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 2 2 7 316
(Un)Predictability and Macroeconomic Stability 0 0 0 6 1 2 7 283
(Un)Predictability and Macroeconomic Stability 0 0 0 234 0 0 3 797
(Un)Predictability and macroeconomic stability 0 0 0 364 1 2 7 933
800,000 Years of Climate Risk 0 1 17 135 3 8 61 299
A DSGE Perspective on Safety, Liquidity, and Low Interest Rates 0 0 1 53 1 1 4 63
A Large Bayesian VAR of the United States Economy 14 18 68 215 25 32 147 482
A New Core Inflation Indicator for New Zealand 0 0 1 47 1 1 5 201
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 3 187 1 2 7 591
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 0 3 227 2 4 9 541
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 2 3 4 42
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 2 4 6 8 160
A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates 0 0 0 26 1 1 3 32
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering 0 0 0 465 2 5 6 1,100
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 3 654 3 4 18 1,331
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 1 4 7 346
A quasi maximum likelihood approach for large approximate dynamic factor models 0 0 0 863 2 3 9 1,893
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 3 3 4 53
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 2 5 11 96
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 0 1 8 350
An Area Wide Real Time Data Base for the Euro Area 0 0 0 54 0 0 3 142
An Area-Wide Real-Time Database for the Euro Area 0 0 0 21 1 1 1 118
An area-wide real-time database for the euro area 0 0 0 311 0 1 14 862
Back to the Present: Learning about the Euro Area through a Now-casting Model 5 5 31 116 9 12 70 258
Bank Capital and Real GDP Growth 1 1 2 4 1 2 7 9
Bank Capital and Real GDP Growth 0 3 18 99 5 10 56 238
Bayesian VARs with Large Panels 1 2 8 483 4 6 26 1,339
Business Cycles in the Euro Area 0 0 0 81 1 4 7 349
Business Cycles in the Euro Area 0 0 0 262 0 2 6 666
Business Cycles in the euro Area 0 0 0 146 2 6 7 377
Business cycles in the euro area 0 0 0 65 0 2 3 173
Changing Risk-Return Profiles 0 0 0 2 0 0 1 18
Changing Risk-Return Profiles 0 0 1 55 2 3 12 124
Common Factors of Commodity Prices 0 0 1 43 0 0 4 135
Common Factors of Commodity Prices 0 0 7 216 2 4 30 834
Common factors of commodity prices 0 0 1 74 1 1 11 214
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 0 13 0 1 3 219
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 0 76 1 1 1 254
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 1 431 1 2 6 882
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 0 2 66 1 2 8 217
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 0 4 92 2 2 14 322
Debt-at-Risk 4 8 19 19 7 18 34 34
Did the Euro imply more correlation of cycles? 0 0 0 0 1 1 3 212
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 2 3 6 387
Economic Predictions with Big Data: The Illusion Of Sparsity 0 0 4 205 0 1 8 597
Economic Predictions with Big Data: The Illusion of Sparsity 0 0 2 77 1 2 6 197
Economic predictions with big data: the illusion of sparsity 0 0 4 72 0 1 12 134
Economic predictions with big data: the illusion of sparsity 0 0 0 159 1 3 10 258
Euro area and US recessions: 1970-2003 0 0 1 68 1 1 2 145
Explaining The Great Moderation: It Is Not The Shocks 0 0 0 153 0 0 4 437
Explaining the Great Moderation: it is not the shocks 0 0 0 190 1 1 4 497
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 0 2 99 1 1 3 143
Exploiting the monthly data flow in structural forecasting 0 0 0 174 0 2 5 201
Exploiting the monthly data-flow in structural forecasting 0 0 0 19 0 0 3 72
Exploiting the monthly data-flow in structural forecasting 0 0 0 125 0 0 1 230
Flighty liquidity 2 2 6 37 6 9 26 186
