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 6 2 6 21 185
(Un)Predictability and Macroeconomic Stability 0 0 2 72 2 3 17 294
(Un)Predictability and Macroeconomic Stability 0 0 3 231 3 4 27 780
(Un)Predictability and macroeconomic stability 0 0 0 363 3 4 20 910
A DSGE Perspective on Safety, Liquidity, and Low Interest Rates 1 2 7 44 2 10 21 35
A New Core Inflation Indicator for New Zealand 0 0 0 45 0 2 9 188
A New Perspective on Low Interest Rates 0 1 5 33 1 3 14 21
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 0 2 176 1 4 22 547
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models 0 0 3 220 1 3 19 481
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 2 6 19 19
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 1 7 20 113
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 0 0 0 0 6 18 44 47
A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates 0 2 5 21 0 3 9 18
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering 0 0 1 459 2 8 31 1,059
A Two-step estimator for large approximate dynamic factor models based on Kalman filtering 1 7 18 619 9 24 76 1,210
A new core inflation indicator for New Zealand 0 0 0 7 0 0 7 83
A new core inflation indicator for New Zealand 0 0 0 86 1 4 11 332
A quasi maximum likelihood approach for large approximate dynamic factor models 0 1 6 858 1 8 34 1,783
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 3 15 54 241
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 2 6 35 42
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 0 0 0 0 2 8 24 24
An Area Wide Real Time Data Base for the Euro Area 0 0 0 53 1 1 5 132
An Area-Wide Real-Time Database for the Euro Area 1 2 2 17 1 2 6 100
An area-wide real-time database for the euro area 1 2 4 305 2 7 21 818
Bank Capital and Real GDP Growth 1 8 34 34 5 18 61 61
Bayesian VARs with Large Panels 0 0 12 433 4 11 62 1,141
Business Cycles in the Euro Area 0 1 2 256 3 17 35 572
Business Cycles in the Euro Area 0 0 1 80 2 7 27 247
Business Cycles in the euro Area 0 0 1 142 1 5 16 293
Changing Risk-Return Profiles 0 0 0 2 0 3 7 7
Changing risk-return profiles 0 0 0 47 1 3 17 75
Common Factors of Commodity Prices 0 1 13 142 4 16 92 562
Common Factors of Commodity Prices 0 0 1 30 1 4 18 84
Common factors of commodity prices 0 0 2 58 2 3 21 127
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 1 12 1 2 16 207
Comparing Alternative Predictors Based on Large-Panel Factor Models 0 0 1 73 1 1 14 248
Comparing alternative predictors based on large-panel factor models 0 0 0 219 2 3 14 678
Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections 0 0 2 420 1 2 15 804
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 0 3 61 3 9 25 134
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 0 3 8 70 3 10 36 186
Did the Euro imply more correlation of cycles? 0 0 0 0 2 3 7 191
Does Information Help Recovering Structural Shocks from Past Observations? 0 0 0 44 0 1 13 215
Does information help recovering structural shocks from past observations? 0 0 1 146 0 3 15 320
Does information help recovering structural shocks from past observations? 0 0 0 0 0 0 10 46
Economic Predictions with Big Data: The Illusion Of Sparsity 1 4 13 177 8 24 77 446
Economic Predictions with Big Data: The Illusion of Sparsity 3 7 23 52 5 17 67 98
Economic predictions with big data: the illusion of sparsity 0 1 15 150 1 8 44 198
Euro area and US recessions: 1970-2003 0 0 0 64 0 0 4 135
Explaining The Great Moderation: It Is Not The Shocks 0 0 2 153 0 2 12 360
Explaining the Great Moderation: it is not the shocks 0 0 1 190 1 4 12 438
Explaining the great moderation: it is not the shocks 0 0 1 31 1 4 21 116
Exploiting the monthly data flow in structural forecasting 0 1 2 174 0 6 17 179
Exploiting the monthly data flow in structural forecasting 0 0 1 93 4 12 35 116
Exploiting the monthly data-flow in structural forecasting 0 2 4 124 1 6 18 220
