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 0 11 31 344
(Un)Predictability and Macroeconomic Stability 0 0 1 7 0 5 23 302
(Un)Predictability and Macroeconomic Stability 0 0 0 234 0 6 18 815
(Un)Predictability and macroeconomic stability 0 0 0 364 2 5 18 946
800,000 Years of Climate Risk 1 2 14 143 1 8 59 340
A DSGE Perspective on Safety, Liquidity, and Low Interest Rates 0 0 0 53 0 4 8 70
A Large Bayesian VAR of the United States Economy 5 7 71 254 8 23 184 607
A New Core Inflation Indicator for New Zealand 0 0 0 47 1 10 15 215
A New Perspective on Low Interest Rates 0 0 0 35 0 4 11 45
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 1 1 3 190 1 7 27 615
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 1 1 3 229 2 3 16 552
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 0 1 7 85
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 1 1 9 48
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 2 2 5 20 174
A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates 0 0 0 26 0 4 11 42
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering 0 0 1 466 0 3 24 1,119
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 1 3 657 1 7 29 1,355
A new core inflation indicator for New Zealand 0 0 0 8 1 3 9 100
A new core inflation indicator for New Zealand 0 1 1 91 3 8 20 361
A quasi maximum likelihood approach for large approximate dynamic factor models 0 0 0 863 0 6 18 1,907
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 0 2 18 67
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 0 1 19 108
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 0 5 23 370
An Area Wide Real Time Data Base for the Euro Area 0 0 0 54 0 5 16 157
An Area-Wide Real-Time Database for the Euro Area 0 0 0 21 0 2 3 120
An area-wide real-time database for the euro area 0 0 0 311 0 6 18 879
Back to the Present: Learning about the Euro Area through a Now-casting Model 2 2 25 127 4 11 74 306
Bank Capital and Real GDP Growth 0 0 2 4 0 4 17 23
Bank Capital and Real GDP Growth 1 2 16 107 2 8 52 267
Bayesian Inference in IV Regressions 0 0 15 15 0 4 19 19
Bayesian VARs with Large Panels 0 1 5 486 1 18 39 1,370
Bayesian inference in IV regressions 0 0 9 9 0 4 7 7
Business Cycles in the Euro Area 0 0 0 81 0 5 17 362
Business Cycles in the Euro Area 0 0 0 262 1 5 27 691
Business Cycles in the euro Area 0 0 0 146 0 7 18 389
Business cycles in the euro area 0 0 0 65 1 2 25 195
Changing Risk-Return Profiles 0 0 1 56 0 6 25 146
Changing Risk-Return Profiles 0 0 0 2 0 1 5 23
Common Factors of Commodity Prices 0 2 2 218 0 9 106 933
Common Factors of Commodity Prices 0 0 2 45 1 5 19 153
Common factors of commodity prices 0 0 0 74 3 9 29 241
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 0 13 0 2 6 224
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 0 76 0 2 15 268
Comparing alternative predictors based on large-panel factor models 0 0 0 221 0 4 14 706
Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections 0 0 0 431 1 2 17 896
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 0 0 66 0 3 13 228
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 1 1 93 1 4 27 345
Debt-at-Risk 2 6 36 42 4 17 88 99
Debt-at-Risk 0 0 0 0 0 0 0 0
Did the Euro imply more correlation of cycles? 0 0 0 0 1 6 17 228
Does Information Help Recovering Structural Shocks from Past Observations? 0 0 0 45 1 1 12 233
Does information help recovering structural shocks from past observations? 0 0 1 153 0 2 174 557
Does information help recovering structural shocks from past observations? 0 0 0 0 1 4 9 64
Economic Predictions with Big Data: The Illusion Of Sparsity 0 0 1 205 0 2 10 605
Economic Predictions with Big Data: The Illusion of Sparsity 0 0 2 78 0 3 13 207
Economic predictions with big data: the illusion of sparsity 0 0 0 159 1 2 21 275
Economic predictions with big data: the illusion of sparsity 0 0 0 72 1 5 15 148
Euro area and US recessions: 1970-2003 0 0 1 68 0 2 7 150
Explaining The Great Moderation: It Is Not The Shocks 0 0 0 153 1 5 23 458
Explaining the Great Moderation: it is not the shocks 0 0 1 191 0 2 15 510
Explaining the great moderation: it is not the shocks 0 0 0 32 1 6 8 186
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 1 99 0 1 5 146
Exploiting the monthly data-flow in structural forecasting 0 1 1 126 1 3 12 242
Exploiting the monthly data-flow in structural forecasting 0 0 0 19 1 1 7 78
