Access Statistics for Domenico Giannone

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(Un)Predictability and Macroeconomic Stability 0 0 0 234 0 1 19 816
(Un)Predictability and Macroeconomic Stability 0 0 0 72 0 0 30 344
(Un)Predictability and Macroeconomic Stability 0 0 1 7 0 1 22 303
(Un)Predictability and macroeconomic stability 0 0 0 364 1 4 17 948
800,000 Years of Climate Risk 0 2 10 144 0 3 51 342
A DSGE Perspective on Safety, Liquidity, and Low Interest Rates 0 0 0 53 0 0 8 70
A Large Bayesian VAR of the United States Economy 3 9 61 258 6 18 167 617
A New Core Inflation Indicator for New Zealand 0 1 1 48 0 2 16 216
A New Perspective on Low Interest Rates 0 0 0 35 0 1 12 46
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 1 2 229 0 2 15 552
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 1 3 190 0 2 27 616
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 1 1 8 86
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 2 1 3 21 175
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 1 2 10 49
A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates 0 0 0 26 2 2 13 44
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering 0 0 1 466 0 0 24 1,119
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 3 657 0 2 29 1,356
A new core inflation indicator for New Zealand 0 0 0 8 1 2 10 101
A new core inflation indicator for New Zealand 0 0 1 91 0 3 19 361
A quasi maximum likelihood approach for large approximate dynamic factor models 0 0 0 863 0 1 18 1,908
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 0 1 18 68
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 0 2 23 372
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 0 1 18 109
An Area Wide Real Time Data Base for the Euro Area 0 0 0 54 0 0 15 157
An Area-Wide Real-Time Database for the Euro Area 0 0 0 21 0 0 3 120
An area-wide real-time database for the euro area 0 0 0 311 0 0 18 879
Back to the Present: Learning about the Euro Area through a Now-casting Model 1 4 18 129 2 7 63 309
Bank Capital and Real GDP Growth 0 1 11 107 2 7 44 272
Bank Capital and Real GDP Growth 0 0 1 4 0 0 16 23
Bayesian Inference in IV Regressions 0 0 15 15 0 0 19 19
Bayesian VARs with Large Panels 0 0 5 486 1 2 38 1,371
Bayesian inference in IV regressions 0 0 9 9 0 0 7 7
Business Cycles in the Euro Area 0 0 0 262 0 1 27 691
Business Cycles in the Euro Area 0 0 0 81 0 2 19 364
Business Cycles in the euro Area 0 0 0 146 1 1 19 390
Business cycles in the euro area 0 0 0 65 0 3 26 197
Changing Risk-Return Profiles 0 0 0 2 0 0 5 23
Changing Risk-Return Profiles 0 0 1 56 1 1 26 147
Common Factors of Commodity Prices 0 0 2 218 0 0 103 933
Common Factors of Commodity Prices 0 0 2 45 1 3 20 155
Common factors of commodity prices 0 0 0 74 0 4 29 242
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 0 13 0 0 6 224
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 0 76 0 1 16 269
Comparing alternative predictors based on large-panel factor models 0 0 0 221 1 2 16 708
Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections 0 0 0 431 0 1 16 896
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 0 1 93 0 1 25 345
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 0 0 66 1 1 14 229
Debt-at-Risk 1 1 1 1 1 2 2 2
Debt-at-Risk 1 6 35 46 1 11 90 106
Did the Euro imply more correlation of cycles? 0 0 0 0 0 2 18 229
Does Information Help Recovering Structural Shocks from Past Observations? 0 0 0 45 0 2 13 234
Does information help recovering structural shocks from past observations? 0 0 1 153 0 1 174 558
