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 10 14 31 344
(Un)Predictability and Macroeconomic Stability 0 0 0 234 5 7 19 815
(Un)Predictability and Macroeconomic Stability 0 1 1 7 3 6 24 302
(Un)Predictability and macroeconomic stability 0 0 0 364 3 3 16 944
800,000 Years of Climate Risk 1 1 13 142 5 9 62 339
A DSGE Perspective on Safety, Liquidity, and Low Interest Rates 0 0 0 53 2 4 8 70
A Large Bayesian VAR of the United States Economy 1 8 72 249 4 45 189 599
A New Core Inflation Indicator for New Zealand 0 0 0 47 9 9 14 214
A New Perspective on Low Interest Rates 0 0 0 35 4 7 12 45
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 0 3 189 3 8 28 614
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 0 2 228 1 1 14 550
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 1 1 7 85
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 2 3 3 20 172
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 0 0 8 47
A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates 0 0 0 26 4 8 11 42
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering 0 0 1 466 2 6 24 1,119
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 1 1 3 657 4 10 28 1,354
A new core inflation indicator for New Zealand 0 0 0 8 2 2 8 99
A new core inflation indicator for New Zealand 0 1 1 91 2 5 18 358
A quasi maximum likelihood approach for large approximate dynamic factor models 0 0 0 863 5 6 18 1,907
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 2 6 18 67
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 1 1 19 108
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 5 11 23 370
An Area Wide Real Time Data Base for the Euro Area 0 0 0 54 3 12 17 157
An Area-Wide Real-Time Database for the Euro Area 0 0 0 21 2 2 3 120
An area-wide real-time database for the euro area 0 0 0 311 6 10 18 879
Back to the Present: Learning about the Euro Area through a Now-casting Model 0 1 25 125 4 13 78 302
Bank Capital and Real GDP Growth 1 1 17 106 4 9 54 265
Bank Capital and Real GDP Growth 0 0 2 4 2 4 19 23
Bayesian Inference in IV Regressions 0 6 15 15 1 8 19 19
Bayesian VARs with Large Panels 0 2 6 486 15 21 39 1,369
Bayesian inference in IV regressions 0 9 9 9 1 7 7 7
Business Cycles in the Euro Area 0 0 0 262 3 7 27 690
Business Cycles in the Euro Area 0 0 0 81 5 8 17 362
Business Cycles in the euro Area 0 0 0 146 5 7 18 389
Business cycles in the euro area 0 0 0 65 1 5 24 194
Changing Risk-Return Profiles 0 0 1 56 6 13 25 146
Changing Risk-Return Profiles 0 0 0 2 1 1 6 23
Common Factors of Commodity Prices 0 0 2 45 3 8 18 152
Common Factors of Commodity Prices 2 2 5 218 7 13 111 933
Common factors of commodity prices 0 0 0 74 5 9 27 238
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 0 13 0 2 6 224
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 0 76 1 7 15 268
Comparing alternative predictors based on large-panel factor models 0 0 0 221 3 4 14 706
Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections 0 0 0 431 1 2 16 895
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 0 0 66 3 4 13 228
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 1 1 93 2 10 26 344
Debt-at-Risk 2 6 40 40 8 22 95 95
Did the Euro imply more correlation of cycles? 0 0 0 0 5 5 16 227
Does Information Help Recovering Structural Shocks from Past Observations? 0 0 0 45 0 0 11 232
Does information help recovering structural shocks from past observations? 0 0 0 0 3 4 8 63
Does information help recovering structural shocks from past observations? 0 0 1 153 2 4 174 557
Economic Predictions with Big Data: The Illusion Of Sparsity 0 0 1 205 1 2 11 605
Economic Predictions with Big Data: The Illusion of Sparsity 0 0 2 78 3 3 13 207
Economic predictions with big data: the illusion of sparsity 0 0 0 159 0 5 20 274
Economic predictions with big data: the illusion of sparsity 0 0 0 72 3 6 14 147
Euro area and US recessions: 1970-2003 0 0 1 68 2 3 7 150
Explaining The Great Moderation: It Is Not The Shocks 0 0 0 153 3 12 22 457
Explaining the Great Moderation: it is not the shocks 0 0 1 191 2 4 15 510
Explaining the great moderation: it is not the shocks 0 0 0 32 3 5 7 185
Exploiting the monthly data flow in structural forecasting 0 0 1 99 0 1 5 146
Exploiting the monthly data flow in structural forecasting 0 0 0 174 0 0 7 206
