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 2 5 7 802
(Un)Predictability and Macroeconomic Stability 0 0 0 72 5 8 12 322
(Un)Predictability and Macroeconomic Stability 0 0 0 6 2 10 16 292
(Un)Predictability and macroeconomic stability 0 0 0 364 2 5 9 937
800,000 Years of Climate Risk 1 3 15 138 9 24 68 320
A DSGE Perspective on Safety, Liquidity, and Low Interest Rates 0 0 1 53 2 3 5 65
A Large Bayesian VAR of the United States Economy 8 30 76 231 21 65 168 522
A New Core Inflation Indicator for New Zealand 0 0 0 47 2 4 5 204
A New Perspective on Low Interest Rates 0 0 0 35 3 3 4 37
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 1 1 4 228 4 6 12 545
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 1 1 4 188 8 10 16 600
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 2 2 10 14 166
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 1 4 5 44
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 1 3 3 81
A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates 0 0 0 26 0 1 3 32
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering 0 0 0 465 1 4 7 1,102
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 2 654 5 8 18 1,336
A new core inflation indicator for New Zealand 0 0 0 8 0 2 3 94
A new core inflation indicator for New Zealand 0 0 0 90 0 4 10 349
A quasi maximum likelihood approach for large approximate dynamic factor models 0 0 0 863 3 6 10 1,897
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 2 8 17 102
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 3 5 11 355
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 1 7 8 57
An Area Wide Real Time Data Base for the Euro Area 0 0 0 54 1 1 4 143
An Area-Wide Real-Time Database for the Euro Area 0 0 0 21 0 1 1 118
An area-wide real-time database for the euro area 0 0 0 311 1 2 14 864
Back to the Present: Learning about the Euro Area through a Now-casting Model 3 11 35 122 11 29 80 278
Bank Capital and Real GDP Growth 0 1 2 4 1 6 11 14
Bank Capital and Real GDP Growth 2 4 19 103 3 11 49 244
Bayesian Inference in IV Regressions 0 0 0 0 0 0 0 0
Bayesian VARs with Large Panels 0 1 8 483 0 6 24 1,341
Business Cycles in the Euro Area 0 0 0 262 2 9 14 675
Business Cycles in the Euro Area 0 0 0 81 2 3 9 351
Business Cycles in the euro Area 0 0 0 146 2 5 10 380
Business cycles in the euro area 0 0 0 65 2 3 6 176
Changing Risk-Return Profiles 0 0 0 2 0 0 1 18
Changing Risk-Return Profiles 0 0 1 55 0 4 14 126
Common Factors of Commodity Prices 0 0 7 216 41 47 69 879
Common Factors of Commodity Prices 1 2 3 45 3 6 10 141
Common factors of commodity prices 0 0 1 74 2 12 20 225
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 0 76 2 3 3 256
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 0 13 1 1 4 220
Comparing alternative predictors based on large-panel factor models 0 0 0 221 3 3 5 695
Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections 0 0 1 431 2 6 11 887
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 0 1 66 2 3 9 219
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 0 3 92 2 7 16 327
Debt-at-Risk 11 17 32 32 18 35 62 62
Did the Euro imply more correlation of cycles? 0 0 0 0 0 8 10 219
Does Information Help Recovering Structural Shocks from Past Observations? 0 0 0 45 1 4 6 225
Does information help recovering structural shocks from past observations? 1 1 2 153 76 78 82 463
Does information help recovering structural shocks from past observations? 0 0 0 0 1 3 5 58
Economic Predictions with Big Data: The Illusion Of Sparsity 0 0 3 205 3 3 9 600
Economic Predictions with Big Data: The Illusion of Sparsity 1 1 3 78 4 5 10 201
Economic predictions with big data: the illusion of sparsity 0 0 3 72 5 6 14 140
Economic predictions with big data: the illusion of sparsity 0 0 0 159 4 9 16 266
Euro area and US recessions: 1970-2003 0 0 1 68 0 3 4 147
Explaining The Great Moderation: It Is Not The Shocks 0 0 0 153 1 4 8 441
Explaining the Great Moderation: it is not the shocks 1 1 1 191 1 7 10 503
Explaining the great moderation: it is not the shocks 0 0 0 32 1 2 2 180
Exploiting the monthly data flow in structural forecasting 0 0 1 99 0 2 3 144
Exploiting the monthly data flow in structural forecasting 0 0 0 174 1 2 7 203
