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Details about Domenico Giannone

E-mail:
Homepage:http://homepages.ulb.ac.be/~dgiannon/
Phone:+32-2-6504221
Postal address:ECARES (European Centre for Advanced Research in Economics and Statistics) Université Libre de Bruxelles, CP 114, Av. F.D. Roosevelt, 50. B-1050 Bruxelles
Workplace:Dipartimento di Economia e Finanza (DEF) (Department of Economics and Finance), Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS) (International Free University of Social Sciences Guido Carli), (more information at EDIRC)
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles (Free University of Brussels), (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Domenico Giannone.

Last updated 2014-04-17. Update your information in the RePEc Author Service.

Short-id: pgi49


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Working Papers

2014

  1. Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads
  2. The Financial and Macroeconomic Effects of the OMT Announcements
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy Downloads

2013

  1. Now-casting and the real-time data flow
    Working Paper Series, European Central Bank Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (1)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) Downloads View citations (8)
  2. Unspanned Macroeconomic Factors in the Yields Curve
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (2)

2012

  1. Money, Credit, Monetary Policy and the Business Cycle in the Euro Area
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (9)
  2. Nowcasting with Daily Data
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
  3. Optimal Combination of Survey Forecasts
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) Downloads
  4. Prior Selection for Vector Autoregressions
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (22)
    Also in Working Paper Series, European Central Bank (2012) Downloads View citations (11)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (13)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) Downloads View citations (28)
  5. The ECB and the Interbank Market
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (4)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (7)
    Working Paper Series, European Central Bank (2012) Downloads View citations (1)

    See also Journal Article in Economic Journal (2012)

2011

  1. Non-standard monetary policy measures and monetary developments
    Working Paper Series, European Central Bank Downloads View citations (17)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (4)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) Downloads View citations (3)

2010

  1. An Area Wide Real Time Data Base for the Euro Area
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (1)
    Also in Working Paper Series, European Central Bank (2010) Downloads View citations (15)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (17)

    See also Journal Article in The Review of Economics and Statistics (2012)
  2. Macroeconomic forecasting and structural change
    Working Paper Series, European Central Bank Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (5)
    Research Technical Papers, Central Bank of Ireland (2009) Downloads View citations (35)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2009) Downloads View citations (41)

    See also Journal Article in Journal of Applied Econometrics (2013)
  3. Market Freedom and the Global Recession
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (25)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (24)

    See also Journal Article in IMF Economic Review (2011)
  4. Nowcasting
    Working Paper Series, European Central Bank Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) Downloads
  5. Prior Selection for Bayesian VARs
    2010 Meeting Papers, Society for Economic Dynamics Downloads
  6. Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (19)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) Downloads View citations (16)

2009

  1. Business Cycles in the Euro Area
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (30)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008) Downloads View citations (26)
    NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (9)

    See also Chapter (2010)
  2. Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (6)
    Also in CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2009) Downloads View citations (6)

    See also Journal Article in National Institute Economic Review (2009)
  3. The Feldstein-Horioka Fact
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (6)
    Also in Working Paper Series, European Central Bank (2008) Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (10)

    See also Chapter (2010)

2008

  1. A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (37)
    Also in Working Paper Series, European Central Bank (2006) Downloads View citations (50)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (33)

    See also Journal Article in The Review of Economics and Statistics (2012)
  2. Bayesian VARs with large panels
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (12)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (28)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008) Downloads View citations (58)
    Working Paper Series, European Central Bank (2008) Downloads View citations (26)

    See also Journal Article in Journal of Applied Econometrics (2010)
  3. Did the Euro imply more correlation of cycles?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (6)
  4. Explaining the Great Moderation: it is not the shocks
    Working Paper Series, European Central Bank Downloads View citations (46)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (8)

    See also Journal Article in Journal of the European Economic Association (2008)
  5. Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (45)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2006) Downloads View citations (45)
    Working Paper Series, European Central Bank (2006) Downloads View citations (16)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (31)

    See also Journal Article in Journal of Econometrics (2008)
  6. Nowcasting: the real time informational content of macroeconomic data releases
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (12)
  7. Opening the Black Box: Structural Factor Models with Large Cross-Sections
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (37)
    Also in Working Paper Series, European Central Bank (2007) Downloads View citations (53)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics (2007) Downloads View citations (4)

    See also Journal Article in Econometric Theory (2009)
  8. Short-Term Forecasts of Euro Area GDP Growth
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (23)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (27)
    Working Paper Series, European Central Bank (2008) Downloads View citations (15)

    See also Journal Article in Econometrics Journal (2011)
  9. Sparse and stable Markowitz portfolios
    Working Paper Series, European Central Bank Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (2)
    Papers, arXiv.org (2008) Downloads View citations (9)

2007

  1. (Un)Predictability and Macroeconomic Stability
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in Working Paper Series, European Central Bank (2006) Downloads View citations (31)
    Research Technical Papers, Central Bank of Ireland (2006) Downloads View citations (8)
    Macroeconomics, EconWPA (2005) Downloads View citations (35)
  2. A New Core Inflation Indicator for New Zealand
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (15)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2007) Downloads View citations (9)
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2006) Downloads View citations (9)

    See also Journal Article in International Journal of Central Banking (2007)
  3. A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (23)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2006) Downloads View citations (29)

    See also Journal Article in Journal of Econometrics (2011)
  4. Comparing Alternative Predictors Based on Large-Panel Factor Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (18)
    Also in Research Technical Papers, Central Bank of Ireland (2006) Downloads View citations (37)
    Working Paper Series, European Central Bank (2006) Downloads View citations (32)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2012)
  5. Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group Downloads View citations (8)
    Also in Working Paper Series, European Central Bank (2006) Downloads View citations (7)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (27)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) Downloads View citations (55)