Exploiting the monthly data-flow in structural forecasting 0 1 1 126 1 2 11 241
Exploiting the monthly data-flow in structural forecasting 0 0 0 19 0 0 6 77
Fiscal monitoring with VARs 1 36 36 36 11 63 63 63
Flighty liquidity 1 1 10 44 2 11 40 212
Forecasting Macroeconomic Risks 0 1 4 32 5 6 20 75
Forecasting Macroeconomic Risks 0 0 3 66 3 11 35 225
Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? 0 1 2 212 2 4 17 753
Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components? 0 0 0 212 0 2 8 602
Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? 0 1 2 258 0 2 15 768
Global Trends in Interest Rates 0 0 1 37 3 7 24 123
Global Trends in Interest Rates 0 0 0 40 1 8 46 126
Global Trends in Interest Rates 0 0 0 135 3 16 29 409
Global Trends in Interest Rates 0 0 0 77 3 10 18 194
Global trends in interest rates 0 0 0 124 3 6 26 293
Incorporating conjunctural analysis in structural models 0 0 0 0 3 4 6 6
Large Bayesian VARs 1 4 12 413 9 16 42 950
Large Bayesian VARs 0 1 4 726 5 10 38 1,687
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 0 188 4 7 16 454
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 1 121 2 3 25 319
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 1 195 2 3 13 568
Macroeconomic Forecasting and Machine Learning 0 1 14 14 4 8 36 36
Macroeconomic Forecasting and Structural Change 0 2 2 46 1 4 13 336
Macroeconomic Forecasting and Structural Change 0 0 0 110 1 1 12 362
Macroeconomic Forecasting and Structural Change 0 0 0 608 2 12 29 1,429
Macroeconomic Nowcasting and Forecasting with Big Data 1 1 1 183 2 5 22 330
Macroeconomic forecasting and structural change 0 0 1 257 4 16 26 635
Macroeconomic nowcasting and forecasting with big data 0 1 3 322 2 6 41 753
Market Freedom and the Global Recession 0 0 1 417 2 5 10 1,042
Market freedom and the global recession 0 0 0 99 2 8 29 343
Market freedom and the global recession 0 0 0 0 1 5 11 43
Monetary Policy in Real Time 0 0 0 114 4 7 14 455
Monetary Policy in Real Time 0 1 1 510 2 5 12 1,107
Monetary policy in real time 0 0 0 0 2 2 10 143
Monetary policy in real time 0 0 0 0 1 7 10 141
Money, Credit, Monetary Policy and the Business Cycle in the Euro Area 0 0 1 966 3 16 26 1,939
Money, credit, monetary policy and the business cycle in the euro area 0 0 0 288 0 0 9 661
Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis? 0 1 1 141 1 4 19 280
Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis? 0 0 0 76 2 6 15 121
Monitoring Economic Conditions during a Government Shutdown 0 0 1 28 5 9 17 75
Multimodality in Macro-Financial Dynamics 0 1 2 13 2 4 17 68
Multimodality in Macro-Financial Dynamics 0 0 0 116 4 6 18 257
Non standard Monetary Policy measures and monetary developments 0 0 1 6 1 1 10 125
Non-standard Monetary Policy Measures and Monetary Developments 0 0 0 32 3 5 13 209
Non-standard monetary policy measures and monetary developments 0 0 1 233 3 4 18 686
Non‐Standard Monetary Policy Measures 0 0 2 225 2 4 10 581
Now-Casting and the Real-Time Data Flow 0 0 0 956 2 7 25 1,982
Now-casting and the real-time data flow 1 1 5 448 12 27 70 1,032
Now-casting and the real-time data flow 0 0 1 139 3 7 24 336
Nowcasting 0 0 0 0 3 3 14 14
Nowcasting 0 0 2 314 3 7 35 831
Nowcasting 1 4 23 2,152 5 11 67 3,928
Nowcasting 0 2 17 725 12 29 86 1,505
Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models 0 1 2 221 5 10 27 480
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator 1 1 1 260 3 5 9 486
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators 0 0 3 132 4 5 12 366
Nowcasting GDP Growth for Kenya 0 10 10 10 4 10 10 10
Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases 0 1 4 327 8 16 36 1,032
Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases 1 2 13 654 7 15 57 1,407
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 1 4 554 6 10 31 1,745
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 2 4 297 1 8 24 893
Nowcasting with Daily Data 0 0 3 247 2 5 25 476
Nowcasting with Large Bayesian Vector Autoregressions 0 0 0 38 3 3 16 91
Nowcasting with large Bayesian vector autoregressions 0 1 2 107 8 16 42 351
Nowcasting with large Bayesian vector autoregressions 0 0 0 0 1 3 3 3
Nowcasting: the real time informational content of macroeconomic data releases 2 2 3 270 5 5 33 518
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 2 4 10 494
