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 0 1 22 303
(Un)Predictability and Macroeconomic Stability 0 0 0 72 0 0 30 344
(Un)Predictability and Macroeconomic Stability 0 0 0 234 1 2 20 817
(Un)Predictability and macroeconomic stability 0 0 0 364 0 2 16 948
800,000 Years of Climate Risk 0 1 10 144 2 4 51 344
A DSGE Perspective on Safety, Liquidity, and Low Interest Rates 0 0 0 53 0 0 8 70
A Large Bayesian VAR of the United States Economy 5 9 65 263 12 22 176 629
A New Core Inflation Indicator for New Zealand 0 1 1 48 2 3 18 218
A New Perspective on Low Interest Rates 0 0 0 35 0 1 12 46
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 0 2 229 0 0 13 552
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 0 3 190 1 2 27 617
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 0 1 9 49
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 1 2 9 87
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 2 1 2 20 176
A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates 0 0 0 26 0 2 13 44
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering 0 0 1 466 3 3 25 1,122
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 3 657 1 2 29 1,357
A new core inflation indicator for New Zealand 0 0 0 8 0 1 9 101
A new core inflation indicator for New Zealand 0 0 1 91 2 2 18 363
A quasi maximum likelihood approach for large approximate dynamic factor models 0 0 0 863 1 2 18 1,909
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 0 1 18 68
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 1 3 23 373
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 0 1 16 109
An Area Wide Real Time Data Base for the Euro Area 0 0 0 54 0 0 15 157
An Area-Wide Real-Time Database for the Euro Area 0 0 0 21 1 1 4 121
An area-wide real-time database for the euro area 0 0 0 311 1 1 19 880
Back to the Present: Learning about the Euro Area through a Now-casting Model 1 3 19 130 4 7 67 313
Bank Capital and Real GDP Growth 0 0 1 4 1 1 16 24
Bank Capital and Real GDP Growth 0 0 10 107 2 7 45 274
Bayesian Inference in IV Regressions 0 0 15 15 1 1 20 20
Bayesian VARs with Large Panels 0 0 5 486 0 1 37 1,371
Bayesian inference in IV regressions 0 0 9 9 1 1 8 8
Business Cycles in the Euro Area 0 0 0 81 0 2 17 364
Business Cycles in the Euro Area 0 0 0 262 1 1 26 692
Business Cycles in the euro Area 0 0 0 146 0 1 15 390
Business cycles in the euro area 0 0 0 65 3 5 27 200
Changing Risk-Return Profiles 0 0 0 2 1 1 6 24
Changing Risk-Return Profiles 0 0 1 56 0 1 26 147
Common Factors of Commodity Prices 1 1 3 219 4 4 105 937
Common Factors of Commodity Prices 0 0 2 45 0 2 20 155
Common factors of commodity prices 0 0 0 74 3 4 32 245
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 0 76 0 1 16 269
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 0 13 0 0 5 224
Comparing alternative predictors based on large-panel factor models 0 0 0 221 0 2 16 708
Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections 0 0 0 431 0 0 15 896
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 0 0 66 1 2 15 230
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 0 1 93 0 0 25 345
Debt-at-Risk 1 5 33 47 4 11 89 110
Debt-at-Risk 0 1 1 1 3 5 5 5
Did the Euro imply more correlation of cycles? 0 0 0 0 0 1 18 229
Does Information Help Recovering Structural Shocks from Past Observations? 0 0 0 45 0 1 13 234
Does information help recovering structural shocks from past observations? 0 0 1 153 0 1 173 558
Does information help recovering structural shocks from past observations? 0 0 0 0 0 1 10 65
