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 0 234 0 0 4 797
(Un)Predictability and Macroeconomic Stability 0 0 0 72 0 1 5 314
(Un)Predictability and Macroeconomic Stability 0 0 0 6 0 2 7 281
(Un)Predictability and macroeconomic stability 0 0 0 364 1 4 6 932
800,000 Years of Climate Risk 0 5 22 134 2 12 76 293
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 1 15 64 198 3 30 146 453
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 0 1 34
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 1 3 227 2 3 7 539
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 0 4 187 1 2 8 590
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 1 1 4 40
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 2 2 2 4 156
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 0 0 1 78
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 0 465 2 2 6 1,097
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 4 654 1 2 17 1,328
A new core inflation indicator for New Zealand 0 0 0 90 3 4 7 345
A new core inflation indicator for New Zealand 0 0 0 8 1 1 1 92
A quasi maximum likelihood approach for large approximate dynamic factor models 0 0 0 863 1 2 7 1,891
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 0 1 1 50
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 2 4 9 93
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 1 3 12 350
An Area Wide Real Time Data Base for the Euro Area 0 0 0 54 0 1 3 142
An Area-Wide Real-Time Database for the Euro Area 0 0 0 21 0 0 1 117
An area-wide real-time database for the euro area 0 0 1 311 0 0 18 861
Back to the Present: Learning about the Euro Area through a Now-casting Model 0 9 36 111 0 14 76 246
Bank Capital and Real GDP Growth 0 1 3 3 1 2 8 8
Bank Capital and Real GDP Growth 1 6 23 97 1 14 59 229
Bayesian VARs with Large Panels 0 0 7 481 1 3 27 1,334
Business Cycles in the Euro Area 0 0 0 262 2 2 7 666
Business Cycles in the Euro Area 0 0 0 81 2 2 6 347
Business Cycles in the euro Area 0 0 0 146 4 4 5 375
Business cycles in the euro area 0 0 0 65 2 3 4 173
Changing Risk-Return Profiles 0 0 0 2 0 0 1 18
Changing Risk-Return Profiles 0 0 2 55 0 0 11 121
Common Factors of Commodity Prices 0 0 7 216 2 5 29 832
Common Factors of Commodity Prices 0 0 1 43 0 1 4 135
Common factors of commodity prices 0 0 2 74 0 1 12 213
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 13 1 1 4 219
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 1 2 6 881
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 0 2 66 0 0 7 215
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 0 4 92 0 2 12 320
Debt-at-Risk 3 8 14 14 5 10 21 21
Did the Euro imply more correlation of cycles? 0 0 0 0 0 0 2 211
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 1 2 4 385
Economic Predictions with Big Data: The Illusion Of Sparsity 0 1 4 205 1 2 9 597
Economic Predictions with Big Data: The Illusion of Sparsity 0 1 2 77 1 2 6 196
Economic predictions with big data: the illusion of sparsity 0 0 1 159 2 3 12 257
Economic predictions with big data: the illusion of sparsity 0 0 5 72 1 1 15 134
Euro area and US recessions: 1970-2003 0 1 2 68 0 1 2 144
Explaining The Great Moderation: It Is Not The Shocks 0 0 0 153 0 2 4 437
Explaining the Great Moderation: it is not the shocks 0 0 0 190 0 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 1 2 99 0 1 3 142
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 0 19 0 1 4 72
Exploiting the monthly data-flow in structural forecasting 0 0 0 125 0 0 1 230
Flighty liquidity 0 1 5 35 3 7 24 180
Forecasting Macroeconomic Risks 0 1 3 64 0 2 12 194
Forecasting Macroeconomic Risks 0 2 3 31 1 3 10 59
Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? 0 1 1 211 2 3 4 739
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? 0 1 5 257 1 3 12 757
Global Trends in Interest Rates 0 0 0 40 0 2 6 82
