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 3 6 282
(Un)Predictability and Macroeconomic Stability 0 0 0 234 0 0 4 797
(Un)Predictability and Macroeconomic Stability 0 0 0 72 0 0 5 314
(Un)Predictability and macroeconomic stability 0 0 0 364 0 3 6 932
800,000 Years of Climate Risk 1 2 18 135 3 7 66 296
A DSGE Perspective on Safety, Liquidity, and Low Interest Rates 0 0 1 53 0 0 4 62
A Large Bayesian VAR of the United States Economy 3 11 59 201 4 21 128 457
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 0 4 187 0 2 7 590
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 1 3 227 0 3 7 539
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 2 0 2 4 156
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 0 0 0 78
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 0 1 2 40
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 1 3 7 1,098
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 4 654 0 1 16 1,328
A new core inflation indicator for New Zealand 0 0 0 8 0 1 1 92
A new core inflation indicator for New Zealand 0 0 0 90 0 4 7 345
A quasi maximum likelihood approach for large approximate dynamic factor models 0 0 0 863 0 2 7 1,891
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 0 0 1 50
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 1 4 9 94
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 0 2 10 350
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 0 117
An area-wide real-time database for the euro area 0 0 1 311 1 1 16 862
Back to the Present: Learning about the Euro Area through a Now-casting Model 0 5 29 111 3 11 68 249
Bank Capital and Real GDP Growth 0 1 2 3 0 2 7 8
Bank Capital and Real GDP Growth 2 7 21 99 4 12 56 233
Bayesian VARs with Large Panels 1 1 8 482 1 3 24 1,335
Business Cycles in the Euro Area 0 0 0 262 0 2 6 666
Business Cycles in the Euro Area 0 0 0 81 1 3 6 348
Business Cycles in the euro Area 0 0 0 146 0 4 5 375
Business cycles in the euro area 0 0 0 65 0 3 4 173
Changing Risk-Return Profiles 0 0 0 2 0 0 1 18
Changing Risk-Return Profiles 0 0 1 55 1 1 10 122
Common Factors of Commodity Prices 0 0 1 43 0 0 4 135
Common Factors of Commodity Prices 0 0 7 216 0 3 28 832
Common factors of commodity prices 0 0 1 74 0 1 11 213
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 0 1 4 219
Comparing alternative predictors based on large-panel factor models 0 0 0 221 0 0 2 692
Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections 0 0 2 431 0 2 6 881
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 0 4 92 0 1 12 320
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 0 2 66 1 1 8 216
Debt-at-Risk 1 6 15 15 6 13 27 27
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 0 2 4 385
Economic Predictions with Big Data: The Illusion Of Sparsity 0 1 4 205 0 2 8 597
Economic Predictions with Big Data: The Illusion of Sparsity 0 1 2 77 0 2 6 196
Economic predictions with big data: the illusion of sparsity 0 0 1 159 0 2 10 257
Economic predictions with big data: the illusion of sparsity 0 0 4 72 0 1 13 134
Euro area and US recessions: 1970-2003 0 1 1 68 0 1 1 144
Explaining The Great Moderation: It Is Not The Shocks 0 0 0 153 0 1 4 437
Explaining the Great Moderation: it is not the shocks 0 0 0 190 0 0 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 2 2 6 201
Exploiting the monthly data-flow in structural forecasting 0 0 0 125 0 0 1 230
Exploiting the monthly data-flow in structural forecasting 0 0 0 19 0 0 3 72
Flighty liquidity 0 0 4 35 0 4 22 180
Forecasting Macroeconomic Risks 0 0 3 31 1 2 10 60
Forecasting Macroeconomic Risks 1 1 4 65 2 2 14 196
Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? 0 0 1 211 0 2 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 0 4 257 1 2 12 758