Economic Predictions with Big Data: The Illusion Of Sparsity 0 0 0 205 0 2 10 607
Economic Predictions with Big Data: The Illusion of Sparsity 0 0 1 78 1 1 12 208
Economic predictions with big data: the illusion of sparsity 0 1 1 160 1 5 23 280
Economic predictions with big data: the illusion of sparsity 0 0 0 72 1 1 15 149
Euro area and US recessions: 1970-2003 0 0 0 68 1 1 7 151
Explaining The Great Moderation: It Is Not The Shocks 0 0 0 153 1 2 23 460
Explaining the Great Moderation: it is not the shocks 0 0 1 191 1 2 16 512
Explaining the great moderation: it is not the shocks 0 0 0 32 1 2 10 188
Exploiting the monthly data flow in structural forecasting 0 0 0 174 2 2 9 208
Exploiting the monthly data flow in structural forecasting 0 0 0 99 0 1 5 147
Exploiting the monthly data-flow in structural forecasting 0 0 1 126 0 0 12 242
Exploiting the monthly data-flow in structural forecasting 0 0 0 19 1 1 7 79
Fiscal Monitoring with VARs 8 12 13 13 5 9 10 10
Fiscal monitoring with VARs 0 1 37 37 2 5 68 68
Flighty liquidity 1 2 12 47 1 4 38 218
Forecasting Macroeconomic Risks 0 0 2 66 0 0 31 225
Forecasting Macroeconomic Risks 0 0 1 32 0 0 17 76
Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? 0 0 1 212 0 1 15 754
Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components? 0 0 1 213 4 7 16 610
Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? 0 0 1 258 1 1 12 769
Global Trends in Interest Rates 0 0 0 40 1 2 47 129
Global Trends in Interest Rates 0 0 1 37 1 1 21 124
Global Trends in Interest Rates 0 0 0 135 1 3 27 412
Global Trends in Interest Rates 0 0 0 77 3 3 21 198
Global trends in interest rates 0 0 0 124 4 6 30 301
Incorporating conjunctural analysis in structural models 0 0 0 0 0 0 6 6
Large Bayesian VARs 0 0 2 726 3 7 37 1,695
Large Bayesian VARs 1 2 10 415 2 4 38 955
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 0 188 0 2 18 456
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 0 121 1 1 24 320
Low Frequency Effects of Macroeconomic News on Government Bond Yields 2 2 3 197 3 5 20 575
Macroeconomic Forecasting and Machine Learning 9 9 9 9 6 6 6 6
Macroeconomic Forecasting and Machine Learning 1 2 16 16 4 13 55 55
Macroeconomic Forecasting and Structural Change 0 0 0 608 2 2 29 1,431
Macroeconomic Forecasting and Structural Change 0 0 0 110 0 0 12 363
Macroeconomic Forecasting and Structural Change 0 0 2 46 3 3 16 339
Macroeconomic Nowcasting and Forecasting with Big Data 0 0 1 183 1 3 22 334
Macroeconomic forecasting and structural change 0 0 1 257 1 1 26 636
Macroeconomic nowcasting and forecasting with big data 1 2 6 325 5 10 52 767
Market Freedom and the Global Recession 0 0 1 417 0 0 9 1,042
Market freedom and the global recession 0 0 0 0 0 0 10 43
Market freedom and the global recession 0 0 0 99 0 0 28 343
Monetary Policy in Real Time 0 0 1 510 1 3 16 1,111
Monetary Policy in Real Time 0 0 0 114 1 3 16 458
Monetary policy in real time 0 0 0 0 0 0 10 143
Monetary policy in real time 0 0 0 0 0 1 12 143
Money, Credit, Monetary Policy and the Business Cycle in the Euro Area 0 0 0 966 3 5 30 1,947
Money, credit, monetary policy and the business cycle in the euro area 0 0 0 288 1 1 10 664
Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis? 0 1 2 142 1 2 21 282
Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis? 0 0 0 76 0 0 16 122
Monitoring Economic Conditions during a Government Shutdown 0 0 1 28 0 1 19 77
Multimodality in Macro-Financial Dynamics 0 0 0 116 2 3 20 262
Multimodality in Macro-Financial Dynamics 0 0 1 13 1 1 17 69