Global Trends in Interest Rates 0 0 1 77 1 1 7 177
Global Trends in Interest Rates 0 0 0 135 2 5 9 385
Global Trends in Interest Rates 0 0 0 36 1 2 10 103
Global trends in interest rates 0 0 0 124 0 4 8 271
Incorporating conjunctural analysis in structural models 0 0 0 0 0 0 0 0
Large Bayesian VARs 0 2 10 405 0 7 25 917
Large Bayesian VARs 0 2 7 724 2 7 34 1,658
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 0 188 0 0 2 438
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 2 121 1 1 5 296
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 6 194 0 0 13 555
Macroeconomic Forecasting and Structural Change 0 0 0 110 0 1 4 351
Macroeconomic Forecasting and Structural Change 0 0 1 44 0 0 7 323
Macroeconomic Forecasting and Structural Change 0 0 0 608 2 2 18 1,402
Macroeconomic Nowcasting and Forecasting with Big Data 0 0 3 182 0 3 19 312
Macroeconomic forecasting and structural change 0 0 3 256 1 1 7 610
Macroeconomic nowcasting and forecasting with big data 0 0 3 319 0 3 31 715
Market Freedom and the Global Recession 0 0 1 416 1 1 3 1,033
Market freedom and the global recession 0 0 0 0 0 1 2 33
Market freedom and the global recession 0 0 0 99 1 1 3 315
Monetary Policy in Real Time 0 0 0 114 0 1 3 442
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 1 1 966 2 4 6 1,917
Money, credit, monetary policy and the business cycle in the euro area 0 0 1 288 2 2 5 654
Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis? 0 0 1 140 0 0 7 261
Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis? 0 0 2 76 0 0 5 106
Monitoring Economic Conditions during a Government Shutdown 0 0 0 27 0 0 2 58
Multimodality in Macro-Financial Dynamics 0 0 0 116 1 1 6 242
Multimodality in Macro-Financial Dynamics 0 1 1 12 0 1 4 52
Non standard Monetary Policy measures and monetary developments 0 0 0 5 0 0 1 115
Non-standard Monetary Policy Measures and Monetary Developments 0 0 0 32 0 0 1 197
Non-standard monetary policy measures and monetary developments 0 1 1 233 2 4 7 673
Non‐Standard Monetary Policy Measures 0 0 0 223 0 1 2 572
Now-Casting and the Real-Time Data Flow 0 0 1 956 2 7 9 1,964
Now-casting and the real-time data flow 1 3 10 446 5 18 49 984
Now-casting and the real-time data flow 0 1 2 139 2 5 8 318
Nowcasting 1 3 23 2,138 3 9 53 3,880
Nowcasting 0 1 4 313 2 3 13 803
Nowcasting 0 0 0 0 0 0 0 0
Nowcasting 2 9 27 717 6 22 81 1,448
Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models 0 0 4 219 1 2 13 456
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator 0 0 1 259 1 1 6 479
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators 0 1 1 130 1 2 5 357
Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases 0 1 3 324 2 3 15 1,000
Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases 1 5 17 649 2 13 43 1,367
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 0 3 550 2 6 24 1,720
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 0 3 294 0 2 14 872
Nowcasting with Daily Data 0 2 7 247 1 3 11 456
Nowcasting with Large Bayesian Vector Autoregressions 0 0 2 38 1 4 14 80
Nowcasting with large Bayesian vector autoregressions 0 1 2 106 1 7 20 317
Nowcasting: the real time informational content of macroeconomic data releases 1 1 1 268 2 3 7 489
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 2 2 6 486
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 1 2 3 467
Opening the Toolbox: The Nowcasting Code on GitHub 1 3 17 189 3 8 51 464
Opening the black box: structural factor models with large cross-sections 1 1 1 347 3 7 12 1,123
Optimal Combination of Survey Forecasts 0 0 0 32 0 1 2 113
Optimal Combination of Survey Forecasts 0 1 1 411 2 5 16 951
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 3 90
Prior Selection for Vector Autoregressions 0 3 13 626 2 7 39 1,299
