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 6 1 1 7 277
(Un)Predictability and Macroeconomic Stability 0 0 0 234 1 1 3 796
(Un)Predictability and Macroeconomic Stability 0 0 0 72 1 3 4 313
(Un)Predictability and macroeconomic stability 0 0 0 364 0 2 3 928
800,000 Years of Climate Risk 0 8 41 127 6 23 109 268
A DSGE Perspective on Safety, Liquidity, and Low Interest Rates 0 0 2 52 0 1 5 60
A Large Bayesian VAR of the United States Economy 2 14 66 165 11 37 149 384
A New Core Inflation Indicator for New Zealand 0 0 1 47 1 2 6 200
A New Perspective on Low Interest Rates 0 0 0 35 0 0 0 33
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 1 5 185 0 1 8 585
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 1 2 2 226 1 3 6 536
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 0 1 4 39
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 0 2 152
A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates 0 0 0 26 1 1 1 30
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering 0 0 1 465 0 1 6 1,095
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 2 6 653 2 8 16 1,322
A new core inflation indicator for New Zealand 0 0 1 90 1 1 4 340
A new core inflation indicator for New Zealand 0 0 1 8 0 0 2 91
A quasi maximum likelihood approach for large approximate dynamic factor models 0 0 0 863 2 3 10 1,889
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 0 2 3 87
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 1 2 17 345
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 0 0 0 49
An Area Wide Real Time Data Base for the Euro Area 0 0 0 54 0 0 0 139
An Area-Wide Real-Time Database for the Euro Area 0 0 2 21 0 0 3 117
An area-wide real-time database for the euro area 0 0 1 311 4 7 15 857
Back to the Present: Learning about the Euro Area through a Now-casting Model 3 9 29 94 5 19 71 212
Bank Capital and Real GDP Growth 1 3 23 86 3 11 64 201
Bank Capital and Real GDP Growth 0 0 2 2 1 2 4 4
Bayesian VARs with Large Panels 1 3 5 478 5 9 24 1,325
Business Cycles in the Euro Area 0 0 1 262 0 2 7 663
Business Cycles in the Euro Area 0 0 1 81 2 2 7 344
Business Cycles in the euro Area 0 0 0 146 1 1 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 0 1 17
Changing Risk-Return Profiles 0 0 2 54 4 6 16 118
Common Factors of Commodity Prices 1 2 7 211 6 11 30 818
Common Factors of Commodity Prices 1 1 2 43 2 3 6 134
Common factors of commodity prices 0 0 4 73 2 3 13 208
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 1 13 1 1 3 217
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 2 76 0 0 2 253
Comparing alternative predictors based on large-panel factor models 0 0 1 221 1 1 2 691
Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections 0 0 1 430 0 1 4 877
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 1 2 2 66 2 4 6 213
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 1 2 2 90 4 7 10 315
Did the Euro imply more correlation of cycles? 0 0 0 0 0 1 4 210
Does Information Help Recovering Structural Shocks from Past Observations? 0 0 0 45 2 2 2 221
Does information help recovering structural shocks from past observations? 1 1 1 152 2 2 2 383
Does information help recovering structural shocks from past observations? 0 0 0 0 1 1 1 54
Economic Predictions with Big Data: The Illusion Of Sparsity 0 1 3 203 1 2 11 593
Economic Predictions with Big Data: The Illusion of Sparsity 0 0 3 75 0 0 8 191
Economic predictions with big data: the illusion of sparsity 0 0 2 159 1 1 8 251
Economic predictions with big data: the illusion of sparsity 1 3 6 71 2 8 18 130
Euro area and US recessions: 1970-2003 0 0 1 67 0 0 2 143
Explaining The Great Moderation: It Is Not The Shocks 0 0 0 153 1 2 7 435
Explaining the Great Moderation: it is not the shocks 0 0 0 190 0 1 6 494
Explaining the great moderation: it is not the shocks 0 0 1 32 0 0 2 178
Exploiting the monthly data flow in structural forecasting 0 0 0 174 1 2 4 198
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 0 125 0 0 0 229
