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 1 7 1 4 24 303
(Un)Predictability and Macroeconomic Stability 0 0 0 234 1 6 19 816
(Un)Predictability and Macroeconomic Stability 0 0 0 72 0 10 30 344
(Un)Predictability and macroeconomic stability 0 0 0 364 1 6 18 947
800,000 Years of Climate Risk 1 3 11 144 2 8 53 342
A DSGE Perspective on Safety, Liquidity, and Low Interest Rates 0 0 0 53 0 2 8 70
A Large Bayesian VAR of the United States Economy 1 7 65 255 4 16 175 611
A New Core Inflation Indicator for New Zealand 1 1 1 48 1 11 16 216
A New Perspective on Low Interest Rates 0 0 0 35 1 5 12 46
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 1 3 229 0 3 16 552
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 1 3 190 1 5 28 616
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 0 1 9 48
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 2 0 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 2 24 1,119
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 1 3 657 1 6 29 1,356
A new core inflation indicator for New Zealand 0 0 0 8 0 3 9 100
A new core inflation indicator for New Zealand 0 0 1 91 0 5 20 361
A quasi maximum likelihood approach for large approximate dynamic factor models 0 0 0 863 1 6 19 1,908
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 1 2 19 109
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 2 7 24 372
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 1 3 18 68
An Area Wide Real Time Data Base for the Euro Area 0 0 0 54 0 3 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 1 3 22 128 1 9 69 307
Bank Capital and Real GDP Growth 0 0 2 4 0 2 17 23
Bank Capital and Real GDP Growth 0 2 15 107 3 9 49 270
Bayesian Inference in IV Regressions 0 0 15 15 0 1 19 19
Bayesian VARs with Large Panels 0 0 5 486 0 16 38 1,370
Bayesian inference in IV regressions 0 0 9 9 0 1 7 7
Business Cycles in the Euro Area 0 0 0 262 0 4 27 691
Business Cycles in the Euro Area 0 0 0 81 2 7 19 364
Business Cycles in the euro Area 0 0 0 146 0 5 18 389
Business cycles in the euro area 0 0 0 65 2 4 27 197
Changing Risk-Return Profiles 0 0 0 2 0 1 5 23
Changing Risk-Return Profiles 0 0 1 56 0 6 25 146
Common Factors of Commodity Prices 0 2 2 218 0 7 104 933
Common Factors of Commodity Prices 0 0 2 45 1 5 19 154
Common factors of commodity prices 0 0 0 74 1 9 30 242
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 1 2 16 269
Comparing alternative predictors based on large-panel factor models 0 0 0 221 1 4 15 707
Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections 0 0 0 431 0 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 0 1 93 0 3 26 345
Debt-at-Risk 3 7 36 45 6 18 91 105
Debt-at-Risk 0 0 0 0 1 1 1 1
Did the Euro imply more correlation of cycles? 0 0 0 0 1 7 18 229
Does Information Help Recovering Structural Shocks from Past Observations? 0 0 0 45 1 2 13 234
Does information help recovering structural shocks from past observations? 0 0 1 153 1 3 175 558
Does information help recovering structural shocks from past observations? 0 0 0 0 1 5 10 65
Economic Predictions with Big Data: The Illusion Of Sparsity 0 0 1 205 1 2 11 606
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 1 1 1 160 2 3 22 277
Economic predictions with big data: the illusion of sparsity 0 0 0 72 0 4 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 0 4 22 458
Explaining the Great Moderation: it is not the shocks 0 0 1 191 0 2 14 510
Explaining the great moderation: it is not the shocks 0 0 0 32 0 4 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 0 5 146
Exploiting the monthly data-flow in structural forecasting 0 0 0 19 0 1 6 78
Exploiting the monthly data-flow in structural forecasting 0 0 1 126 0 2 12 242
Fiscal Monitoring with VARs 0 1 1 1 1 2 2 2
Fiscal monitoring with VARs 0 1 36 36 2 13 65 65
Flighty liquidity 1 3 11 46 2 6 40 216
Forecasting Macroeconomic Risks 0 0 2 66 0 3 31 225
Forecasting Macroeconomic Risks 0 0 1 32 0 6 18 76
Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? 0 0 1 212 1 3 17 754
Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components? 0 1 1 213 3 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 0 135 1 4 27 410
Global Trends in Interest Rates 0 0 0 40 1 3 47 128
Global Trends in Interest Rates 0 0 0 77 0 4 19 195
Global Trends in Interest Rates 0 0 1 37 0 3 22 123
Global trends in interest rates 0 0 0 124 2 7 26 297
Incorporating conjunctural analysis in structural models 0 0 0 0 0 3 6 6
Large Bayesian VARs 0 0 3 726 2 8 35 1,690
Large Bayesian VARs 0 1 10 413 1 11 38 952
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 0 121 0 2 24 319
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 1 195 2 6 17 572
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 0 188 1 5 17 455
Macroeconomic Forecasting and Machine Learning 0 0 14 14 7 17 49 49
Macroeconomic Forecasting and Machine Learning 0 0 0 0 0 0 0 0
Macroeconomic Forecasting and Structural Change 0 0 2 46 0 1 13 336
Macroeconomic Forecasting and Structural Change 0 0 0 110 0 2 13 363
Macroeconomic Forecasting and Structural Change 0 0 0 608 0 2 29 1,429
Macroeconomic Nowcasting and Forecasting with Big Data 0 1 1 183 1 4 22 332
Macroeconomic forecasting and structural change 0 0 1 257 0 4 26 635
Macroeconomic nowcasting and forecasting with big data 0 1 4 323 4 10 46 761
Market Freedom and the Global Recession 0 0 1 417 0 2 10 1,042
Market freedom and the global recession 0 0 0 0 0 1 10 43
Market freedom and the global recession 0 0 0 99 0 2 29 343
Monetary Policy in Real Time 0 0 0 114 1 5 15 456
Monetary Policy in Real Time 0 0 1 510 1 4 14 1,109
Monetary policy in real time 0 0 0 0 0 2 11 142
Monetary policy in real time 0 0 0 0 0 2 10 143
Money, Credit, Monetary Policy and the Business Cycle in the Euro Area 0 0 1 966 2 8 31 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? 1 1 2 142 1 2 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 3 16 122
Monitoring Economic Conditions during a Government Shutdown 0 0 1 28 0 6 18 76
Multimodality in Macro-Financial Dynamics 0 0 1 13 0 2 16 68
Multimodality in Macro-Financial Dynamics 0 0 0 116 1 7 19 260
Non standard Monetary Policy measures and monetary developments 0 0 1 6 0 2 11 126
Non-standard Monetary Policy Measures and Monetary Developments 0 0 0 32 0 3 12 209
Non-standard monetary policy measures and monetary developments 0 0 0 233 0 4 17 687
Non‐Standard Monetary Policy Measures 0 0 2 225 0 3 11 582
Now-Casting and the Real-Time Data Flow 0 0 0 956 2 4 24 1,984
Now-casting and the real-time data flow 0 0 1 139 0 3 22 336
Now-casting and the real-time data flow 2 4 7 451 7 22 68 1,042
Nowcasting 1 2 15 727 7 26 86 1,519
Nowcasting 1 4 18 2,155 3 12 58 3,935
Nowcasting 0 0 0 0 0 4 15 15
Nowcasting 0 1 2 315 1 6 33 834
Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models 1 1 3 222 2 7 27 482
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator 0 1 1 260 0 4 9 487
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators 0 0 2 132 1 7 13 369
Nowcasting GDP Growth for Kenya 1 1 11 11 2 7 13 13
Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases 0 0 3 327 2 12 38 1,036
Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases 2 3 10 656 4 11 51 1,411
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 2 2 5 299 5 8 28 900
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 0 4 554 1 9 32 1,748
Nowcasting Low-Income Countries Through Global Linkages 0 0 0 0 1 1 1 1
Nowcasting Recession Risk 0 0 0 0 1 1 1 1
Nowcasting with Daily Data 0 1 2 248 0 4 24 478
Nowcasting with Large Bayesian Vector Autoregressions 0 0 0 38 1 4 16 92
Nowcasting with large Bayesian vector autoregressions 0 0 2 107 2 10 40 353
Nowcasting with large Bayesian vector autoregressions 0 0 0 0 1 4 6 6
Nowcasting: the real time informational content of macroeconomic data releases 1 3 4 271 1 6 33 519
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 1 4 12 478
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 4 7 15 499
Opening the Toolbox: The Nowcasting Code on GitHub 0 0 8 194 1 8 37 493
Opening the black box: structural factor models with large cross-sections 0 0 1 347 0 3 29 1,146
Optimal Combination of Survey Forecasts 0 0 0 32 0 2 33 145
