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 1 9 13 809
(Un)Predictability and Macroeconomic Stability 1 1 1 7 1 7 20 297
(Un)Predictability and Macroeconomic Stability 0 0 0 72 3 16 20 333
(Un)Predictability and macroeconomic stability 0 0 0 364 0 6 13 941
800,000 Years of Climate Risk 0 4 14 141 2 21 64 332
A DSGE Perspective on Safety, Liquidity, and Low Interest Rates 0 0 1 53 0 3 6 66
A Large Bayesian VAR of the United States Economy 6 24 82 247 30 83 200 584
A New Core Inflation Indicator for New Zealand 0 0 0 47 0 3 5 205
A New Perspective on Low Interest Rates 0 0 0 35 3 7 8 41
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 1 2 228 0 8 13 549
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 2 4 189 2 16 23 608
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 2 0 5 17 169
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 0 4 6 84
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 0 4 8 47
A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates 0 0 0 26 4 6 8 38
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering 0 1 1 466 3 15 21 1,116
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 2 3 656 4 17 26 1,348
A new core inflation indicator for New Zealand 0 0 0 8 0 3 6 97
A new core inflation indicator for New Zealand 0 0 0 90 0 4 13 353
A quasi maximum likelihood approach for large approximate dynamic factor models 0 0 0 863 0 7 12 1,901
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 4 9 16 65
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 6 13 20 365
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 0 7 20 107
An Area Wide Real Time Data Base for the Euro Area 0 0 0 54 7 10 13 152
An Area-Wide Real-Time Database for the Euro Area 0 0 0 21 0 0 1 118
An area-wide real-time database for the euro area 0 0 0 311 4 10 16 873
Back to the Present: Learning about the Euro Area through a Now-casting Model 1 6 31 125 6 28 83 295
Bank Capital and Real GDP Growth 0 4 19 105 3 18 58 259
Bank Capital and Real GDP Growth 0 0 2 4 0 6 15 19
Bayesian Inference in IV Regressions 6 15 15 15 4 15 15 15
Bayesian VARs with Large Panels 1 2 7 485 4 11 27 1,352
Bayesian inference in IV regressions 9 9 9 9 3 3 3 3
Business Cycles in the Euro Area 0 0 0 262 3 13 23 686
Business Cycles in the Euro Area 0 0 0 81 3 8 13 357
Business Cycles in the euro Area 0 0 0 146 0 4 11 382
Business cycles in the euro area 0 0 0 65 4 19 23 193
Changing Risk-Return Profiles 0 1 2 56 7 14 22 140
Changing Risk-Return Profiles 0 0 0 2 0 4 5 22
Common Factors of Commodity Prices 0 1 2 45 4 10 14 148
Common Factors of Commodity Prices 0 0 5 216 4 86 106 924
Common factors of commodity prices 0 0 1 74 3 9 24 232
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 0 76 5 12 13 266
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 0 13 0 3 5 222
Comparing alternative predictors based on large-panel factor models 0 0 0 221 0 10 11 702
Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections 0 0 1 431 1 9 17 894
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 0 0 66 1 8 12 225
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 0 2 92 7 16 26 341
Debt-at-Risk 2 15 36 36 9 38 82 82
Did the Euro imply more correlation of cycles? 0 0 0 0 0 3 12 222
Does Information Help Recovering Structural Shocks from Past Observations? 0 0 0 45 0 8 11 232
Does information help recovering structural shocks from past observations? 0 0 0 0 1 3 6 60
Does information help recovering structural shocks from past observations? 0 1 1 153 2 168 172 555
Economic Predictions with Big Data: The Illusion Of Sparsity 0 0 2 205 0 6 10 603
Economic Predictions with Big Data: The Illusion of Sparsity 0 1 3 78 0 7 13 204
Economic predictions with big data: the illusion of sparsity 0 0 1 72 2 8 13 143
Economic predictions with big data: the illusion of sparsity 0 0 0 159 4 11 22 273
Euro area and US recessions: 1970-2003 0 0 1 68 1 1 5 148
Explaining The Great Moderation: It Is Not The Shocks 0 0 0 153 8 13 18 453
Explaining the Great Moderation: it is not the shocks 0 1 1 191 2 6 14 508
Explaining the great moderation: it is not the shocks 0 0 0 32 0 1 2 180
Exploiting the monthly data flow in structural forecasting 0 0 1 99 0 1 4 145
Exploiting the monthly data flow in structural forecasting 0 0 0 174 0 4 8 206
Exploiting the monthly data-flow in structural forecasting 0 0 0 125 0 2 10 239
