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 72 1 3 7 317
(Un)Predictability and Macroeconomic Stability 0 0 0 234 3 3 5 800
(Un)Predictability and Macroeconomic Stability 0 0 0 6 7 9 14 290
(Un)Predictability and macroeconomic stability 0 0 0 364 2 3 9 935
800,000 Years of Climate Risk 2 3 18 137 12 18 66 311
A DSGE Perspective on Safety, Liquidity, and Low Interest Rates 0 0 1 53 0 1 4 63
A Large Bayesian VAR of the United States Economy 8 25 72 223 19 48 154 501
A New Core Inflation Indicator for New Zealand 0 0 0 47 1 2 4 202
A New Perspective on Low Interest Rates 0 0 0 35 0 0 1 34
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 0 3 187 1 2 8 592
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 0 3 227 0 2 8 541
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 2 4 8 12 164
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 1 3 5 43
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 2 2 2 80
A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates 0 0 0 26 0 1 3 32
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering 0 0 0 465 1 4 7 1,101
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 3 654 0 3 17 1,331
A new core inflation indicator for New Zealand 0 0 0 8 2 2 3 94
A new core inflation indicator for New Zealand 0 0 0 90 3 4 10 349
A quasi maximum likelihood approach for large approximate dynamic factor models 0 0 0 863 1 3 8 1,894
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 4 7 15 100
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 3 6 7 56
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 2 2 9 352
An Area Wide Real Time Data Base for the Euro Area 0 0 0 54 0 0 3 142
An Area-Wide Real-Time Database for the Euro Area 0 0 0 21 0 1 1 118
An area-wide real-time database for the euro area 0 0 0 311 1 2 13 863
Back to the Present: Learning about the Euro Area through a Now-casting Model 3 8 34 119 9 21 74 267
Bank Capital and Real GDP Growth 0 1 2 4 4 5 11 13
Bank Capital and Real GDP Growth 2 4 18 101 3 12 51 241
Bayesian VARs with Large Panels 0 2 8 483 2 7 25 1,341
Business Cycles in the Euro Area 0 0 0 262 7 7 12 673
Business Cycles in the Euro Area 0 0 0 81 0 2 7 349
Business Cycles in the euro Area 0 0 0 146 1 3 8 378
Business cycles in the euro area 0 0 0 65 1 1 4 174
Changing Risk-Return Profiles 0 0 0 2 0 0 1 18
Changing Risk-Return Profiles 0 0 1 55 2 5 14 126
Common Factors of Commodity Prices 0 0 7 216 4 6 31 838
Common Factors of Commodity Prices 1 1 2 44 3 3 7 138
Common factors of commodity prices 0 0 1 74 9 10 18 223
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 0 13 0 0 3 219
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 0 76 0 1 1 254
Comparing alternative predictors based on large-panel factor models 0 0 0 221 0 0 2 692
Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections 0 0 1 431 3 4 9 885
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 0 4 92 3 5 17 325
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 0 2 66 0 2 8 217
Debt-at-Risk 2 7 21 21 10 23 44 44
Did the Euro imply more correlation of cycles? 0 0 0 0 7 8 10 219
Does Information Help Recovering Structural Shocks from Past Observations? 0 0 0 45 3 3 5 224
Does information help recovering structural shocks from past observations? 0 0 0 0 2 2 4 57
Does information help recovering structural shocks from past observations? 0 0 1 152 0 2 6 387
Economic Predictions with Big Data: The Illusion Of Sparsity 0 0 3 205 0 0 6 597
Economic Predictions with Big Data: The Illusion of Sparsity 0 0 2 77 0 1 6 197
Economic predictions with big data: the illusion of sparsity 0 0 4 72 1 1 13 135
Economic predictions with big data: the illusion of sparsity 0 0 0 159 4 5 12 262
Euro area and US recessions: 1970-2003 0 0 1 68 2 3 4 147
Explaining The Great Moderation: It Is Not The Shocks 0 0 0 153 3 3 7 440
Explaining the Great Moderation: it is not the shocks 0 0 0 190 5 6 9 502
Explaining the great moderation: it is not the shocks 0 0 0 32 1 1 1 179
Exploiting the monthly data flow in structural forecasting 0 0 1 99 1 2 3 144
Exploiting the monthly data flow in structural forecasting 0 0 0 174 1 3 6 202
Exploiting the monthly data-flow in structural forecasting 0 0 0 125 7 7 8 237