Optimal Combination of Survey Forecasts 0 0 3 414 0 5 22 971
Panel discussion on Convergence or divergence in Europe? 0 0 0 0 0 3 4 49
Prior Selection for Bayesian VARs 0 0 0 41 0 5 10 100
Prior Selection for Vector Autoregressions 0 0 6 630 1 7 48 1,342
Prior Selection for Vector Autoregressions 0 0 2 938 0 6 21 1,936
Prior Selection for Vector Autoregressions 0 1 1 95 1 4 36 322
Prior selection for vector autoregressions 0 0 2 132 1 3 27 299
Priors for the Long Run 0 1 5 142 2 3 29 353
Priors for the long run 0 0 1 102 1 7 22 116
Priors for the long run 0 1 3 33 0 6 30 173
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 0 2 17 59
Risks and Uncertainty in Monetary Policy 4 4 4 4 4 4 4 4
Safety, Liquidity, and the Natural Rate of Interest 0 0 3 85 1 11 36 329
Safety, liquidity, and the natural rate of interest 0 0 8 209 1 6 56 806
Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve 3 9 51 123 6 32 180 361
Scenario Synthesis and Macroeconomic Risk 0 0 4 18 2 6 29 39
Scenario Synthesis and Macroeconomic Risk 0 0 0 0 0 1 1 1
Scenario Synthesis and Macroeconomic Risk 0 1 25 34 3 13 98 104
Scenario Synthesis and Macroeconomic Risk 0 0 10 10 0 4 24 28
Short-Term Forecasts of Euro Area GDP Growth 0 1 2 148 1 3 18 368
Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach 0 0 0 136 0 2 9 405
Short-term Forecasts of Euro Area GDP Growth 0 0 0 291 0 3 17 958
Short-term forecasts of euro area GDP growth 0 1 2 311 0 7 16 758
Short-term inflation projections: a Bayesian vector autoregressive approach 0 0 1 623 2 5 24 1,349
Sparse and Stable Markowitz Portfolios 0 1 3 154 0 4 13 510
Sparse and stable Markowitz portfolios 0 0 0 163 0 3 12 836
Sparse and stable Markowitz portfolios 0 0 2 34 0 2 15 201
The Drivers of Post-Pandemic Inflation 0 5 21 73 7 30 136 232
The ECB and the Interbank Market 0 0 1 97 1 7 14 238
The ECB and the Interbank Market 0 0 2 503 1 3 26 1,050
The ECB and the interbank market 0 0 0 141 0 2 18 328
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 0 287 2 5 24 671
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 0 51 0 2 14 196
The Effects of Fiscal Consolidations on the Debt Distribution 1 1 8 8 1 2 23 23
The Effects of Fiscal Consolidations on the Debt Distribution 0 0 0 0 0 0 0 0
The Feldstein-Horioka Fact 0 0 0 41 0 2 3 210
The Feldstein-Horioka Fact 0 0 0 136 1 5 16 614
The Feldstein-Horioka fact 0 0 0 72 0 3 14 328
The Feldstein-Horioka fact 0 0 0 72 1 4 18 273
The Financial and Macroeconomic Effects of OMT Announcements 0 1 2 40 0 3 13 166
The Financial and Macroeconomic Effects of OMT Announcements 0 0 0 108 0 1 22 310
The Financial and Macroeconomic Effects of the OMT Announcements 0 1 2 337 1 16 40 885
The drivers of post-pandemic inflation 0 0 2 27 2 9 51 113
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 85 1 3 24 232
The effectiveness of non-standard monetary policy measures: evidence from survey data 1 1 1 67 1 2 10 207
The effectiveness of nonstandard monetary policy measures: evidence from survey data 0 0 5 154 2 6 14 335
The financial and macroeconomic effects of OMT announcements 0 1 5 298 1 5 20 900
Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited 0 0 3 391 2 3 19 1,564
Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity 0 0 2 35 0 6 13 55
Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it? 0 0 0 344 1 5 21 863
Trends and cycles in the euro area: how much heterogeneity and should we worry about it? 0 0 2 291 0 1 24 711
Unspanned Macroeconomic Factors in the Yields Curve 0 0 0 379 1 2 13 851
Unspanned macroeconomic factors in the yield curve 0 0 0 127 1 3 7 209
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 187 1 4 14 748
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 274 3 5 14 690
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 0 0 1 5 9 96
Vulnerable Growth 2 3 7 111 6 11 42 550
Vulnerable Growth 1 1 5 64 3 6 28 155
Vulnerable Growth 0 1 6 54 0 5 81 308
Vulnerable growth 0 1 2 244 3 7 31 998
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 1 89 0 4 19 246
When Are Central Bank Reserves Ample? 0 0 1 17 2 8 27 48
