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Details about Domenico Giannone
Access statistics for papers by Domenico Giannone.
Last updated 2008-09-04. Update your information in the RePEc Author Service .
Short-id: pgi49
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Journal Articles
Working Papers 2008
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) See Also Journal Article in Journal of the European Economic Association (2008)
Short-term Forecasts of Euro Area GDP Growth CEPR Discussion Papers, C.E.P.R. Discussion Papers
The Feldstein-Horioka fact Working Paper Series, European Central Bank Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations
2007
(Un)Predictability and Macroeconomic Stability CEPR Discussion Papers, C.E.P.R. Discussion Papers Also in Working Paper Series, European Central Bank (2006) View citations Macroeconomics, EconWPA (2005) View citations
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)
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)
Bayesian VARs with Large Panels CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
Comparing Alternative Predictors Based on Large-Panel Factor Models CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations Also in Working Paper Series, European Central Bank (2006) View citations
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 Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) View citations Working Paper Series, European Central Bank (2006) View citations CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations
Opening the black box - structural factor models with large gross-sections Working Paper Series, European Central Bank View citations
Sparse and Stable Markowitz Portfolios CEPR Discussion Papers, C.E.P.R. Discussion Papers
2006
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations Also in Working Paper Series, European Central Bank (2006) View citations
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)
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
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
Monetary Policy in Real Time CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations
2002
Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University See Also Journal Article in Journal of Econometrics (2006)
Journal Articles 2008
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)
Nowcasting: The real-time informational content of macroeconomic data Journal of Monetary Economics , 2008, 55 , (4), 665-676 View citations
2007
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
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)
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 (2002)
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