Global Trends in Interest Rates 0 0 1 77 0 1 6 177
Global Trends in Interest Rates 0 0 0 135 0 2 9 385
Global Trends in Interest Rates 0 0 0 40 0 1 5 82
Global Trends in Interest Rates 0 0 0 36 0 2 10 103
Global trends in interest rates 0 0 0 124 0 0 8 271
Incorporating conjunctural analysis in structural models 0 0 0 0 0 0 0 0
Large Bayesian VARs 1 2 8 725 3 6 37 1,661
Large Bayesian VARs 1 3 11 406 2 5 27 919
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 2 121 0 1 4 296
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 6 194 1 1 14 556
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 0 188 1 1 3 439
Macroeconomic Forecasting and Structural Change 0 0 0 44 0 0 6 323
Macroeconomic Forecasting and Structural Change 0 0 0 608 1 3 16 1,403
Macroeconomic Forecasting and Structural Change 0 0 0 110 0 1 4 351
Macroeconomic Nowcasting and Forecasting with Big Data 0 0 3 182 0 2 17 312
Macroeconomic forecasting and structural change 0 0 2 256 0 1 5 610
Macroeconomic nowcasting and forecasting with big data 1 1 4 320 2 2 31 717
Market Freedom and the Global Recession 0 0 1 416 0 1 2 1,033
Market freedom and the global recession 0 0 0 99 0 1 3 315
Market freedom and the global recession 0 0 0 0 0 0 2 33
Monetary Policy in Real Time 0 0 1 509 0 0 2 1,095
Monetary Policy in Real Time 0 0 0 114 0 1 2 442
Monetary policy in real time 0 0 0 0 0 0 0 131
Monetary policy in real time 0 0 0 0 0 0 1 133
Money, Credit, Monetary Policy and the Business Cycle in the Euro Area 0 1 1 966 0 4 5 1,917
Money, credit, monetary policy and the business cycle in the euro area 0 0 1 288 0 2 4 654
Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis? 0 0 1 140 1 1 6 262
Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis? 0 0 1 76 0 0 4 106
Monitoring Economic Conditions during a Government Shutdown 0 0 0 27 0 0 2 58
Multimodality in Macro-Financial Dynamics 0 0 1 12 0 0 4 52
Multimodality in Macro-Financial Dynamics 0 0 0 116 0 1 6 242
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 0 1 233 1 4 8 674
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 1 5 10 1,965
Now-casting and the real-time data flow 0 1 2 139 0 4 8 318
Now-casting and the real-time data flow 0 2 8 446 2 12 45 986
Nowcasting 3 4 23 2,141 6 9 55 3,886
Nowcasting 1 6 26 718 4 19 80 1,452
Nowcasting 0 0 4 313 1 3 13 804
Nowcasting 0 0 0 0 0 0 0 0
Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models 0 0 4 219 1 2 14 457
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator 0 0 1 259 0 1 6 479
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators 1 1 2 131 1 2 6 358
Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases 0 0 2 324 0 2 12 1,000
Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases 0 3 17 649 1 8 43 1,368
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 0 3 294 1 1 14 873
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 2 2 4 552 3 7 23 1,723
Nowcasting with Daily Data 0 1 7 247 2 4 13 458
Nowcasting with Large Bayesian Vector Autoregressions 0 0 1 38 0 4 12 80
Nowcasting with large Bayesian vector autoregressions 0 1 1 106 0 4 19 317
Nowcasting: the real time informational content of macroeconomic data releases 0 1 1 268 2 5 9 491
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 0 2 6 486
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 0 1 3 467
Opening the Toolbox: The Nowcasting Code on GitHub 1 4 16 190 3 11 48 467
Opening the black box: structural factor models with large cross-sections 0 1 1 347 0 6 12 1,123
Optimal Combination of Survey Forecasts 0 0 1 411 0 2 14 951
Optimal Combination of Survey Forecasts 0 0 0 32 1 2 3 114
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 2 90