Exploiting the monthly data-flow in structural forecasting 0 0 0 125 0 7 8 237
Exploiting the monthly data-flow in structural forecasting 0 0 0 19 1 4 7 76
Flighty liquidity 1 6 10 41 6 16 33 196
Forecasting Macroeconomic Risks 0 0 3 31 1 2 10 62
Forecasting Macroeconomic Risks 0 1 4 66 4 7 20 203
Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? 0 0 1 211 2 7 11 746
Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components? 0 0 0 212 2 2 2 596
Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? 0 0 1 257 3 5 11 763
Global Trends in Interest Rates 0 0 0 135 1 4 13 389
Global Trends in Interest Rates 0 0 0 77 2 4 8 181
Global Trends in Interest Rates 0 1 1 37 5 10 19 113
Global Trends in Interest Rates 0 0 0 40 2 6 11 88
Global trends in interest rates 0 0 0 124 2 5 12 276
Incorporating conjunctural analysis in structural models 0 0 0 0 1 1 1 1
Large Bayesian VARs 0 0 7 725 4 12 41 1,673
Large Bayesian VARs 1 3 10 409 5 9 28 928
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 2 194 3 5 11 561
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 1 121 1 6 8 302
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 0 188 0 5 7 444
Macroeconomic Forecasting and Machine Learning 1 13 13 13 5 22 22 22
Macroeconomic Forecasting and Structural Change 0 0 0 44 0 2 4 325
Macroeconomic Forecasting and Structural Change 0 0 0 110 3 5 8 356
Macroeconomic Forecasting and Structural Change 0 0 0 608 6 7 18 1,410
Macroeconomic Nowcasting and Forecasting with Big Data 0 0 2 182 1 7 18 319
Macroeconomic forecasting and structural change 0 1 1 257 3 4 6 614
Macroeconomic nowcasting and forecasting with big data 1 1 4 321 7 15 29 732
Market Freedom and the Global Recession 0 0 0 416 1 2 3 1,035
Market freedom and the global recession 0 0 0 0 1 2 3 35
Market freedom and the global recession 0 0 0 99 2 7 9 322
Monetary Policy in Real Time 0 0 1 509 4 6 7 1,101
Monetary Policy in Real Time 0 0 0 114 3 4 6 446
Monetary policy in real time 0 0 0 0 0 0 0 131
Monetary policy in real time 0 0 0 0 2 3 3 136
Money, Credit, Monetary Policy and the Business Cycle in the Euro Area 0 0 1 966 0 0 5 1,917
Money, credit, monetary policy and the business cycle in the euro area 0 0 1 288 1 5 9 659
Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis? 0 0 1 140 4 8 13 270
Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis? 0 0 1 76 1 5 8 111
Monitoring Economic Conditions during a Government Shutdown 0 1 1 28 1 6 7 64
Multimodality in Macro-Financial Dynamics 0 0 1 12 3 7 11 59
Multimodality in Macro-Financial Dynamics 0 0 0 116 4 7 12 249
Non standard Monetary Policy measures and monetary developments 0 1 1 6 4 7 8 122
Non-standard Monetary Policy Measures and Monetary Developments 0 0 0 32 2 3 4 200
Non-standard monetary policy measures and monetary developments 0 0 1 233 1 4 11 678
Non‐Standard Monetary Policy Measures 0 1 1 224 1 3 5 575
Now-Casting and the Real-Time Data Flow 0 0 1 956 2 8 18 1,973
Now-casting and the real-time data flow 0 0 2 139 2 7 15 325
Now-casting and the real-time data flow 1 1 8 447 6 13 48 999
Nowcasting 0 0 4 313 2 13 25 817
Nowcasting 0 3 20 2,144 1 18 60 3,904
Nowcasting 1 4 23 722 5 15 77 1,467
Nowcasting 0 0 0 0 2 7 7 7
Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models 0 0 3 219 2 5 13 462
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator 0 0 1 259 2 2 8 481
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators 0 1 3 132 0 2 8 360
Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases 1 1 2 325 6 9 18 1,009
Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases 0 1 13 650 5 13 42 1,381
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 0 3 294 3 6 15 879
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 1 1 4 553 4 8 21 1,731
Nowcasting with Daily Data 0 0 4 247 3 6 15 464
Nowcasting with Large Bayesian Vector Autoregressions 0 0 0 38 1 3 12 83
Nowcasting with large Bayesian vector autoregressions 0 0 1 106 2 11 25 328
Nowcasting: the real time informational content of macroeconomic data releases 0 0 1 268 7 17 24 508
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 1 4 6 471
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 1 1 6 487
Opening the Toolbox: The Nowcasting Code on GitHub 0 3 15 193 4 10 42 477