Exploiting the monthly data-flow in structural forecasting 0 0 0 19 3 3 6 75
Flighty liquidity 3 5 9 40 4 10 29 190
Forecasting Macroeconomic Risks 0 2 4 66 1 5 16 199
Forecasting Macroeconomic Risks 0 0 3 31 0 2 9 61
Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? 0 0 1 211 5 5 9 744
Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components? 0 0 0 212 0 0 0 594
Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? 0 0 2 257 1 3 10 760
Global Trends in Interest Rates 0 0 0 135 2 3 12 388
Global Trends in Interest Rates 0 0 0 77 0 2 6 179
Global Trends in Interest Rates 0 1 1 37 3 5 14 108
Global Trends in Interest Rates 0 0 0 40 1 4 9 86
Global trends in interest rates 0 0 0 124 2 3 11 274
Incorporating conjunctural analysis in structural models 0 0 0 0 0 0 0 0
Large Bayesian VARs 0 3 11 408 1 6 26 923
Large Bayesian VARs 0 1 7 725 3 11 38 1,669
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 1 121 3 5 7 301
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 0 188 3 6 7 444
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 2 194 0 3 9 558
Macroeconomic Forecasting and Machine Learning 8 12 12 12 7 17 17 17
Macroeconomic Forecasting and Structural Change 0 0 0 110 2 2 6 353
Macroeconomic Forecasting and Structural Change 0 0 0 608 1 2 12 1,404
Macroeconomic Forecasting and Structural Change 0 0 0 44 2 2 5 325
Macroeconomic Nowcasting and Forecasting with Big Data 0 0 2 182 5 6 19 318
Macroeconomic forecasting and structural change 1 1 1 257 1 1 4 611
Macroeconomic nowcasting and forecasting with big data 0 1 3 320 7 10 26 725
Market Freedom and the Global Recession 0 0 1 416 1 1 3 1,034
Market freedom and the global recession 0 0 0 0 1 1 3 34
Market freedom and the global recession 0 0 0 99 5 5 8 320
Monetary Policy in Real Time 0 0 1 509 2 2 4 1,097
Monetary Policy in Real Time 0 0 0 114 0 1 3 443
Monetary policy in real time 0 0 0 0 0 0 0 131
Monetary policy in real time 0 0 0 0 1 1 2 134
Money, Credit, Monetary Policy and the Business Cycle in the Euro Area 0 0 1 966 0 0 5 1,917
Money, credit, monetary policy and the business cycle in the euro area 0 0 1 288 1 4 8 658
Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis? 0 0 1 140 2 5 9 266
Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis? 0 0 1 76 3 4 7 110
Monitoring Economic Conditions during a Government Shutdown 1 1 1 28 2 5 7 63
Multimodality in Macro-Financial Dynamics 0 0 1 12 4 4 8 56
Multimodality in Macro-Financial Dynamics 0 0 0 116 2 3 8 245
Non standard Monetary Policy measures and monetary developments 1 1 1 6 2 3 4 118
Non-standard Monetary Policy Measures and Monetary Developments 0 0 0 32 1 1 2 198
Non-standard monetary policy measures and monetary developments 0 0 1 233 2 4 10 677
Non‐Standard Monetary Policy Measures 0 1 1 224 0 2 4 574
Now-Casting and the Real-Time Data Flow 0 0 1 956 3 7 16 1,971
Now-casting and the real-time data flow 0 0 2 139 4 5 13 323
Now-casting and the real-time data flow 0 0 7 446 6 9 44 993
Nowcasting 0 6 20 2,144 7 23 61 3,903
Nowcasting 1 4 23 721 3 14 75 1,462
Nowcasting 0 0 4 313 6 12 23 815
Nowcasting 0 0 0 0 4 5 5 5
Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models 0 0 3 219 0 4 13 460
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator 0 0 1 259 0 0 6 479
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators 0 2 3 132 1 3 8 360
Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases 0 0 1 324 1 3 14 1,003
Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases 1 1 14 650 6 9 40 1,376
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 2 3 552 0 7 22 1,727
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 0 3 294 2 4 14 876
Nowcasting with Daily Data 0 0 4 247 2 5 13 461
Nowcasting with Large Bayesian Vector Autoregressions 0 0 0 38 0 2 11 82
Nowcasting with large Bayesian vector autoregressions 0 0 1 106 6 9 25 326
Nowcasting: the real time informational content of macroeconomic data releases 0 0 1 268 4 12 17 501
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 0 0 5 486
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 2 3 5 470
Opening the Toolbox: The Nowcasting Code on GitHub 1 4 15 193 2 9 42 473
Opening the black box: structural factor models with large cross-sections 0 0 1 347 10 11 22 1,134
