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 1 5 314
(Un)Predictability and Macroeconomic Stability 0 0 0 234 0 1 4 797
(Un)Predictability and Macroeconomic Stability 0 0 0 6 0 2 7 279
(Un)Predictability and macroeconomic stability 0 0 0 364 1 1 3 929
800,000 Years of Climate Risk 4 5 27 133 8 18 91 289
A DSGE Perspective on Safety, Liquidity, and Low Interest Rates 0 0 2 53 0 0 6 62
A Large Bayesian VAR of the United States Economy 7 17 65 190 13 38 148 436
A New Core Inflation Indicator for New Zealand 0 0 1 47 0 0 4 200
A New Perspective on Low Interest Rates 0 0 0 35 0 1 1 34
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 1 6 187 0 2 9 588
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 0 2 226 0 0 6 536
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 0 0 2 78
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 2 0 2 3 154
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 0 0 3 39
A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates 0 0 0 26 0 0 2 31
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering 0 0 1 465 0 0 5 1,095
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 1 4 654 1 2 16 1,327
A new core inflation indicator for New Zealand 0 0 0 8 0 0 0 91
A new core inflation indicator for New Zealand 0 0 0 90 0 1 4 341
A quasi maximum likelihood approach for large approximate dynamic factor models 0 0 0 863 0 0 5 1,889
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 1 1 1 50
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 1 3 12 348
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 1 1 6 90
An Area Wide Real Time Data Base for the Euro Area 0 0 0 54 0 1 2 141
An Area-Wide Real-Time Database for the Euro Area 0 0 1 21 0 0 2 117
An area-wide real-time database for the euro area 0 0 1 311 0 1 18 861
Back to the Present: Learning about the Euro Area through a Now-casting Model 4 9 32 106 6 19 80 238
Bank Capital and Real GDP Growth 0 0 2 2 0 2 6 6
Bank Capital and Real GDP Growth 1 5 21 92 6 15 57 221
Bayesian VARs with Large Panels 0 3 7 481 1 5 25 1,332
Business Cycles in the Euro Area 0 0 1 81 0 1 6 345
Business Cycles in the Euro Area 0 0 0 262 0 1 5 664
Business Cycles in the euro Area 0 0 0 146 0 0 1 371
Business cycles in the euro area 0 0 0 65 0 0 2 170
Changing Risk-Return Profiles 0 0 0 2 0 1 1 18
Changing Risk-Return Profiles 0 1 2 55 0 2 13 121
Common Factors of Commodity Prices 0 0 1 43 1 1 4 135
Common Factors of Commodity Prices 0 4 7 216 2 9 28 829
Common factors of commodity prices 0 0 2 74 0 3 12 212
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 1 13 0 0 3 218
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 1 76 0 0 1 253
Comparing alternative predictors based on large-panel factor models 0 0 1 221 0 0 3 692
Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections 0 0 2 431 0 1 4 879
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 2 4 92 1 4 11 319
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 0 2 66 0 2 7 215
Debt-at-Risk 3 9 9 9 3 14 14 14
Did the Euro imply more correlation of cycles? 0 0 0 0 0 0 3 211
Does Information Help Recovering Structural Shocks from Past Observations? 0 0 0 45 0 0 2 221
Does information help recovering structural shocks from past observations? 0 0 0 0 0 0 2 55
Does information help recovering structural shocks from past observations? 0 0 1 152 0 0 2 383
Economic Predictions with Big Data: The Illusion Of Sparsity 0 0 4 204 0 1 10 595
Economic Predictions with Big Data: The Illusion of Sparsity 0 0 4 76 0 1 7 194
Economic predictions with big data: the illusion of sparsity 0 0 2 159 1 3 11 255
Economic predictions with big data: the illusion of sparsity 0 1 6 72 0 2 15 133
Euro area and US recessions: 1970-2003 0 0 1 67 0 0 1 143
Explaining The Great Moderation: It Is Not The Shocks 0 0 0 153 1 1 6 436
Explaining the Great Moderation: it is not the shocks 0 0 0 190 1 1 3 496
Explaining the great moderation: it is not the shocks 0 0 0 32 0 0 0 178
Exploiting the monthly data flow in structural forecasting 0 0 0 174 0 0 5 199
Exploiting the monthly data flow in structural forecasting 0 0 1 98 0 0 3 141