Opening the black box: structural factor models with large cross-sections 0 0 1 347 1 12 23 1,135
Optimal Combination of Survey Forecasts 0 0 0 32 20 26 29 140
Optimal Combination of Survey Forecasts 1 1 2 412 1 5 17 956
Panel discussion on Convergence or divergence in Europe? 0 0 0 0 0 0 0 45
Prior Selection for Bayesian VARs 0 0 0 41 1 2 2 92
Prior Selection for Vector Autoregressions 0 2 11 628 4 17 47 1,320
Prior Selection for Vector Autoregressions 0 0 1 94 12 22 33 310
Prior Selection for Vector Autoregressions 0 0 2 936 4 4 8 1,919
Prior selection for vector autoregressions 0 1 3 131 1 14 19 286
Priors for the Long Run 1 1 9 140 7 9 26 336
Priors for the long run 0 0 2 102 2 8 12 104
Priors for the long run 0 1 4 32 1 6 17 153
Reading the Tea Leaves of the U.S. Business Cycle—Part One 0 0 3 53 3 7 12 118
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 0 1 11 2 4 8 48
Safety, Liquidity, and the Natural Rate of Interest 0 1 4 85 3 9 21 306
Safety, liquidity, and the natural rate of interest 1 4 10 206 7 15 37 768
Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve 6 17 26 93 20 58 106 269
Scenario Synthesis and Macroeconomic Risk 1 1 18 18 2 8 27 27
Scenario Synthesis and Macroeconomic Risk 8 13 25 25 16 39 52 52
Scenario Synthesis and Macroeconomic Risk 0 3 10 10 1 7 18 18
Short-Term Forecasts of Euro Area GDP Growth 0 0 1 147 0 9 12 362
Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach 0 0 2 136 1 4 6 400
Short-term Forecasts of Euro Area GDP Growth 0 0 0 291 1 3 7 946
Short-term forecasts of euro area GDP growth 0 1 1 310 1 3 6 746
Short-term inflation projections: a Bayesian vector autoregressive approach 0 0 2 623 2 4 13 1,330
Sparse and Stable Markowitz Portfolios 2 2 2 153 5 5 9 502
Sparse and stable Markowitz portfolios 0 0 0 163 1 1 7 828
Sparse and stable Markowitz portfolios 1 2 2 34 2 9 11 195
The Drivers of Post-Pandemic Inflation 0 2 21 62 8 32 103 156
The ECB and the Interbank Market 0 1 2 503 1 5 13 1,033
The ECB and the Interbank Market 0 0 2 97 1 1 4 226
The ECB and the interbank market 0 0 3 141 1 3 9 315
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 1 287 0 3 9 651
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 0 51 0 4 4 186
The Effects of Fiscal Consolidations on the Debt Distribution 1 3 3 3 4 15 15 15
The Feldstein-Horioka Fact 0 0 0 41 0 0 1 207
The Feldstein-Horioka Fact 0 0 0 136 0 2 3 601
The Feldstein-Horioka fact 0 0 0 72 1 8 8 263
The Feldstein-Horioka fact 0 0 0 72 1 2 3 316
The Financial and Macroeconomic Effects of OMT Announcements 0 0 2 39 4 5 10 159
The Financial and Macroeconomic Effects of OMT Announcements 0 0 0 108 5 9 15 299
The Financial and Macroeconomic Effects of the OMT Announcements 0 0 0 335 3 9 12 855
The drivers of post-pandemic inflation 0 0 10 25 7 14 49 83
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 66 1 2 5 200
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 85 2 7 9 217
The effectiveness of nonstandard monetary policy measures: evidence from survey data 0 2 4 153 0 3 6 326
The financial and macroeconomic effects of OMT announcements 0 0 4 294 3 4 17 889
Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited 1 1 2 390 4 5 8 1,552
Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity 0 0 2 34 2 2 10 46
Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it? 0 0 0 344 2 3 5 846
Trends and cycles in the euro area: how much heterogeneity and should we worry about it? 0 0 3 290 2 9 17 700
Unspanned Macroeconomic Factors in the Yields Curve 0 0 0 379 0 2 5 843
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 0 274 2 4 5 680
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 187 0 4 9 740
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 0 0 1 1 1 88
Vulnerable Growth 2 4 8 108 6 14 23 526
Vulnerable Growth 2 2 7 62 4 8 16 139
Vulnerable Growth 0 0 6 52 3 7 17 240
Vulnerable growth 0 0 4 243 5 7 21 978
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 3 89 1 3 12 233
When Are Central Bank Reserves Ample? 0 0 4 16 6 8 19 31
Total Working Papers 66 183 640 34,574 645 1,495 3,106 89,578
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 5 20 20 13 33 66 66
A New Core Inflation Indicator for New Zealand 0 0 1 150 1 1 7 611