Does information help recovering structural shocks from past observations? 0 0 0 0 0 2 10 65
Economic Predictions with Big Data: The Illusion Of Sparsity 0 0 0 205 1 2 11 607
Economic Predictions with Big Data: The Illusion of Sparsity 0 0 1 78 0 0 12 207
Economic predictions with big data: the illusion of sparsity 0 0 0 72 0 1 15 148
Economic predictions with big data: the illusion of sparsity 0 1 1 160 2 5 24 279
Euro area and US recessions: 1970-2003 0 0 0 68 0 0 6 150
Explaining The Great Moderation: It Is Not The Shocks 0 0 0 153 1 2 22 459
Explaining the Great Moderation: it is not the shocks 0 0 1 191 1 1 15 511
Explaining the great moderation: it is not the shocks 0 0 0 32 1 2 9 187
Exploiting the monthly data flow in structural forecasting 0 0 0 174 0 0 7 206
Exploiting the monthly data flow in structural forecasting 0 0 0 99 1 1 5 147
Exploiting the monthly data-flow in structural forecasting 0 0 1 126 0 1 12 242
Exploiting the monthly data-flow in structural forecasting 0 0 0 19 0 1 6 78
Fiscal Monitoring with VARs 4 5 5 5 3 5 5 5
Fiscal monitoring with VARs 1 1 37 37 1 3 66 66
Flighty liquidity 0 2 11 46 1 5 40 217
Forecasting Macroeconomic Risks 0 0 1 32 0 1 18 76
Forecasting Macroeconomic Risks 0 0 2 66 0 0 31 225
Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? 0 0 1 212 0 1 17 754
Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components? 0 1 1 213 0 4 12 606
Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? 0 0 1 258 0 0 12 768
Global Trends in Interest Rates 0 0 0 77 0 1 19 195
Global Trends in Interest Rates 0 0 0 135 1 2 28 411
Global Trends in Interest Rates 0 0 1 37 0 0 21 123
Global Trends in Interest Rates 0 0 0 40 0 2 46 128
Global trends in interest rates 0 0 0 124 0 4 26 297
Incorporating conjunctural analysis in structural models 0 0 0 0 0 0 6 6
Large Bayesian VARs 1 1 9 414 1 3 36 953
Large Bayesian VARs 0 0 2 726 2 5 36 1,692
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 1 195 0 4 17 572
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 0 121 0 0 24 319
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 0 188 1 2 18 456
Macroeconomic Forecasting and Machine Learning 1 1 15 15 2 15 51 51
Macroeconomic Forecasting and Machine Learning 0 0 0 0 0 0 0 0
Macroeconomic Forecasting and Structural Change 0 0 2 46 0 0 13 336
Macroeconomic Forecasting and Structural Change 0 0 0 110 0 1 12 363
Macroeconomic Forecasting and Structural Change 0 0 0 608 0 0 29 1,429
Macroeconomic Nowcasting and Forecasting with Big Data 0 0 1 183 1 3 21 333
Macroeconomic forecasting and structural change 0 0 1 257 0 0 26 635
Macroeconomic nowcasting and forecasting with big data 1 2 5 324 1 9 47 762
Market Freedom and the Global Recession 0 0 1 417 0 0 10 1,042
Market freedom and the global recession 0 0 0 99 0 0 29 343
Market freedom and the global recession 0 0 0 0 0 0 10 43
Monetary Policy in Real Time 0 0 1 510 1 3 15 1,110
Monetary Policy in Real Time 0 0 0 114 1 2 15 457
Monetary policy in real time 0 0 0 0 0 0 10 143
Monetary policy in real time 0 0 0 0 1 2 12 143
Money, Credit, Monetary Policy and the Business Cycle in the Euro Area 0 0 0 966 0 5 29 1,944
Money, credit, monetary policy and the business cycle in the euro area 0 0 0 288 0 2 11 663
Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis? 0 1 2 142 0 1 20 281
Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis? 0 0 0 76 0 1 16 122
Monitoring Economic Conditions during a Government Shutdown 0 0 1 28 1 2 19 77
Multimodality in Macro-Financial Dynamics 0 0 1 13 0 0 16 68
Multimodality in Macro-Financial Dynamics 0 0 0 116 0 3 19 260
