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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:European Centre for Advanced Research in Economics and Statistics (ECARES), ECORE, (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Domenico Giannone.

Last updated 2009-11-22. Update your information in the RePEc Author Service.

Short-id: pgi49


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Working Papers

2009

  1. Business Cycles in the Euro Area
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in ECARES Working Papers, Université Libre de Bruxelles, Ecares (2008) Downloads View citations
    NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations
  2. Macroeconomic Forecasting and Structural Change
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Research Technical Papers, Central Bank & Financial Services Authority of Ireland (CBFSAI) (2009) Downloads
    ECARES Working Papers, Université Libre de Bruxelles, Ecares (2009) Downloads
  3. Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator
    ECARES Working Papers, Université Libre de Bruxelles, Ecares Downloads
    Also in CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2009) Downloads
  4. The Feldstein-Horioka Fact
    ECARES Working Papers, Université Libre de Bruxelles, Ecares Downloads
    Also in Working Paper Series, European Central Bank (2008) Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations

2008

  1. A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models
    ECARES Working Papers, Université Libre de Bruxelles, Ecares Downloads View citations
    Also in Working Paper Series, European Central Bank (2006) Downloads View citations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations
  2. Explaining the Great Moderation - it is not the shocks
    Working Paper Series, European Central Bank Downloads View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations

    See also Journal Article in Journal of the European Economic Association (2008)
  3. Large Bayesian VARs
    Working Paper Series, European Central Bank Downloads View citations
    Also in ECARES Working Papers, Université Libre de Bruxelles, Ecares (2008) Downloads View citations
  4. Opening the Black Box: Structural Factor Models with Large Cross-Sections
    ECARES Working Papers, Université Libre de Bruxelles, Ecares Downloads View citations
    Also in Working Paper Series, European Central Bank (2007) Downloads View citations
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics (2007) Downloads View citations

    See also Journal Article in Econometric Theory (2009)
  5. Short-Term Forecasts of Euro Area GDP Growth
    ECARES Working Papers, Université Libre de Bruxelles, Ecares Downloads View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations
    Working Paper Series, European Central Bank (2008) Downloads
  6. 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
    Quantitative Finance Papers, arXiv.org (2008) Downloads

2007

  1. (Un)Predictability and Macroeconomic Stability
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
    Also in Working Paper Series, European Central Bank (2006) Downloads View citations
    Research Technical Papers, Central Bank & Financial Services Authority of Ireland (CBFSAI) (2006) Downloads View citations
    Macroeconomics, EconWPA (2005) Downloads View citations
  2. A New Core Inflation Indicator for New Zealand
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2006) Downloads View citations

    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
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2006) Downloads View citations
  4. Bayesian VARs with Large Panels
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
  5. Comparing Alternative Predictors Based on Large-Panel Factor Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
    Also in Research Technical Papers, Central Bank & Financial Services Authority of Ireland (CBFSAI) (2006) Downloads View citations
    Working Paper Series, European Central Bank (2006) Downloads View citations
  6. 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
    Also in Working Paper Series, European Central Bank (2006) Downloads View citations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) Downloads View citations

2006

  1. Does Information Help Recovering Structural Shocks from Past Observations?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
    Also in Working Paper Series, European Central Bank (2006) Downloads View citations

    See also Journal Article in Journal of the European Economic Association (2006)
  2. Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2006) Downloads View citations
    Working Paper Series, European Central Bank (2006) Downloads View citations
  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
    Also in Macroeconomics, EconWPA (2005) Downloads View citations

2005

  1. Monetary Policy in Real Time
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations

    See also Chapter (2005)

2004

  1. VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads View citations

    See also Journal Article in Journal of Econometrics (2006)

2002

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

Journal Articles

2009

  1. OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
    Econometric Theory, 2009, 25, (05), 1319-1347 Downloads
    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
    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
  3. Nowcasting: The real-time informational content of macroeconomic data
    Journal of Monetary Economics, 2008, 55, (4), 665-676 Downloads View citations

2007

  1. A New Core Inflation Indicator for New Zealand
    International Journal of Central Banking, 2007, 3, (4), 145-180 Downloads View citations
    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
    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
    See also Working Paper (2004)

Chapters

2005

  1. Monetary Policy in Real Time
    A chapter in NBER Macroeconomics Annual 2004, Volume 19, 2005, pp 161-224 Downloads View citations
    See also Working Paper (2005)
 
 
Page updated 2009-11-25