Fiscal Monitoring with VARs 1 1 1 1 1 1 1 1
Fiscal monitoring with VARs 0 6 36 36 0 19 63 63
Flighty liquidity 1 2 11 45 2 10 41 214
Forecasting Macroeconomic Risks 0 0 3 66 0 5 33 225
Forecasting Macroeconomic Risks 0 1 3 32 1 7 20 76
Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? 0 0 2 212 0 3 17 753
Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components? 1 1 1 213 1 3 9 603
Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? 0 0 2 258 0 1 14 768
Global Trends in Interest Rates 0 0 0 135 0 5 29 409
Global Trends in Interest Rates 0 0 0 40 1 3 47 127
Global Trends in Interest Rates 0 0 0 77 1 6 19 195
Global Trends in Interest Rates 0 0 1 37 0 4 22 123
Global trends in interest rates 0 0 0 124 2 5 28 295
Incorporating conjunctural analysis in structural models 0 0 0 0 0 4 6 6
Large Bayesian VARs 0 0 4 726 1 8 37 1,688
Large Bayesian VARs 0 3 10 413 1 15 41 951
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 1 195 2 5 15 570
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 0 188 0 6 16 454
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 0 121 0 2 24 319
Macroeconomic Forecasting and Machine Learning 0 0 0 0 0 0 0 0
Macroeconomic Forecasting and Machine Learning 0 0 14 14 6 13 42 42
Macroeconomic Forecasting and Structural Change 0 1 2 46 0 3 13 336
Macroeconomic Forecasting and Structural Change 0 0 0 608 0 4 29 1,429
Macroeconomic Forecasting and Structural Change 0 0 0 110 1 2 13 363
Macroeconomic Nowcasting and Forecasting with Big Data 0 1 1 183 1 5 22 331
Macroeconomic forecasting and structural change 0 0 1 257 0 7 26 635
Macroeconomic nowcasting and forecasting with big data 1 2 4 323 4 8 45 757
Market Freedom and the Global Recession 0 0 1 417 0 4 10 1,042
Market freedom and the global recession 0 0 0 0 0 1 11 43
Market freedom and the global recession 0 0 0 99 0 5 29 343
Monetary Policy in Real Time 0 0 0 114 0 4 14 455
Monetary Policy in Real Time 0 0 1 510 1 3 13 1,108
Monetary policy in real time 0 0 0 0 0 2 10 143
Monetary policy in real time 0 0 0 0 1 2 11 142
Money, Credit, Monetary Policy and the Business Cycle in the Euro Area 0 0 1 966 3 9 29 1,942
Money, credit, monetary policy and the business cycle in the euro area 0 0 0 288 2 2 11 663
Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis? 0 0 1 141 0 1 19 280
Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis? 0 0 0 76 1 5 16 122
Monitoring Economic Conditions during a Government Shutdown 0 0 1 28 1 8 18 76
Multimodality in Macro-Financial Dynamics 0 1 2 13 0 4 17 68
Multimodality in Macro-Financial Dynamics 0 0 0 116 2 8 18 259
Non standard Monetary Policy measures and monetary developments 0 0 1 6 1 2 11 126
Non-standard Monetary Policy Measures and Monetary Developments 0 0 0 32 0 4 12 209
Non-standard monetary policy measures and monetary developments 0 0 1 233 1 5 18 687
Non‐Standard Monetary Policy Measures 0 0 2 225 1 3 11 582
Now-Casting and the Real-Time Data Flow 0 0 0 956 0 2 25 1,982
Now-casting and the real-time data flow 1 2 6 449 3 21 69 1,035
Now-casting and the real-time data flow 0 0 1 139 0 5 23 336
Nowcasting 0 0 0 0 1 4 15 15
Nowcasting 2 3 19 2,154 4 10 61 3,932
Nowcasting 1 1 3 315 2 7 33 833
Nowcasting 1 1 18 726 7 24 86 1,512
Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models 0 0 2 221 0 8 26 480
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator 0 1 1 260 1 6 9 487
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators 0 0 3 132 2 7 13 368
Nowcasting GDP Growth for Kenya 0 10 10 10 1 10 11 11
Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases 0 1 4 327 2 14 37 1,034
Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases 0 1 10 654 0 13 53 1,407
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 0 4 554 2 10 33 1,747
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 2 3 297 2 7 25 895
Nowcasting Recession Risk 0 0 0 0 0 0 0 0
Nowcasting with Daily Data 1 1 3 248 2 4 25 478
Nowcasting with Large Bayesian Vector Autoregressions 0 0 0 38 0 3 15 91
Nowcasting with large Bayesian vector autoregressions 0 0 2 107 0 11 41 351
Nowcasting with large Bayesian vector autoregressions 0 0 0 0 2 3 5 5
Nowcasting: the real time informational content of macroeconomic data releases 0 2 3 270 0 5 32 518
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 0 3 12 477
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 1 4 11 495