    See also Journal Article in Journal of Monetary Economics (2008)

2006

  1. Does Information Help Recovering Structural Shocks from Past Observations?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (31)
    Also in Working Paper Series, European Central Bank (2006) Downloads View citations (30)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2006) View citations (27)

    See also Journal Article in Journal of the European Economic Association (2006)
  2. Panel discussion on Convergence or divergence in Europe?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  3. Trends and cycles in the euro area: how much heterogeneity and should we worry about it?
    Working Paper Series, European Central Bank Downloads View citations (79)
    Also in Macroeconomics, EconWPA (2005) Downloads View citations (21)
  4. VARs, common factors and the empirical validation of equilibrium business cycle models
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (17)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads View citations (5)
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2004) Downloads

    See also Journal Article in Journal of Econometrics (2006)

2005

  1. Monetary Policy in Real Time
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (49)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (65)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2005) View citations (14)

    See also Chapter (2005)

2004

  1. Euro area and US recessions: 1970-2003
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (12)

2002

  1. Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (69)

Journal Articles

2013

  1. Macroeconomic forecasting and structural change
    Journal of Applied Econometrics, 2013, 28, (1), 82-101 View citations (19)
    See also Working Paper (2010)

2012

  1. A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
    The Review of Economics and Statistics, 2012, 94, (4), 1014-1024 Downloads View citations (13)
    See also Working Paper (2008)
  2. An Area-Wide Real-Time Database for the Euro Area
    The Review of Economics and Statistics, 2012, 94, (4), 1000-1013 Downloads View citations (6)
    See also Working Paper (2010)
  3. Comparing Alternative Predictors Based on Large‐Panel Factor Models
    Oxford Bulletin of Economics and Statistics, 2012, 74, (2), 306-326 Downloads View citations (11)
    See also Working Paper (2007)
  4. The ECB and the Interbank Market
    Economic Journal, 2012, 122, (564), F467-F486 Downloads View citations (3)
    See also Working Paper (2012)

2011

  1. A two-step estimator for large approximate dynamic factor models based on Kalman filtering
    Journal of Econometrics, 2011, 164, (1), 188-205 Downloads View citations (47)
    See also Working Paper (2007)
  2. Market Freedom and the Global Recession
    IMF Economic Review, 2011, 59, (1), 111-135 Downloads View citations (14)
    See also Working Paper (2010)
  3. Short‐term forecasts of euro area GDP growth
    Econometrics Journal, 2011, 14, (1), C25-C44 Downloads View citations (11)
    See also Working Paper (2008)

2010

  1. Comment
    NBER International Seminar on Macroeconomics, 2010, 6, (1), 180 - 190 Downloads
  2. Large Bayesian vector auto regressions
    Journal of Applied Econometrics, 2010, 25, (1), 71-92 Downloads View citations (94)
    See also Working Paper (2008)
  3. The Feldstein‐Horioka Fact
    NBER International Seminar on Macroeconomics, 2010, 6, (1), 103 - 117 Downloads

2009

  1. Comments on "Forecasting economic and financial variables with global VARs"
    International Journal of Forecasting, 2009, 25, (4), 684-686 Downloads View citations (3)
  2. NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS
    National Institute Economic Review, 2009, 210, (1), 90-97 Downloads View citations (3)
    See also Working Paper (2009)
  3. OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
    Econometric Theory, 2009, 25, (05), 1319-1347 Downloads View citations (54)
    See also Working Paper (2008)

2008

  1. Explaining The Great Moderation: It Is Not The Shocks
    Journal of the European Economic Association, 2008, 6, (2-3), 621-633 Downloads View citations (37)
    See also Working Paper (2008)
  2. Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
    Journal of Econometrics, 2008, 146, (2), 318-328 Downloads View citations (47)
    See also Working Paper (2008)
  3. Nowcasting: The real-time informational content of macroeconomic data
    Journal of Monetary Economics, 2008, 55, (4), 665-676 Downloads View citations (117)
    See also Working Paper (2007)

2007

  1. A New Core Inflation Indicator for New Zealand
    International Journal of Central Banking, 2007, 3, (4), 145-180 Downloads View citations (10)
    See also Working Paper (2007)

2006

  1. Does information help recovering structural shocks from past observations?
    Journal of the European Economic Association, 2006, 4, (2-3), 455-465 Downloads View citations (31)
    See also Working Paper (2006)
  2. VARs, common factors and the empirical validation of equilibrium business cycle models
    Journal of Econometrics, 2006, 132, (1), 257-279 Downloads View citations (33)
    See also Working Paper (2006)

Chapters

2010

  1. Business Cycles in the Euro Area
    A chapter in Europe and the Euro, 2010, pp 141-167 Downloads View citations (2)
    See also Working Paper (2009)
  2. Comment on "Can Parameter Instability Explain the Meese-Rogoff Puzzle?"
    A chapter in NBER International Seminar on Macroeconomics 2009, 2010, pp 180-190 Downloads
  3. The Feldstein-Horioka Fact
    A chapter in NBER International Seminar on Macroeconomics 2009, 2010, pp 103-117 Downloads View citations (1)
    See also Working Paper (2009)

2005

  1. Monetary Policy in Real Time
    A chapter in NBER Macroeconomics Annual 2004, Volume 19, 2005, pp 161-224 Downloads View citations (59)
    See also Working Paper (2005)
 
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