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 3 5 12 477
Opening the Toolbox: The Nowcasting Code on GitHub 0 1 12 194 7 11 42 492
Opening the black box: structural factor models with large cross-sections 0 0 1 347 2 5 29 1,145
Optimal Combination of Survey Forecasts 0 0 0 32 2 3 33 145
Optimal Combination of Survey Forecasts 0 1 4 414 5 11 26 971
Panel discussion on Convergence or divergence in Europe? 0 0 0 0 2 2 3 48
Prior Selection for Bayesian VARs 0 0 0 41 4 4 9 99
Prior Selection for Vector Autoregressions 1 1 2 95 2 4 37 320
Prior Selection for Vector Autoregressions 0 2 2 938 5 14 21 1,935
Prior Selection for Vector Autoregressions 0 1 7 630 3 8 49 1,338
Prior selection for vector autoregressions 0 1 2 132 2 6 28 298
Priors for the Long Run 1 1 5 142 1 6 29 351
Priors for the long run 1 1 3 33 5 8 32 172
Priors for the long run 0 0 1 102 4 5 20 113
Reading the Tea Leaves of the U.S. Business Cycle—Part One 0 0 1 53 0 1 14 123
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 0 0 11 2 3 17 59
Safety, Liquidity, and the Natural Rate of Interest 0 0 3 85 10 14 36 328
Safety, liquidity, and the natural rate of interest 0 2 8 209 3 13 55 803
Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve 3 12 46 117 15 50 165 344
Scenario Synthesis and Macroeconomic Risk 0 0 18 18 3 7 36 36
Scenario Synthesis and Macroeconomic Risk 0 0 10 10 3 7 27 27
Scenario Synthesis and Macroeconomic Risk 0 5 33 33 6 28 97 97
Short-Term Forecasts of Euro Area GDP Growth 0 0 1 147 1 4 16 366
Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach 0 0 1 136 1 2 9 404
Short-term Forecasts of Euro Area GDP Growth 0 0 0 291 2 5 17 957
Short-term forecasts of euro area GDP growth 0 0 1 310 3 6 14 754
Short-term inflation projections: a Bayesian vector autoregressive approach 0 0 1 623 2 9 21 1,346
Sparse and Stable Markowitz Portfolios 1 1 3 154 4 4 15 510
Sparse and stable Markowitz portfolios 0 0 0 163 3 4 14 836
Sparse and stable Markowitz portfolios 0 0 2 34 1 1 15 200
The Drivers of Post-Pandemic Inflation 3 6 22 71 13 41 136 215
The ECB and the Interbank Market 0 0 2 503 2 9 25 1,049
The ECB and the Interbank Market 0 0 2 97 4 4 12 235
The ECB and the interbank market 0 0 2 141 2 4 20 328
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 0 51 1 3 13 195
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 0 287 2 7 23 668
The Effects of Fiscal Consolidations on the Debt Distribution 0 1 7 7 1 3 22 22
The Feldstein-Horioka Fact 0 0 0 136 4 8 15 613
The Feldstein-Horioka Fact 0 0 0 41 2 3 3 210
The Feldstein-Horioka fact 0 0 0 72 2 5 16 271
The Feldstein-Horioka fact 0 0 0 72 2 6 13 327
The Financial and Macroeconomic Effects of OMT Announcements 0 0 2 39 1 5 15 164
The Financial and Macroeconomic Effects of OMT Announcements 0 0 0 108 1 7 24 310
The Financial and Macroeconomic Effects of the OMT Announcements 1 2 2 337 13 21 38 882
The drivers of post-pandemic inflation 0 0 5 27 5 18 57 109
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 85 1 4 22 230
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 66 1 3 10 206
The effectiveness of nonstandard monetary policy measures: evidence from survey data 0 0 5 154 1 2 10 330
The financial and macroeconomic effects of OMT announcements 1 1 6 298 4 6 20 899
Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited 0 0 3 391 1 3 17 1,562
Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity 0 0 3 35 2 2 11 51
Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it? 0 0 0 344 4 4 20 862
Trends and cycles in the euro area: how much heterogeneity and should we worry about it? 0 0 2 291 1 3 24 711
Unspanned Macroeconomic Factors in the Yields Curve 0 0 0 379 1 3 12 850
Unspanned macroeconomic factors in the yield curve 0 0 0 127 2 4 6 208
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 187 2 4 12 746
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 274 2 3 12 687
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 0 0 4 4 8 95
Vulnerable Growth 1 1 7 54 2 32 79 305
Vulnerable Growth 1 1 7 109 5 14 39 544
Vulnerable Growth 0 0 5 63 3 8 26 152
Vulnerable growth 1 1 3 244 4 10 32 995
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 2 89 2 9 21 244
When Are Central Bank Reserves Ample? 0 0 2 17 5 8 28 45
Total Working Papers 33 164 688 34,825 624 1,501 5,041 92,254
