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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)
European Central Bank, (more information at EDIRC)

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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Working Papers

2008

  1. 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
    See Also Journal Article in Journal of the European Economic Association (2008)
  2. Short-term Forecasts of Euro Area GDP Growth
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  3. The Feldstein-Horioka fact
    Working Paper Series, European Central Bank Downloads
    Also in
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations

2007

  1. (Un)Predictability and Macroeconomic Stability
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in
    Working Paper Series, European Central Bank (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
  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
    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
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) Downloads View citations
    Working Paper Series, European Central Bank (2006) Downloads View citations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations
  7. Opening the black box - structural factor models with large gross-sections
    Working Paper Series, European Central Bank Downloads View citations
  8. Sparse and Stable Markowitz Portfolios
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

2006

  1. A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
    Also in
    Working Paper Series, European Central Bank (2006) Downloads View citations
  2. 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)
  3. 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
  4. 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
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
    Also in
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations

2002

  1. Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
  2. VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
    Also in
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads
    See Also Journal Article in Journal of Econometrics (2006)

Journal Articles

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. 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 (2002)
 
 
Page updated 2008-09-07