Exploiting the monthly data-flow in structural forecasting 0 0 0 19 1 1 2 70
Flighty liquidity 1 1 6 32 4 7 27 168
Forecasting Macroeconomic Risks 0 0 3 62 1 4 9 187
Forecasting Macroeconomic Risks 0 0 0 28 1 1 5 53
Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? 0 0 1 210 1 1 5 736
Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components? 0 0 1 212 0 0 3 594
Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? 0 1 4 256 0 2 8 752
Global Trends in Interest Rates 0 0 0 40 2 3 5 80
Global Trends in Interest Rates 0 0 2 135 0 0 3 376
Global Trends in Interest Rates 0 0 0 36 1 2 6 96
Global Trends in Interest Rates 0 0 3 77 0 2 7 175
Global trends in interest rates 0 0 0 124 0 2 2 265
Large Bayesian VARs 1 3 8 400 1 6 18 903
Large Bayesian VARs 0 1 6 719 1 6 23 1,637
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 1 120 0 0 8 294
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 1 6 193 2 5 17 554
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 0 188 0 1 3 438
Macroeconomic Forecasting and Structural Change 0 0 3 44 0 2 10 322
Macroeconomic Forecasting and Structural Change 0 0 0 608 0 3 13 1,395
Macroeconomic Forecasting and Structural Change 0 0 1 110 0 3 6 350
Macroeconomic Nowcasting and Forecasting with Big Data 0 1 5 181 2 6 22 305
Macroeconomic forecasting and structural change 0 0 5 256 1 2 10 609
Macroeconomic nowcasting and forecasting with big data 0 1 5 318 2 8 50 707
Market Freedom and the Global Recession 0 1 2 416 0 1 4 1,032
Market freedom and the global recession 0 0 0 99 0 1 1 313
Market freedom and the global recession 0 0 0 0 0 1 1 32
Monetary Policy in Real Time 0 0 0 114 1 1 2 441
Monetary Policy in Real Time 1 1 2 509 1 2 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 1 2 133
Money, Credit, Monetary Policy and the Business Cycle in the Euro Area 0 0 0 965 1 1 2 1,913
Money, credit, monetary policy and the business cycle in the euro area 0 0 0 287 0 1 2 651
Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis? 0 0 0 139 0 1 7 258
Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis? 0 0 3 75 2 2 6 105
Monitoring Economic Conditions during a Government Shutdown 0 0 1 27 0 1 3 57
Multimodality in Macro-Financial Dynamics 0 0 2 116 0 1 9 238
Multimodality in Macro-Financial Dynamics 0 0 0 11 2 3 5 51
Non standard Monetary Policy measures and monetary developments 0 0 0 5 0 0 6 114
Non-standard Monetary Policy Measures and Monetary Developments 0 0 0 32 0 0 1 196
Non-standard monetary policy measures and monetary developments 0 0 1 232 0 0 4 667
Non‐Standard Monetary Policy Measures 0 0 0 223 1 1 1 571
Now-Casting and the Real-Time Data Flow 0 0 2 955 1 1 3 1,956
Now-casting and the real-time data flow 0 1 13 440 2 5 51 954
Now-casting and the real-time data flow 0 0 1 137 0 0 2 310
Nowcasting 0 1 2 310 1 2 10 794
Nowcasting 2 4 34 702 9 18 97 1,405
Nowcasting 2 3 28 2,127 6 14 63 3,856
Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models 0 3 5 219 0 6 14 453
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator 0 1 2 259 1 3 5 476
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators 0 0 2 129 0 1 4 353
Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases 0 0 3 323 1 4 13 993
Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases 1 3 17 639 4 10 41 1,346
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 2 5 293 1 5 16 867
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 1 5 550 0 7 27 1,712
Nowcasting with Daily Data 1 1 6 244 1 3 12 451
Nowcasting with Large Bayesian Vector Autoregressions 0 0 6 38 2 3 15 74
Nowcasting with large Bayesian vector autoregressions 0 0 5 105 2 5 20 306
Nowcasting: the real time informational content of macroeconomic data releases 0 0 1 267 1 1 5 485
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 0 0 2 465
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 2 2 5 483
Opening the Toolbox: The Nowcasting Code on GitHub 1 1 13 179 7 13 51 444
