP growth
,"
Econometrics Journal
, Royal Economic Society, vol. 14, pages 25-44, February.
Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011.
Short‐term forecasts of euro area GDP growth
,"
Econometrics Journal
, Royal Economic Society, vol. 14(1), pages 25-44, February.
Angelini, Elena & Camba-Méndez, Gonzalo & Rünstler, Gerhard & Giannone, Domenico & Reichlin, Lucrezia, 2008.
Short-term forecasts of euro area GDP growth
,"
Working Paper Series
949, European Central Bank.
Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2008.
Short-Term Forecasts of Euro Area GDP Growth
,"
Working Papers ECARES
ECARES 2008-035, ULB -- Universite Libre de Bruxelles.
Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2007.
Explaining The Great Moderation: It Is Not The Shocks
,"
CEPR Discussion Papers
6600, C.E.P.R. Discussion Papers.
Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008.
Explaining The Great Moderation: It Is Not The Shocks
,"
Journal of the European Economic Association
, MIT Press, vol. 6(2-3), pages 621-633, 04-05.
Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2008.
Explaining the great moderation: it is not the shocks
,"
ULB Institutional Repository
2013/6413, ULB -- Universite Libre de Bruxelles.
Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2008.
Explaining the Great Moderation: it is not the shocks
,"
Working Paper Series
865, European Central Bank.
Joshua Brodie & Ingrid Daubechies & Christine De Mol & Domenico Giannone & Ignace Loris, 2007.
Sparse and stable Markowitz portfolios
,"
Papers
0708.0046, arXiv.org, revised May 2008.
Giannone, Domenico & De Mol, Christine & Daubechies, Ingrid & Brodie, Joshua, 2007.
Sparse and Stable Markowitz Portfolios
,"
CEPR Discussion Papers
6474, C.E.P.R. Discussion Papers.
Giannone, Domenico & De Mol, Christine & Brodie, Joshua & Daubechies, Ingrid & Loris, Ignace, 2008.
Sparse and stable Markowitz portfolios
,"
Working Paper Series
936, European Central Bank.
Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2007.
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering
,"
CEPR Discussion Papers
6043, C.E.P.R. Discussion Papers.
Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2011.
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
,"
Journal of Econometrics
, Elsevier, vol. 164(1), pages 188-205, September.
Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011.
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00638009, HAL.
Catherine Doz & Lucrezia Reichlin, 2011.
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
,"
Post-Print
hal-00844811, HAL.
Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2006.
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering
,"
Thema Working Papers
2006-23, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS.
Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011.
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
,"
Post-Print
hal-00638009, HAL.
Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011.
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
,"
PSE-Ecole d'économie de Paris (Postprint)
hal-00638009, HAL.
Giannone, Domenico & Matheson, Troy, 2007.
A New Core Inflation Indicator for New Zealand
,"
CEPR Discussion Papers
6469, C.E.P.R. Discussion Papers.
Domenico Giannone & Troy D. Matheson, 2007.
A New Core Inflation Indicator for New Zealand
,"
International Journal of Central Banking
, International Journal of Central Banking, vol. 3(4), pages 145-180, December.
Domenico Giannone & Troy Matheson, 2007.
A new core inflation indicator for New Zealand
,"
ULB Institutional Repository
2013/6407, ULB -- Universite Libre de Bruxelles.
Domenico Giannone & Troy Matheson, 2006.
A new core inflation indicator for New Zealand
,"
Reserve Bank of New Zealand Discussion Paper Series
DP2006/02, Reserve Bank of New Zealand.
Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007.
Bayesian VARs with Large Panels
,"
CEPR Discussion Papers
6326, C.E.P.R. Discussion Papers.
Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010.
Large Bayesian vector auto regressions
,"
Journal of Applied Econometrics
, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
Marta Bañbura & Domenico Giannone & Lucrezia Reichlin, 2008.
Large Bayesian VARs
,"
Working Papers ECARES
2008_033, ULB -- Universite Libre de Bruxelles.
Marta Bańbura, 2008.
Large Bayesian VARs
,"
2008 Meeting Papers
334, Society for Economic Dynamics.
Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2006.
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models
,"
CEPR Discussion Papers
5724, C.E.P.R. Discussion Papers.
Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012.
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
,"
The Review of Economics and Statistics
, MIT Press, vol. 94(4), pages 1014-1024, November.
Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012.
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
,"
Post-Print
hal-00638440, HAL.
Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012.
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00638440, HAL.
Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012.
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
,"
PSE-Ecole d'économie de Paris (Postprint)
hal-00638440, HAL.
Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2006.
A quasi maximum likelihood approach for large approximate dynamic factor models
,"
Working Paper Series
674, European Central Bank.
Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2008.
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models
,"
Working Papers ECARES
2008_034, ULB -- Universite Libre de Bruxelles.
Giannone, Domenico & Reichlin, Lucrezia, 2006.
Trends and cycles in the euro area: how much heterogeneity and should we worry about it?
,"
Working Paper Series
595, European Central Bank.
Domenico Giannone & Lucrezia Reichlin, 2005.
Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?
,"
Macroeconomics
0511016, University Library of Munich, Germany.
D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo, 2006.
(Un)Predictability and Macroeconomic Stability
,"
Research Technical Papers
5/RT/06, Central Bank of Ireland.
Giannone, Domenico & D’Agostino, Antonello & Surico, Paolo, 2007.
(Un)Predictability and Macroeconomic Stability
,"
CEPR Discussion Papers
6594, C.E.P.R. Discussion Papers.
Antonello D'Agostino & Domenico Giannone & Paolo Surico, 2005.
(Un)Predictability and Macroeconomic Stability
,"
Macroeconomics
0510024, University Library of Munich, Germany.
Surico, Paolo & Giannone, Domenico & D'Agostino, Antonello, 2006.
(Un)Predictability and macroeconomic stability
,"
Working Paper Series
605, European Central Bank.
D'Agostino, Antonello & Giannone, Domenico, 2006.
Comparing Alternative Predictors Based on Large-Panel Factor Models
,"
Research Technical Papers
14/RT/06, Central Bank of Ireland.
Antonello D’ Agostino & Domenico Giannone, 2012.
Comparing Alternative Predictors Based on Large‐Panel Factor Models
,"
Oxford Bulletin of Economics and Statistics
, Department of Economics, University of Oxford, vol. 74(2), pages 306-326, April.
Giannone, Domenico & D’Agostino, Antonello, 2007.
Comparing Alternative Predictors Based on Large-Panel Factor Models
,"
CEPR Discussion Papers
6564, C.E.P.R. Discussion Papers.
D'Agostino, Antonello & Giannone, Domenico, 2006.
Comparing alternative predictors based on large-panel factor models
,"
Working Paper Series
680, European Central Bank.
Reichlin, Lucrezia & Giannone, Domenico, 2006.
Does Information Help Recovering Structural Shocks from Past Observations?
,"
CEPR Discussion Papers
5725, C.E.P.R. Discussion Papers.
Domenico Giannone & Lucrezia Reichlin, 2006.
Does information help recovering structural shocks from past observations?
,"
Journal of the European Economic Association
, MIT Press, vol. 4(2-3), pages 455-465, 04-05.
Domenico Giannone & Lucrezia Reichlin, 2006.
Does information help recovering structural shocks from past observations?
,"
ULB Institutional Repository
2013/166169, ULB -- Universite Libre de Bruxelles.
Giannone, Domenico & Reichlin, Lucrezia, 2006.
Does information help recovering structural shocks from past observations?
,"
Working Paper Series
632, European Central Bank.
Reichlin, Lucrezia & Giannone, Domenico & De Mol, Christine, 2006.
Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?
,"
CEPR Discussion Papers
5829, C.E.P.R. Discussion Papers.
De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2008.
