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 72 0 3 4 313
(Un)Predictability and Macroeconomic Stability 0 0 0 234 0 1 3 796
(Un)Predictability and Macroeconomic Stability 0 0 0 6 0 1 7 277
(Un)Predictability and macroeconomic stability 0 0 0 364 0 0 3 928
800,000 Years of Climate Risk 1 5 40 128 3 19 103 271
A DSGE Perspective on Safety, Liquidity, and Low Interest Rates 1 1 2 53 2 2 6 62
A Large Bayesian VAR of the United States Economy 8 18 69 173 14 44 147 398
A New Core Inflation Indicator for New Zealand 0 0 1 47 0 1 4 200
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 1 2 6 186 1 2 8 586
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 2 2 226 0 3 6 536
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 2 0 0 2 152
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 0 0 4 39
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 0 0 2 78
A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates 0 0 0 26 1 2 2 31
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering 0 0 1 465 0 0 6 1,095
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 1 5 653 3 7 18 1,325
A new core inflation indicator for New Zealand 0 0 0 90 0 1 3 340
A new core inflation indicator for New Zealand 0 0 0 8 0 0 0 91
A quasi maximum likelihood approach for large approximate dynamic factor models 0 0 0 863 0 2 10 1,889
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 0 1 15 345
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 0 0 0 49
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 2 4 5 89
An Area Wide Real Time Data Base for the Euro Area 0 0 0 54 1 1 1 140
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 3 10 18 860
Back to the Present: Learning about the Euro Area through a Now-casting Model 3 10 30 97 7 21 75 219
Bank Capital and Real GDP Growth 1 3 22 87 5 11 62 206
Bank Capital and Real GDP Growth 0 0 2 2 0 1 4 4
Bayesian VARs with Large Panels 0 3 5 478 2 10 26 1,327
Business Cycles in the Euro Area 0 0 1 81 0 2 7 344
Business Cycles in the Euro Area 0 0 1 262 0 2 6 663
Business Cycles in the euro Area 0 0 0 146 0 1 1 371
Business cycles in the euro area 0 0 0 65 0 0 2 170
Changing Risk-Return Profiles 0 0 2 54 1 7 17 119
Changing Risk-Return Profiles 0 0 0 2 0 0 1 17
Common Factors of Commodity Prices 0 1 1 43 0 3 5 134
Common Factors of Commodity Prices 1 3 6 212 2 10 29 820
Common factors of commodity prices 1 1 2 74 1 4 11 209
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 13 1 2 4 218
Comparing alternative predictors based on large-panel factor models 0 0 1 221 1 2 3 692
Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections 1 1 2 431 1 2 5 878
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 1 2 90 0 4 10 315
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 1 2 66 0 3 6 213
Did the Euro imply more correlation of cycles? 0 0 0 0 1 2 5 211
Does Information Help Recovering Structural Shocks from Past Observations? 0 0 0 45 0 2 2 221
Does information help recovering structural shocks from past observations? 0 1 1 152 0 2 2 383
Does information help recovering structural shocks from past observations? 0 0 0 0 1 2 2 55
Economic Predictions with Big Data: The Illusion Of Sparsity 1 2 4 204 1 3 11 594
Economic Predictions with Big Data: The Illusion of Sparsity 1 1 4 76 2 2 10 193
Economic predictions with big data: the illusion of sparsity 0 0 2 159 1 2 9 252
Economic predictions with big data: the illusion of sparsity 0 2 6 71 1 5 19 131
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 0 2 6 435
Explaining the Great Moderation: it is not the shocks 0 0 0 190 1 2 7 495
Explaining the great moderation: it is not the shocks 0 0 0 32 0 0 1 178
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 0 174 1 3 5 199
Exploiting the monthly data-flow in structural forecasting 0 0 0 19 1 2 3 71
Exploiting the monthly data-flow in structural forecasting 0 0 0 125 1 1 1 230
Flighty liquidity 0 1 5 32 1 6 26 169
Forecasting Macroeconomic Risks 1 1 4 63 1 5 10 188
Forecasting Macroeconomic Risks 0 0 0 28 0 1 5 53
Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? 0 0 1 210 0 1 4 736
Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components? 0 0 0 212 0 0 2 594
Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? 0 0 4 256 1 1 9 753
Global Trends in Interest Rates 0 0 0 36 2 4 7 98
Global Trends in Interest Rates 0 0 0 40 0 3 4 80
Global Trends in Interest Rates 0 0 2 135 1 1 3 377
Global Trends in Interest Rates 0 0 1 77 0 2 5 175
Global trends in interest rates 0 0 0 124 2 3 4 267
Large Bayesian VARs 1 2 7 720 4 9 27 1,641
Large Bayesian VARs 1 2 9 401 2 5 20 905
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 1 120 0 0 7 294
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 1 6 193 0 4 15 554
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 0 608 3 6 16 1,398