Prior Selection for Vector Autoregressions 0 0 1 94 1 2 15 288
Prior Selection for Vector Autoregressions 0 0 2 936 0 0 8 1,915
Prior Selection for Vector Autoregressions 0 2 11 626 4 9 40 1,303
Prior selection for vector autoregressions 0 0 6 130 0 0 10 272
Priors for the Long Run 2 2 11 139 2 3 27 327
Priors for the long run 1 1 2 102 1 2 4 96
Priors for the long run 1 1 5 31 2 4 16 147
Reading the Tea Leaves of the U.S. Business Cycle—Part One 0 1 3 53 1 2 5 111
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 0 1 11 1 2 5 44
Safety, Liquidity, and the Natural Rate of Interest 0 2 5 84 1 4 17 297
Safety, liquidity, and the natural rate of interest 0 1 7 202 0 3 34 753
Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve 1 4 15 76 9 30 69 211
Scenario Synthesis and Macroeconomic Risk 0 7 7 7 2 7 11 11
Scenario Synthesis and Macroeconomic Risk 0 3 17 17 0 9 19 19
Scenario Synthesis and Macroeconomic Risk 1 3 12 12 2 7 13 13
Short-Term Forecasts of Euro Area GDP Growth 0 1 1 147 0 3 3 353
Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach 0 0 2 136 0 0 4 396
Short-term Forecasts of Euro Area GDP Growth 0 0 0 291 0 2 4 943
Short-term forecasts of euro area GDP growth 0 0 0 309 0 1 3 743
Short-term inflation projections: a Bayesian vector autoregressive approach 1 1 4 623 1 1 15 1,326
Sparse and Stable Markowitz Portfolios 0 0 0 151 0 0 4 497
Sparse and stable Markowitz portfolios 0 0 0 32 0 0 3 186
Sparse and stable Markowitz portfolios 0 0 0 163 1 3 6 827
The Drivers of Post-Pandemic Inflation 1 8 37 60 6 28 95 124
The ECB and the Interbank Market 1 1 4 97 1 1 7 225
The ECB and the Interbank Market 0 1 1 502 1 4 12 1,028
The ECB and the interbank market 0 0 4 141 0 2 9 312
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 1 287 0 1 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 0 1 1 599
The Feldstein-Horioka fact 0 0 0 72 0 0 0 255
The Feldstein-Horioka fact 0 0 0 72 0 0 1 314
The Financial and Macroeconomic Effects of OMT Announcements 0 1 2 39 0 1 5 154
The Financial and Macroeconomic Effects of OMT Announcements 0 0 0 108 0 2 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 19 25 2 7 58 69
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 85 1 2 3 210
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 66 0 1 3 198
The effectiveness of nonstandard monetary policy measures: evidence from survey data 0 2 2 151 0 2 3 323
The financial and macroeconomic effects of OMT announcements 0 1 5 294 2 5 15 885
Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited 1 1 1 389 2 2 5 1,547
Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity 1 1 34 34 1 2 44 44
Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it? 0 0 0 344 0 1 2 843
Trends and cycles in the euro area: how much heterogeneity and should we worry about it? 0 1 3 290 3 4 8 691
Unspanned Macroeconomic Factors in the Yields Curve 0 0 0 379 0 3 3 841
Unspanned macroeconomic factors in the yield curve 0 0 0 127 0 0 0 202
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 187 0 2 6 736
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 274 0 0 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 1 7 60 1 4 10 131
Vulnerable Growth 0 4 10 52 0 6 20 233
Vulnerable Growth 0 0 4 104 1 4 9 512
Vulnerable growth 0 1 5 243 0 4 18 971
What Do Financial Conditions Tell Us about Risks to GDP Growth? 1 1 3 89 2 3 10 230
When Are Central Bank Reserves Ample? 0 0 5 16 0 2 15 23
Total Working Papers 32 126 646 34,391 126 500 2,190 88,083
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 2 3 15 15 5 11 33 33
A New Core Inflation Indicator for New Zealand 0 1 1 150 1 3 9 610
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 5 19 634 10 26 71 1,684