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 4 6 21 640 10 28 81 1,712
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 3 6 28 1,356 10 31 93 3,019
An Area-Wide Real-Time Database for the Euro Area 0 0 2 118 3 3 8 384
Back to the present: Learning about the euro area through a now-casting model 0 2 6 11 4 7 22 37
Business cycles in the euro area 0 0 0 23 2 2 8 226
Comment 0 0 0 3 1 1 1 46
Comment 0 0 0 3 0 2 2 33
Comments on "Forecasting economic and financial variables with global VARs" 0 0 5 120 2 2 11 313
Common factors of commodity prices 0 0 1 51 1 2 4 251
Common factors of commodity prices 1 5 20 81 9 22 64 252
Comparing Alternative Predictors Based on Large‐Panel Factor Models 0 0 0 149 0 1 5 416
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 1 1 8 286 2 22 57 767
Does information help recovering structural shocks from past observations? 0 0 3 168 4 6 13 508
Economic Predictions With Big Data: The Illusion of Sparsity 1 5 29 141 17 31 90 383
Explaining The Great Moderation: It Is Not The Shocks 1 1 2 257 2 2 7 711
Exploiting the monthly data flow in structural forecasting 0 1 7 182 2 6 18 694
Forecasting macroeconomic risks 3 8 36 93 13 26 92 287
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? 0 3 20 911 4 27 92 2,189
Global trends in interest rates 3 12 47 356 9 22 120 1,322
Large Bayesian vector auto regressions 1 9 54 2,330 16 61 197 5,207
Large Bayesian vector auto regressions 2 4 15 84 3 10 37 289
Low frequency effects of macroeconomic news on government bond yields 0 0 6 122 4 11 31 462
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 2 4 13 38 7 14 36 136
Macroeconomic Nowcasting and Forecasting with Big Data 5 5 15 115 10 18 54 396
Macroeconomic forecasting and structural change 0 0 0 0 1 6 24 601
Market Freedom and the Global Recession 0 1 8 353 1 9 75 1,328
Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis? 0 2 3 53 4 10 24 167
NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS 0 0 0 34 0 0 3 112
Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators 0 0 0 1 0 1 4 8
Nowcasting with large Bayesian vector autoregressions 2 8 22 87 4 19 82 277
Nowcasting: The real-time informational content of macroeconomic data 10 30 148 5,049 46 128 603 14,551
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 1 3 4 520 5 9 18 1,325
Optimal combination of survey forecasts 0 2 6 83 0 4 17 187
Prior Selection for Vector Autoregressions 4 15 67 899 16 73 257 2,337
Priors for the Long Run 1 2 9 53 3 6 30 199
Safety, Liquidity, and the Natural Rate of Interest 1 2 3 178 4 14 53 590
Short-term inflation projections: A Bayesian vector autoregressive approach 0 1 8 242 2 8 23 635
Short‐term forecasts of euro area GDP growth 0 1 2 482 2 12 26 1,335
Short‐term forecasts of euro area GDP growth 0 0 0 29 2 6 9 139
The ECB and the Interbank Market 0 1 2 165 0 1 9 532
The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data 0 0 1 60 0 1 3 233
The Feldstein-Horioka Fact 0 0 0 23 1 2 4 151
The Financial and Macroeconomic Effects of the OMT Announcements 1 3 12 207 8 22 75 798
The national segmentation of euro area bank balance sheets during the financial crisis 0 0 0 47 0 3 11 192
Unspanned Macroeconomic Factors in the Yield Curve 0 0 0 28 2 5 8 106
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 2 246 1 4 8 708
Vulnerable Growth 4 10 52 396 29 58 198 1,336
Total Journal Articles 52 158 708 17,043 280 792 2,780 48,564

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 6 314 3 8 33 735
Changing Risk-Return Profiles 0 0 0 0 0 0 0 0
Comment on "Can Parameter Instability Explain the Meese-Rogoff Puzzle?" 0 0 0 52 2 2 3 169
Global Trends in Interest Rates 0 0 0 0 3 5 9 90
MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA 0 0 0 7 1 3 3 35
Monetary Policy in Real Time 0 0 6 345 4 8 20 819
Now-Casting and the Real-Time Data Flow 1 1 6 1,325 4 16 48 3,390
Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models 1 2 9 46 3 6 31 162
Nowcasting recession risk 0 1 4 4 2 6 13 19
Panel Discussion 0 0 0 0 2 4 5 8
The Feldstein-Horioka Fact 0 0 0 190 1 2 5 628
Total Chapters 2 4 31 2,283 25 60 170 6,055
1 registered items for which data could not be found
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Statistics updated 2026-01-09