Details about Domenico Giannone

Access statistics for papers by Domenico Giannone.

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

Short-id: pgi49

Working Papers

2009

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

2008

5. A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models
   ECARES Working Papers, Université Libre de Bruxelles, Ecares View citations
   Also in Working Paper Series, European Central Bank (2006) View citations
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations
6. Explaining the Great Moderation - it is not the shocks
   Working Paper Series, European Central Bank View citations
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations
   See also Journal Article in Journal of the European Economic Association (2008)
7. Large Bayesian VARs
   Working Paper Series, European Central Bank View citations
   Also in ECARES Working Papers, Université Libre de Bruxelles, Ecares (2008) View citations
8. Opening the Black Box: Structural Factor Models with Large Cross-Sections
   ECARES Working Papers, Université Libre de Bruxelles, Ecares View citations
   Also in Working Paper Series, European Central Bank (2007) View citations
   Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics (2007) View citations
   See also Journal Article in Econometric Theory (2009)
9. Short-Term Forecasts of Euro Area GDP Growth
   ECARES Working Papers, Université Libre de Bruxelles, Ecares View citations
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations
   Working Paper Series, European Central Bank (2008)
10. Sparse and stable Markowitz portfolios
    Working Paper Series, European Central Bank
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007)
    Quantitative Finance Papers, arXiv.org (2008)

2007

11. (Un)Predictability and Macroeconomic Stability
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Working Paper Series, European Central Bank (2006) View citations
    Research Technical Papers, Central Bank & Financial Services Authority of Ireland (CBFSAI) (2006) View citations
    Macroeconomics, EconWPA (2005) View citations
12. A New Core Inflation Indicator for New Zealand
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2006) View citations
    See also Journal Article in International Journal of Central Banking (2007)
13. A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2006) View citations
14. Bayesian VARs with Large Panels
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
15. Comparing Alternative Predictors Based on Large-Panel Factor Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Research Technical Papers, Central Bank & Financial Services Authority of Ireland (CBFSAI) (2006) View citations
    Working Paper Series, European Central Bank (2006) View citations
16. 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 View citations
    Also in Working Paper Series, European Central Bank (2006) View citations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) View citations

2006

17. Does Information Help Recovering Structural Shocks from Past Observations?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Working Paper Series, European Central Bank (2006) View citations
    See also Journal Article in Journal of the European Economic Association (2006)
18. 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 View citations
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2006) View citations
    Working Paper Series, European Central Bank (2006) View citations
19. Trends and cycles in the euro area: how much heterogeneity and should we worry about it?
    Working Paper Series, European Central Bank View citations
    Also in Macroeconomics, EconWPA (2005) View citations

2005

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

2004

21. VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations
    See also Journal Article in Journal of Econometrics (2006)

2002

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

Journal Articles

2009

1. OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
   Econometric Theory, 2009, 25, (05), 1319-1347
   See also Working Paper (2008)

2008

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

2007

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

2006

6. Does information help recovering structural shocks from past observations?
   Journal of the European Economic Association, 2006, 4, (2-3), 455-465 View citations
   See also Working Paper (2006)
7. VARs, common factors and the empirical validation of equilibrium business cycle models
   Journal of Econometrics, 2006, 132, (1), 257-279 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 View citations
   See also Working Paper (2005)