Opening the Toolbox: The Nowcasting Code on GitHub 0 1 8 194 0 8 36 492
Opening the black box: structural factor models with large cross-sections 0 0 1 347 1 4 30 1,146
Optimal Combination of Survey Forecasts 0 0 0 32 0 2 33 145
Optimal Combination of Survey Forecasts 0 0 4 414 0 6 25 971
Panel discussion on Convergence or divergence in Europe? 0 0 0 0 1 3 4 49
Prior Selection for Bayesian VARs 0 0 0 41 1 5 10 100
Prior Selection for Vector Autoregressions 0 1 7 630 3 9 49 1,341
Prior Selection for Vector Autoregressions 0 1 2 938 1 8 21 1,936
Prior Selection for Vector Autoregressions 0 1 1 95 1 5 36 321
Prior selection for vector autoregressions 0 0 2 132 0 2 26 298
Priors for the Long Run 0 1 5 142 0 2 29 351
Priors for the long run 0 1 3 33 1 8 32 173
Priors for the long run 0 0 1 102 2 7 22 115
Reading the Tea Leaves of the U.S. Business Cycle—Part One 0 0 1 53 1 2 15 124
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 0 0 11 0 3 17 59
Safety, Liquidity, and the Natural Rate of Interest 0 0 3 85 0 11 35 328
Safety, liquidity, and the natural rate of interest 0 1 8 209 2 8 55 805
Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve 3 8 48 120 11 35 175 355
Scenario Synthesis and Macroeconomic Risk 0 0 0 0 1 1 1 1
Scenario Synthesis and Macroeconomic Risk 1 3 31 34 4 16 97 101
Scenario Synthesis and Macroeconomic Risk 0 0 18 18 1 5 37 37
Scenario Synthesis and Macroeconomic Risk 0 0 10 10 1 5 28 28
Short-Term Forecasts of Euro Area GDP Growth 1 1 2 148 1 5 17 367
Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach 0 0 0 136 1 3 9 405
Short-term Forecasts of Euro Area GDP Growth 0 0 0 291 1 4 18 958
Short-term forecasts of euro area GDP growth 1 1 2 311 4 8 17 758
Short-term inflation projections: a Bayesian vector autoregressive approach 0 0 1 623 1 6 22 1,347
Sparse and Stable Markowitz Portfolios 0 1 3 154 0 4 14 510
Sparse and stable Markowitz portfolios 0 0 0 163 0 3 13 836
Sparse and stable Markowitz portfolios 0 0 2 34 1 2 16 201
The Drivers of Post-Pandemic Inflation 2 5 22 73 10 35 135 225
The ECB and the Interbank Market 0 0 2 503 0 4 25 1,049
The ECB and the Interbank Market 0 0 2 97 2 6 14 237
The ECB and the interbank market 0 0 0 141 0 4 18 328
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 0 287 1 5 23 669
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 0 51 1 2 14 196
The Effects of Fiscal Consolidations on the Debt Distribution 0 0 0 0 0 0 0 0
The Effects of Fiscal Consolidations on the Debt Distribution 0 1 7 7 0 3 22 22
The Feldstein-Horioka Fact 0 0 0 136 0 4 15 613
The Feldstein-Horioka Fact 0 0 0 41 0 2 3 210
The Feldstein-Horioka fact 0 0 0 72 1 4 14 328
The Feldstein-Horioka fact 0 0 0 72 1 3 17 272
The Financial and Macroeconomic Effects of OMT Announcements 1 1 3 40 2 7 15 166
The Financial and Macroeconomic Effects of OMT Announcements 0 0 0 108 0 5 23 310
The Financial and Macroeconomic Effects of the OMT Announcements 0 1 2 337 2 18 39 884
The drivers of post-pandemic inflation 0 0 2 27 2 11 52 111
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 66 0 2 10 206
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 85 1 2 23 231
The effectiveness of nonstandard monetary policy measures: evidence from survey data 0 0 5 154 3 4 12 333
The financial and macroeconomic effects of OMT announcements 0 1 5 298 0 5 19 899
Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited 0 0 3 391 0 1 17 1,562
Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity 0 0 3 35 4 6 14 55
Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it? 0 0 0 344 0 4 20 862
Trends and cycles in the euro area: how much heterogeneity and should we worry about it? 0 0 2 291 0 2 24 711
Unspanned Macroeconomic Factors in the Yields Curve 0 0 0 379 0 1 12 850
Unspanned macroeconomic factors in the yield curve 0 0 0 127 0 4 6 208
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 274 0 3 12 687
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 187 1 4 13 747
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 0 0 0 4 8 95
Vulnerable Growth 0 1 7 54 3 20 82 308
Vulnerable Growth 0 0 5 63 0 6 26 152
Vulnerable Growth 0 1 5 109 0 11 36 544
Vulnerable growth 0 1 3 244 0 6 29 995
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 2 89 2 6 21 246
When Are Central Bank Reserves Ample? 0 0 1 17 1 7 28 46