Non standard Monetary Policy measures and monetary developments 0 0 1 6 0 1 11 126
Non-standard Monetary Policy Measures and Monetary Developments 0 0 0 32 0 0 12 209
Non-standard monetary policy measures and monetary developments 0 0 0 233 0 1 16 687
Non‐Standard Monetary Policy Measures 0 0 2 225 1 2 11 583
Now-Casting and the Real-Time Data Flow 0 0 0 956 0 2 22 1,984
Now-casting and the real-time data flow 0 3 6 451 3 13 66 1,045
Now-casting and the real-time data flow 0 0 0 139 0 0 20 336
Nowcasting 0 1 2 315 0 3 33 834
Nowcasting 0 2 12 727 3 17 80 1,522
Nowcasting 0 0 0 0 0 1 15 15
Nowcasting 0 3 18 2,155 2 9 60 3,937
Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models 0 1 3 222 0 2 27 482
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator 0 0 1 260 0 1 9 487
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators 0 0 2 132 0 3 13 369
Nowcasting GDP Growth for Kenya 0 1 11 11 0 3 13 13
Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases 0 0 3 327 2 6 40 1,038
Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases 1 3 9 657 2 6 48 1,413
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 2 5 299 0 7 28 900
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 0 4 554 1 4 31 1,749
Nowcasting Low-Income Countries Through Global Linkages 0 0 0 0 0 1 1 1
Nowcasting Recession Risk 0 0 0 0 0 1 1 1
Nowcasting with Daily Data 0 1 1 248 0 2 23 478
Nowcasting with Large Bayesian Vector Autoregressions 0 0 0 38 0 1 13 92
Nowcasting with large Bayesian vector autoregressions 0 0 0 0 0 3 6 6
Nowcasting with large Bayesian vector autoregressions 0 0 1 107 0 2 37 353
Nowcasting: the real time informational content of macroeconomic data releases 0 1 4 271 2 3 34 521
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 0 1 12 478
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 0 5 15 499
Opening the Toolbox: The Nowcasting Code on GitHub 0 0 6 194 0 1 32 493
Opening the black box: structural factor models with large cross-sections 1 1 2 348 1 2 27 1,147
Optimal Combination of Survey Forecasts 0 0 0 32 0 0 32 145
Optimal Combination of Survey Forecasts 1 1 4 415 1 1 23 972
Panel discussion on Convergence or divergence in Europe? 0 0 0 0 0 1 4 49
Prior Selection for Bayesian VARs 0 0 0 41 0 1 10 100
Prior Selection for Vector Autoregressions 0 0 4 630 0 4 45 1,342
Prior Selection for Vector Autoregressions 0 0 2 938 1 2 22 1,937
Prior Selection for Vector Autoregressions 0 0 1 95 0 2 35 322
Prior selection for vector autoregressions 0 0 2 132 0 1 27 299
Priors for the Long Run 0 0 5 142 0 2 29 353
Priors for the long run 0 0 3 33 0 1 29 173
Priors for the long run 0 0 1 102 0 3 22 116
Reading the Tea Leaves of the U.S. Business Cycle—Part One 0 0 1 53 0 1 15 124
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 0 0 11 1 1 17 60
Risks and Uncertainty in Monetary Policy 5 9 9 9 5 9 9 9
Safety, Liquidity, and the Natural Rate of Interest 0 0 2 85 1 2 36 330
Safety, liquidity, and the natural rate of interest 2 2 10 211 5 8 61 811
Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve 1 7 50 124 8 25 181 369
Scenario Synthesis and Macroeconomic Risk 2 3 25 36 5 12 100 109
Scenario Synthesis and Macroeconomic Risk 0 0 0 0 0 1 1 1
Scenario Synthesis and Macroeconomic Risk 0 0 3 18 1 4 27 40
Scenario Synthesis and Macroeconomic Risk 0 0 4 10 0 1 22 28
Short-Term Forecasts of Euro Area GDP Growth 0 1 2 148 0 2 17 368
Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach 0 0 0 136 0 1 9 405
Short-term Forecasts of Euro Area GDP Growth 0 0 0 291 0 1 16 958
Short-term forecasts of euro area GDP growth 0 1 2 311 0 4 15 758