Exploiting the monthly data-flow in structural forecasting 0 0 0 18 0 8 20 56
Flighty liquidity 0 0 1 13 0 2 15 53
Forecasting Macroeconomic Risks 0 0 26 26 3 7 31 31
Forecasting Macroeconomic Risks 5 10 35 37 10 22 94 108
Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? 0 0 3 202 2 8 34 696
Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components? 0 0 3 203 0 3 18 564
Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? 0 0 1 246 1 4 22 715
Global Trends in Interest Rates 1 2 6 69 6 14 38 125
Global Trends in Interest Rates 0 1 3 28 2 6 25 44
Global Trends in Interest Rates 1 2 12 25 4 9 39 51
Global Trends in Interest Rates 2 3 11 119 8 20 63 325
Global trends in interest rates 0 2 10 117 6 17 72 233
Large Bayesian VARs 1 3 8 379 4 12 49 793
Large Bayesian VARs 0 3 10 687 8 22 77 1,439
Large Bayesian vector auto regressions 0 0 0 5 4 10 49 297
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 0 2 184 2 6 21 370
Low Frequency Effects of Macroeconomic News on Government Bond Yields 1 3 5 184 2 9 24 466
Low Frequency Effects of Macroeconomic News on Government Bond Yields 0 1 4 118 1 5 24 244
Macroeconomic Forecasting and Structural Change 0 0 0 604 0 3 21 1,284
Macroeconomic Forecasting and Structural Change 0 0 0 109 1 3 19 324
Macroeconomic Forecasting and Structural Change 0 0 0 41 0 2 17 214
Macroeconomic Nowcasting and Forecasting with Big Data 1 1 17 143 4 14 56 186
Macroeconomic forecasting and structural change 1 1 7 232 6 13 43 460
Macroeconomic nowcasting and forecasting with big data 4 11 27 270 15 37 121 464
Market Freedom and the Global Recession 0 0 0 411 0 4 21 986
Market freedom and the global recession 0 0 1 98 1 8 21 287
Market freedom and the global recession 0 0 0 0 0 2 11 23
Monetary Policy in Real Time 0 1 5 502 2 6 24 1,066
Monetary Policy in Real Time 0 1 6 112 2 7 29 416
Monetary policy in real time 0 0 0 0 1 2 19 126
Monetary policy in real time 0 0 0 0 2 2 17 119
Money, Credit, Monetary Policy and the Business Cycle in the Euro Area 0 0 5 959 0 2 18 1,863
Money, credit, monetary policy and the business cycle in the euro area 0 0 0 284 0 5 19 538
Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis? 1 2 10 132 4 6 38 225
Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis? 1 2 6 67 1 3 26 86
Monitoring Economic Conditions during a Government Shutdown 0 2 3 19 2 6 17 25
Multimodality in Macro-Financial Dynamics 1 2 5 5 3 5 27 27
Multimodality in Macro-Financial Dynamics 1 5 19 107 5 19 72 185
Non standard Monetary Policy measures and monetary developments 0 0 1 4 0 5 19 50
Non-standard Monetary Policy Measures and Monetary Developments 0 0 0 32 1 3 14 149
Non-standard monetary policy measures and monetary developments 0 0 3 227 5 11 47 554
Non‐Standard Monetary Policy Measures 0 0 0 222 0 0 7 561
Now-Casting and the Real-Time Data Flow 1 2 32 934 6 18 112 1,884
Now-casting and the real-time data flow 5 13 50 354 18 42 131 665
Now-casting and the real-time data flow 1 2 9 127 2 8 37 263
Nowcasting 5 20 84 1,958 13 43 224 3,459
Nowcasting 1 6 17 279 7 25 79 658
Nowcasting 4 13 60 554 7 22 115 966
Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models 0 2 11 208 0 10 53 401
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator 0 0 1 251 1 3 11 446
Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators 1 1 4 120 3 6 32 325
Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases 2 3 15 293 6 21 72 890
Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases 4 13 50 515 9 36 124 1,044
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 0 0 6 282 2 7 33 791
Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases 2 9 29 497 3 18 85 1,568
Nowcasting with Daily Data 0 2 14 207 2 15 45 343
Nowcasting with Large Bayesian Vector Autoregressions 1 1 1 1 4 4 4 4
Nowcasting with large Bayesian vector autoregressions 4 22 59 59 15 81 130 130
Nowcasting: the real time informational content of macroeconomic data releases 0 0 4 262 1 1 14 456