Exploiting the monthly data-flow in structural forecasting 0 0 0 19 0 2 7 77
Fiscal monitoring with VARs 30 30 30 30 44 44 44 44
Flighty liquidity 0 3 11 43 3 14 36 204
Forecasting Macroeconomic Risks 0 0 4 66 6 21 33 220
Forecasting Macroeconomic Risks 0 0 3 31 0 8 16 69
Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? 1 1 2 212 1 6 14 750
Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components? 0 0 0 212 0 6 6 600
Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? 1 1 2 258 1 7 15 767
Global Trends in Interest Rates 0 0 0 135 11 16 28 404
Global Trends in Interest Rates 0 0 1 37 3 11 23 119
Global Trends in Interest Rates 0 0 0 40 6 38 44 124
Global Trends in Interest Rates 0 0 0 77 5 10 14 189
Global trends in interest rates 0 0 0 124 3 16 25 290
Incorporating conjunctural analysis in structural models 0 0 0 0 0 2 2 2
Large Bayesian VARs 1 1 7 726 3 11 43 1,680
Large Bayesian VARs 1 2 10 410 2 13 33 936
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 0 188 1 4 10 448
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 1 2 195 0 7 11 565
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 1 121 1 16 23 317
Macroeconomic Forecasting and Machine Learning 1 2 14 14 1 12 29 29
Macroeconomic Forecasting and Structural Change 1 1 1 45 1 8 11 333
Macroeconomic Forecasting and Structural Change 0 0 0 110 0 8 11 361
Macroeconomic Forecasting and Structural Change 0 0 0 608 8 21 30 1,425
Macroeconomic Nowcasting and Forecasting with Big Data 0 0 1 182 1 8 21 326
Macroeconomic forecasting and structural change 0 0 1 257 9 17 19 628
Macroeconomic nowcasting and forecasting with big data 0 1 3 321 2 24 42 749
Market Freedom and the Global Recession 0 1 1 417 1 4 6 1,038
Market freedom and the global recession 0 0 0 99 3 18 25 338
Market freedom and the global recession 0 0 0 0 4 8 10 42
Monetary Policy in Real Time 0 0 0 114 3 8 10 451
Monetary Policy in Real Time 1 1 1 510 3 8 10 1,105
Monetary policy in real time 0 0 0 0 0 7 8 141
Monetary policy in real time 0 0 0 0 6 9 9 140
Money, Credit, Monetary Policy and the Business Cycle in the Euro Area 0 0 1 966 10 16 20 1,933
Money, credit, monetary policy and the business cycle in the euro area 0 0 1 288 0 3 10 661
Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis? 1 1 2 141 3 13 21 279
Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis? 0 0 1 76 2 7 12 117
Monitoring Economic Conditions during a Government Shutdown 0 0 1 28 2 5 11 68
Multimodality in Macro-Financial Dynamics 0 0 0 116 0 6 13 251
Multimodality in Macro-Financial Dynamics 0 0 1 12 0 8 13 64
Non standard Monetary Policy measures and monetary developments 0 0 1 6 0 6 10 124
Non-standard Monetary Policy Measures and Monetary Developments 0 0 0 32 1 7 9 205
Non-standard monetary policy measures and monetary developments 0 0 1 233 0 5 15 682
Non‐Standard Monetary Policy Measures 0 1 2 225 2 5 8 579
Now-Casting and the Real-Time Data Flow 0 0 1 956 5 9 24 1,980
Now-casting and the real-time data flow 0 1 7 447 9 21 60 1,014
Now-casting and the real-time data flow 0 0 2 139 2 8 21 331
Nowcasting 0 0 0 0 0 6 11 11
Nowcasting 3 7 24 2,151 5 19 66 3,922
Nowcasting 0 1 4 314 2 11 32 826
Nowcasting 2 4 23 725 12 26 83 1,488
Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models 1 2 2 221 2 12 19 472
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator 0 0 0 259 0 2 5 481
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators 0 0 3 132 0 1 8 361
Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases 0 2 3 326 4 17 27 1,020
Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases 1 3 14 653 2 18 48 1,394
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 1 2 4 554 2 10 25 1,737
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 1 2 295 3 12 21 888
Nowcasting with Daily Data 0 0 3 247 3 13 23 474
Nowcasting with Large Bayesian Vector Autoregressions 0 0 0 38 0 6 14 88
Nowcasting with large Bayesian vector autoregressions 1 1 2 107 5 14 34 340
Nowcasting with large Bayesian vector autoregressions 0 0 0 0 2 2 2 2
Nowcasting: the real time informational content of macroeconomic data releases 0 0 1 268 0 12 28 513
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 1 5 8 491
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 2 4 9 474
Opening the Toolbox: The Nowcasting Code on GitHub 0 0 14 193 3 11 40 484
