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 0 30 344
(Un)Predictability and Macroeconomic Stability 0 0 0 234 0 1 20 817
(Un)Predictability and Macroeconomic Stability 0 0 1 7 2 2 23 305
(Un)Predictability and macroeconomic stability 0 0 0 364 0 1 16 948
800,000 Years of Climate Risk 1 1 10 145 5 7 53 349
A DSGE Perspective on Safety, Liquidity, and Low Interest Rates 0 0 0 53 0 0 8 70
A Large Bayesian VAR of the United States Economy 0 8 62 263 3 21 175 632
A New Core Inflation Indicator for New Zealand 0 0 1 48 2 4 20 220
A New Perspective on Low Interest Rates 0 0 0 35 0 0 12 46
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 0 3 190 0 1 27 617
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 0 2 229 0 0 13 552
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 0 1 9 49
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 0 2 9 87
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 2 1 3 21 177
A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates 0 0 0 26 0 2 13 44
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering 0 0 1 466 0 3 24 1,122
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 3 657 0 1 29 1,357
A new core inflation indicator for New Zealand 0 0 0 8 0 1 9 101
A new core inflation indicator for New Zealand 0 0 1 91 0 2 18 363
A quasi maximum likelihood approach for large approximate dynamic factor models 0 0 0 863 1 2 19 1,910
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 0 1 23 373
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 1 1 16 110
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 0 0 18 68
An Area Wide Real Time Data Base for the Euro Area 0 0 0 54 1 1 16 158
An Area-Wide Real-Time Database for the Euro Area 0 0 0 21 0 1 4 121
An area-wide real-time database for the euro area 0 0 0 311 0 1 18 880
Back to the Present: Learning about the Euro Area through a Now-casting Model 0 2 19 130 0 6 64 313
Bank Capital and Real GDP Growth 0 0 8 107 4 8 45 278
Bank Capital and Real GDP Growth 0 0 1 4 1 2 17 25
Bayesian Inference in IV Regressions 0 0 15 15 0 1 20 20
Bayesian VARs with Large Panels 0 0 4 486 0 1 36 1,371
Bayesian inference in IV regressions 0 0 9 9 0 1 8 8
Business Cycles in the Euro Area 0 0 0 262 1 2 27 693
Business Cycles in the Euro Area 0 0 0 81 1 1 17 365
Business Cycles in the euro Area 0 0 0 146 0 1 15 390
Business cycles in the euro area 0 0 0 65 0 3 27 200
Changing Risk-Return Profiles 0 0 0 2 1 2 7 25
Changing Risk-Return Profiles 0 0 1 56 0 1 25 147
Common Factors of Commodity Prices 0 1 3 219 0 4 105 937
Common Factors of Commodity Prices 1 1 3 46 1 2 21 156
Common factors of commodity prices 1 1 1 75 1 4 33 246
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 0 13 0 0 5 224
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 0 76 0 0 16 269
Comparing alternative predictors based on large-panel factor models 0 0 0 221 0 1 16 708
Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections 0 0 0 431 0 0 15 896
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 0 1 93 2 2 27 347
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 0 0 66 0 2 14 230
Debt-at-Risk 1 2 2 2 1 5 6 6
Debt-at-Risk 0 2 32 47 5 10 88 115
Did the Euro imply more correlation of cycles? 0 0 0 0 1 1 19 230
Does Information Help Recovering Structural Shocks from Past Observations? 0 0 0 45 1 1 14 235
Does information help recovering structural shocks from past observations? 0 0 0 0 0 0 10 65
Does information help recovering structural shocks from past observations? 1 1 2 154 1 1 174 559