Exploiting the monthly data-flow in structural forecasting 0 0 0 19 1 1 4 72
Exploiting the monthly data-flow in structural forecasting 0 0 0 125 0 0 1 230
Flighty liquidity 1 3 7 35 3 7 26 176
Forecasting Macroeconomic Risks 2 3 3 31 2 5 9 58
Forecasting Macroeconomic Risks 1 1 4 64 2 6 14 194
Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? 1 1 2 211 1 1 3 737
Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components? 0 0 0 212 0 0 1 594
Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? 1 1 5 257 2 3 11 756
Global Trends in Interest Rates 0 0 1 135 3 6 8 383
Global Trends in Interest Rates 0 0 0 36 0 3 8 101
Global Trends in Interest Rates 0 0 1 77 0 1 6 176
Global Trends in Interest Rates 0 0 0 40 1 1 5 81
Global trends in interest rates 0 0 0 124 4 4 8 271
Large Bayesian VARs 1 3 8 723 4 14 34 1,655
Large Bayesian VARs 0 2 9 403 4 9 26 914
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 1 7 194 0 1 15 555
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 0 188 0 0 3 438
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 1 2 121 0 1 8 295
Macroeconomic Forecasting and Structural Change 0 0 2 44 0 1 9 323
Macroeconomic Forecasting and Structural Change 0 0 0 608 0 2 17 1,400
Macroeconomic Forecasting and Structural Change 0 0 1 110 0 0 5 350
Macroeconomic Nowcasting and Forecasting with Big Data 0 1 3 182 1 4 17 310
Macroeconomic forecasting and structural change 0 0 4 256 0 0 8 609
Macroeconomic nowcasting and forecasting with big data 0 1 5 319 3 5 37 715
Market Freedom and the Global Recession 0 0 2 416 0 0 3 1,032
Market freedom and the global recession 0 0 0 99 0 1 2 314
Market freedom and the global recession 0 0 0 0 1 1 2 33
Monetary Policy in Real Time 0 0 0 114 0 0 2 441
Monetary Policy in Real Time 0 0 2 509 0 0 3 1,095
Monetary policy in real time 0 0 0 0 0 0 0 131
Monetary policy in real time 0 0 0 0 0 0 2 133
Money, Credit, Monetary Policy and the Business Cycle in the Euro Area 0 0 0 965 0 0 2 1,913
Money, credit, monetary policy and the business cycle in the euro area 0 0 1 288 0 0 3 652
Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis? 0 1 1 140 0 3 7 261
Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis? 0 0 3 76 0 0 6 106
Monitoring Economic Conditions during a Government Shutdown 0 0 0 27 0 1 3 58
Multimodality in Macro-Financial Dynamics 0 0 2 116 0 2 10 241
Multimodality in Macro-Financial Dynamics 1 1 1 12 1 1 4 52
Non standard Monetary Policy measures and monetary developments 0 0 0 5 0 0 2 115
Non-standard Monetary Policy Measures and Monetary Developments 0 0 0 32 0 1 1 197
Non-standard monetary policy measures and monetary developments 1 1 2 233 1 3 5 670
Non‐Standard Monetary Policy Measures 0 0 0 223 0 0 1 571
Now-Casting and the Real-Time Data Flow 0 1 1 956 3 4 5 1,960
Now-casting and the real-time data flow 1 3 10 444 8 17 49 974
Now-casting and the real-time data flow 0 1 2 138 1 4 5 314
Nowcasting 1 1 4 313 1 5 13 801
Nowcasting 4 6 28 712 7 17 82 1,433
Nowcasting 2 8 27 2,137 6 18 62 3,877
Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models 0 0 4 219 1 2 13 455
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator 0 0 2 259 0 1 6 478
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators 1 1 2 130 1 3 6 356
Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases 1 1 4 324 1 4 16 998
Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases 2 7 17 646 6 13 42 1,360
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 0 3 550 2 2 22 1,716
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 1 6 294 2 4 19 872
Nowcasting with Daily Data 1 2 7 246 1 3 12 454
Nowcasting with Large Bayesian Vector Autoregressions 0 0 4 38 0 2 14 76
Nowcasting with large Bayesian vector autoregressions 0 0 2 105 3 6 22 313
Nowcasting: the real time informational content of macroeconomic data releases 0 0 1 267 0 1 6 486
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 1 1 3 466
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 0 1 5 484
Opening the Toolbox: The Nowcasting Code on GitHub 0 4 16 186 0 9 50 456
Opening the black box: structural factor models with large cross-sections 0 0 0 346 1 1 7 1,117