Opening the black box: structural factor models with large cross-sections 0 0 1 347 2 8 27 1,142
Optimal Combination of Survey Forecasts 0 0 0 32 1 23 31 143
Optimal Combination of Survey Forecasts 1 3 4 414 5 10 26 965
Panel discussion on Convergence or divergence in Europe? 0 0 0 0 0 1 1 46
Prior Selection for Bayesian VARs 0 0 0 41 0 4 5 95
Prior Selection for Vector Autoregressions 1 1 2 937 7 13 15 1,928
Prior Selection for Vector Autoregressions 0 0 1 94 0 18 34 316
Prior Selection for Vector Autoregressions 0 1 9 629 2 16 51 1,332
Prior selection for vector autoregressions 1 1 3 132 4 11 28 296
Priors for the Long Run 0 2 8 141 4 20 35 349
Priors for the long run 0 0 2 102 0 6 16 108
Priors for the long run 0 0 3 32 1 13 27 165
Reading the Tea Leaves of the U.S. Business Cycle—Part One 0 0 2 53 0 7 15 122
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 0 1 11 0 10 16 56
Safety, Liquidity, and the Natural Rate of Interest 0 0 4 85 3 14 30 317
Safety, liquidity, and the natural rate of interest 1 3 11 208 7 36 60 797
Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve 7 25 42 112 26 71 147 320
Scenario Synthesis and Macroeconomic Risk 0 1 18 18 3 7 32 32
Scenario Synthesis and Macroeconomic Risk 3 14 31 31 16 49 85 85
Scenario Synthesis and Macroeconomic Risk 0 0 10 10 3 6 23 23
Short-Term Forecasts of Euro Area GDP Growth 0 0 1 147 0 0 12 362
Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach 0 0 1 136 0 3 7 402
Short-term Forecasts of Euro Area GDP Growth 0 0 0 291 2 9 15 954
Short-term forecasts of euro area GDP growth 0 0 1 310 2 5 10 750
Short-term inflation projections: a Bayesian vector autoregressive approach 0 0 1 623 4 13 21 1,341
Sparse and Stable Markowitz Portfolios 0 2 2 153 0 9 12 506
Sparse and stable Markowitz portfolios 0 0 0 163 1 6 11 833
Sparse and stable Markowitz portfolios 0 1 2 34 0 6 15 199
The Drivers of Post-Pandemic Inflation 3 6 22 68 16 42 124 190
The ECB and the Interbank Market 0 0 2 503 5 13 25 1,045
The ECB and the Interbank Market 0 0 2 97 0 6 8 231
The ECB and the interbank market 0 0 3 141 0 10 17 324
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 0 287 3 13 20 664
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 0 51 2 8 12 194
The Effects of Fiscal Consolidations on the Debt Distribution 0 4 6 6 0 8 19 19
The Feldstein-Horioka Fact 0 0 0 136 4 8 11 609
The Feldstein-Horioka Fact 0 0 0 41 1 1 1 208
The Feldstein-Horioka fact 0 0 0 72 3 7 14 269
The Feldstein-Horioka fact 0 0 0 72 3 9 10 324
The Financial and Macroeconomic Effects of OMT Announcements 0 0 0 108 2 11 20 305
The Financial and Macroeconomic Effects of OMT Announcements 0 0 2 39 0 4 10 159
The Financial and Macroeconomic Effects of the OMT Announcements 1 1 1 336 5 14 22 866
The drivers of post-pandemic inflation 0 2 10 27 9 24 59 100
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 85 3 14 21 229
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 0 66 1 5 9 204
The effectiveness of nonstandard monetary policy measures: evidence from survey data 0 1 5 154 1 3 9 329
The financial and macroeconomic effects of OMT announcements 0 3 6 297 1 8 18 894
Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited 0 2 3 391 2 13 16 1,561
Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity 0 1 3 35 0 5 11 49
Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it? 0 0 0 344 0 14 17 858
Trends and cycles in the euro area: how much heterogeneity and should we worry about it? 0 1 3 291 1 11 24 709
Unspanned Macroeconomic Factors in the Yields Curve 0 0 0 379 2 6 11 849
Unspanned macroeconomic factors in the yield curve 0 0 0 127 0 2 2 204
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 274 0 6 9 684
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 187 1 3 10 743
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 0 0 0 4 4 91
Vulnerable Growth 0 3 6 63 2 11 21 146
Vulnerable Growth 0 2 7 108 3 13 29 533
Vulnerable Growth 0 1 7 53 15 51 63 288
Vulnerable growth 0 0 4 243 4 16 29 989
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 3 89 5 8 18 240
When Are Central Bank Reserves Ample? 0 1 3 17 2 14 23 39
Total Working Papers 91 244 723 34,752 570 2,390 4,457 91,323
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 25 25 11 39 92 92
A New Core Inflation Indicator for New Zealand 0 1 2 151 0 6 11 616