Economic Predictions with Big Data: The Illusion Of Sparsity 0 0 0 205 0 1 10 607
Economic Predictions with Big Data: The Illusion of Sparsity 0 0 1 78 1 2 13 209
Economic predictions with big data: the illusion of sparsity 0 0 0 72 0 1 15 149
Economic predictions with big data: the illusion of sparsity 0 0 1 160 0 3 23 280
Euro area and US recessions: 1970-2003 0 0 0 68 1 2 8 152
Explaining The Great Moderation: It Is Not The Shocks 0 0 0 153 1 3 24 461
Explaining the Great Moderation: it is not the shocks 0 0 1 191 0 2 16 512
Explaining the great moderation: it is not the shocks 0 0 0 32 1 3 11 189
Exploiting the monthly data flow in structural forecasting 0 0 0 99 0 1 5 147
Exploiting the monthly data flow in structural forecasting 0 0 0 174 0 2 7 208
Exploiting the monthly data-flow in structural forecasting 0 0 0 19 0 1 7 79
Exploiting the monthly data-flow in structural forecasting 0 0 1 126 1 1 13 243
Fiscal Monitoring with VARs 0 12 13 13 1 9 11 11
Fiscal monitoring with VARs 0 1 37 37 2 5 70 70
Flighty liquidity 2 3 14 49 5 7 43 223
Forecasting Macroeconomic Risks 1 1 2 33 2 2 18 78
Forecasting Macroeconomic Risks 1 1 2 67 1 1 30 226
Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? 0 0 1 212 1 1 16 755
Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components? 0 0 1 213 2 6 18 612
Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? 0 0 1 258 2 3 13 771
Global Trends in Interest Rates 0 0 0 77 1 4 22 199
Global Trends in Interest Rates 0 0 0 40 0 1 47 129
Global Trends in Interest Rates 0 0 0 135 1 3 28 413
Global Trends in Interest Rates 0 0 1 37 0 1 21 124
Global trends in interest rates 0 0 0 124 0 4 30 301
Incorporating conjunctural analysis in structural models 0 0 0 0 0 0 6 6
Large Bayesian VARs 0 0 1 726 0 5 34 1,695
Large Bayesian VARs 1 3 10 416 2 5 38 957
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 2 3 197 0 3 19 575
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 0 121 1 2 25 321
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 0 188 1 2 18 457
Macroeconomic Forecasting and Machine Learning 1 10 10 10 1 7 7 7
Macroeconomic Forecasting and Machine Learning 0 2 16 16 2 8 57 57
Macroeconomic Forecasting and Structural Change 0 0 0 110 1 1 13 364
Macroeconomic Forecasting and Structural Change 0 0 2 46 1 4 17 340
Macroeconomic Forecasting and Structural Change 0 0 0 608 0 2 28 1,431
Macroeconomic Nowcasting and Forecasting with Big Data 0 0 1 183 1 3 23 335
Macroeconomic forecasting and structural change 0 0 1 257 0 1 26 636
Macroeconomic nowcasting and forecasting with big data 2 4 7 327 4 10 54 771
Market Freedom and the Global Recession 0 0 1 417 0 0 9 1,042
Market freedom and the global recession 0 0 0 99 0 0 28 343
Market freedom and the global recession 0 0 0 0 0 0 10 43
Monetary Policy in Real Time 0 0 0 114 0 2 16 458
Monetary Policy in Real Time 0 0 1 510 0 2 16 1,111
Monetary policy in real time 0 0 0 0 1 2 13 144
Monetary policy in real time 0 0 0 0 0 0 10 143
Money, Credit, Monetary Policy and the Business Cycle in the Euro Area 0 0 0 966 1 4 31 1,948
Money, credit, monetary policy and the business cycle in the euro area 0 0 0 288 0 1 10 664
Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis? 0 0 2 142 1 2 21 283
Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis? 0 0 0 76 0 0 16 122
Monitoring Economic Conditions during a Government Shutdown 0 0 1 28 0 1 19 77
Multimodality in Macro-Financial Dynamics 0 0 1 13 0 1 17 69
Multimodality in Macro-Financial Dynamics 0 0 0 116 0 2 20 262
Non standard Monetary Policy measures and monetary developments 0 0 1 6 0 1 12 127