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
,"
Journal of Econometrics
, Elsevier, vol. 146(2), pages 318-328, October.
Giannone, Domenico & Reichlin, Lucrezia & De Mol, Christine, 2006.
Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?
,"
Working Paper Series
700, European Central Bank.
De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006.
Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?
,"
Discussion Paper Series 1: Economic Studies
2006,32, Deutsche Bundesbank.
Anton Brender & Jean Pisani-Ferry & Domenico Giannone & Ricardo Faini, 2006.
Panel discussion on Convergence or divergence in Europe?
,"
ULB Institutional Repository
2013/6415, ULB -- Universite Libre de Bruxelles.
Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico, 2005.
Monetary Policy in Real Time
,"
CEPR Discussion Papers
4981, C.E.P.R. Discussion Papers.
Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005.
Monetary Policy in Real Time
,"
NBER Chapters
, in:
NBER Macroeconomics Annual 2004, Volume 19
, pages 161-224,
National Bureau of Economic Research, Inc.
Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005.
Monetary Policy in Real Time
,"
Working Papers
284, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
Lucrezia Reichlin & Domenico Giannone & Luca Sala, "undated".
Monetary policy in real time
,"
ULB Institutional Repository
2013/10177, ULB -- Universite Libre de Bruxelles.
Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005.
Monetary policy in real time
,"
ULB Institutional Repository
2013/6401, ULB -- Universite Libre de Bruxelles.
Reichlin, Lucrezia & Giannone, Domenico & Small, David, 2005.
Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases
,"
CEPR Discussion Papers
5178, C.E.P.R. Discussion Papers.
Giannone, Domenico & Reichlin, Lucrezia & Small, David, 2008.
Nowcasting: The real-time informational content of macroeconomic data
,"
Journal of Monetary Economics
, Elsevier, vol. 55(4), pages 665-676, May.
Giannone, Domenico & Reichlin, Lucrezia & Small, David H., 2006.
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases
,"
Working Paper Series
633, European Central Bank.
Domenico Giannone & Lucrezia Reichlin & David H Small, 2007.
Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases
,"
Money Macro and Finance (MMF) Research Group Conference 2006
164, Money Macro and Finance Research Group.
Domenico Giannone & Lucrezia Reichlin & David H. Small, 2005.
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases
,"
Finance and Economics Discussion Series
2005-42, Board of Governors of the Federal Reserve System (U.S.).
Giannone, Domenico & Lenza, Michele, 2004.
The Feldstein-Horioka Fact
,"
CEPR Discussion Papers
4610, C.E.P.R. Discussion Papers.
Domenico Giannone & Michele Lenza, 2010.
The Feldstein-Horioka Fact
,"
NBER Chapters
, in:
NBER International Seminar on Macroeconomics 2009
, pages 103-117,
National Bureau of Economic Research, Inc.
Domenico Giannone & Michele Lenza, 2010.
The Feldstein-Horioka Fact
,"
NBER International Seminar on Macroeconomics
, University of Chicago Press, vol. 6(1), pages 103-117.
Giannone, Domenico & Lenza, Michele, 2008.
The Feldstein-Horioka fact
,"
Working Paper Series
873, European Central Bank.
Domenico Giannone & Michele Lenza, 2009.
The Feldstein-Horioka fact
,"
NBER Working Papers
15519, National Bureau of Economic Research, Inc.
Domenico Giannone & Michèle Lenza, 2009.
The Feldstein-Horioka Fact
,"
Working Papers ECARES
2009_022, ULB -- Universite Libre de Bruxelles.
Domenico Giannone & Lucrezia Reichlin, 2004.
Euro area and US recessions: 1970-2003
,"
ULB Institutional Repository
2013/6405, ULB -- Universite Libre de Bruxelles.
Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico, 2002.
Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited
,"
CEPR Discussion Papers
3550, C.E.P.R. Discussion Papers.
Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico, 2002.
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models
,"
CEPR Discussion Papers
3701, C.E.P.R. Discussion Papers.
Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca, 2006.
VARs, common factors and the empirical validation of equilibrium business cycle models
,"
Journal of Econometrics
, Elsevier, vol. 132(1), pages 257-279, May.
Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2006.
VARs, common factors and the empirical validation of equilibrium business cycle models
,"
ULB Institutional Repository
2013/10127, ULB -- Universite Libre de Bruxelles.
Domenica Giannone & Lucrezia Reichlin & Luca Sala, 2004.
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models
,"
Working Papers
258, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
repec:ulb:ulbeco:2013/13388 is not listed on IDEAS
Articles
Richard K. Crump & Stefano Eusepi & Domenico Giannone & Eric Qian & Argia Sbordone, 2025.
A Large Bayesian VAR of the U.S. Economy
,"
International Journal of Central Banking
, International Journal of Central Banking, vol. 21(2), pages 351-409, April.
Cascaldi-Garcia, Danilo & Ferreira, Thiago R.T. & Giannone, Domenico & Modugno, Michele, 2024.
Back to the present: Learning about the euro area through a now-casting model
,"
International Journal of Forecasting
, Elsevier, vol. 40(2), pages 661-686.
Danilo Cascaldi-Garcia & Thiago Revil T. Ferreira & Domenico Giannone & Michele Modugno, 2021.
Back to the Present: Learning about the Euro Area through a Now-casting Model
,"
International Finance Discussion Papers
1313, Board of Governors of the Federal Reserve System (U.S.).
Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2022.
Nowcasting with large Bayesian vector autoregressions
,"
Journal of Econometrics
, Elsevier, vol. 231(2), pages 500-519.
Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021.
Nowcasting with Large Bayesian Vector Autoregressions
,"
CEPR Discussion Papers
15854, C.E.P.R. Discussion Papers.
Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2025.
Nowcasting with large Bayesian vector autoregressions
,"
LIDAM Reprints CORE
3331, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020.
Nowcasting with large Bayesian vector autoregressions
,"
Working Paper Series
2453, European Central Bank.
Adams, Patrick A. & Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2021.
Forecasting macroeconomic risks
,"
International Journal of Forecasting
, Elsevier, vol. 37(3), pages 1173-1191.
Adrian, Tobias & Adams, Patrick & Boyarchenko, Nina & Giannone, Domenico, 2020.
Forecasting Macroeconomic Risks
,"
CEPR Discussion Papers
14436, C.E.P.R. Discussion Papers.
Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2020.
Forecasting Macroeconomic Risks
,"
Staff Reports
914, Federal Reserve Bank of New York.
Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2021.
Multimodality In Macrofinancial Dynamics
,"
International Economic Review
, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 861-886, May.
Boyarchenko, Nina & Adrian, Tobias & Giannone, Domenico, 2020.
Multimodality in Macro-Financial Dynamics
,"
CEPR Discussion Papers
15088, C.E.P.R. Discussion Papers.
Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019.
Multimodality in Macro-Financial Dynamics
,"
Staff Reports
903, Federal Reserve Bank of New York.
Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2021.
Economic Predictions With Big Data: The Illusion of Sparsity
,"
Econometrica
, Econometric Society, vol. 89(5), pages 2409-2437, September.
Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018.
Economic Predictions with Big Data: The Illusion of Sparsity
,"
Liberty Street Economics
20180521, Federal Reserve Bank of New York.
Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018.
Economic predictions with big data: the illusion of sparsity
,"
Staff Reports
847, Federal Reserve Bank of New York.
Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2017.
Economic Predictions with Big Data: The Illusion Of Sparsity
,"
CEPR Discussion Papers
12256, C.E.P.R. Discussion Papers.
Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2021.
Economic predictions with big data: the illusion of sparsity
,"
Working Paper Series
2542, European Central Bank.
Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019.
Vulnerable Growth
,"
American Economic Review
, American Economic Association, vol. 109(4), pages 1263-1289, April.
Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2016.
Vulnerable Growth
,"
CEPR Discussion Papers
11583, C.E.P.R. Discussion Papers.
Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2018.
Vulnerable Growth
,"
Liberty Street Economics
20180409, Federal Reserve Bank of New York.
Nina Boyarchenko & Domenico Giannone & Tobias Adrian, 2017.
Vulnerable Growth
,"
2017 Meeting Papers
1317, Society for Economic Dynamics.
Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2016.
Vulnerable growth
,"
Staff Reports
794, Federal Reserve Bank of New York.
Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2019.
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, vol. 15(5), pages 137-173, December.
Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2019.
Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis?
,"
Staff Reports
885, Federal Reserve Bank of New York.
Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2019.
Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis?
,"
Working Paper Series
2226, European Central Bank.
Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2019.
Priors for the Long Run
,"
Journal of the American Statistical Association
, Taylor & Francis Journals, vol. 114(526), pages 565-580, April.
Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2017.
Priors for the long run
,"
Staff Reports
832, Federal Reserve Bank of New York.
Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2018.
Priors for the long run
,"
Working Paper Series
2132, European Central Bank.
Primiceri, Giorgio & Giannone, Domenico & Lenza, Michele, 2016.
Priors for the Long Run
,"
CEPR Discussion Papers
11261, C.E.P.R. Discussion Papers.
Del Negro, Marco & Giannone, Domenico & Giannoni, Marc P. & Tambalotti, Andrea, 2019.
Global trends in interest rates
,"
Journal of International Economics
, Elsevier, vol. 118(C), pages 248-262.
Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018.
Global Trends in Interest Rates
,"
NBER Chapters
, in:
NBER International Seminar on Macroeconomics 2018
, pages 248-262,
National Bureau of Economic Research, Inc.
Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2018.
Global Trends in Interest Rates
,"
NBER Working Papers
25039, National Bureau of Economic Research, Inc.
Brandyn Bok & Marco Del Negro & Domenico Giannone & Marc Giannoni & Eric Qian & Andrea Tambalotti, 2019.
Global Trends in Interest Rates
,"
Liberty Street Economics
20190227, Federal Reserve Bank of New York.
Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018.
Global Trends in Interest Rates
,"
Working Papers
1812, Federal Reserve Bank of Dallas.
Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018.
Global trends in interest rates
,"
Staff Reports
866, Federal Reserve Bank of New York.
Marco Del Negro & Andrea Tambalotti & Domenico Giannone & Marc Giannoni, 2019.
Global Trends in Interest Rates
,"
2019 Meeting Papers
77, Society for Economic Dynamics.
Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2018.
Macroeconomic Nowcasting and Forecasting with Big Data
,"
Annual Review of Economics
, Annual Reviews, vol. 10(1), pages 615-643, August.
Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2017.
Macroeconomic nowcasting and forecasting with big data
,"
Staff Reports
830, Federal Reserve Bank of New York.
Giannone, Domenico & Tambalotti, Andrea & Sbordone, Argia & Bok, Brandyn & Caratelli, Daniele, 2018.
Macroeconomic Nowcasting and Forecasting with Big Data
,"
CEPR Discussion Papers
12589, C.E.P.R. Discussion Papers.
Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2018.
Common factors of commodity prices
,"
Research Bulletin
, European Central Bank, vol. 51.
Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2022.
Common factors of commodity prices
,"
Journal of Applied Econometrics
, John Wiley & Sons, Ltd., vol. 37(3), pages 461-476, April.
Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2017.
Common factors of commodity prices
,"
Working Paper Series
2112, European Central Bank.
Giannone, Domenico & Ferrara, Laurent & Delle Chiaie, Simona, 2018.
Common Factors of Commodity Prices
,"
CEPR Discussion Papers
12767, C.E.P.R. Discussion Papers.
Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2017.
Common Factors of Commodity Prices
,"
Working papers
645, Banque de France.
Altavilla, Carlo & Giannone, Domenico & Modugno, Michele, 2017.
Low frequency effects of macroeconomic news on government bond yields
,"
Journal of Monetary Economics
, Elsevier, vol. 92(C), pages 31-46.
Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014.
Low Frequency Effects of Macroeconomic News on Government Bond Yields
,"
CSEF Working Papers
372, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
Carlo Altavilla & Domenico Giannone & Michèle Modugno, 2014.
Low Frequency Effects of Macroeconomic News on Government Bond Yields
,"
Working Papers ECARES
ECARES 2014-34, ULB -- Universite Libre de Bruxelles.
Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014.
Low Frequency Effects of Macroeconomic News on Government Bond Yields
,"
Finance and Economics Discussion Series
2014-52, Board of Governors of the Federal Reserve System (U.S.).
A. Colangelo & D. Giannone & M. Lenza & H. Pill & L. Reichlin, 2017.
The national segmentation of euro area bank balance sheets during the financial crisis
,"
Empirical Economics
, Springer, vol. 53(1), pages 247-265, August.
Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2017.
Safety, Liquidity, and the Natural Rate of Interest
,"
Brookings Papers on Economic Activity
, Economic Studies Program, The Brookings Institution, vol. 48(1 (Spring), pages 235-316.
Marc Giannoni & Domenico Giannone & Andrea Tambalotti & Marco Del Negro, 2017.
Safety, Liquidity, and the Natural Rate of Interest
,"
2017 Meeting Papers
803, Society for Economic Dynamics.
Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2017.
Safety, liquidity, and the natural rate of interest
,"
Staff Reports
812, Federal Reserve Bank of New York.
Carlo Altavilla & Domenico Giannone, 2017.
The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data
,"
Journal of Applied Econometrics
, John Wiley & Sons, Ltd., vol. 32(5), pages 952-964, August.
Altavilla, Carlo & Giannone, Domenico, 2016.
The effectiveness of non-standard monetary policy measures: evidence from survey data
,"
Working Paper Series
1951, European Central Bank.
Giannone, Domenico & Altavilla, Carlo, 2014.
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data
,"
CEPR Discussion Papers
10001, C.E.P.R. Discussion Papers.
Carlo Altavilla & Domenico Giannone, 2014.
The effectiveness of non-standard monetary policy measures: evidence from survey data
,"
Working Papers CASMEF
1406, Dipartimento di Economia e Finanza, LUISS Guido Carli.
Carlo Altavilla & Domenico Giannone, 2014.
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data
,"
Working Papers ECARES
ECARES 2014-30, ULB -- Universite Libre de Bruxelles.
Carlo Altavilla & Domenico Giannone, 2015.
The effectiveness of nonstandard monetary policy measures: evidence from survey data
,"
Staff Reports
752, Federal Reserve Bank of New York.
Laura Coroneo & Domenico Giannone & Michele Modugno, 2016.
Unspanned Macroeconomic Factors in the Yield Curve
,"
Journal of Business & Economic Statistics
, Taylor & Francis Journals, vol. 34(3), pages 472-485, July.
Laura Coroneo & Domenico Giannone & Michele Modugno, 2014.
Unspanned macroeconomic factors in the yield curve
,"
Finance and Economics Discussion Series
2014-57, Board of Governors of the Federal Reserve System (U.S.).
Laura Coroneo & Domenico Giannone & Michèle Modugno, 2013.
Unspanned Macroeconomic Factors in the Yields Curve
,"
Working Papers ECARES
ECARES 2013-07, ULB -- Universite Libre de Bruxelles.
Carlo Altavilla & Domenico Giannone & Michele Lenza, 2016.
The Financial and Macroeconomic Effects of the OMT Announcements
,"
International Journal of Central Banking
, International Journal of Central Banking, vol. 12(3), pages 29-57, September.
Michele Lenza, 2015.
The financial and macroeconomic effects of OMT announcements
,"
Research Bulletin
, European Central Bank, vol. 22, pages 12-16.