Macroeconomic Forecasting and Structural Change 0 0 3 44 0 1 9 322
Macroeconomic Forecasting and Structural Change 0 0 1 110 0 2 6 350
Macroeconomic Nowcasting and Forecasting with Big Data 0 1 4 181 1 5 21 306
Macroeconomic forecasting and structural change 0 0 5 256 0 1 10 609
Macroeconomic nowcasting and forecasting with big data 0 1 4 318 3 7 49 710
Market Freedom and the Global Recession 0 0 2 416 0 0 4 1,032
Market freedom and the global recession 0 0 0 99 0 0 1 313
Market freedom and the global recession 0 0 0 0 0 0 1 32
Monetary Policy in Real Time 0 0 0 114 0 1 2 441
Monetary Policy in Real Time 0 1 2 509 0 1 3 1,095
Monetary policy in real time 0 0 0 0 0 0 2 133
Monetary policy in real time 0 0 0 0 0 0 0 131
Money, Credit, Monetary Policy and the Business Cycle in the Euro Area 0 0 0 965 0 1 2 1,913
Money, credit, monetary policy and the business cycle in the euro area 1 1 1 288 1 2 3 652
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? 1 1 4 76 1 3 7 106
Monitoring Economic Conditions during a Government Shutdown 0 0 0 27 0 0 2 57
Multimodality in Macro-Financial Dynamics 0 0 0 11 0 3 5 51
Multimodality in Macro-Financial Dynamics 0 0 2 116 1 2 10 239
Non standard Monetary Policy measures and monetary developments 0 0 0 5 1 1 7 115
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 0 1 1 571
Now-Casting and the Real-Time Data Flow 0 0 1 955 0 1 2 1,956
Now-casting and the real-time data flow 1 2 13 441 3 6 45 957
Now-casting and the real-time data flow 0 0 1 137 0 0 2 310
Nowcasting 4 7 34 706 11 26 97 1,416
Nowcasting 2 3 3 312 2 4 11 796
Nowcasting 2 5 24 2,129 3 15 58 3,859
Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models 0 3 4 219 0 4 12 453
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator 0 1 2 259 1 4 5 477
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators 0 0 1 129 0 1 3 353
Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases 0 0 3 323 1 3 14 994
Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases 0 2 17 639 1 8 40 1,347
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 1 5 550 2 4 25 1,714
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 2 5 293 1 4 17 868
Nowcasting with Daily Data 0 1 6 244 0 2 12 451
Nowcasting with Large Bayesian Vector Autoregressions 0 0 6 38 0 3 14 74
Nowcasting with large Bayesian vector autoregressions 0 0 4 105 1 4 20 307
Nowcasting: the real time informational content of macroeconomic data releases 0 0 1 267 0 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 0 2 5 483
Opening the Toolbox: The Nowcasting Code on GitHub 3 4 15 182 3 12 53 447
Opening the black box: structural factor models with large cross-sections 0 0 0 346 1 4 8 1,116
Optimal Combination of Survey Forecasts 0 0 0 32 0 1 2 112
Optimal Combination of Survey Forecasts 0 0 0 410 5 5 10 944
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 4 90
Prior Selection for Vector Autoregressions 0 3 14 620 4 12 45 1,285
Prior Selection for Vector Autoregressions 0 0 2 93 0 5 15 282
Prior Selection for Vector Autoregressions 1 2 4 936 1 3 14 1,914
Prior selection for vector autoregressions 0 1 8 129 0 1 13 268
Priors for the Long Run 0 2 11 133 3 7 35 317
Priors for the long run 0 0 2 100 0 0 2 92
Priors for the long run 0 1 4 29 0 2 17 138
Reading the Tea Leaves of the U.S. Business Cycle—Part One 0 1 2 51 0 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 1 1 5 82 3 5 22 290
Safety, liquidity, and the natural rate of interest 1 2 9 198 5 11 57 742
Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve 0 3 15 70 4 14 63 177
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 1 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 0 1 4 622 4 7 18 1,324
Sparse and Stable Markowitz Portfolios 0 0 2 151 1 2 6 495
Sparse and stable Markowitz portfolios 0 0 2 32 1 1 5 185
Sparse and stable Markowitz portfolios 0 0 0 163 0 1 3 822
The Drivers of Post-Pandemic Inflation 2 7 48 48 8 21 74 74
The ECB and the Interbank Market 0 0 0 501 3 3 10 1,023
The ECB and the Interbank Market 0 0 2 95 0 1 7 223
The ECB and the interbank market 0 0 1 138 0 1 6 307
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 1 1 287 0 2 3 644
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 0 136 0 0 0 598
The Feldstein-Horioka Fact 0 0 0 41 0 1 1 207
The Feldstein-Horioka fact 0 0 0 72 0 1 1 314
The Feldstein-Horioka fact 0 0 0 72 0 0 0 255
The Financial and Macroeconomic Effects of OMT Announcements 0 0 1 108 0 1 5 285
The Financial and Macroeconomic Effects of OMT Announcements 0 0 1 37 0 0 2 149
The Financial and Macroeconomic Effects of the OMT Announcements 0 0 0 335 0 1 3 844
The drivers of post-pandemic inflation 5 7 22 22 9 16 50 50
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 66 1 1 1 196
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 85 0 0 1 208
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 2 5 292 2 6 14 878
Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited 0 0 3 388 0 1 10 1,545
Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity 0 0 32 32 1 3 39 39
Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it? 0 0 0 344 1 1 1 842
Trends and cycles in the euro area: how much heterogeneity and should we worry about it? 1 2 2 289 1 3 5 686
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 0 274 0 0 0 675
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 187 1 3 4 734
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 0 0 0 0 1 87
Vulnerable Growth 1 3 10 58 1 3 14 126
Vulnerable Growth 1 1 8 47 1 3 23 226
Vulnerable Growth 0 1 3 101 0 1 15 504
Vulnerable growth 2 2 8 241 3 6 31 963
What Do Financial Conditions Tell Us about Risks to GDP Growth? 1 1 1 87 1 2 6 223
When Are Central Bank Reserves Ample? 1 3 15 15 1 5 17 17
Total Working Papers 55 150 696 34,084 182 576 2,221 87,048
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 0 149 0 1 4 605
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 4 24 623 1 10 69 1,641
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 2 8 32 1,336 5 23 87 2,949
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 2 3 8 8 2 7 22 22
Business cycles in the euro area 0 0 1 23 0 2 6 220
Comment 0 0 0 3 0 0 2 45
Comment 0 0 0 3 0 0 0 31
Comments on "Forecasting economic and financial variables with global VARs" 1 1 2 116 1 1 4 303
Common factors of commodity prices 2 2 18 63 5 13 65 201
Common factors of commodity prices 0 0 1 50 0 0 5 247
Comparing Alternative Predictors Based on Large‐Panel Factor Models 0 0 1 149 1 1 4 412
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 2 14 280 2 11 52 721
Does information help recovering structural shocks from past observations? 0 1 3 166 0 3 5 498
Economic Predictions With Big Data: The Illusion of Sparsity 4 8 35 120 9 22 85 315
Explaining The Great Moderation: It Is Not The Shocks 0 0 1 255 1 2 8 706
Exploiting the monthly data flow in structural forecasting 0 2 8 177 1 3 35 679
Forecasting macroeconomic risks 6 10 21 67 8 21 66 216
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? 3 4 33 895 11 15 95 2,112
Global trends in interest rates 2 18 54 327 17 46 153 1,248
Large Bayesian vector auto regressions 0 4 19 73 0 9 41 261
Large Bayesian vector auto regressions 0 5 64 2,281 8 36 209 5,046
Low frequency effects of macroeconomic news on government bond yields 1 2 9 118 2 6 21 437
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 0 1 9 26 2 4 32 104
Macroeconomic Nowcasting and Forecasting with Big Data 1 2 20 102 2 7 46 349
Macroeconomic forecasting and structural change 0 0 0 0 4 9 36 586
Market Freedom and the Global Recession 1 6 11 351 1 34 85 1,287
Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis? 0 0 6 50 2 7 27 150
NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS 0 0 1 34 0 2 3 111
Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators 0 0 0 1 0 2 4 6
Nowcasting with large Bayesian vector autoregressions 1 2 25 67 6 20 97 215
Nowcasting: The real-time informational content of macroeconomic data 16 48 184 4,949 111 180 580 14,128
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 0 1 4 517 1 4 13 1,311
Optimal combination of survey forecasts 1 2 3 79 1 4 12 174
Prior Selection for Vector Autoregressions 6 22 92 854 14 62 256 2,142
Priors for the Long Run 0 0 9 44 0 1 27 170
Safety, Liquidity, and the Natural Rate of Interest 0 0 11 175 4 7 64 544
Short-term inflation projections: A Bayesian vector autoregressive approach 0 5 11 239 0 10 24 622
Short‐term forecasts of euro area GDP growth 0 0 1 480 1 5 14 1,314
Short‐term forecasts of euro area GDP growth 0 0 1 29 0 1 6 131
The ECB and the Interbank Market 0 0 0 163 1 1 11 524
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 0 2 3 149
The Financial and Macroeconomic Effects of the OMT Announcements 1 3 14 198 3 9 44 732
The national segmentation of euro area bank balance sheets during the financial crisis 0 0 1 47 0 3 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 5 15 52 359 18 50 171 1,188
Total Journal Articles 55 183 812 16,518 245 658 2,621 46,442

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 11 310 1 5 24 707
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 1 1 5 82
MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA 0 0 1 7 0 0 4 32
Monetary Policy in Real Time 0 2 3 341 2 5 18 804
Now-Casting and the Real-Time Data Flow 1 2 10 1,321 3 10 48 3,352
Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models 0 1 4 38 2 6 15 137
Nowcasting recession risk 1 1 1 1 1 2 8 8
Panel Discussion 0 0 0 0 0 0 0 3
The Feldstein-Horioka Fact 0 0 0 190 1 1 7 624
Total Chapters 2 8 30 2,260 11 30 129 5,915
1 registered items for which data could not be found
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Statistics updated 2025-04-04