Non-standard Monetary Policy Measures and Monetary Developments 0 0 0 32 0 0 12 209
Non-standard monetary policy measures and monetary developments 0 0 0 233 0 0 13 687
Non‐Standard Monetary Policy Measures 0 0 2 225 2 3 13 585
Now-Casting and the Real-Time Data Flow 0 0 0 956 0 1 20 1,985
Now-casting and the real-time data flow 0 0 0 139 1 2 20 338
Now-casting and the real-time data flow 3 5 10 456 5 20 76 1,062
Nowcasting 0 0 0 0 0 0 15 15
Nowcasting 0 2 16 2,157 3 7 56 3,942
Nowcasting 1 2 11 729 4 10 77 1,529
Nowcasting 0 0 2 315 0 2 32 836
Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models 0 0 3 222 0 0 25 482
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator 0 0 1 260 0 0 8 487
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators 0 0 1 132 0 65 76 434
Nowcasting GDP Growth for Kenya 0 0 11 11 5 7 20 20
Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases 0 0 3 327 0 4 40 1,040
Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases 0 2 9 658 6 11 54 1,422
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 1 2 7 301 1 7 34 907
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 0 2 554 2 3 28 1,751
Nowcasting Low-Income Countries Through Global Linkages 0 0 0 0 0 1 2 2
Nowcasting Recession Risk 19 21 21 21 9 16 17 17
Nowcasting with Daily Data 0 0 1 248 0 0 20 478
Nowcasting with Large Bayesian Vector Autoregressions 0 0 0 38 0 0 12 92
Nowcasting with large Bayesian vector autoregressions 0 0 0 0 0 1 7 7
Nowcasting with large Bayesian vector autoregressions 1 2 3 109 3 7 43 360
Nowcasting: the real time informational content of macroeconomic data releases 1 1 4 272 2 6 34 525
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 149 1 1 14 500
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 0 88 0 1 12 479
Opening the Toolbox: The Nowcasting Code on GitHub 0 0 4 194 6 6 32 499
Opening the black box: structural factor models with large cross-sections 0 1 1 348 1 4 27 1,150
Optimal Combination of Survey Forecasts 0 1 1 33 0 2 33 147
Optimal Combination of Survey Forecasts 0 1 4 415 0 3 23 974
Panel discussion on Convergence or divergence in Europe? 0 0 0 0 0 0 4 49
Prior Selection for Bayesian VARs 0 0 0 41 2 3 13 103
Prior Selection for Vector Autoregressions 0 0 2 938 0 2 23 1,938
Prior Selection for Vector Autoregressions 0 0 4 630 4 6 45 1,348
Prior Selection for Vector Autoregressions 0 0 1 95 0 1 35 323
Prior selection for vector autoregressions 0 0 2 132 0 2 29 301
Priors for the Long Run 2 4 7 146 3 5 31 358
Priors for the long run 0 0 0 102 0 0 20 116
Priors for the long run 0 0 2 33 2 3 29 176
Reading the Tea Leaves of the U.S. Business Cycle—Part One 0 0 0 53 0 0 13 124
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 0 0 11 0 2 17 61
Risks and Uncertainty in Monetary Policy 7 7 7 7 3 3 3 3
Risks and Uncertainty in Monetary Policy 1 20 24 24 2 11 15 15
Safety, Liquidity, and the Natural Rate of Interest 0 0 1 85 0 1 33 330
Safety, liquidity, and the natural rate of interest 0 4 11 213 0 9 62 815
Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve 1 3 50 126 9 29 179 390
Scenario Synthesis and Macroeconomic Risk 0 0 1 18 0 2 22 41
Scenario Synthesis and Macroeconomic Risk 1 1 1 1 2 5 6 6
Scenario Synthesis and Macroeconomic Risk 1 5 27 39 8 19 110 123
Scenario Synthesis and Macroeconomic Risk 0 0 3 10 0 0 17 28
Short-Term Forecasts of Euro Area GDP Growth 0 0 1 148 0 0 15 368
Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach 0 0 0 136 1 2 11 407
Short-term Forecasts of Euro Area GDP Growth 1 1 1 292 1 1 16 959