Giannone, Domenico & Lenza, Michele & Altavilla, Carlo, 2014.
The Financial and Macroeconomic Effects of OMT Announcements
,"
CEPR Discussion Papers
10025, C.E.P.R. Discussion Papers.
Carlo Altavilla & Domenico Giannone & Michèle Lenza, 2014.
The Financial and Macroeconomic Effects of OMT Announcements
,"
Working Papers ECARES
ECARES 2014-31, ULB -- Universite Libre de Bruxelles.
Carlo Altavilla & Domenico Giannone & Michele Lenza, 2014.
The Financial and Macroeconomic Effects of the OMT Announcements
,"
CSEF Working Papers
352, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
Giannone, Domenico & Altavilla, Carlo & Lenza, Michele, 2014.
The financial and macroeconomic effects of OMT announcements
,"
Working Paper Series
1707, European Central Bank.
Domenico Giannone, 2016.
Comment
,"
Journal of Business & Economic Statistics
, Taylor & Francis Journals, vol. 34(3), pages 342-344, July.
Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2016.
Exploiting the monthly data flow in structural forecasting
,"
Journal of Monetary Economics
, Elsevier, vol. 84(C), pages 201-215.
Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2015.
Exploiting the monthly data flow in structural forecasting
,"
Staff Reports
751, Federal Reserve Bank of New York.
Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2014.
Exploiting the monthly data-flow in structural forecasting
,"
Discussion Papers
1416, Centre for Macroeconomics (CFM).
Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2014.
Exploiting the monthly data flow in structural forecasting
,"
Bank of England working papers
509, Bank of England.
Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2014.
Exploiting the monthly data-flow in structural forecasting
,"
LSE Research Online Documents on Economics
57998, London School of Economics and Political Science, LSE Library.
Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2015.
Prior Selection for Vector Autoregressions
,"
The Review of Economics and Statistics
, MIT Press, vol. 97(2), pages 436-451, May.
Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2012.
Prior Selection for Vector Autoregressions
,"
CEPR Discussion Papers
8755, C.E.P.R. Discussion Papers.
Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2012.
Prior Selection for Vector Autoregressions
,"
NBER Working Papers
18467, National Bureau of Economic Research, Inc.
Domenico Giannone & Michèle Lenza & Giorgio E. Primiceri, 2012.
Prior Selection for Vector Autoregressions
,"
Working Papers ECARES
ECARES 2012-002, ULB -- Universite Libre de Bruxelles.
Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2012.
Prior selection for vector autoregressions
,"
Working Paper Series
1494, European Central Bank.
Bańbura, Marta & Giannone, Domenico & Lenza, Michele, 2015.
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
,"
International Journal of Forecasting
, Elsevier, vol. 31(3), pages 739-756.
Giannone, Domenico & Banbura, Marta & Lenza, Michele, 2014.
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
,"
CEPR Discussion Papers
9931, C.E.P.R. Discussion Papers.
Marta Bañbura & Domenico Giannone & Michèle Lenza, 2014.
Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
,"
Working Papers ECARES
ECARES 2014-15, ULB -- Universite Libre de Bruxelles.
Giannone, Domenico & Bańbura, Marta & Lenza, Michele, 2014.
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
,"
Working Paper Series
1733, European Central Bank.
Conflitti, Cristina & De Mol, Christine & Giannone, Domenico, 2015.
Optimal combination of survey forecasts
,"
International Journal of Forecasting
, Elsevier, vol. 31(4), pages 1096-1103.
Giannone, Domenico & De Mol, Christine & Conflitti, Cristina, 2012.
Optimal Combination of Survey Forecasts
,"
CEPR Discussion Papers
9096, C.E.P.R. Discussion Papers.
Cristina Conflitti & Christine De Mol & Domenico Giannone, 2012.
Optimal Combination of Survey Forecasts
,"
Working Papers ECARES
ECARES 2012-023, ULB -- Universite Libre de Bruxelles.
Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca, 2014.
Short-term inflation projections: A Bayesian vector autoregressive approach
,"
International Journal of Forecasting
, Elsevier, vol. 30(3), pages 635-644.
Giannone, Domenico & Lenza, Michele & Onorante, Luca & Momferatou, Daphne, 2010.
Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach
,"
CEPR Discussion Papers
7746, C.E.P.R. Discussion Papers.
Domenico Giannone & Michèle Lenza & Daphné Momferatu & Luca Onorante, 2010.
Short-term inflation projections: a Bayesian vector autoregressive approach
,"
Working Papers ECARES
ECARES 2010-011, ULB -- Universite Libre de Bruxelles.
Antonello D'Agostino & Luca Gambetti & Domenico Giannone, 2013.
Macroeconomic forecasting and structural change
,"
Journal of Applied Econometrics
, John Wiley & Sons, Ltd., vol. 28(1), pages 82-101, January.
Giannone, Domenico & D'Agostino, Antonello & Gambetti, Luca, 2010.
Macroeconomic forecasting and structural change
,"
Working Paper Series
1167, European Central Bank.
D'Agostino, Antonello & Gambetti, Luca & Giannone, Domenico & Giannone, Domenico, 2009.
Macroeconomic Forecasting and Structural Change
,"
Research Technical Papers
8/RT/09, Central Bank of Ireland.
Giannone, Domenico & D’Agostino, Antonello & Gambetti, Luca, 2009.
Macroeconomic Forecasting and Structural Change
,"
CEPR Discussion Papers
7542, C.E.P.R. Discussion Papers.
Antonello D'Agostino & Luca Gambetti & Domenico Giannone, 2009.
Macroeconomic Forecasting and Structural Change
,"
Working Papers ECARES
2009_020, ULB -- Universite Libre de Bruxelles.
Antonello D’ Agostino & Domenico Giannone, 2012.
Comparing Alternative Predictors Based on Large‐Panel Factor Models
,"
Oxford Bulletin of Economics and Statistics
, Department of Economics, University of Oxford, vol. 74(2), pages 306-326, April.
Giannone, Domenico & D’Agostino, Antonello, 2007.
Comparing Alternative Predictors Based on Large-Panel Factor Models
,"
CEPR Discussion Papers
6564, C.E.P.R. Discussion Papers.
D'Agostino, Antonello & Giannone, Domenico, 2006.
Comparing alternative predictors based on large-panel factor models
,"
Working Paper Series
680, European Central Bank.
D'Agostino, Antonello & Giannone, Domenico, 2006.
Comparing Alternative Predictors Based on Large-Panel Factor Models
,"
Research Technical Papers
14/RT/06, Central Bank of Ireland.
Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michele Modugno, 2012.
An Area-Wide Real-Time Database for the Euro Area
,"
The Review of Economics and Statistics
, MIT Press, vol. 94(4), pages 1000-1013, November.
Henry, Jerome & Giannone, Domenico & Lalik, Magdalena & Modugno, Michele, 2010.
An Area-Wide Real-Time Database for the Euro Area
,"
CEPR Discussion Papers
7673, C.E.P.R. Discussion Papers.
Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michèle Modugno, 2010.
An Area Wide Real Time Data Base for the Euro Area
,"
Working Papers ECARES
ECARES 2010-026, ULB -- Universite Libre de Bruxelles.
Giannone, Domenico & Henry, Jérôme & Lalik, Magdalena & Modugno, Michele, 2010.
An area-wide real-time database for the euro area
,"
Working Paper Series
1145, European Central Bank.
Domenico Giannone & Michele Lenza & Huw Pill & Lucrezia Reichlin, 2012.
The ECB and the Interbank Market
,"
Economic Journal
, Royal Economic Society, vol. 122(564), pages 467-486, November.
Domenico Giannone & Michèle Lenza & Huw Pill & Lucrezia Reichlin, 2012.