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 22 26 3 20 94 101
A New Core Inflation Indicator for New Zealand 0 0 2 151 2 2 13 618
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 1 5 21 647 4 14 93 1,739
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 3 5 27 1,365 10 23 101 3,053
An Area-Wide Real-Time Database for the Euro Area 0 0 2 119 1 3 13 391
Back to the present: Learning about the euro area through a now-casting model 0 0 4 12 3 4 24 46
Business cycles in the euro area 0 0 0 23 1 4 13 234
Comment 0 0 0 3 0 2 5 36
Comment 0 0 0 3 0 0 2 47
Comments on "Forecasting economic and financial variables with global VARs" 1 1 5 121 2 2 20 323
Common factors of commodity prices 2 4 19 87 5 14 69 278
Common factors of commodity prices 0 1 2 52 3 10 21 268
Comparing Alternative Predictors Based on Large‐Panel Factor Models 0 0 1 150 0 1 9 421
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 0 6 287 3 13 69 797
Does information help recovering structural shocks from past observations? 0 0 3 169 2 3 17 515
Economic Predictions With Big Data: The Illusion of Sparsity 3 10 33 156 8 35 102 430
Explaining The Great Moderation: It Is Not The Shocks 0 0 3 258 2 14 25 731
Exploiting the monthly data flow in structural forecasting 0 0 5 183 1 5 24 705
Forecasting macroeconomic risks 2 3 28 98 5 21 94 317
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? 3 6 19 920 10 67 183 2,306
Global trends in interest rates 0 6 35 367 7 21 101 1,359
Large Bayesian vector auto regressions 1 18 59 2,350 19 62 224 5,289
Large Bayesian vector auto regressions 1 2 12 86 6 12 42 307
Low frequency effects of macroeconomic news on government bond yields 0 0 5 124 1 3 34 473
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 0 2 15 41 2 9 45 150
Macroeconomic Nowcasting and Forecasting with Big Data 4 5 18 121 8 22 72 424
Macroeconomic forecasting and structural change 0 0 0 0 5 17 39 626
Market Freedom and the Global Recession 0 0 3 354 1 20 66 1,354
Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis? 0 0 7 57 2 5 30 180
NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS 0 0 0 34 3 3 6 117
Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators 0 0 0 1 0 0 4 10
Nowcasting with large Bayesian vector autoregressions 1 7 27 98 9 43 116 339
Nowcasting: The real-time informational content of macroeconomic data 7 21 120 5,084 30 95 472 14,688
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 0 1 6 523 1 4 26 1,337
Optimal combination of survey forecasts 0 0 4 83 1 2 20 195
Prior Selection for Vector Autoregressions 5 11 58 917 21 50 269 2,429
Priors for the Long Run 1 2 9 55 5 8 35 210
Safety, Liquidity, and the Natural Rate of Interest 2 4 7 182 4 18 78 626
Short-term inflation projections: A Bayesian vector autoregressive approach 0 1 4 244 3 6 20 644
Short‐term forecasts of euro area GDP growth 0 0 4 484 3 7 34 1,349
Short‐term forecasts of euro area GDP growth 0 0 0 29 2 6 17 148
The ECB and the Interbank Market 0 0 3 166 1 5 16 544
The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data 0 0 1 60 3 3 14 244
The Feldstein-Horioka Fact 0 0 0 23 2 2 7 156
The Financial and Macroeconomic Effects of the OMT Announcements 1 5 15 214 5 16 91 826
The national segmentation of euro area bank balance sheets during the financial crisis 0 0 0 47 2 7 25 210
Unspanned Macroeconomic Factors in the Yield Curve 0 0 0 28 3 4 11 110
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 1 247 1 4 13 715
Vulnerable Growth 9 20 65 424 15 50 231 1,428
Total Journal Articles 48 144 680 17,273 230 761 3,149 49,843

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 1 6 317 4 10 48 756
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 5 6 13 179
Global Trends in Interest Rates 0 0 0 0 4 8 16 99
MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA 0 0 0 7 4 6 13 45
Monetary Policy in Real Time 0 0 4 346 4 8 24 830
Now-Casting and the Real-Time Data Flow 0 2 6 1,329 4 12 59 3,415
Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models 0 1 7 47 3 7 30 171
Nowcasting recession risk 2 5 9 10 4 14 28 37
Panel Discussion 0 0 0 0 1 2 8 11
The Feldstein-Horioka Fact 0 0 1 191 2 5 14 638
Total Chapters 2 9 33 2,299 35 78 254 6,182
1 registered items for which data could not be found
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Statistics updated 2026-05-06