Short-term inflation projections: a Bayesian vector autoregressive approach 1 1 2 624 1 4 25 1,350
Sparse and Stable Markowitz Portfolios 0 0 3 154 0 0 13 510
Sparse and stable Markowitz portfolios 0 0 0 163 0 0 11 836
Sparse and stable Markowitz portfolios 0 0 2 34 0 1 15 201
The Drivers of Post-Pandemic Inflation 0 2 17 73 7 24 132 239
The ECB and the Interbank Market 0 0 1 97 1 4 15 239
The ECB and the Interbank Market 0 0 2 503 0 1 24 1,050
The ECB and the interbank market 0 0 0 141 0 0 17 328
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 0 287 1 4 25 672
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 0 51 0 1 14 196
The Effects of Fiscal Consolidations on the Debt Distribution 1 1 1 1 5 5 5 5
The Effects of Fiscal Consolidations on the Debt Distribution 0 1 8 8 1 2 24 24
The Feldstein-Horioka Fact 0 0 0 41 0 0 3 210
The Feldstein-Horioka Fact 0 0 0 136 0 1 16 614
The Feldstein-Horioka fact 0 0 0 72 0 1 14 328
The Feldstein-Horioka fact 1 1 1 73 1 3 19 274
The Financial and Macroeconomic Effects of OMT Announcements 0 1 2 40 0 2 13 166
The Financial and Macroeconomic Effects of OMT Announcements 0 0 0 108 0 0 20 310
The Financial and Macroeconomic Effects of the OMT Announcements 0 0 2 337 2 5 41 887
The drivers of post-pandemic inflation 0 0 2 27 3 7 52 116
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 85 0 2 24 232
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 1 1 67 0 1 10 207
The effectiveness of nonstandard monetary policy measures: evidence from survey data 0 0 4 154 0 5 13 335
The financial and macroeconomic effects of OMT announcements 0 0 5 298 0 1 19 900
Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited 0 0 3 391 0 2 19 1,564
Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity 0 0 2 35 0 4 12 55
Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it? 0 0 0 344 1 2 22 864
Trends and cycles in the euro area: how much heterogeneity and should we worry about it? 0 0 1 291 0 0 23 711
Unspanned Macroeconomic Factors in the Yields Curve 0 0 0 379 0 1 11 851
Unspanned macroeconomic factors in the yield curve 0 0 0 127 0 1 7 209
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 187 0 2 13 748
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 274 0 3 14 690
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 0 0 1 2 10 97
Vulnerable Growth 0 1 4 64 1 4 27 156
Vulnerable Growth 0 2 7 111 1 7 42 551
Vulnerable Growth 1 1 5 55 2 5 80 310
Vulnerable growth 0 0 2 244 1 4 32 999
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 1 89 0 2 19 246
When Are Central Bank Reserves Ample? 0 0 1 17 0 3 26 48
Total Working Papers 31 96 593 34,921 124 527 5,025 92,781
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Large Bayesian VAR of the U.S. Economy 0 2 16 28 1 4 80 105
A New Core Inflation Indicator for New Zealand 0 0 1 151 0 0 9 618
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 1 3 19 650 4 9 83 1,748
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 2 5 27 1,370 7 16 98 3,069
An Area-Wide Real-Time Database for the Euro Area 1 2 3 121 2 4 15 395
Back to the present: Learning about the euro area through a now-casting model 1 1 4 13 2 5 24 51
Business cycles in the euro area 1 1 1 24 1 2 13 236
Comment 0 0 0 3 2 2 4 49
Comment 0 0 0 3 0 0 5 36
Comments on "Forecasting economic and financial variables with global VARs" 0 0 3 121 0 1 19 324
Common factors of commodity prices 0 5 18 92 2 10 61 288
Common factors of commodity prices 0 0 2 52 0 0 20 268
Comparing Alternative Predictors Based on Large‐Panel Factor Models 0 0 1 150 0 1 8 422