Total Working Papers 32 105 663 34,857 200 1,130 5,058 92,454
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 2 18 27 1 10 86 102
A New Core Inflation Indicator for New Zealand 0 0 2 151 0 2 11 618
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 1 3 20 648 4 12 91 1,743
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 3 24 1,365 2 17 97 3,055
An Area-Wide Real-Time Database for the Euro Area 0 0 2 119 0 2 13 391
Back to the present: Learning about the euro area through a now-casting model 0 0 3 12 1 5 23 47
Business cycles in the euro area 0 0 0 23 0 4 12 234
Comment 0 0 0 3 0 1 5 36
Comment 0 0 0 3 0 0 2 47
Comments on "Forecasting economic and financial variables with global VARs" 0 1 5 121 1 3 21 324
Common factors of commodity prices 0 0 2 52 0 5 21 268
Common factors of commodity prices 3 5 18 90 4 10 65 282
Comparing Alternative Predictors Based on Large‐Panel Factor Models 0 0 1 150 1 2 9 422
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 1 1 6 288 4 9 71 801
Does information help recovering structural shocks from past observations? 0 0 3 169 0 3 16 515
Economic Predictions With Big Data: The Illusion of Sparsity 1 7 32 157 14 32 110 444
Explaining The Great Moderation: It Is Not The Shocks 0 0 3 258 0 3 25 731
Exploiting the monthly data flow in structural forecasting 0 0 5 183 0 3 23 705
Forecasting macroeconomic risks 1 3 24 99 6 15 91 323
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? 0 4 19 920 7 41 183 2,313
Global trends in interest rates 3 6 34 370 9 23 98 1,368
Large Bayesian vector auto regressions 1 3 13 87 3 13 42 310
Large Bayesian vector auto regressions 6 12 56 2,356 14 52 223 5,303
Low frequency effects of macroeconomic news on government bond yields 0 0 4 124 0 2 31 473
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 1 1 15 42 3 7 46 153
Macroeconomic Nowcasting and Forecasting with Big Data 1 5 19 122 7 22 77 431
Macroeconomic forecasting and structural change 0 0 0 0 0 8 39 626
Market Freedom and the Global Recession 0 0 3 354 1 4 66 1,355
Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis? 0 0 7 57 2 5 32 182
NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS 0 0 0 34 0 3 6 117
Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators 0 0 0 1 0 0 4 10
Nowcasting with large Bayesian vector autoregressions 2 5 29 100 6 29 117 345
Nowcasting: The real-time informational content of macroeconomic data 7 17 117 5,091 27 85 457 14,715
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 0 1 6 523 1 3 27 1,338
Optimal combination of survey forecasts 0 0 4 83 0 1 19 195
Prior Selection for Vector Autoregressions 5 11 55 922 21 53 266 2,450
Priors for the Long Run 1 2 10 56 2 7 33 212
Safety, Liquidity, and the Natural Rate of Interest 0 3 6 182 2 9 74 628
Short-term inflation projections: A Bayesian vector autoregressive approach 1 1 5 245 1 4 21 645
Short‐term forecasts of euro area GDP growth 1 1 4 485 3 8 36 1,352
Short‐term forecasts of euro area GDP growth 1 1 1 30 1 6 18 149
The ECB and the Interbank Market 0 0 3 166 2 3 18 546
The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data 0 0 1 60 0 3 14 244
The Feldstein-Horioka Fact 0 0 0 23 0 2 7 156
The Financial and Macroeconomic Effects of the OMT Announcements 0 2 15 214 5 15 92 831
The national segmentation of euro area bank balance sheets during the financial crisis 0 0 0 47 0 4 24 210
Unspanned Macroeconomic Factors in the Yield Curve 0 0 0 28 1 4 12 111
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 1 247 0 3 12 715
Vulnerable Growth 4 18 63 428 14 45 226 1,442
Total Journal Articles 42 118 658 17,315 170 602 3,112 50,013

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 5 317 1 8 45 757
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 6 13 179
Global Trends in Interest Rates 0 0 0 0 0 5 16 99
MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA 0 0 0 7 1 5 14 46
Monetary Policy in Real Time 0 0 4 346 2 7 26 832
Now-Casting and the Real-Time Data Flow 0 0 6 1,329 3 12 61 3,418
Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models 0 0 7 47 3 7 26 174
Nowcasting recession risk 0 3 9 10 2 9 29 39
Panel Discussion 0 0 0 0 0 1 8 11
The Feldstein-Horioka Fact 0 0 1 191 0 4 14 638
Total Chapters 0 3 32 2,299 12 64 253 6,194
1 registered items for which data could not be found
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Statistics updated 2026-06-04