Non standard Monetary Policy measures and monetary developments 0 0 1 6 1 1 12 127
Non-standard Monetary Policy Measures and Monetary Developments 0 0 0 32 0 0 12 209
Non-standard monetary policy measures and monetary developments 0 0 0 233 0 0 14 687
Non‐Standard Monetary Policy Measures 0 0 2 225 0 1 11 583
Now-Casting and the Real-Time Data Flow 0 0 0 956 1 3 21 1,985
Now-casting and the real-time data flow 0 0 0 139 1 1 19 337
Now-casting and the real-time data flow 2 4 7 453 12 22 73 1,057
Nowcasting 2 3 19 2,157 2 7 59 3,939
Nowcasting 1 2 11 728 3 13 77 1,525
Nowcasting 0 0 2 315 2 3 33 836
Nowcasting 0 0 0 0 0 0 15 15
Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models 0 1 3 222 0 2 26 482
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator 0 0 1 260 0 0 8 487
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators 0 0 2 132 65 66 77 434
Nowcasting GDP Growth for Kenya 0 1 11 11 2 4 15 15
Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases 0 0 3 327 2 6 40 1,040
Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases 1 4 9 658 3 9 49 1,416
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 0 4 554 0 2 29 1,749
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 1 3 6 300 6 11 34 906
Nowcasting Low-Income Countries Through Global Linkages 0 0 0 0 1 2 2 2
Nowcasting Recession Risk 2 2 2 2 7 8 8 8
Nowcasting with Daily Data 0 0 1 248 0 0 22 478
Nowcasting with Large Bayesian Vector Autoregressions 0 0 0 38 0 1 12 92
Nowcasting with large Bayesian vector autoregressions 1 1 2 108 4 6 40 357
Nowcasting with large Bayesian vector autoregressions 0 0 0 0 1 2 7 7
Nowcasting: the real time informational content of macroeconomic data releases 0 1 3 271 2 5 34 523
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 1 2 12 479
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 0 4 13 499
Opening the Toolbox: The Nowcasting Code on GitHub 0 0 5 194 0 1 29 493
Opening the black box: structural factor models with large cross-sections 0 1 1 348 2 3 26 1,149
Optimal Combination of Survey Forecasts 1 1 1 33 2 2 34 147
Optimal Combination of Survey Forecasts 0 1 4 415 2 3 23 974
Panel discussion on Convergence or divergence in Europe? 0 0 0 0 0 0 4 49
Prior Selection for Bayesian VARs 0 0 0 41 1 1 11 101
Prior Selection for Vector Autoregressions 0 0 1 95 1 2 36 323
Prior Selection for Vector Autoregressions 0 0 4 630 2 3 45 1,344
Prior Selection for Vector Autoregressions 0 0 2 938 1 2 23 1,938
Prior selection for vector autoregressions 0 0 2 132 2 3 29 301
Priors for the Long Run 2 2 7 144 2 4 30 355
Priors for the long run 0 0 3 33 1 1 29 174
Priors for the long run 0 0 1 102 0 1 21 116
Reading the Tea Leaves of the U.S. Business Cycle—Part One 0 0 0 53 0 0 14 124
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 0 0 11 1 2 18 61
Risks and Uncertainty in Monetary Policy 14 23 23 23 4 13 13 13
Safety, Liquidity, and the Natural Rate of Interest 0 0 1 85 0 2 34 330
Safety, liquidity, and the natural rate of interest 2 4 11 213 4 10 62 815
Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve 1 5 50 125 12 26 179 381
Scenario Synthesis and Macroeconomic Risk 2 4 27 38 6 14 104 115
Scenario Synthesis and Macroeconomic Risk 0 0 1 18 1 4 22 41
Scenario Synthesis and Macroeconomic Risk 0 0 0 0 3 3 4 4
Scenario Synthesis and Macroeconomic Risk 0 0 3 10 0 0 19 28
Short-Term Forecasts of Euro Area GDP Growth 0 0 1 148 0 1 15 368
Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach 0 0 0 136 1 1 10 406
Short-term Forecasts of Euro Area GDP Growth 0 0 0 291 0 0 15 958