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 3 9 22 645 6 29 91 1,731
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 2 9 28 1,362 8 29 94 3,038
An Area-Wide Real-Time Database for the Euro Area 0 1 3 119 1 8 13 389
Back to the present: Learning about the euro area through a now-casting model 0 1 6 12 0 9 22 42
Business cycles in the euro area 0 0 0 23 0 6 10 230
Comment 0 0 0 3 1 2 4 35
Comment 0 0 0 3 0 2 2 47
Comments on "Forecasting economic and financial variables with global VARs" 0 0 5 120 0 10 19 321
Common factors of commodity prices 1 1 2 52 5 13 16 263
Common factors of commodity prices 2 5 24 85 8 29 76 272
Comparing Alternative Predictors Based on Large‐Panel Factor Models 0 1 1 150 0 4 9 420
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 2 7 287 8 27 73 792
Does information help recovering structural shocks from past observations? 0 1 3 169 0 8 14 512
Economic Predictions With Big Data: The Illusion of Sparsity 4 10 34 150 17 46 106 412
Explaining The Great Moderation: It Is Not The Shocks 0 2 3 258 11 19 23 728
Exploiting the monthly data flow in structural forecasting 0 1 6 183 2 10 24 702
Forecasting macroeconomic risks 1 6 35 96 12 34 100 308
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? 2 5 24 916 33 87 171 2,272
Global trends in interest rates 3 11 39 364 7 32 114 1,345
Large Bayesian vector auto regressions 12 15 63 2,344 24 60 213 5,251
Large Bayesian vector auto regressions 0 2 11 84 2 11 36 297
Low frequency effects of macroeconomic news on government bond yields 0 2 7 124 1 13 36 471
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 2 5 15 41 5 17 44 146
Macroeconomic Nowcasting and Forecasting with Big Data 1 7 16 117 7 23 62 409
Macroeconomic forecasting and structural change 0 0 0 0 9 18 36 618
Market Freedom and the Global Recession 0 1 4 354 17 24 65 1,351
Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis? 0 4 7 57 2 14 29 177
NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS 0 0 0 34 0 2 3 114
Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators 0 0 0 1 0 2 4 10
Nowcasting with large Bayesian vector autoregressions 4 10 29 95 20 43 107 316
Nowcasting: The real-time informational content of macroeconomic data 11 35 141 5,074 37 125 613 14,630
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 0 3 5 522 2 15 25 1,335
Optimal combination of survey forecasts 0 0 5 83 1 7 21 194
Prior Selection for Vector Autoregressions 5 16 63 911 18 76 269 2,397
Priors for the Long Run 1 2 10 54 3 9 35 205
Safety, Liquidity, and the Natural Rate of Interest 1 2 4 179 11 33 79 619
Short-term inflation projections: A Bayesian vector autoregressive approach 1 2 5 244 3 8 19 641
Short‐term forecasts of euro area GDP growth 0 0 0 29 1 6 12 143
Short‐term forecasts of euro area GDP growth 0 2 4 484 2 11 31 1,344
The ECB and the Interbank Market 0 1 3 166 4 11 20 543
The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data 0 0 1 60 0 8 11 241
The Feldstein-Horioka Fact 0 0 0 23 0 4 5 154
The Financial and Macroeconomic Effects of the OMT Announcements 3 6 15 212 6 26 87 816
The national segmentation of euro area bank balance sheets during the financial crisis 0 0 0 47 3 14 22 206
Unspanned Macroeconomic Factors in the Yield Curve 0 0 0 28 1 3 9 107
VARs, common factors and the empirical validation of equilibrium business cycle models 0 1 1 247 1 5 10 712
Vulnerable Growth 6 18 56 410 19 90 227 1,397
Total Journal Articles 68 206 734 17,197 329 1,127 3,214 49,411

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 1 3 7 317 3 17 43 749
Changing Risk-Return Profiles 0 0 0 0 0 1 1 1
Comment on "Can Parameter Instability Explain the Meese-Rogoff Puzzle?" 0 0 0 52 0 6 7 173
Global Trends in Interest Rates 0 0 0 0 3 7 13 94
MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA 0 0 0 7 2 7 9 41
Monetary Policy in Real Time 0 1 5 346 3 10 23 825
Now-Casting and the Real-Time Data Flow 2 5 9 1,329 3 20 57 3,406
Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models 1 2 9 47 3 8 32 167
Nowcasting recession risk 2 3 7 7 7 13 23 30
Panel Discussion 0 0 0 0 1 4 7 10
The Feldstein-Horioka Fact 0 1 1 191 1 7 11 634
Total Chapters 6 15 38 2,296 26 100 226 6,130
1 registered items for which data could not be found
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Statistics updated 2026-03-04