Optimal Combination of Survey Forecasts 0 0 0 32 0 0 2 112
Optimal Combination of Survey Forecasts 1 1 1 411 3 5 15 949
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 0 0 4 90
Prior Selection for Vector Autoregressions 0 1 1 94 1 4 16 286
Prior Selection for Vector Autoregressions 0 0 3 936 0 1 12 1,915
Prior Selection for Vector Autoregressions 1 4 13 624 2 9 39 1,294
Prior selection for vector autoregressions 0 1 7 130 0 4 12 272
Priors for the Long Run 0 4 12 137 2 7 37 324
Priors for the long run 0 1 4 30 2 5 16 143
Priors for the long run 0 1 3 101 1 2 4 94
Reading the Tea Leaves of the U.S. Business Cycle—Part One 0 1 2 52 0 2 4 109
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 1 1 11 0 2 4 42
Safety, Liquidity, and the Natural Rate of Interest 0 0 4 82 0 3 17 293
Safety, liquidity, and the natural rate of interest 0 3 8 201 0 8 44 750
Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve 0 2 14 72 1 4 50 181
Scenario Synthesis and Macroeconomic Risk 14 14 14 14 10 10 10 10
Scenario Synthesis and Macroeconomic Risk 6 9 9 9 2 6 6 6
Scenario Synthesis and Macroeconomic Risk 0 0 0 0 4 4 4 4
Short-Term Forecasts of Euro Area GDP Growth 0 0 2 146 0 0 3 350
Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach 0 1 2 136 0 1 7 396
Short-term Forecasts of Euro Area GDP Growth 0 0 0 291 1 2 3 941
Short-term forecasts of euro area GDP growth 0 0 0 309 1 2 4 742
Short-term inflation projections: a Bayesian vector autoregressive approach 0 0 3 622 0 1 17 1,325
Sparse and Stable Markowitz Portfolios 0 0 1 151 1 2 5 497
Sparse and stable Markowitz portfolios 0 0 0 163 1 2 4 824
Sparse and stable Markowitz portfolios 0 0 0 32 1 1 4 186
The Drivers of Post-Pandemic Inflation 1 4 52 52 6 22 96 96
The ECB and the Interbank Market 0 0 0 501 0 1 11 1,024
The ECB and the Interbank Market 1 1 3 96 1 1 7 224
The ECB and the interbank market 0 3 4 141 0 3 7 310
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 1 287 1 3 6 647
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 0 51 0 0 0 182
The Feldstein-Horioka Fact 0 0 0 41 0 0 1 207
The Feldstein-Horioka Fact 0 0 0 136 0 0 0 598
The Feldstein-Horioka fact 0 0 0 72 0 0 1 314
The Feldstein-Horioka fact 0 0 0 72 0 0 0 255
The Financial and Macroeconomic Effects of OMT Announcements 0 0 1 108 1 3 6 288
The Financial and Macroeconomic Effects of OMT Announcements 1 1 2 38 2 4 5 153
The Financial and Macroeconomic Effects of the OMT Announcements 0 0 0 335 0 1 3 845
The drivers of post-pandemic inflation 0 3 25 25 3 12 62 62
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 66 1 1 2 197
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 85 0 0 1 208
The effectiveness of nonstandard monetary policy measures: evidence from survey data 0 0 0 149 0 1 2 321
The financial and macroeconomic effects of OMT announcements 0 1 4 293 0 2 11 880
Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited 0 0 1 388 0 0 6 1,545
Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity 1 1 33 33 1 3 42 42
Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it? 0 0 0 344 0 0 1 842
Trends and cycles in the euro area: how much heterogeneity and should we worry about it? 0 0 2 289 0 1 5 687
Unspanned Macroeconomic Factors in the Yields Curve 0 0 0 379 0 0 0 838
Unspanned macroeconomic factors in the yield curve 0 0 0 127 0 0 1 202
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 187 0 0 4 734
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 274 1 1 1 676
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 0 0 0 0 1 87
Vulnerable Growth 0 3 6 104 0 4 12 508
Vulnerable Growth 1 1 10 59 1 1 11 127
Vulnerable Growth 1 1 9 48 1 1 18 227
Vulnerable growth 1 1 5 242 1 4 25 967
What Do Financial Conditions Tell Us about Risks to GDP Growth? 1 1 2 88 2 4 8 227
When Are Central Bank Reserves Ample? 0 1 16 16 3 4 21 21
Total Working Papers 71 181 722 34,265 187 535 2,239 87,583
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 3 12 12 12 6 22 22 22
A New Core Inflation Indicator for New Zealand 0 0 0 149 0 2 6 607
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 1 6 21 629 6 17 62 1,658