Opening the black box: structural factor models with large cross-sections 0 0 0 346 3 3 7 1,115
Optimal Combination of Survey Forecasts 0 0 0 32 0 1 2 112
Optimal Combination of Survey Forecasts 0 0 0 410 0 0 5 939
Panel discussion on Convergence or divergence in Europe? 0 0 0 0 0 1 1 45
Prior Selection for Bayesian VARs 0 0 0 41 0 0 4 90
Prior Selection for Vector Autoregressions 1 3 16 620 2 13 46 1,281
Prior Selection for Vector Autoregressions 0 0 2 93 5 5 16 282
Prior Selection for Vector Autoregressions 1 1 3 935 2 3 13 1,913
Prior selection for vector autoregressions 1 1 9 129 1 1 14 268
Priors for the Long Run 0 3 11 133 1 7 34 314
Priors for the long run 0 0 2 100 0 0 2 92
Priors for the long run 0 2 4 29 1 3 17 138
Reading the Tea Leaves of the U.S. Business Cycle—Part One 1 1 2 51 1 1 4 107
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 0 0 10 0 0 2 40
Safety, Liquidity, and the Natural Rate of Interest 0 1 4 81 1 4 19 287
Safety, liquidity, and the natural rate of interest 0 1 8 197 4 9 56 737
Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve 2 4 16 70 5 15 64 173
Short-Term Forecasts of Euro Area GDP Growth 0 0 4 146 0 0 6 350
Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach 0 1 1 135 0 2 7 395
Short-term Forecasts of Euro Area GDP Growth 0 0 0 291 0 0 3 939
Short-term forecasts of euro area GDP growth 0 0 0 309 0 0 3 740
Short-term inflation projections: a Bayesian vector autoregressive approach 1 2 4 622 1 5 14 1,320
Sparse and Stable Markowitz Portfolios 0 0 2 151 1 1 6 494
Sparse and stable Markowitz portfolios 0 0 2 32 0 0 4 184
Sparse and stable Markowitz portfolios 0 0 0 163 1 1 3 822
The Drivers of Post-Pandemic Inflation 3 6 46 46 8 17 66 66
The ECB and the Interbank Market 0 0 0 501 0 2 8 1,020
The ECB and the Interbank Market 0 1 2 95 1 3 7 223
The ECB and the interbank market 0 1 1 138 1 3 7 307
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 0 51 0 0 1 182
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 1 2 287 1 3 4 644
The Feldstein-Horioka Fact 0 0 0 41 0 1 1 207
The Feldstein-Horioka Fact 0 0 0 136 0 0 0 598
The Feldstein-Horioka fact 0 0 0 72 0 0 0 255
The Feldstein-Horioka fact 0 0 0 72 0 1 1 314
The Financial and Macroeconomic Effects of OMT Announcements 0 0 1 37 0 0 3 149
The Financial and Macroeconomic Effects of OMT Announcements 0 0 1 108 1 2 6 285
The Financial and Macroeconomic Effects of the OMT Announcements 0 0 0 335 1 1 5 844
The drivers of post-pandemic inflation 1 2 17 17 4 8 41 41
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 85 0 0 1 208
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 66 0 0 0 195
The effectiveness of nonstandard monetary policy measures: evidence from survey data 0 0 0 149 0 0 1 320
The financial and macroeconomic effects of OMT announcements 1 1 5 291 2 4 13 876
Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited 0 0 5 388 1 1 13 1,545
Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity 0 2 32 32 1 7 38 38
Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it? 0 0 0 344 0 0 0 841
Trends and cycles in the euro area: how much heterogeneity and should we worry about it? 0 1 1 288 0 2 5 685
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 2 2 3 733
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 1 274 0 0 1 675
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 0 0 0 0 1 87
Vulnerable Growth 0 1 7 46 1 6 23 225
Vulnerable Growth 0 1 3 101 0 1 17 504
Vulnerable Growth 0 2 9 57 0 2 15 125
Vulnerable growth 0 0 6 239 2 5 29 960
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 0 86 1 2 6 222
When Are Central Bank Reserves Ample? 1 2 14 14 2 6 16 16
Total Working Papers 37 127 696 34,029 210 547 2,198 86,866
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 New Core Inflation Indicator for New Zealand 0 0 1 149 0 2 6 605
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 2 7 27 623 5 15 72 1,640