Short-term forecasts of euro area GDP growth 0 0 2 311 3 3 18 761
Short-term inflation projections: a Bayesian vector autoregressive approach 1 2 3 625 2 5 27 1,352
Sparse and Stable Markowitz Portfolios 0 0 3 154 0 0 13 510
Sparse and stable Markowitz portfolios 0 0 2 34 2 2 17 203
Sparse and stable Markowitz portfolios 0 0 0 163 1 1 11 837
The Drivers of Post-Pandemic Inflation 2 2 16 75 5 19 126 244
The ECB and the Interbank Market 0 0 1 97 1 3 16 240
The ECB and the Interbank Market 0 0 1 503 0 1 23 1,050
The ECB and the interbank market 0 0 0 141 1 1 17 329
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 0 287 2 5 26 674
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 0 51 2 2 16 198
The Effects of Fiscal Consolidations on the Debt Distribution 2 3 3 3 2 7 7 7
The Effects of Fiscal Consolidations on the Debt Distribution 1 2 9 9 1 3 25 25
The Feldstein-Horioka Fact 0 0 0 41 0 0 3 210
The Feldstein-Horioka Fact 0 0 0 136 0 1 15 614
The Feldstein-Horioka fact 0 1 1 73 1 3 20 275
The Feldstein-Horioka fact 0 0 0 72 1 1 15 329
The Financial and Macroeconomic Effects of OMT Announcements 0 0 0 108 1 1 21 311
The Financial and Macroeconomic Effects of OMT Announcements 1 1 2 41 3 3 15 169
The Financial and Macroeconomic Effects of the OMT Announcements 0 0 2 337 2 5 43 889
The drivers of post-pandemic inflation 1 1 3 28 6 11 55 122
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 1 1 67 0 1 9 207
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 85 0 1 23 232
The effectiveness of nonstandard monetary policy measures: evidence from survey data 0 0 3 154 0 2 12 335
The financial and macroeconomic effects of OMT announcements 0 0 4 298 2 3 19 902
Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited 0 0 3 391 0 2 19 1,564
Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity 0 0 2 35 2 2 14 57
Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it? 0 0 0 344 2 4 23 866
Trends and cycles in the euro area: how much heterogeneity and should we worry about it? 0 0 1 291 1 1 24 712
Unspanned Macroeconomic Factors in the Yields Curve 0 0 0 379 1 2 11 852
Unspanned macroeconomic factors in the yield curve 0 0 0 127 0 1 7 209
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 187 1 2 13 749
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 274 1 4 15 691
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 0 0 0 2 10 97
Vulnerable Growth 6 7 9 61 10 12 87 320
Vulnerable Growth 2 4 9 113 4 11 44 555
Vulnerable Growth 0 1 4 64 3 7 29 159
Vulnerable growth 0 0 1 244 1 5 29 1,000
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 1 89 0 0 18 246
When Are Central Bank Reserves Ample? 0 0 1 17 1 3 26 49
Total Working Papers 79 143 641 35,000 362 689 5,186 93,143
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 16 29 4 7 81 109
A New Core Inflation Indicator for New Zealand 0 0 1 151 0 0 9 618
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 2 4 18 652 8 13 82 1,756
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 2 7 26 1,372 4 18 94 3,073
An Area-Wide Real-Time Database for the Euro Area 0 2 3 121 1 5 16 396
Back to the present: Learning about the euro area through a now-casting model 0 1 4 13 0 4 23 51
Business cycles in the euro area 0 1 1 24 0 2 12 236
Comment 0 0 0 3 0 0 5 36
Comment 0 0 0 3 0 2 4 49
Comments on "Forecasting economic and financial variables with global VARs" 0 0 2 121 1 1 18 325
Common factors of commodity prices 1 3 18 93 4 10 64 292
Common factors of commodity prices 0 0 2 52 0 0 20 268