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 2 4 87 1 6 19 384
Opening the Black Box: Structural Factor Models with Large Cross-Sections 0 0 2 147 2 9 29 410
Opening the Toolbox: The Nowcasting Code on GitHub 8 16 54 96 12 36 145 196
Opening the black box: structural factor models with large cross-sections 0 1 2 342 1 7 17 1,054
Optimal Combination of Survey Forecasts 1 2 3 408 2 4 14 919
Optimal Combination of Survey Forecasts 0 0 0 28 0 2 7 73
Panel discussion on Convergence or divergence in Europe? 0 0 0 0 0 0 5 40
Prior Selection for Bayesian VARs 0 1 1 40 0 1 6 84
Prior Selection for Vector Autoregressions 1 7 29 555 9 28 115 1,085
Prior Selection for Vector Autoregressions 0 2 11 921 6 17 57 1,846
Prior Selection for Vector Autoregressions 1 1 11 77 2 11 42 204
Prior selection for vector autoregressions 1 2 8 109 1 5 22 215
Priors for the Long Run 0 0 1 114 1 4 18 254
Priors for the long run 0 0 2 17 0 4 17 77
Priors for the long run 0 0 2 96 0 4 22 77
Reading the Tea Leaves of the U.S. Business Cycle—Part One 1 3 21 42 1 5 47 85
Reading the Tea Leaves of the U.S. Business Cycle—Part Two 0 0 4 9 1 2 18 30
Safety, Liquidity, and the Natural Rate of Interest 1 1 6 55 4 12 79 154
Safety, liquidity, and the natural rate of interest 0 1 3 169 4 15 66 533
Short-Term Forecasts of Euro Area GDP Growth 3 3 7 133 3 8 28 310
Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach 0 1 2 128 0 5 19 310
Short-term Forecasts of Euro Area GDP Growth 1 1 3 289 2 4 24 919
Short-term forecasts of euro area GDP growth 0 0 5 303 1 3 25 710
Short-term inflation projections: a Bayesian vector autoregressive approach 1 1 3 602 1 7 22 1,232
Sparse and Stable Markowitz Portfolios 0 0 0 148 1 2 9 469
Sparse and stable Markowitz portfolios 0 2 4 148 2 6 25 747
Sparse and stable Markowitz portfolios 0 0 0 29 0 0 10 166
The ECB and the Interbank Market 0 0 2 497 3 9 33 986
The ECB and the Interbank Market 0 0 2 89 2 5 25 190
The ECB and the interbank market 0 0 2 127 4 8 52 255
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 2 10 47 1 7 34 107
The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data 0 0 4 284 1 6 26 568
The Feldstein-Horioka Fact 0 0 0 136 0 2 10 543
The Feldstein-Horioka Fact 0 0 0 41 0 7 17 151
The Feldstein-Horioka fact 0 0 0 72 0 3 10 221
The Feldstein-Horioka fact 0 0 2 71 0 2 11 207
The Financial and Macroeconomic Effects of OMT Announcements 0 0 1 34 1 4 20 94
The Financial and Macroeconomic Effects of OMT Announcements 0 0 0 106 1 6 20 227
The Financial and Macroeconomic Effects of the OMT Announcements 0 1 6 331 4 11 55 789
The effectiveness of non-standard monetary policy measures: evidence from survey data 1 2 9 57 2 9 38 118
The effectiveness of non-standard monetary policy measures: evidence from survey data 0 0 2 85 2 6 23 155
The effectiveness of nonstandard monetary policy measures: evidence from survey data 0 0 1 145 1 6 31 278
The financial and macroeconomic effects of OMT announcements 2 5 37 250 12 27 130 663
Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited 2 4 6 372 3 10 24 1,428
Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it? 0 0 0 342 0 3 11 832
Trends and cycles in the euro area: how much heterogeneity and should we worry about it? 0 0 5 282 0 2 25 655
Unspanned Macroeconomic Factors in the Yields Curve 0 0 2 374 0 3 12 773
Unspanned macroeconomic factors in the yield curve 0 0 1 123 3 4 16 181
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 0 1 1 269 0 4 7 657
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models 1 1 1 184 1 7 15 716
VARs, common factors and the empirical validation of equilibrium business cycle models 0 0 0 0 0 2 6 81
Vulnerable Growth 1 1 6 28 3 7 36 47
Vulnerable Growth 1 2 3 28 3 12 24 97
Vulnerable Growth 0 2 11 73 14 36 75 302
Vulnerable growth 1 4 19 200 12 41 151 703
What Do Financial Conditions Tell Us about Risks to GDP Growth? 0 6 70 70 3 20 163 163