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 4 9 31 1,350 9 23 80 2,988
An Area-Wide Real-Time Database for the Euro Area 0 0 4 118 1 2 8 381
Back to the present: Learning about the euro area through a now-casting model 0 0 6 9 2 5 21 30
Business cycles in the euro area 0 0 0 23 0 1 7 224
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 5 120 4 7 10 311
Common factors of commodity prices 1 1 1 51 1 2 4 249
Common factors of commodity prices 1 4 19 76 2 7 57 230
Comparing Alternative Predictors Based on Large‐Panel Factor Models 0 0 0 149 1 1 5 415
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 1 1 10 285 6 10 45 745
Does information help recovering structural shocks from past observations? 0 0 4 168 0 1 8 502
Economic Predictions With Big Data: The Illusion of Sparsity 2 5 28 136 2 11 80 352
Explaining The Great Moderation: It Is Not The Shocks 0 1 1 256 0 2 5 709
Exploiting the monthly data flow in structural forecasting 0 2 8 181 1 5 20 688
Forecasting macroeconomic risks 2 7 30 85 8 21 75 261
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? 1 4 24 908 5 24 91 2,162
Global trends in interest rates 2 8 46 344 6 25 135 1,300
Large Bayesian vector auto regressions 5 16 61 2,321 14 43 182 5,146
Large Bayesian vector auto regressions 2 5 16 80 3 9 35 279
Low frequency effects of macroeconomic news on government bond yields 1 2 7 122 5 8 23 451
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 3 6 10 34 3 10 28 122
Macroeconomic Nowcasting and Forecasting with Big Data 1 5 18 110 3 15 54 378
Macroeconomic forecasting and structural change 0 0 0 0 2 5 25 595
Market Freedom and the Global Recession 0 1 8 352 16 22 75 1,319
Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis? 0 1 2 51 3 6 21 157
NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS 0 0 1 34 0 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 1 6 20 79 7 24 85 258
Nowcasting: The real-time informational content of macroeconomic data 14 32 165 5,019 43 119 597 14,423
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 0 0 1 517 0 5 13 1,316
Optimal combination of survey forecasts 0 1 4 81 3 5 14 183
Prior Selection for Vector Autoregressions 3 11 77 884 19 61 250 2,264
Priors for the Long Run 1 3 10 51 3 7 35 193
Safety, Liquidity, and the Natural Rate of Interest 0 0 3 176 5 20 65 576
Short-term inflation projections: A Bayesian vector autoregressive approach 0 0 9 241 1 2 20 627
Short‐term forecasts of euro area GDP growth 0 0 0 29 0 1 4 133
Short‐term forecasts of euro area GDP growth 0 0 1 481 2 2 17 1,323
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 0 2 2 232
The Feldstein-Horioka Fact 0 0 0 23 0 0 2 149
The Financial and Macroeconomic Effects of the OMT Announcements 3 5 11 204 12 27 62 776
The national segmentation of euro area bank balance sheets during the financial crisis 0 0 1 47 0 3 12 189
Unspanned Macroeconomic Factors in the Yield Curve 0 0 1 28 0 2 4 101
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 2 246 0 0 6 704
Vulnerable Growth 2 14 53 386 11 41 179 1,278
Total Journal Articles 53 164 735 16,885 219 631 2,594 47,772

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 9 314 4 11 32 727
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 0 1 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 0 2 6 345 0 2 14 811
Now-Casting and the Real-Time Data Flow 0 1 7 1,324 5 10 44 3,374
Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models 0 3 8 44 0 6 30 156
Nowcasting recession risk 1 2 3 3 2 3 13 13
Panel Discussion 0 0 0 0 0 0 1 4
The Feldstein-Horioka Fact 0 0 0 190 0 2 4 626
Total Chapters 1 10 33 2,279 11 36 145 5,995
1 registered items for which data could not be found
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