Optimal Combination of Survey Forecasts 0 0 0 32 5 7 9 120
Optimal Combination of Survey Forecasts 0 0 1 411 2 4 16 955
Panel discussion on Convergence or divergence in Europe? 0 0 0 0 0 0 1 45
Prior Selection for Bayesian VARs 0 0 0 41 1 1 1 91
Prior Selection for Vector Autoregressions 0 0 2 936 0 0 5 1,915
Prior Selection for Vector Autoregressions 0 0 1 94 8 11 21 298
Prior Selection for Vector Autoregressions 1 2 11 628 5 17 48 1,316
Prior selection for vector autoregressions 0 1 3 131 3 13 18 285
Priors for the Long Run 0 2 9 139 2 4 22 329
Priors for the long run 0 1 2 102 3 7 10 102
Priors for the long run 0 2 5 32 2 7 17 152
Reading the Tea Leaves of the U.S. Business Cycle—Part One 0 0 3 53 2 5 9 115
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 0 1 11 2 3 6 46
Safety, Liquidity, and the Natural Rate of Interest 1 1 5 85 6 7 20 303
Safety, liquidity, and the natural rate of interest 2 3 9 205 6 8 33 761
Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve 9 12 21 87 25 47 91 249
Scenario Synthesis and Macroeconomic Risk 0 0 17 17 2 6 25 25
Scenario Synthesis and Macroeconomic Risk 5 6 17 17 13 25 36 36
Scenario Synthesis and Macroeconomic Risk 1 3 10 10 2 8 17 17
Short-Term Forecasts of Euro Area GDP Growth 0 0 1 147 7 9 12 362
Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach 0 0 2 136 3 3 6 399
Short-term Forecasts of Euro Area GDP Growth 0 0 0 291 2 2 6 945
Short-term forecasts of euro area GDP growth 1 1 1 310 2 2 5 745
Short-term inflation projections: a Bayesian vector autoregressive approach 0 1 3 623 0 3 13 1,328
Sparse and Stable Markowitz Portfolios 0 0 0 151 0 0 4 497
Sparse and stable Markowitz portfolios 0 1 1 33 5 7 9 193
Sparse and stable Markowitz portfolios 0 0 0 163 0 1 6 827
The Drivers of Post-Pandemic Inflation 1 3 22 62 16 30 99 148
The ECB and the Interbank Market 0 1 3 97 0 1 5 225
The ECB and the Interbank Market 1 1 2 503 4 5 14 1,032
The ECB and the interbank market 0 0 4 141 1 2 10 314
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 1 287 2 3 10 651
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 0 51 3 4 4 186
The Effects of Fiscal Consolidations on the Debt Distribution 1 2 2 2 5 11 11 11
The Feldstein-Horioka Fact 0 0 0 136 2 2 3 601
The Feldstein-Horioka Fact 0 0 0 41 0 0 1 207
The Feldstein-Horioka fact 0 0 0 72 1 1 2 315
The Feldstein-Horioka fact 0 0 0 72 5 7 7 262
The Financial and Macroeconomic Effects of OMT Announcements 0 0 2 39 1 1 6 155
The Financial and Macroeconomic Effects of OMT Announcements 0 0 0 108 2 4 11 294
The Financial and Macroeconomic Effects of the OMT Announcements 0 0 0 335 5 6 9 852
The drivers of post-pandemic inflation 0 0 10 25 2 9 43 76
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 85 4 6 7 215
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 66 0 1 4 199
The effectiveness of nonstandard monetary policy measures: evidence from survey data 0 2 4 153 0 3 6 326
The financial and macroeconomic effects of OMT announcements 0 0 4 294 0 3 14 886
Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited 0 1 1 389 0 3 4 1,548
Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity 0 1 4 34 0 1 13 44
Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it? 0 0 0 344 1 1 3 844
Trends and cycles in the euro area: how much heterogeneity and should we worry about it? 0 0 3 290 6 10 15 698
Unspanned Macroeconomic Factors in the Yields Curve 0 0 0 379 1 2 5 843
Unspanned macroeconomic factors in the yield curve 0 0 0 127 0 0 0 202
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 274 2 2 3 678
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 187 1 4 9 740
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 0 0 0 0 0 87
Vulnerable Growth 2 2 6 106 6 9 17 520
Vulnerable Growth 0 0 5 60 3 5 12 135
Vulnerable Growth 0 0 7 52 2 4 18 237
Vulnerable growth 0 0 4 243 1 2 18 973
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 1 3 89 0 4 12 232
When Are Central Bank Reserves Ample? 0 0 4 16 0 2 15 25
Total Working Papers 60 149 606 34,508 507 976 2,614 88,933
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 1 6 19 19 10 25 53 53
A New Core Inflation Indicator for New Zealand 0 0 1 150 0 1 7 610