Short-term forecasts of euro area GDP growth 1 1 3 312 1 4 19 762
Short-term inflation projections: a Bayesian vector autoregressive approach 1 3 3 626 1 4 27 1,353
Sparse and Stable Markowitz Portfolios 0 0 3 154 0 0 13 510
Sparse and stable Markowitz portfolios 0 0 0 163 2 3 12 839
Sparse and stable Markowitz portfolios 0 0 2 34 1 3 18 204
The Drivers of Post-Pandemic Inflation 0 2 15 75 3 15 123 247
The ECB and the Interbank Market 0 0 0 97 0 2 15 240
The ECB and the Interbank Market 0 0 1 503 2 2 24 1,052
The ECB and the interbank market 0 0 0 141 0 1 17 329
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 0 287 0 3 26 674
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 0 51 0 2 16 198
The Effects of Fiscal Consolidations on the Debt Distribution 0 1 9 9 3 5 28 28
The Effects of Fiscal Consolidations on the Debt Distribution 0 3 3 3 1 8 8 8
The Feldstein-Horioka Fact 0 0 0 41 0 0 3 210
The Feldstein-Horioka Fact 0 0 0 136 0 0 15 614
The Feldstein-Horioka fact 0 1 1 73 0 2 20 275
The Feldstein-Horioka fact 0 0 0 72 0 1 15 329
The Financial and Macroeconomic Effects of OMT Announcements 0 0 0 108 0 1 21 311
The Financial and Macroeconomic Effects of OMT Announcements 0 1 2 41 0 3 15 169
The Financial and Macroeconomic Effects of the OMT Announcements 0 0 2 337 2 6 45 891
The drivers of post-pandemic inflation 0 1 3 28 1 10 54 123
The effectiveness of non-standard monetary policy measures: evidence from survey data 1 1 1 86 1 1 23 233
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 1 67 1 1 10 208
The effectiveness of nonstandard monetary policy measures: evidence from survey data 0 0 3 154 0 0 12 335
The financial and macroeconomic effects of OMT announcements 0 0 4 298 1 3 18 903
Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited 0 0 2 391 1 1 18 1,565
Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity 0 0 1 35 0 2 13 57
Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it? 0 0 0 344 0 3 23 866
Trends and cycles in the euro area: how much heterogeneity and should we worry about it? 0 0 1 291 0 1 21 712
Unspanned Macroeconomic Factors in the Yields Curve 0 0 0 379 1 2 12 853
Unspanned macroeconomic factors in the yield curve 0 0 0 127 0 0 7 209
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 274 0 1 15 691
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 0 0 187 0 1 13 749
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 0 0 0 1 10 97
Vulnerable Growth 0 2 9 113 0 5 43 555
Vulnerable Growth 1 8 10 62 6 18 93 326
Vulnerable Growth 3 3 7 67 4 8 32 163
Vulnerable growth 0 0 1 244 0 2 29 1,000
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 0 0 89 0 0 16 246
When Are Central Bank Reserves Ample? 0 0 1 17 0 1 26 49
Total Working Papers 60 170 669 35,060 197 683 5,257 93,340
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 0 1 14 29 0 5 76 109
A New Core Inflation Indicator for New Zealand 0 0 1 151 1 1 9 619
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 3 18 652 1 13 73 1,757
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 3 7 25 1,375 8 19 93 3,081
An Area-Wide Real-Time Database for the Euro Area 0 1 3 121 0 3 15 396
Back to the present: Learning about the euro area through a now-casting model 0 1 4 13 1 3 22 52
Business cycles in the euro area 0 1 1 24 1 2 13 237
Comment 0 0 0 3 1 3 5 50
Comment 0 0 0 3 0 0 5 36
Comments on "Forecasting economic and financial variables with global VARs" 0 0 1 121 0 1 14 325
Common factors of commodity prices 0 0 1 52 0 0 19 268
Common factors of commodity prices 0 1 17 93 3 9 65 295