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 1 4 288 1 6 66 803
Does information help recovering structural shocks from past observations? 0 0 1 169 0 0 14 515
Economic Predictions With Big Data: The Illusion of Sparsity 1 3 26 159 3 23 105 453
Explaining The Great Moderation: It Is Not The Shocks 0 0 3 258 0 1 24 732
Exploiting the monthly data flow in structural forecasting 0 0 2 183 0 1 19 706
Forecasting macroeconomic risks 1 4 22 102 2 11 80 328
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? 0 0 16 920 4 13 175 2,319
Global trends in interest rates 0 3 30 370 3 17 89 1,376
Large Bayesian vector auto regressions 1 3 11 89 2 7 39 314
Large Bayesian vector auto regressions 2 11 53 2,361 10 40 213 5,329
Low frequency effects of macroeconomic news on government bond yields 0 0 3 124 1 2 30 475
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 0 2 13 43 2 7 40 157
Macroeconomic Nowcasting and Forecasting with Big Data 1 3 17 124 3 16 70 440
Macroeconomic forecasting and structural change 0 0 0 0 0 2 36 628
Market Freedom and the Global Recession 0 1 3 355 1 10 65 1,364
Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis? 0 0 6 57 1 4 31 184
NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS 0 0 0 34 0 0 6 117
Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators 0 0 0 1 0 0 3 10
Nowcasting with large Bayesian vector autoregressions 2 5 27 103 7 17 111 356
Nowcasting: The real-time informational content of macroeconomic data 12 27 114 5,111 36 99 446 14,787
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 0 0 6 523 0 1 25 1,338
Optimal combination of survey forecasts 0 0 2 83 0 0 15 195
Prior Selection for Vector Autoregressions 2 11 49 928 14 51 254 2,480
Priors for the Long Run 0 1 8 56 1 4 28 214
Safety, Liquidity, and the Natural Rate of Interest 0 0 6 182 6 9 74 635
Short-term inflation projections: A Bayesian vector autoregressive approach 0 2 5 246 4 6 25 650
Short‐term forecasts of euro area GDP growth 1 2 2 31 1 2 17 150
Short‐term forecasts of euro area GDP growth 0 1 4 485 2 9 37 1,358
The ECB and the Interbank Market 0 0 2 166 0 3 16 547
The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data 0 0 0 60 0 2 15 246
The Feldstein-Horioka Fact 0 0 0 23 0 0 7 156
The Financial and Macroeconomic Effects of the OMT Announcements 0 0 13 214 2 8 74 834
The national segmentation of euro area bank balance sheets during the financial crisis 0 0 0 47 1 2 24 212
Unspanned Macroeconomic Factors in the Yield Curve 0 0 0 28 0 1 11 111
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 1 247 2 3 14 718
Vulnerable Growth 4 12 55 436 16 53 225 1,481
Total Journal Articles 33 111 599 17,384 146 484 2,962 50,327

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Business Cycles in the Euro Area 0 0 3 317 1 2 38 758
Changing Risk-Return Profiles 0 0 0 0 0 0 1 1
Comment on "Can Parameter Instability Explain the Meese-Rogoff Puzzle?" 0 0 0 52 0 0 12 179
Global Trends in Interest Rates 0 0 0 0 0 0 15 99
MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA 0 0 0 7 0 1 14 46
Monetary Policy in Real Time 0 0 2 346 1 3 23 833
Now-Casting and the Real-Time Data Flow 1 4 9 1,333 7 18 68 3,433
Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models 0 0 4 47 0 3 21 174
Nowcasting recession risk 0 1 10 11 1 6 33 43
Panel Discussion 0 0 0 0 0 0 7 11
The Feldstein-Horioka Fact 1 1 2 192 1 1 14 639
Total Chapters 2 6 30 2,305 11 34 246 6,216
1 registered items for which data could not be found
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Statistics updated 2026-08-07