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 2 20 636 5 28 77 1,702
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 1 7 28 1,353 3 30 87 3,009
An Area-Wide Real-Time Database for the Euro Area 0 0 2 118 0 1 5 381
Back to the present: Learning about the euro area through a now-casting model 1 2 6 11 1 5 19 33
Business cycles in the euro area 0 0 0 23 0 0 6 224
Comment 0 0 0 3 1 2 2 33
Comment 0 0 0 3 0 0 0 45
Comments on "Forecasting economic and financial variables with global VARs" 0 1 5 120 0 4 9 311
Common factors of commodity prices 0 1 1 51 1 2 4 250
Common factors of commodity prices 4 5 20 80 7 15 59 243
Comparing Alternative Predictors Based on Large‐Panel Factor Models 0 0 0 149 0 2 5 416
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 1 8 285 11 26 59 765
Does information help recovering structural shocks from past observations? 0 0 4 168 0 2 10 504
Economic Predictions With Big Data: The Illusion of Sparsity 1 6 29 140 8 16 82 366
Explaining The Great Moderation: It Is Not The Shocks 0 0 1 256 0 0 5 709
Exploiting the monthly data flow in structural forecasting 1 1 7 182 2 5 17 692
Forecasting macroeconomic risks 1 7 33 90 4 21 80 274
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? 2 4 20 911 18 28 93 2,185
Global trends in interest rates 5 11 46 353 8 19 121 1,313
Large Bayesian vector auto regressions 0 4 16 82 3 10 38 286
Large Bayesian vector auto regressions 3 13 58 2,329 26 59 197 5,191
Low frequency effects of macroeconomic news on government bond yields 0 1 6 122 5 12 28 458
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 2 5 12 36 3 10 31 129
Macroeconomic Nowcasting and Forecasting with Big Data 0 1 12 110 6 11 47 386
Macroeconomic forecasting and structural change 0 0 0 0 3 7 23 600
Market Freedom and the Global Recession 0 1 9 353 2 24 76 1,327
Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis? 1 2 4 53 3 9 22 163
NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS 0 0 1 34 0 0 4 112
Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators 0 0 0 1 1 1 5 8
Nowcasting with large Bayesian vector autoregressions 3 7 22 85 7 22 86 273
Nowcasting: The real-time informational content of macroeconomic data 11 34 156 5,039 38 125 592 14,505
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 1 2 3 519 1 4 15 1,320
Optimal combination of survey forecasts 0 2 6 83 1 7 18 187
Prior Selection for Vector Autoregressions 5 14 69 895 25 76 265 2,321
Priors for the Long Run 0 2 8 52 1 6 29 196
Safety, Liquidity, and the Natural Rate of Interest 0 1 2 177 4 15 51 586
Short-term inflation projections: A Bayesian vector autoregressive approach 0 1 9 242 2 7 25 633
Short‐term forecasts of euro area GDP growth 0 0 0 29 4 4 7 137
Short‐term forecasts of euro area GDP growth 0 1 2 482 8 12 24 1,333
The ECB and the Interbank Market 0 1 2 165 0 1 11 532
The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data 0 0 1 60 1 1 3 233
The Feldstein-Horioka Fact 0 0 0 23 0 1 3 150
The Financial and Macroeconomic Effects of the OMT Announcements 2 5 13 206 8 26 73 790
The national segmentation of euro area bank balance sheets during the financial crisis 0 0 1 47 3 3 12 192
Unspanned Macroeconomic Factors in the Yield Curve 0 0 0 28 2 3 6 104
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 2 246 3 3 7 707
Vulnerable Growth 5 8 52 392 16 40 181 1,307
Total Journal Articles 50 159 716 16,991 255 731 2,679 48,284

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 7 314 1 9 32 732
Comment on "Can Parameter Instability Explain the Meese-Rogoff Puzzle?" 0 0 0 52 0 0 1 167
Global Trends in Interest Rates 0 0 0 0 2 2 6 87
MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA 0 0 0 7 1 2 2 34
Monetary Policy in Real Time 0 0 6 345 0 4 16 815
Now-Casting and the Real-Time Data Flow 0 0 7 1,324 5 17 51 3,386
Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models 0 1 8 45 1 3 28 159
Nowcasting recession risk 0 2 4 4 1 6 17 17
Panel Discussion 0 0 0 0 0 2 3 6
The Feldstein-Horioka Fact 0 0 0 190 0 1 5 627
Total Chapters 0 3 32 2,281 11 46 161 6,030
1 registered items for which data could not be found
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Statistics updated 2025-12-06