Forecasting Macroeconomic Risks 0 0 3 31 1 3 9 61
Forecasting Macroeconomic Risks 1 2 4 66 2 4 15 198
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 3 12 759
Global Trends in Interest Rates 0 0 0 77 2 3 7 179
Global Trends in Interest Rates 0 0 0 40 3 3 8 85
Global Trends in Interest Rates 1 1 1 37 2 3 12 105
Global Trends in Interest Rates 0 0 0 135 1 3 10 386
Global trends in interest rates 0 0 0 124 1 1 9 272
Incorporating conjunctural analysis in structural models 0 0 0 0 0 0 0 0
Large Bayesian VARs 0 1 7 725 5 10 38 1,666
Large Bayesian VARs 2 3 12 408 3 5 26 922
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 4 194 2 3 12 558
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 1 121 2 3 4 298
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 0 188 2 3 5 441
Macroeconomic Forecasting and Machine Learning 4 4 4 4 10 10 10 10
Macroeconomic Forecasting and Structural Change 0 0 0 110 0 0 4 351
Macroeconomic Forecasting and Structural Change 0 0 0 44 0 0 4 323
Macroeconomic Forecasting and Structural Change 0 0 0 608 0 3 12 1,403
Macroeconomic Nowcasting and Forecasting with Big Data 0 0 2 182 1 1 15 313
Macroeconomic forecasting and structural change 0 0 1 256 0 1 4 610
Macroeconomic nowcasting and forecasting with big data 0 1 4 320 1 3 25 718
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 1 1 3 443
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 0 1 966 0 2 5 1,917
Money, credit, monetary policy and the business cycle in the euro area 0 0 1 288 3 5 7 657
Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis? 0 0 1 140 2 3 7 264
Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis? 0 0 1 76 1 1 4 107
Monitoring Economic Conditions during a Government Shutdown 0 0 0 27 3 3 5 61
Multimodality in Macro-Financial Dynamics 0 0 0 116 1 2 7 243
Multimodality in Macro-Financial Dynamics 0 0 1 12 0 0 4 52
Non standard Monetary Policy measures and monetary developments 0 0 0 5 1 1 2 116
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 8 675
Non‐Standard Monetary Policy Measures 1 1 1 224 2 2 4 574
Now-Casting and the Real-Time Data Flow 0 0 1 956 3 6 13 1,968
Now-casting and the real-time data flow 0 1 8 446 1 8 40 987
Now-casting and the real-time data flow 0 0 2 139 1 3 9 319
Nowcasting 2 5 24 720 7 17 76 1,459
Nowcasting 0 0 4 313 5 8 17 809
Nowcasting 0 0 0 0 1 1 1 1
Nowcasting 3 7 22 2,144 10 19 58 3,896
Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models 0 0 4 219 3 5 17 460
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 2 3 132 1 3 7 359
Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases 0 0 1 324 2 4 13 1,002
Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases 0 1 15 649 2 5 38 1,370
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 2 4 552 4 9 25 1,727
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 0 3 294 1 2 14 874
Nowcasting with Daily Data 0 0 5 247 1 4 12 459
Nowcasting with Large Bayesian Vector Autoregressions 0 0 0 38 2 3 12 82
Nowcasting with large Bayesian vector autoregressions 0 0 1 106 3 4 19 320
Nowcasting: the real time informational content of macroeconomic data releases 0 1 1 268 6 10 14 497
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 1 2 4 468
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 0 2 6 486
Opening the Toolbox: The Nowcasting Code on GitHub 2 4 16 192 4 10 45 471
Opening the black box: structural factor models with large cross-sections 0 1 1 347 1 4 13 1,124
Optimal Combination of Survey Forecasts 0 0 1 411 2 4 15 953
Optimal Combination of Survey Forecasts 0 0 0 32 1 2 4 115
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 1 90
Prior Selection for Vector Autoregressions 0 0 1 94 2 3 13 290
Prior Selection for Vector Autoregressions 1 1 10 627 8 14 44 1,311