The ECB and the Interbank Market
,"
Working Papers ECARES
ECARES 2012-005, ULB -- Universite Libre de Bruxelles.
Reichlin, Lucrezia & Pill, Huw & Giannone, Domenico & Lenza, Michele, 2012.
The ECB and the Interbank Market
,"
CEPR Discussion Papers
8844, C.E.P.R. Discussion Papers.
Giannone, Domenico & Reichlin, Lucrezia & Lenza, Michele, 2012.
The ECB and the interbank market
,"
Working Paper Series
1496, European Central Bank.
Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012.
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
,"
The Review of Economics and Statistics
, MIT Press, vol. 94(4), pages 1014-1024, November.
Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012.
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
,"
Post-Print
hal-00638440, HAL.
Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012.
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00638440, HAL.
Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012.
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
,"
PSE-Ecole d'économie de Paris (Postprint)
hal-00638440, HAL.
Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2006.
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models
,"
CEPR Discussion Papers
5724, C.E.P.R. Discussion Papers.
Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2006.
A quasi maximum likelihood approach for large approximate dynamic factor models
,"
Working Paper Series
674, European Central Bank.
Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2008.
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models
,"
Working Papers ECARES
2008_034, ULB -- Universite Libre de Bruxelles.
Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2011.
Market Freedom and the Global Recession
,"
IMF Economic Review
, Palgrave Macmillan;International Monetary Fund, vol. 59(1), pages 111-135, April.
Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2011.
Market freedom and the global recession
,"
ULB Institutional Repository
2013/261757, ULB -- Universite Libre de Bruxelles.
Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2010.
Market Freedom and the Global Recession
,"
Working Papers ECARES
ECARES 2010-020, ULB -- Universite Libre de Bruxelles.
Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2010.
Market freedom and the global recession
,"
CEPR Discussion Papers
7884, C.E.P.R. Discussion Papers.
Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2011.
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
,"
Journal of Econometrics
, Elsevier, vol. 164(1), pages 188-205, September.
Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011.
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00638009, HAL.
Catherine Doz & Lucrezia Reichlin, 2011.
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
,"
Post-Print
hal-00844811, HAL.
Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2006.
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering
,"
Thema Working Papers
2006-23, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS.
Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011.
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
,"
Post-Print
hal-00638009, HAL.
Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011.
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
,"
PSE-Ecole d'économie de Paris (Postprint)
hal-00638009, HAL.
Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2007.
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering
,"
CEPR Discussion Papers
6043, C.E.P.R. Discussion Papers.
Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011.
Short‐term forecasts of euro area GDP growth
,"
Econometrics Journal
, Royal Economic Society, vol. 14(1), pages 25-44, February.
Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011.
Short‐term forecasts of euro area GDP growth
,"
Econometrics Journal
, Royal Economic Society, vol. 14, pages 25-44, February.
Reichlin, Lucrezia & Camba-Mendez, Gonzalo & Angelini, Elena & Rünstler, Gerhard & Giannone, Domenico, 2008.
Short-term Forecasts of Euro Area GDP Growth
,"
CEPR Discussion Papers
6746, C.E.P.R. Discussion Papers.
Angelini, Elena & Camba-Méndez, Gonzalo & Rünstler, Gerhard & Giannone, Domenico & Reichlin, Lucrezia, 2008.
Short-term forecasts of euro area GDP growth
,"
Working Paper Series
949, European Central Bank.
Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2008.
Short-Term Forecasts of Euro Area GDP Growth
,"
Working Papers ECARES
ECARES 2008-035, ULB -- Universite Libre de Bruxelles.
Domenico Giannone & Michele Lenza, 2010.
The Feldstein-Horioka Fact
,"
NBER International Seminar on Macroeconomics
, University of Chicago Press, vol. 6(1), pages 103-117.
Domenico Giannone & Michele Lenza, 2010.
The Feldstein-Horioka Fact
,"
NBER Chapters
, in:
NBER International Seminar on Macroeconomics 2009
, pages 103-117,
National Bureau of Economic Research, Inc.
Giannone, Domenico & Lenza, Michele, 2008.
The Feldstein-Horioka fact
,"
Working Paper Series
873, European Central Bank.
Domenico Giannone & Michele Lenza, 2009.
The Feldstein-Horioka fact
,"
NBER Working Papers
15519, National Bureau of Economic Research, Inc.
Giannone, Domenico & Lenza, Michele, 2004.
The Feldstein-Horioka Fact
,"
CEPR Discussion Papers
4610, C.E.P.R. Discussion Papers.
Domenico Giannone & Michèle Lenza, 2009.
The Feldstein-Horioka Fact
,"
Working Papers ECARES
2009_022, ULB -- Universite Libre de Bruxelles.
Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010.
Large Bayesian vector auto regressions
,"
Journal of Applied Econometrics
, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
Marta Bańbura & Domenico Giannone & Lucrezia Reichlin, 2010.
Large Bayesian vector auto regressions
,"
Journal of Applied Econometrics
, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92, January.
Marta Bañbura & Domenico Giannone & Lucrezia Reichlin, 2008.
Large Bayesian VARs
,"
Working Papers ECARES
2008_033, ULB -- Universite Libre de Bruxelles.
Marta Bańbura, 2008.
Large Bayesian VARs
,"
2008 Meeting Papers
334, Society for Economic Dynamics.
Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007.
Bayesian VARs with Large Panels
,"
CEPR Discussion Papers
6326, C.E.P.R. Discussion Papers.
Domenico Giannone, 2010.
Comment
,"
NBER International Seminar on Macroeconomics
, University of Chicago Press, vol. 6(1), pages 180-190.
Domenico Giannone & Michele Lenza, 2009.
Business cycles in the euro area
,"
Research Bulletin
, European Central Bank, vol. 8, pages 5-7.
Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2010.
Business Cycles in the Euro Area
,"
NBER Chapters
, in:
Europe and the Euro
, pages 141-167,
National Bureau of Economic Research, Inc.
Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2008.
Business Cycles in the euro Area
,"
Working Papers ECARES
2008_040, ULB -- Universite Libre de Bruxelles.
Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008.
Business Cycles in the Euro Area
,"
NBER Working Papers
14529, National Bureau of Economic Research, Inc.
Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2009.
Business Cycles in the Euro Area
,"
CEPR Discussion Papers
7124, C.E.P.R. Discussion Papers.
Giannone, Domenico & Reichlin, Lucrezia & Lenza, Michele, 2009.
Business cycles in the euro area
,"
Working Paper Series
1010, European Central Bank.
Giannone, Domenico & Reichlin, Lucrezia & Simonelli, Saverio, 2009.
Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators
,"
National Institute Economic Review
, National Institute of Economic and Social Research, vol. 210, pages 90-97, October.
Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009.
Nowcasting Euro Area Economic Activity In Real Time: The Role Of Confidence Indicators
,"
National Institute Economic Review
, National Institute of Economic and Social Research, vol. 210(1), pages 90-97, October.
Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009.
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator
,"
Working Papers ECARES
2009_021, ULB -- Universite Libre de Bruxelles.
Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009.
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators
,"
CSEF Working Papers
240, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
Giannone, Domenico & Reichlin, Lucrezia, 2009.
Comments on "Forecasting economic and financial variables with global VARs"
,"
International Journal of Forecasting
, Elsevier, vol. 25(4), pages 684-686, October.
Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2009.
Opening The Black Box: Structural Factor Models With Large Cross Sections
,"
Econometric Theory
, Cambridge University Press, vol. 25(5), pages 1319-1347, October.
Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2008.
Opening the Black Box: Structural Factor Models with Large Cross-Sections
,"
Working Papers ECARES
2008_036, ULB -- Universite Libre de Bruxelles.
Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2007.
Opening the black box: structural factor models with large cross-sections
,"
Working Paper Series
712, European Central Bank.
Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2007.
Opening the Black Box: Structural Factor Models with Large Cross-Sections
,"
Center for Economic Research (RECent)
008, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
Giannone, Domenico & Reichlin, Lucrezia & Small, David, 2008.
Nowcasting: The real-time informational content of macroeconomic data
,"
Journal of Monetary Economics
, Elsevier, vol. 55(4), pages 665-676, May.
Reichlin, Lucrezia & Giannone, Domenico & Small, David, 2005.
Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases
,"
CEPR Discussion Papers
5178, C.E.P.R. Discussion Papers.
Domenico Giannone & Lucrezia Reichlin & David H Small, 2007.
Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases
,"
Money Macro and Finance (MMF) Research Group Conference 2006
164, Money Macro and Finance Research Group.
Domenico Giannone & Lucrezia Reichlin & David H. Small, 2005.
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases
,"
Finance and Economics Discussion Series
2005-42, Board of Governors of the Federal Reserve System (U.S.).
Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008.
Explaining The Great Moderation: It Is Not The Shocks
,"
Journal of the European Economic Association
, MIT Press, vol. 6(2-3), pages 621-633, 04-05.
Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2008.
Explaining the great moderation: it is not the shocks
,"
ULB Institutional Repository
2013/6413, ULB -- Universite Libre de Bruxelles.
Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2008.
Explaining the Great Moderation: it is not the shocks
,"
Working Paper Series
865, European Central Bank.
Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2007.
Explaining The Great Moderation: It Is Not The Shocks
,"
CEPR Discussion Papers
6600, C.E.P.R. Discussion Papers.
De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2008.
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
,"
Journal of Econometrics
, Elsevier, vol. 146(2), pages 318-328, October.
Reichlin, Lucrezia & Giannone, Domenico & De Mol, Christine, 2006.
Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?
,"
CEPR Discussion Papers
5829, C.E.P.R. Discussion Papers.
De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006.
Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?
,"
Discussion Paper Series 1: Economic Studies
2006,32, Deutsche Bundesbank.
Domenico Giannone & Troy D. Matheson, 2007.
A New Core Inflation Indicator for New Zealand
,"
International Journal of Central Banking
, International Journal of Central Banking, vol. 3(4), pages 145-180, December.
Giannone, Domenico & Matheson, Troy, 2007.
A New Core Inflation Indicator for New Zealand
,"
CEPR Discussion Papers
6469, C.E.P.R. Discussion Papers.
Domenico Giannone & Troy Matheson, 2007.
A new core inflation indicator for New Zealand
,"
ULB Institutional Repository
2013/6407, ULB -- Universite Libre de Bruxelles.
Domenico Giannone & Troy Matheson, 2006.
A new core inflation indicator for New Zealand
,"
Reserve Bank of New Zealand Discussion Paper Series
DP2006/02, Reserve Bank of New Zealand.
Domenico Giannone & Lucrezia Reichlin, 2006.
Does information help recovering structural shocks from past observations?
,"
Journal of the European Economic Association
, MIT Press, vol. 4(2-3), pages 455-465, 04-05.
Reichlin, Lucrezia & Giannone, Domenico, 2006.
Does Information Help Recovering Structural Shocks from Past Observations?
,"
CEPR Discussion Papers
5725, C.E.P.R. Discussion Papers.
Domenico Giannone & Lucrezia Reichlin, 2006.
Does information help recovering structural shocks from past observations?
,"
ULB Institutional Repository
2013/166169, ULB -- Universite Libre de Bruxelles.
Giannone, Domenico & Reichlin, Lucrezia, 2006.
Does information help recovering structural shocks from past observations?
,"
Working Paper Series
632, European Central Bank.
Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca, 2006.
VARs, common factors and the empirical validation of equilibrium business cycle models
,"
Journal of Econometrics
, Elsevier, vol. 132(1), pages 257-279, May.
Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2006.
VARs, common factors and the empirical validation of equilibrium business cycle models
,"
ULB Institutional Repository
2013/10127, ULB -- Universite Libre de Bruxelles.
Domenica Giannone & Lucrezia Reichlin & Luca Sala, 2004.
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models
,"
Working Papers
258, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico, 2002.
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models
,"
CEPR Discussion Papers
3701, C.E.P.R. Discussion Papers.
Chapters
Francesco Furno & Domenico Giannone, 2024.
Nowcasting recession risk
,"
Chapters
, in: Michael P. Clements & Ana Beatriz Galvão (ed.),
Handbook of Research Methods and Applications in Macroeconomic Forecasting
, chapter 7, pages 156-186,
Edward Elgar Publishing.
Richard K. Crump & Miro Everaert & Domenico Giannone & C. Sean Hundtofte, 2024.
Changing Risk-Return Profiles
,"
Springer Books
, in: Matteo Barigozzi & Siegfried Hörmann & Davy Paindaveine (ed.),
Recent Advances in Econometrics and Statistics
, pages 283-302,
Springer.
Richard K. Crump & Miro Everaert & Domenico Giannone & Sean Hundtofte, 2018.
Changing Risk-Return Profiles
,"
Staff Reports
850, Federal Reserve Bank of New York.
Richard K. Crump & Domenico Giannone & Sean Hundtofte, 2018.
Changing Risk-Return Profiles
,"
Liberty Street Economics
20181004, Federal Reserve Bank of New York.
Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018.
Global Trends in Interest Rates
,"
NBER Chapters
, in:
NBER International Seminar on Macroeconomics 2018
, pages 248-262,
National Bureau of Economic Research, Inc.
Del Negro, Marco & Giannone, Domenico & Giannoni, Marc P. & Tambalotti, Andrea, 2019.
Global trends in interest rates
,"
Journal of International Economics
, Elsevier, vol. 118(C), pages 248-262.
Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2018.
Global Trends in Interest Rates
,"
NBER Working Papers
25039, National Bureau of Economic Research, Inc.
Brandyn Bok & Marco Del Negro & Domenico Giannone & Marc Giannoni & Eric Qian & Andrea Tambalotti, 2019.
Global Trends in Interest Rates
,"
Liberty Street Economics
20190227, Federal Reserve Bank of New York.
Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018.
Global Trends in Interest Rates
,"
Working Papers
1812, Federal Reserve Bank of Dallas.
Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018.
Global trends in interest rates
,"
Staff Reports
866, Federal Reserve Bank of New York.
Marco Del Negro & Andrea Tambalotti & Domenico Giannone & Marc Giannoni, 2019.
Global Trends in Interest Rates
,"
2019 Meeting Papers
77, Society for Economic Dynamics.
Antonello D’Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2016.
Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models
,"
Advances in Econometrics
, in: Dynamic Factor Models, volume 35, pages 569-594,
Emerald Group Publishing Limited.
Antonello D'Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2015.
Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models
,"
Finance and Economics Discussion Series
2015-66, Board of Governors of the Federal Reserve System (U.S.).
Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013.
Now-Casting and the Real-Time Data Flow
,"
Handbook of Economic Forecasting
, in: G. Elliott & C. Granger & A. Timmermann (ed.),
Handbook of Economic Forecasting
, edition 1, volume 2, chapter 0, pages 195-237,
Elsevier.
Marta Bañbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012.
Now-Casting and the Real-Time Data Flow
,"
Working Papers ECARES
ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013.
Now-casting and the real-time data flow
,"
Working Paper Series
1564, European Central Bank.
Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012.
Now-casting and the real-time data flow
,"
CEPR Discussion Papers
9112, C.E.P.R. Discussion Papers.
Domenico Giannone & Michele Lenza & Huw Pill & Lucrezia Reichlin, 2011.