Prior Selection for Vector Autoregressions 0 0 3 936 0 0 12 1,915
Prior Selection for Vector Autoregressions 0 0 1 94 0 2 15 287
Prior selection for vector autoregressions 0 0 7 130 0 0 12 272
Priors for the Long Run 0 0 9 137 1 3 31 325
Priors for the long run 0 0 1 101 1 2 3 95
Priors for the long run 0 0 4 30 1 4 15 145
Reading the Tea Leaves of the U.S. Business Cycle—Part One 1 1 3 53 1 1 4 110
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 0 1 11 0 1 5 43
Safety, Liquidity, and the Natural Rate of Interest 1 2 5 84 2 3 18 296
Safety, liquidity, and the natural rate of interest 1 1 8 202 3 3 38 753
Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve 1 3 16 75 14 22 66 202
Scenario Synthesis and Macroeconomic Risk 0 8 11 11 2 7 11 11
Scenario Synthesis and Macroeconomic Risk 2 17 17 17 6 19 19 19
Scenario Synthesis and Macroeconomic Risk 1 7 7 7 3 9 9 9
Short-Term Forecasts of Euro Area GDP Growth 1 1 1 147 2 3 3 353
Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach 0 0 2 136 0 0 5 396
Short-term Forecasts of Euro Area GDP Growth 0 0 0 291 1 3 4 943
Short-term forecasts of euro area GDP growth 0 0 0 309 0 2 3 743
Short-term inflation projections: a Bayesian vector autoregressive approach 0 0 3 622 0 0 17 1,325
Sparse and Stable Markowitz Portfolios 0 0 1 151 0 1 5 497
Sparse and stable Markowitz portfolios 0 0 0 163 1 3 5 826
Sparse and stable Markowitz portfolios 0 0 0 32 0 1 4 186
The Drivers of Post-Pandemic Inflation 3 8 53 59 11 28 107 118
The ECB and the Interbank Market 0 1 3 96 0 1 6 224
The ECB and the Interbank Market 1 1 1 502 1 3 14 1,027
The ECB and the interbank market 0 0 4 141 1 2 9 312
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 1 287 1 2 7 648
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 1 1 1 599
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 1 2 3 39 1 3 6 154
The Financial and Macroeconomic Effects of OMT Announcements 0 0 0 108 0 3 7 290
The Financial and Macroeconomic Effects of the OMT Announcements 0 0 0 335 0 1 4 846
The drivers of post-pandemic inflation 0 0 25 25 3 8 67 67
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 66 1 2 3 198
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 85 1 1 2 209
The effectiveness of nonstandard monetary policy measures: evidence from survey data 1 2 2 151 1 2 4 323
The financial and macroeconomic effects of OMT announcements 1 1 5 294 2 3 13 883
Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited 0 0 0 388 0 0 4 1,545
Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity 0 1 33 33 0 2 43 43
Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it? 0 0 0 344 1 1 2 843
Trends and cycles in the euro area: how much heterogeneity and should we worry about it? 0 1 3 290 0 1 6 688
Unspanned Macroeconomic Factors in the Yields Curve 0 0 0 379 1 3 3 841
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 0 274 0 1 1 676
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 187 1 2 6 736
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 0 0 0 0 1 87
Vulnerable Growth 0 2 8 60 1 4 11 130
Vulnerable Growth 2 5 12 52 3 7 23 233
Vulnerable Growth 0 0 4 104 2 3 9 511
Vulnerable growth 1 2 6 243 4 5 21 971
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 1 2 88 1 3 9 228
When Are Central Bank Reserves Ample? 0 0 16 16 1 5 21 23
Total Working Papers 31 165 711 34,359 201 561 2,305 87,957
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 4 13 13 3 12 28 28
A New Core Inflation Indicator for New Zealand 0 1 1 150 0 2 8 609
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 3 6 20 634 9 22 67 1,674
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 3 5 29 1,346 8 21 80 2,979
An Area-Wide Real-Time Database for the Euro Area 0 1 4 118 0 2 7 380
Back to the present: Learning about the euro area through a now-casting model 0 0 8 9 1 4 21 28