Total Working Papers 89 290 1,294 31,042 455 1,548 6,140 73,857

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Core Inflation Indicator for New Zealand 0 0 1 144 0 5 19 550
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models 4 11 30 522 11 45 139 1,354
A two-step estimator for large approximate dynamic factor models based on Kalman filtering 4 20 78 1,135 15 55 237 2,430
An Area-Wide Real-Time Database for the Euro Area 1 2 4 106 2 4 23 339
Business cycles in the euro area 0 1 2 18 1 11 40 157
Comment 0 0 0 2 0 2 6 28
Comment 0 0 0 3 0 0 4 28
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 113 0 0 5 289
Common factors of commodity prices 0 0 11 34 3 10 65 161
Comparing Alternative Predictors Based on Large‐Panel Factor Models 1 1 2 145 2 5 15 396
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 2 4 15 206 6 18 60 508
Does information help recovering structural shocks from past observations? 0 0 1 158 0 2 13 477
Explaining The Great Moderation: It Is Not The Shocks 1 1 2 249 1 6 19 662
Exploiting the monthly data flow in structural forecasting 1 5 18 146 6 30 80 550
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? 9 14 57 783 17 35 141 1,799
Global trends in interest rates 8 14 44 95 20 43 169 394
Large Bayesian vector auto regressions 5 13 49 2,106 22 50 176 4,465
Large Bayesian vector auto regressions 0 1 11 24 4 12 61 93
Low frequency effects of macroeconomic news on government bond yields 0 2 14 79 4 15 70 269
Macroeconomic Nowcasting and Forecasting with Big Data 0 0 14 48 7 13 64 163
Macroeconomic forecasting and structural change 0 0 0 0 6 12 33 480
Market Freedom and the Global Recession 1 4 19 323 3 20 85 1,121
Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis? 0 1 7 12 3 9 38 57
NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS 0 0 0 32 2 6 12 100
Nowcasting: The real-time informational content of macroeconomic data 43 113 396 3,885 114 326 1,343 10,856
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS 1 2 10 500 2 14 45 1,183
Optimal combination of survey forecasts 0 0 1 52 0 3 15 115
Prior Selection for Vector Autoregressions 7 24 91 532 15 69 228 1,256
Priors for the Long Run 1 3 3 12 3 11 36 61
Safety, Liquidity, and the Natural Rate of Interest 0 2 20 116 7 17 79 322
Short-term inflation projections: A Bayesian vector autoregressive approach 0 0 11 188 7 15 55 457
Short‐term forecasts of euro area GDP growth 0 2 16 456 8 14 80 1,167
Short‐term forecasts of euro area GDP growth 0 0 2 25 1 5 30 106
The ECB and the Interbank Market 0 0 2 158 5 10 60 479
The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data 1 2 15 42 3 9 44 126
The Feldstein-Horioka Fact 0 0 1 22 0 4 13 83
The Financial and Macroeconomic Effects of the OMT Announcements 5 11 40 138 11 28 132 453
The national segmentation of euro area bank balance sheets during the financial crisis 0 0 2 35 0 0 9 149
Unspanned Macroeconomic Factors in the Yield Curve 1 2 4 12 3 8 21 57
VARs, common factors and the empirical validation of equilibrium business cycle models 0 1 2 236 1 5 11 655
Vulnerable Growth 6 19 74 168 18 84 261 588
Total Journal Articles 102 275 1,069 13,060 333 1,030 4,036 34,983

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 2 8 280 3 11 36 627
Comment on "Can Parameter Instability Explain the Meese-Rogoff Puzzle?" 0 0 0 46 0 4 11 152
Global Trends in Interest Rates 0 0 0 0 4 9 29 60
MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA 0 0 0 6 0 1 5 23
Monetary Policy in Real Time 1 6 24 312 4 17 63 711
Now-Casting and the Real-Time Data Flow 16 48 213 987 39 132 598 2,440
Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models 0 2 9 27 0 7 33 95
Panel Discussion 0 0 0 0 1 1 1 1
The Feldstein-Horioka Fact 0 1 3 182 1 6 40 560
Total Chapters 18 59 257 1,840 52 188 816 4,669

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Statistics updated 2021-04-06