Macroprudential Policy And Monetary Policy: Some Lessons From The Euro Area
,"
World Scientific Book Chapters
, in: Stijn Claessens & Douglas D Evanoff & George G Kaufman & Laura E Kodres (ed.),
Macroprudential Regulatory Policies The New Road to Financial Stability?
, chapter 8, pages 103-119,
World Scientific Publishing Co. Pte. Ltd..
Domenico Giannone & Michele Lenza, 2010.
The Feldstein-Horioka Fact
,"
NBER Chapters
, in:
NBER International Seminar on Macroeconomics 2009
, pages 103-117,
National Bureau of Economic Research, Inc.
Domenico Giannone & Michele Lenza, 2010.
The Feldstein-Horioka Fact
,"
NBER International Seminar on Macroeconomics
, University of Chicago Press, vol. 6(1), pages 103-117.
Giannone, Domenico & Lenza, Michele, 2008.
The Feldstein-Horioka fact
,"
Working Paper Series
873, European Central Bank.
Domenico Giannone & Michele Lenza, 2009.
The Feldstein-Horioka fact
,"
NBER Working Papers
15519, National Bureau of Economic Research, Inc.
Giannone, Domenico & Lenza, Michele, 2004.
The Feldstein-Horioka Fact
,"
CEPR Discussion Papers
4610, C.E.P.R. Discussion Papers.
Domenico Giannone & Michèle Lenza, 2009.
The Feldstein-Horioka Fact
,"
Working Papers ECARES
2009_022, ULB -- Universite Libre de Bruxelles.
Domenico Giannone, 2010.
Comment on "Can Parameter Instability Explain the Meese-Rogoff Puzzle?"
,"
NBER Chapters
, in:
NBER International Seminar on Macroeconomics 2009
, pages 180-190,
National Bureau of Economic Research, Inc.
Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2010.
Business Cycles in the Euro Area
,"
NBER Chapters
, in:
Europe and the Euro
, pages 141-167,
National Bureau of Economic Research, Inc.
Domenico Giannone & Michele Lenza, 2009.
Business cycles in the euro area
,"
Research Bulletin
, European Central Bank, vol. 8, pages 5-7.
Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2008.
Business Cycles in the euro Area
,"
Working Papers ECARES
2008_040, ULB -- Universite Libre de Bruxelles.
Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008.
Business Cycles in the Euro Area
,"
NBER Working Papers
14529, National Bureau of Economic Research, Inc.
Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2009.
Business Cycles in the Euro Area
,"
CEPR Discussion Papers
7124, C.E.P.R. Discussion Papers.
Giannone, Domenico & Reichlin, Lucrezia & Lenza, Michele, 2009.
Business cycles in the euro area
,"
Working Paper Series
1010, European Central Bank.
Anton Brender & Jean Pisani-Ferry & Domenico Giannone & Riccardo Faini, 2006.
Panel Discussion
,"
Springer Books
, in:
Convergence or Divergence in Europe?
, pages 47-59,
Springer.
Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005.
Monetary Policy in Real Time
,"
NBER Chapters
, in:
NBER Macroeconomics Annual 2004, Volume 19
, pages 161-224,
National Bureau of Economic Research, Inc.
Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005.
Monetary Policy in Real Time
,"
Working Papers
284, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
Lucrezia Reichlin & Domenico Giannone & Luca Sala, "undated".
Monetary policy in real time
,"
ULB Institutional Repository
2013/10177, ULB -- Universite Libre de Bruxelles.
Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005.
Monetary policy in real time
,"
ULB Institutional Repository
2013/6401, ULB -- Universite Libre de Bruxelles.
Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico, 2005.
Monetary Policy in Real Time
,"
CEPR Discussion Papers
4981, C.E.P.R. Discussion Papers.
RePEc:eme:aeco11:s0731-905320150000035014 is not listed on IDEAS
More information
Research fields, statistics, top rankings, if available.
Statistics
Access
and download statistics
for all items
Rankings
This author is among the
top 5% authors
according to these criteria:
Average Rank Score
Number of Works
Number of Distinct Works
Number of Distinct Works, Weighted by Simple Impact Factor
Number of Distinct Works, Weighted by Recursive Impact Factor
Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
Number of Citations
Number of Citations, Discounted by Citation Age
Number of Citations, Weighted by Simple Impact Factor
Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
Number of Citations, Weighted by Recursive Impact Factor
Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
Number of Citations, Weighted by Number of Authors
Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
Number of Citations, Weighted by Number of Authors and Simple Impact Factors
Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
h-index
Number of Registered Citing Authors
Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
Number of Journal Pages
Number of Journal Pages, Weighted by Simple Impact Factor
Number of Journal Pages, Weighted by Recursive Impact Factor
Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
Number of Abstract Views in RePEc Services over the past 12 months
Number of Downloads through RePEc Services over the past 12 months
Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
Euclidian citation score
Record of graduates
Closeness measure in co-authorship network
Betweenness measure in co-authorship network
Breadth of citations across fields
Wu-Index
Co-authorship network on CollEc
List Editorship
This author manages the following
RePEc Biblio
topics, reading lists or publication compilations:
RePEc Biblio >
Econometrics
Forecasting
Nowcasting
RePEc Biblio >
Econometrics
Time Series Models
RePEc Biblio >
Econometrics
Time Series Models
VAR Models
RePEc Biblio >
Econometrics
Time Series Models
VAR Models
Bayesian Vector autoregressions (BVARs)
RePEc Biblio >
Econometrics
Time Series Models
VAR Models
Time Varying Parameters and Stochastic Volatility
RePEc Biblio >
Econometrics
Time Series Models
Dynamic Factor Models
RePEc Biblio >
Econometrics
Time Series Models
Dynamic Factor Models
Structural Factor Models
RePEc Biblio >
Econometrics
Big Data
NEP Fields
NEP
is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 138 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
NEP-MAC
Macroeconomics
(82)
2003-03-17
2004-06-22
2005-03-13
2005-06-14
2005-09-29
2005-11-05
2005-11-19
2005-12-01
2006-10-28
2007-02-10
2007-04-09
2007-09-30
2007-12-19
2008-01-05
2008-04-12
2008-11-18
2008-11-18
2008-11-18
2008-12-14
2008-12-14
2009-02-28
2009-08-08
2009-10-17
2009-10-17
2009-10-17
2009-11-21
2009-11-27
2010-05-02
2011-01-23
2011-01-23
2012-02-08
2012-03-21
2012-03-28
2012-05-02
2013-02-08
2013-08-23
2014-01-24
2014-06-02
2014-06-14
2014-07-13
2014-07-21
2014-08-28
2014-08-28