Business cycles in the euro area 0 0 1 23 1 2 8 224
Comment 0 0 0 3 0 0 0 31
Comment 0 0 0 3 0 0 1 45
Comments on "Forecasting economic and financial variables with global VARs" 1 3 4 119 2 4 6 307
Common factors of commodity prices 0 0 0 50 0 1 4 248
Common factors of commodity prices 1 3 20 75 1 11 62 228
Comparing Alternative Predictors Based on Large‐Panel Factor Models 0 0 1 149 0 1 5 414
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 2 10 284 2 9 43 739
Does information help recovering structural shocks from past observations? 0 2 5 168 1 3 9 502
Economic Predictions With Big Data: The Illusion of Sparsity 1 9 32 134 2 16 88 350
Explaining The Great Moderation: It Is Not The Shocks 1 1 1 256 1 3 6 709
Exploiting the monthly data flow in structural forecasting 0 3 9 181 0 5 23 687
Forecasting macroeconomic risks 3 8 32 83 5 21 76 253
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? 3 6 25 907 13 27 99 2,157
Global trends in interest rates 2 6 53 342 7 24 145 1,294
Large Bayesian vector auto regressions 0 4 14 78 1 8 35 276
Large Bayesian vector auto regressions 8 16 61 2,316 16 52 188 5,132
Low frequency effects of macroeconomic news on government bond yields 0 1 8 121 1 4 21 446
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 1 4 10 31 2 12 32 119
Macroeconomic Nowcasting and Forecasting with Big Data 2 6 19 109 5 21 55 375
Macroeconomic forecasting and structural change 0 0 0 0 1 6 29 593
Market Freedom and the Global Recession 0 1 9 352 4 14 85 1,303
Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis? 0 1 2 51 1 4 21 154
NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS 0 0 1 34 1 1 4 112
Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators 0 0 0 1 0 1 4 7
Nowcasting with large Bayesian vector autoregressions 2 7 22 78 6 23 88 251
Nowcasting: The real-time informational content of macroeconomic data 8 31 165 5,005 39 122 598 14,380
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 0 0 2 517 3 5 14 1,316
Optimal combination of survey forecasts 0 2 5 81 0 4 13 180
Prior Selection for Vector Autoregressions 2 14 77 881 19 61 246 2,245
Priors for the Long Run 2 4 12 50 4 11 37 190
Safety, Liquidity, and the Natural Rate of Interest 0 0 4 176 10 17 64 571
Short-term inflation projections: A Bayesian vector autoregressive approach 0 1 10 241 1 2 21 626
Short‐term forecasts of euro area GDP growth 0 0 0 29 0 2 5 133
Short‐term forecasts of euro area GDP growth 0 0 1 481 0 5 16 1,321
The ECB and the Interbank Market 0 1 1 164 0 3 11 531
The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data 0 1 1 60 1 2 2 232
The Feldstein-Horioka Fact 0 0 0 23 0 0 2 149
The Financial and Macroeconomic Effects of the OMT Announcements 0 2 9 201 4 25 54 764
The national segmentation of euro area bank balance sheets during the financial crisis 0 0 1 47 1 3 12 189
Unspanned Macroeconomic Factors in the Yield Curve 0 0 1 28 1 2 4 101
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 2 246 0 1 6 704
Vulnerable Growth 3 19 55 384 11 51 181 1,267
Total Journal Articles 47 175 760 16,832 188 652 2,634 47,553

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 11 314 3 11 30 723
Comment on "Can Parameter Instability Explain the Meese-Rogoff Puzzle?" 0 0 0 52 0 1 1 167
Global Trends in Interest Rates 0 0 0 0 1 2 5 85
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 3 6 345 1 5 16 811
Now-Casting and the Real-Time Data Flow 0 1 9 1,324 4 12 50 3,369
Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models 1 4 8 44 3 8 30 156
Nowcasting recession risk 1 1 2 2 1 1 11 11
Panel Discussion 0 0 0 0 0 1 1 4
The Feldstein-Horioka Fact 0 0 0 190 1 2 5 626
Total Chapters 3 11 36 2,278 14 43 150 5,984
1 registered items for which data could not be found
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