Prior Selection for Vector Autoregressions 0 0 2 936 0 0 7 1,915
Prior selection for vector autoregressions 1 1 5 131 10 10 18 282
Priors for the Long Run 0 2 10 139 0 3 24 327
Priors for the long run 1 2 5 32 3 6 16 150
Priors for the long run 0 1 2 102 3 5 7 99
Reading the Tea Leaves of the U.S. Business Cycle—Part One 0 1 3 53 2 4 7 113
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 0 1 11 0 1 4 44
Safety, Liquidity, and the Natural Rate of Interest 0 1 4 84 0 3 15 297
Safety, liquidity, and the natural rate of interest 1 2 8 203 2 5 33 755
Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve 2 4 16 78 13 36 75 224
Scenario Synthesis and Macroeconomic Risk 0 2 17 17 4 10 23 23
Scenario Synthesis and Macroeconomic Risk 2 3 9 9 4 9 15 15
Scenario Synthesis and Macroeconomic Risk 0 1 12 12 10 14 23 23
Short-Term Forecasts of Euro Area GDP Growth 0 1 1 147 2 4 5 355
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 1 4 943
Short-term forecasts of euro area GDP growth 0 0 0 309 0 0 3 743
Short-term inflation projections: a Bayesian vector autoregressive approach 0 1 3 623 2 3 15 1,328
Sparse and Stable Markowitz Portfolios 0 0 0 151 0 0 4 497
Sparse and stable Markowitz portfolios 0 0 0 163 0 2 6 827
Sparse and stable Markowitz portfolios 1 1 1 33 2 2 5 188
The Drivers of Post-Pandemic Inflation 1 5 24 61 8 25 91 132
The ECB and the Interbank Market 0 1 4 97 0 1 6 225
The ECB and the Interbank Market 0 1 1 502 0 2 11 1,028
The ECB and the interbank market 0 0 4 141 1 2 10 313
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 0 51 1 1 1 183
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 1 287 1 2 8 649
The Effects of Fiscal Consolidations on the Debt Distribution 1 1 1 1 6 6 6 6
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 1 314
The Feldstein-Horioka fact 0 0 0 72 2 2 2 257
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 2 2 9 292
The Financial and Macroeconomic Effects of the OMT Announcements 0 0 0 335 1 1 5 847
The drivers of post-pandemic inflation 0 0 14 25 5 10 50 74
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 66 1 2 4 199
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 85 1 3 3 211
The effectiveness of nonstandard monetary policy measures: evidence from survey data 2 3 4 153 3 4 6 326
The financial and macroeconomic effects of OMT announcements 0 1 4 294 1 5 14 886
Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited 0 1 1 389 1 3 5 1,548
Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity 0 1 25 34 0 1 19 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 0 3 290 1 4 9 692
Unspanned Macroeconomic Factors in the Yields Curve 0 0 0 379 1 2 4 842
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 0 0 1 676
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 187 3 4 8 739
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 0 0 0 0 0 87
Vulnerable Growth 0 0 6 60 1 3 10 132
Vulnerable Growth 0 0 4 104 2 5 11 514
Vulnerable Growth 0 2 10 52 2 5 19 235
Vulnerable growth 0 1 5 243 1 5 19 972
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 1 3 89 2 5 12 232
When Are Central Bank Reserves Ample? 0 0 4 16 2 3 16 25
Total Working Papers 57 120 617 34,448 343 670 2,292 88,426
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 3 6 18 18 10 18 43 43
A New Core Inflation Indicator for New Zealand 0 0 1 150 0 1 9 610
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 2 5 20 636 13 32 77 1,697
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 2 9 29 1,352 18 35 91 3,006
An Area-Wide Real-Time Database for the Euro Area 0 0 2 118 0 1 6 381
Back to the present: Learning about the euro area through a now-casting model 1 1 6 10 2 5 20 32
Business cycles in the euro area 0 0 0 23 0 1 7 224