Total Working Papers 33 98 625 34,890 203 1,027 5,074 92,657
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 3 16 28 2 6 82 104
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 20 649 1 9 86 1,744
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 3 6 27 1,368 7 19 97 3,062
An Area-Wide Real-Time Database for the Euro Area 1 1 2 120 2 3 14 393
Back to the present: Learning about the euro area through a now-casting model 0 0 3 12 2 6 24 49
Business cycles in the euro area 0 0 0 23 1 2 12 235
Comment 0 0 0 3 0 0 2 47
Comment 0 0 0 3 0 0 5 36
Comments on "Forecasting economic and financial variables with global VARs" 0 1 4 121 0 3 20 324
Common factors of commodity prices 0 0 2 52 0 3 21 268
Common factors of commodity prices 2 7 20 92 4 13 63 286
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 8 67 802
Does information help recovering structural shocks from past observations? 0 0 1 169 0 2 14 515
Economic Predictions With Big Data: The Illusion of Sparsity 1 5 27 158 6 28 109 450
Explaining The Great Moderation: It Is Not The Shocks 0 0 3 258 1 3 25 732
Exploiting the monthly data flow in structural forecasting 0 0 4 183 1 2 23 706
Forecasting macroeconomic risks 2 5 23 101 3 14 86 326
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? 0 3 16 920 2 19 177 2,315
Global trends in interest rates 0 3 34 370 5 21 98 1,373
Large Bayesian vector auto regressions 3 10 54 2,359 16 49 216 5,319
Large Bayesian vector auto regressions 1 3 13 88 2 11 42 312
Low frequency effects of macroeconomic news on government bond yields 0 0 4 124 1 2 31 474
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 1 2 15 43 2 7 43 155
Macroeconomic Nowcasting and Forecasting with Big Data 1 6 18 123 6 21 74 437
Macroeconomic forecasting and structural change 0 0 0 0 2 7 38 628
Market Freedom and the Global Recession 1 1 4 355 8 10 66 1,363
Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis? 0 0 7 57 1 5 32 183
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 1 4 28 101 4 19 115 349
Nowcasting: The real-time informational content of macroeconomic data 8 22 112 5,099 36 93 447 14,751
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 0 0 6 523 0 2 27 1,338
Optimal combination of survey forecasts 0 0 3 83 0 1 17 195
Prior Selection for Vector Autoregressions 4 14 53 926 16 58 263 2,466
Priors for the Long Run 0 2 8 56 1 8 27 213
Safety, Liquidity, and the Natural Rate of Interest 0 2 6 182 1 7 73 629
Short-term inflation projections: A Bayesian vector autoregressive approach 1 2 5 246 1 5 21 646
Short‐term forecasts of euro area GDP growth 0 1 4 485 4 10 35 1,356
Short‐term forecasts of euro area GDP growth 0 1 1 30 0 3 17 149
The ECB and the Interbank Market 0 0 3 166 1 4 19 547
The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data 0 0 1 60 2 5 16 246
The Feldstein-Horioka Fact 0 0 0 23 0 2 7 156
The Financial and Macroeconomic Effects of the OMT Announcements 0 1 15 214 1 11 83 832
The national segmentation of euro area bank balance sheets during the financial crisis 0 0 0 47 1 3 25 211
Unspanned Macroeconomic Factors in the Yield Curve 0 0 0 28 0 4 12 111
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 1 247 1 2 12 716
Vulnerable Growth 4 17 60 432 23 52 228 1,465
Total Journal Articles 36 126 630 17,351 168 568 3,040 50,181

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 0 5 41 757
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 5 13 179
Global Trends in Interest Rates 0 0 0 0 0 4 15 99
MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA 0 0 0 7 0 5 14 46
Monetary Policy in Real Time 0 0 3 346 0 6 23 832
Now-Casting and the Real-Time Data Flow 3 3 9 1,332 8 15 62 3,426
Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models 0 0 6 47 0 6 24 174
Nowcasting recession risk 1 3 10 11 3 9 32 42
Panel Discussion 0 0 0 0 0 1 7 11
The Feldstein-Horioka Fact 0 0 1 191 0 2 14 638
Total Chapters 4 6 34 2,303 11 58 246 6,205
1 registered items for which data could not be found
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Statistics updated 2026-07-10