Comparing Alternative Predictors Based on Large‐Panel Factor Models 0 0 1 150 0 0 7 422
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 1 2 5 290 4 7 64 809
Does information help recovering structural shocks from past observations? 0 0 1 169 0 0 13 515
Economic Predictions With Big Data: The Illusion of Sparsity 1 3 25 161 1 6 104 456
Explaining The Great Moderation: It Is Not The Shocks 0 0 2 258 0 0 23 732
Exploiting the monthly data flow in structural forecasting 0 1 3 184 1 2 20 708
Forecasting macroeconomic risks 2 6 22 107 5 12 77 338
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? 2 3 15 923 9 17 170 2,332
Global trends in interest rates 2 4 30 374 2 12 85 1,385
Large Bayesian vector auto regressions 0 3 41 2,362 5 22 195 5,341
Large Bayesian vector auto regressions 0 1 9 89 2 5 38 317
Low frequency effects of macroeconomic news on government bond yields 0 0 2 124 2 4 27 478
MULTIMODALITY IN MACROFINANCIAL DYNAMICS 1 1 10 44 1 3 36 158
Macroeconomic Nowcasting and Forecasting with Big Data 1 3 16 126 2 10 69 447
Macroeconomic forecasting and structural change 0 0 0 0 4 9 42 637
Market Freedom and the Global Recession 0 0 3 355 23 31 75 1,394
Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis? 0 1 7 58 0 2 28 185
NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS 0 0 0 34 0 37 42 154
Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators 0 0 0 1 0 0 3 10
Nowcasting with large Bayesian vector autoregressions 0 5 27 106 3 15 106 364
Nowcasting: The real-time informational content of macroeconomic data 11 29 109 5,128 43 109 437 14,860
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 0 0 6 523 0 2 24 1,340
Optimal combination of survey forecasts 0 0 2 83 0 1 13 196
Prior Selection for Vector Autoregressions 3 8 50 934 8 38 240 2,504
Priors for the Long Run 0 0 5 56 2 4 24 217
Safety, Liquidity, and the Natural Rate of Interest 2 2 8 184 5 13 66 642
Short-term inflation projections: A Bayesian vector autoregressive approach 0 0 5 246 0 4 23 650
Short‐term forecasts of euro area GDP growth 0 0 4 485 1 4 37 1,360
Short‐term forecasts of euro area GDP growth 1 3 4 33 1 3 19 152
The ECB and the Interbank Market 0 0 2 166 0 0 16 547
The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data 0 0 0 60 0 0 14 246
The Feldstein-Horioka Fact 0 0 0 23 0 0 7 156
The Financial and Macroeconomic Effects of the OMT Announcements 0 0 10 214 2 7 63 839
The national segmentation of euro area bank balance sheets during the financial crisis 0 0 0 47 0 1 23 212
Unspanned Macroeconomic Factors in the Yield Curve 0 0 0 28 1 1 11 112
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 1 247 0 3 15 719
Vulnerable Growth 4 16 62 448 29 63 250 1,528
Total Journal Articles 34 106 572 17,457 172 506 2,915 50,687

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 3 317 1 4 34 761
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 0 1 13 180
Global Trends in Interest Rates 0 0 0 0 2 2 16 101
MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA 0 0 0 7 0 0 14 46
Monetary Policy in Real Time 0 0 1 346 1 2 23 834
Now-Casting and the Real-Time Data Flow 1 2 10 1,334 6 16 68 3,442
Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models 0 0 3 47 1 1 19 175
Nowcasting recession risk 16 44 52 55 84 207 236 249
Panel Discussion 0 0 0 0 0 0 7 11
The Feldstein-Horioka Fact 0 1 2 192 0 1 13 639
Total Chapters 17 47 71 2,350 95 234 444 6,439
1 registered items for which data could not be found
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Statistics updated 2026-10-11