Comment 0 0 0 3 0 0 0 45
Comment 0 0 0 3 1 1 1 32
Comments on "Forecasting economic and financial variables with global VARs" 0 2 5 120 0 6 9 311
Common factors of commodity prices 0 2 18 76 6 9 58 236
Common factors of commodity prices 0 1 1 51 0 1 3 249
Comparing Alternative Predictors Based on Large‐Panel Factor Models 0 0 0 149 1 2 5 416
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 1 9 285 9 17 52 754
Does information help recovering structural shocks from past observations? 0 0 4 168 2 3 10 504
Economic Predictions With Big Data: The Illusion of Sparsity 3 6 30 139 6 10 80 358
Explaining The Great Moderation: It Is Not The Shocks 0 1 1 256 0 1 5 709
Exploiting the monthly data flow in structural forecasting 0 0 6 181 2 3 17 690
Forecasting macroeconomic risks 4 9 33 89 9 22 80 270
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? 1 5 22 909 5 23 84 2,167
Global trends in interest rates 4 8 45 348 5 18 124 1,305
Large Bayesian vector auto regressions 5 18 58 2,326 19 49 183 5,165
Large Bayesian vector auto regressions 2 4 18 82 4 8 38 283
Low frequency effects of macroeconomic news on government bond yields 0 1 7 122 2 8 25 453
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 0 4 10 34 4 9 32 126
Macroeconomic Nowcasting and Forecasting with Big Data 0 3 14 110 2 10 49 380
Macroeconomic forecasting and structural change 0 0 0 0 2 5 23 597
Market Freedom and the Global Recession 1 1 9 353 6 26 76 1,325
Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis? 1 1 3 52 3 7 22 160
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 0 4 7
Nowcasting with large Bayesian vector autoregressions 3 6 20 82 8 21 83 266
Nowcasting: The real-time informational content of macroeconomic data 9 31 157 5,028 44 126 587 14,467
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 1 1 2 518 3 6 16 1,319
Optimal combination of survey forecasts 2 2 6 83 3 6 17 186
Prior Selection for Vector Autoregressions 6 11 70 890 32 70 254 2,296
Priors for the Long Run 1 4 9 52 2 9 33 195
Safety, Liquidity, and the Natural Rate of Interest 1 1 3 177 6 21 51 582
Short-term inflation projections: A Bayesian vector autoregressive approach 1 1 10 242 4 6 24 631
Short‐term forecasts of euro area GDP growth 1 1 2 482 2 4 17 1,325
Short‐term forecasts of euro area GDP growth 0 0 0 29 0 0 3 133
The ECB and the Interbank Market 1 1 2 165 1 1 11 532
The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data 0 0 1 60 0 1 2 232
The Feldstein-Horioka Fact 0 0 0 23 1 1 3 150
The Financial and Macroeconomic Effects of the OMT Announcements 0 3 11 204 6 22 67 782
The national segmentation of euro area bank balance sheets during the financial crisis 0 0 1 47 0 1 10 189
Unspanned Macroeconomic Factors in the Yield Curve 0 0 1 28 1 2 5 102
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 2 246 0 0 6 704
Vulnerable Growth 1 6 49 387 13 35 175 1,291
Total Journal Articles 56 156 716 16,941 257 664 2,601 48,029

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 8 314 4 11 33 731
Comment on "Can Parameter Instability Explain the Meese-Rogoff Puzzle?" 0 0 0 52 0 0 1 167
Global Trends in Interest Rates 0 0 0 0 0 1 4 85
MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA 0 0 0 7 1 1 2 33
Monetary Policy in Real Time 0 1 6 345 4 5 16 815
Now-Casting and the Real-Time Data Flow 0 0 7 1,324 7 16 48 3,381
Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models 1 2 9 45 2 5 31 158
Nowcasting recession risk 1 3 4 4 3 6 16 16
Panel Discussion 0 0 0 0 2 2 3 6
The Feldstein-Horioka Fact 0 0 0 190 1 2 5 627
Total Chapters 2 6 34 2,281 24 49 159 6,019
1 registered items for which data could not be found
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Statistics updated 2025-11-08