Comparing Alternative Predictors Based on Large‐Panel Factor Models 0 0 1 150 0 0 8 422
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 1 1 5 289 2 4 66 805
Does information help recovering structural shocks from past observations? 0 0 1 169 0 0 13 515
Economic Predictions With Big Data: The Illusion of Sparsity 1 3 26 160 2 11 105 455
Explaining The Great Moderation: It Is Not The Shocks 0 0 2 258 0 1 23 732
Exploiting the monthly data flow in structural forecasting 1 1 3 184 1 2 20 707
Forecasting macroeconomic risks 3 6 22 105 5 10 80 333
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? 1 1 14 921 4 10 166 2,323
Global trends in interest rates 2 2 30 372 7 15 89 1,383
Large Bayesian vector auto regressions 0 2 11 89 1 5 39 315
Large Bayesian vector auto regressions 1 6 46 2,362 7 33 204 5,336
Low frequency effects of macroeconomic news on government bond yields 0 0 3 124 1 3 30 476
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 0 1 12 43 0 4 38 157
Macroeconomic Nowcasting and Forecasting with Big Data 1 3 16 125 5 14 70 445
Macroeconomic forecasting and structural change 0 0 0 0 5 7 40 633
Market Freedom and the Global Recession 0 1 3 355 7 16 68 1,371
Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis? 1 1 7 58 1 3 31 185
NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS 0 0 0 34 37 37 42 154
Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators 0 0 0 1 0 0 3 10
Nowcasting with large Bayesian vector autoregressions 3 6 28 106 5 16 110 361
Nowcasting: The real-time informational content of macroeconomic data 6 26 112 5,117 30 102 437 14,817
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 0 0 6 523 2 2 24 1,340
Optimal combination of survey forecasts 0 0 2 83 1 1 16 196
Prior Selection for Vector Autoregressions 3 9 50 931 16 46 251 2,496
Priors for the Long Run 0 0 6 56 1 3 25 215
Safety, Liquidity, and the Natural Rate of Interest 0 0 6 182 2 9 66 637
Short-term inflation projections: A Bayesian vector autoregressive approach 0 1 5 246 0 5 24 650
Short‐term forecasts of euro area GDP growth 0 0 4 485 1 7 38 1,359
Short‐term forecasts of euro area GDP growth 1 2 3 32 1 2 18 151
The ECB and the Interbank Market 0 0 2 166 0 1 16 547
The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data 0 0 0 60 0 2 14 246
The Feldstein-Horioka Fact 0 0 0 23 0 0 7 156
The Financial and Macroeconomic Effects of the OMT Announcements 0 0 13 214 3 6 73 837
The national segmentation of euro area bank balance sheets during the financial crisis 0 0 0 47 0 2 23 212
Unspanned Macroeconomic Factors in the Yield Curve 0 0 0 28 0 0 10 111
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 1 247 1 4 15 719
Vulnerable Growth 8 16 60 444 18 57 232 1,499
Total Journal Articles 39 108 591 17,423 188 502 2,962 50,515

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 3 317 2 3 37 760
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 1 1 13 180
Global Trends in Interest Rates 0 0 0 0 0 0 14 99
MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA 0 0 0 7 0 0 14 46
Monetary Policy in Real Time 0 0 1 346 0 1 22 833
Now-Casting and the Real-Time Data Flow 0 4 9 1,333 3 18 67 3,436
Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models 0 0 3 47 0 0 18 174
Nowcasting recession risk 28 29 37 39 122 126 154 165
Panel Discussion 0 0 0 0 0 0 7 11
The Feldstein-Horioka Fact 0 1 2 192 0 1 13 639
Total Chapters 28 34 55 2,333 128 150 360 6,344
1 registered items for which data could not be found
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Statistics updated 2026-09-10