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 5 32 1,341 7 16 79 2,965
An Area-Wide Real-Time Database for the Euro Area 1 2 5 118 1 3 7 379
Back to the present: Learning about the euro area through a now-casting model 0 1 8 9 1 3 20 25
Business cycles in the euro area 0 0 1 23 1 3 8 223
Comment 0 0 0 3 0 0 2 45
Comment 0 0 0 3 0 0 0 31
Comments on "Forecasting economic and financial variables with global VARs" 1 1 3 117 1 1 4 304
Common factors of commodity prices 0 9 20 72 6 22 71 223
Common factors of commodity prices 0 0 0 50 0 0 3 247
Comparing Alternative Predictors Based on Large‐Panel Factor Models 0 0 1 149 1 2 5 414
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 2 4 12 284 5 14 46 735
Does information help recovering structural shocks from past observations? 2 2 5 168 2 3 8 501
Economic Predictions With Big Data: The Illusion of Sparsity 6 11 37 131 7 26 91 341
Explaining The Great Moderation: It Is Not The Shocks 0 0 0 255 1 1 5 707
Exploiting the monthly data flow in structural forecasting 1 2 8 179 1 4 29 683
Forecasting macroeconomic risks 3 11 29 78 8 24 76 240
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? 3 9 27 904 8 26 88 2,138
Global trends in interest rates 0 9 55 336 5 27 150 1,275
Large Bayesian vector auto regressions 1 2 16 75 2 9 36 270
Large Bayesian vector auto regressions 5 24 67 2,305 23 57 200 5,103
Low frequency effects of macroeconomic news on government bond yields 0 2 8 120 1 6 21 443
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 1 2 7 28 5 8 30 112
Macroeconomic Nowcasting and Forecasting with Big Data 2 3 19 105 9 14 52 363
Macroeconomic forecasting and structural change 0 0 0 0 3 4 32 590
Market Freedom and the Global Recession 0 0 9 351 8 10 85 1,297
Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis? 0 0 3 50 1 1 21 151
NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS 0 0 1 34 0 0 3 111
Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators 0 0 0 1 0 0 3 6
Nowcasting with large Bayesian vector autoregressions 2 6 21 73 6 19 89 234
Nowcasting: The real-time informational content of macroeconomic data 13 38 174 4,987 46 176 606 14,304
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 0 0 2 517 0 0 11 1,311
Optimal combination of survey forecasts 1 1 4 80 2 4 13 178
Prior Selection for Vector Autoregressions 6 19 85 873 19 61 248 2,203
Priors for the Long Run 2 4 11 48 7 16 37 186
Safety, Liquidity, and the Natural Rate of Interest 0 1 5 176 2 12 56 556
Short-term inflation projections: A Bayesian vector autoregressive approach 1 2 12 241 1 3 24 625
Short‐term forecasts of euro area GDP growth 0 0 0 29 1 1 6 132
Short‐term forecasts of euro area GDP growth 0 1 1 481 5 7 17 1,321
The ECB and the Interbank Market 0 0 0 163 0 4 11 528
The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data 0 0 0 59 0 0 0 230
The Feldstein-Horioka Fact 0 0 0 23 0 0 2 149
The Financial and Macroeconomic Effects of the OMT Announcements 0 1 9 199 10 17 44 749
The national segmentation of euro area bank balance sheets during the financial crisis 0 0 1 47 0 2 10 186
Unspanned Macroeconomic Factors in the Yield Curve 0 0 1 28 0 1 2 99
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 3 246 1 2 9 704
Vulnerable Growth 7 13 49 372 21 49 172 1,237
Total Journal Articles 64 203 784 16,721 240 699 2,622 47,141

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 2 10 312 4 9 26 716
Comment on "Can Parameter Instability Explain the Meese-Rogoff Puzzle?" 0 0 0 52 0 0 0 166
Global Trends in Interest Rates 0 0 0 0 1 2 5 84
MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA 0 0 0 7 0 0 1 32
Monetary Policy in Real Time 1 2 5 343 3 5 19 809
Now-Casting and the Real-Time Data Flow 0 2 8 1,323 7 12 50 3,364
Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models 1 3 6 41 2 13 26 150
Nowcasting recession risk 0 0 1 1 0 2 10 10
Panel Discussion 0 0 0 0 1 1 1 4
The Feldstein-Horioka Fact 0 0 0 190 0 0 5 624
Total Chapters 2 9 30 2,269 18 44 143 5,959
1 registered items for which data could not be found
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Statistics updated 2025-07-04