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 4 9 34 1,334 8 22 90 2,944
An Area-Wide Real-Time Database for the Euro Area 0 0 3 116 0 0 6 376
Back to the present: Learning about the euro area through a now-casting model 0 1 6 6 3 6 20 20
Business cycles in the euro area 0 0 1 23 0 2 6 220
Comment 0 0 0 3 0 0 0 31
Comment 0 0 0 3 0 0 2 45
Comments on "Forecasting economic and financial variables with global VARs" 0 0 1 115 0 0 3 302
Common factors of commodity prices 0 0 1 50 0 1 5 247
Common factors of commodity prices 0 1 18 61 4 12 65 196
Comparing Alternative Predictors Based on Large‐Panel Factor Models 0 0 1 149 0 0 3 411
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 2 3 16 280 8 13 52 719
Does information help recovering structural shocks from past observations? 1 2 3 166 2 4 5 498
Economic Predictions With Big Data: The Illusion of Sparsity 3 5 33 116 8 22 82 306
Explaining The Great Moderation: It Is Not The Shocks 0 0 2 255 1 1 8 705
Exploiting the monthly data flow in structural forecasting 2 2 8 177 2 3 34 678
Forecasting macroeconomic risks 2 4 18 61 9 14 64 208
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? 0 1 33 892 1 9 90 2,101
Global trends in interest rates 8 18 60 325 16 39 150 1,231
Large Bayesian vector auto regressions 2 10 66 2,281 12 44 208 5,038
Large Bayesian vector auto regressions 0 7 20 73 3 13 46 261
Low frequency effects of macroeconomic news on government bond yields 1 1 9 117 1 5 21 435
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 1 2 9 26 1 4 30 102
Macroeconomic Nowcasting and Forecasting with Big Data 1 3 19 101 3 8 50 347
Macroeconomic forecasting and structural change 0 0 0 0 4 5 33 582
Market Freedom and the Global Recession 4 6 10 350 32 35 87 1,286
Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis? 0 1 7 50 3 7 27 148
NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS 0 1 1 34 0 3 4 111
Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators 0 0 1 1 0 3 5 6
Nowcasting with large Bayesian vector autoregressions 1 3 26 66 5 22 99 209
Nowcasting: The real-time informational content of macroeconomic data 12 50 189 4,933 30 104 521 14,017
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 1 1 6 517 1 5 14 1,310
Optimal combination of survey forecasts 0 1 2 78 0 4 12 173
Prior Selection for Vector Autoregressions 9 22 90 848 23 72 260 2,128
Priors for the Long Run 0 0 9 44 1 3 29 170
Safety, Liquidity, and the Natural Rate of Interest 0 0 13 175 2 5 65 540
Short-term inflation projections: A Bayesian vector autoregressive approach 3 6 12 239 3 14 28 622
Short‐term forecasts of euro area GDP growth 0 0 1 480 2 4 15 1,313
Short‐term forecasts of euro area GDP growth 0 0 1 29 1 1 6 131
The ECB and the Interbank Market 0 0 0 163 0 2 11 523
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 1 2 3 149
The Financial and Macroeconomic Effects of the OMT Announcements 2 4 17 197 5 12 47 729
The national segmentation of euro area bank balance sheets during the financial crisis 0 1 1 47 2 4 8 184
Unspanned Macroeconomic Factors in the Yield Curve 0 0 2 28 0 0 3 98
VARs, common factors and the empirical validation of equilibrium business cycle models 0 2 4 246 0 2 11 702
Vulnerable Growth 4 14 53 354 20 44 165 1,170
Total Journal Articles 65 188 834 16,463 222 592 2,571 46,197

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 1 3 11 310 1 6 23 706
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 0 0 4 81
MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA 0 0 1 7 0 0 5 32
Monetary Policy in Real Time 1 2 3 341 1 3 17 802
Now-Casting and the Real-Time Data Flow 1 3 11 1,320 4 14 50 3,349
Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models 0 1 4 38 2 4 13 135
Panel Discussion 0 0 0 0 0 0 0 3
The Feldstein-Horioka Fact 0 0 0 190 0 1 7 623
Total Chapters 3 9 30 2,258 8 28 119 5,897
1 registered items for which data could not be found
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Statistics updated 2025-03-03