2014-08-28
2014-09-08
2014-10-03
2014-12-08
2014-12-29
2015-01-03
2015-02-05
2015-12-12
2015-12-12
2016-03-06
2016-10-09
2017-05-14
2017-11-05
2017-12-03
2017-12-03
2018-02-05
2018-09-24
2018-10-22
2018-11-05
2019-02-04
2019-05-06
2019-11-25
2020-02-10
2020-02-10
2020-02-10
2020-02-10
2020-02-10
2020-02-10
2020-02-10
2020-02-24
2020-02-24
2020-07-20
2020-08-31
2020-12-21
2021-05-10
2021-06-14
2021-06-21
2021-08-30
2022-06-20
. Author is
listed
NEP-FOR
Forecasting
(55)
2005-09-29
2005-11-05
2005-12-01
2006-10-28
2006-11-18
2007-04-09
2007-06-30
2007-11-24
2008-01-05
2008-04-12
2008-11-18
2008-11-18
2009-10-17
2009-10-17
2009-11-14
2009-11-21
2009-11-27
2010-03-28
2010-05-02
2010-06-18
2010-12-18
2012-03-28
2012-08-23
2012-09-03
2012-09-09
2012-10-27
2013-01-07
2013-02-08
2013-04-20
2013-08-23
2014-03-30
2014-06-02
2014-06-02
2014-07-13
2014-07-21
2014-08-28
2014-11-28
2015-02-05
2015-12-12
2015-12-12
2016-03-06
2016-10-09
2017-12-03
2017-12-03
2018-02-05
2020-07-20
2020-08-31
2021-05-10
2025-05-26
2025-06-16
2025-06-16
2025-06-30
2025-10-20
2026-02-23
2026-03-09
. Author is
listed
NEP-CBA
Central Banking
(40)
2005-03-13
2005-09-29
2007-02-10
2007-04-09
2007-06-30
2007-09-30
2007-12-19
2008-01-05
2008-04-12
2008-11-18
2008-11-18
2008-11-18
2008-12-14
2008-12-14
2009-02-28
2009-08-08
2009-10-17
2009-10-17
2009-10-17
2009-11-14
2009-11-21
2009-11-27
2010-02-05
2010-03-28
2010-05-02
2010-07-17
2010-12-18
2011-01-23
2011-01-23
2012-02-08
2012-03-28
2013-01-07
2014-06-14
2014-12-29
2015-01-03
2019-02-04
2019-05-06
2022-06-20
2024-09-23
2024-11-04
. Author is
listed
NEP-MON
Monetary Economics
(38)
2005-03-13
2005-06-14
2007-02-10
2007-09-30
2009-08-08
2010-03-28
2011-01-23
2011-01-23
2012-02-08
2012-03-21
2012-03-28
2012-05-02
2013-01-07
2014-01-24
2014-06-02
2014-06-14
2014-07-13
2014-12-08
2014-12-29
2015-01-03
2015-12-12
2016-10-02
2017-11-05
2018-09-24
2018-10-22
2018-11-05
2019-02-04
2019-05-06
2019-10-07
2020-02-10
2020-02-10
2020-02-10
2020-12-21
2021-06-21
2022-06-20
2024-09-02
2024-09-23
2024-11-04
. Author is
listed
NEP-ECM
Econometrics
(33)
2003-03-17
2004-06-22
2005-09-29
2006-10-28
2006-10-28
2006-10-28
2007-01-02
2007-01-28
2007-04-09
2007-06-30
2007-11-24
2008-04-12
2008-11-18
2008-11-18
2008-11-18
2008-11-18
2009-10-17
2009-10-17
2009-11-14
2009-11-27
2010-05-02
2010-06-18
2010-07-17
2012-01-25
2012-09-03
2013-08-23
2014-03-30
2014-07-21
2016-03-06
2017-12-03
2018-04-30
2019-11-25
2026-01-19
. Author is
listed
NEP-ETS
Econometric Time Series
(32)
2004-06-22
2006-10-28
2006-10-28
2006-10-28
2006-11-18
2007-01-02
2007-01-28
2007-04-09
2007-06-30
2008-11-18
2008-11-18
2008-11-18
2008-11-18
2009-10-17
2009-11-27
2010-05-02
2012-01-25
2012-03-28
2012-10-27
2013-01-07
2014-03-30
2014-06-02
2014-10-03
2014-11-28
2015-12-12
2016-05-14
2018-09-24
2020-08-31
2021-05-10
2026-01-19
2026-02-23
2026-02-23
. Author is
listed
NEP-EEC
European Economics
(24)
2005-11-19
2008-04-12
2008-12-14
2009-02-28
2009-08-08
2009-10-17
2009-11-14
2010-03-28
2010-07-17
2010-12-18
2011-01-23
2012-02-08
2012-03-21
2012-03-28
2012-05-02
2013-01-07
2014-01-24
2014-06-14
2014-12-08
2019-02-04
2019-05-06
2021-06-21
2024-09-23
2026-02-23
. Author is
listed
NEP-OPM
Open Economy Macroeconomics
(13)
2008-12-14
2008-12-14
2009-02-28
2009-08-08
2009-10-17
2009-11-21
2017-11-26
2018-09-24
2018-10-22
2018-11-05
2019-02-04
2019-10-07
2019-11-25
. Author is
listed
NEP-BAN
Banking
(10)
2012-02-08
2012-03-21
2012-03-28
2012-05-02
2013-01-07
2019-02-04
2019-05-06
2020-12-21
2024-10-28
2024-11-04
. Author is
listed
NEP-FDG
Financial Development and Growth
(9)
2018-01-22
2019-02-04
2019-11-25
2020-02-10
2020-06-22
2020-12-21
2021-06-14
2021-08-30
2025-05-26
. Author is
listed
NEP-BIG
Big Data
(8)
2017-09-10
2017-12-03
2018-02-05
2018-04-30
2020-02-10
2020-08-31
2021-05-10
2025-10-20
. Author is
listed
NEP-ORE
Operations Research
(8)
2009-10-17
2009-11-27
2014-10-03
2015-12-12
2017-12-03
2018-04-30
2021-05-10
2021-08-30
. Author is
listed
NEP-BEC
Business Economics
(7)
2005-11-19
2007-12-19
2008-11-18
2008-12-14
2009-02-28
2009-10-17
2009-11-21
. Author is
listed
NEP-DGE
Dynamic General Equilibrium
(7)
2004-06-22
2014-10-03
2015-02-05
2015-12-12
2017-05-14
2017-11-05
2020-02-10
. Author is
listed
NEP-RMG
Risk Management
(5)
2018-07-09
2020-06-22
2020-07-20
2025-06-30
2025-10-20
. Author is
listed
NEP-ENE
: Energy Economics (3)
2017-11-26
2018-04-02
2022-10-03
NEP-FMK
: Financial Markets (3)
2007-09-24
2014-09-08
2018-07-09
NEP-CMP
: Computational Economics (2)
2007-09-24
2025-10-20
NEP-CWA
: Central and Western Asia (2)
2021-06-14
2021-08-30
NEP-HIS
: Business, Economic and Financial History (2)
2010-06-18
2022-10-03
NEP-MST
: Market Microstructure (2)
2012-09-09
2013-08-23
NEP-PAY
: Payment Systems and Financial Technology (2)
2017-09-10
2018-04-30
NEP-ENV
: Environmental Economics (1)
2022-10-03
NEP-HPE
: History and Philosophy of Economics (1)
2018-02-05
NEP-IAS
: Insurance Economics (1)
2005-11-19
NEP-ISF
: Islamic Finance (1)
2021-08-30
NEP-KNM
: Knowledge Management and Knowledge Economy (1)
2018-07-09
NEP-LAB
: Labour Economics (1)
2009-10-17
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see
these instructions
To update listings or check citations waiting for approval, Domenico Giannone should log into the
RePEc Author Service
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title,
use this form
. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.
More services and features
MyIDEAS
Follow serials, authors, keywords & more
Author registration
Public profiles for Economics researchers
Rankings
Various research rankings in Economics
RePEc Genealogy
Who was a student of whom, using RePEc
RePEc Biblio
Curated articles & papers on economics topics
MPRA
Upload your paper to be listed on RePEc and IDEAS
New papers by email
Subscribe to new additions to RePEc
EconAcademics
Blog aggregator for economics research
Plagiarism
Cases of plagiarism in Economics
About RePEc
RePEc home
Initiative for open bibliographies in Economics
Blog
News about RePEc
Help/FAQ
Questions about IDEAS and RePEc
RePEc team
RePEc volunteers
Participating archives
Publishers indexing in RePEc
Privacy statement
Help us
Corrections
Found an error or omission?
Volunteers
Opportunities to help RePEc
Get papers listed
Have your research listed on RePEc
Open a RePEc archive
Have your institution's/publisher's output listed on RePEc
Get RePEc data
Use data assembled by RePEc
IDEAS
is a
RePEc
service. RePEc uses bibliographic data supplied by the respective publishers.