Details about Domenico Giannone

Access statistics for papers by Domenico Giannone.

Last updated 2020-12-01. Update your information in the RePEc Author Service.

Short-id: pgi49

Working Papers

2020

1. Forecasting Macroeconomic Risks
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Staff Reports, Federal Reserve Bank of New York (2020)
2. Multimodality in Macro-Financial Dynamics
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Staff Reports, Federal Reserve Bank of New York (2019) View citations (1)
3. Nowcasting with large Bayesian vector autoregressions
   Working Paper Series, European Central Bank
4. Reading the Tea Leaves of the U.S. Business Cycle—Part One
   Liberty Street Economics, Federal Reserve Bank of New York
5. Reading the Tea Leaves of the U.S. Business Cycle—Part Two
   Liberty Street Economics, Federal Reserve Bank of New York
6. What Do Financial Conditions Tell Us about Risks to GDP Growth?
   Liberty Street Economics, Federal Reserve Bank of New York

2019

7. Flighty liquidity
   Staff Reports, Federal Reserve Bank of New York
8. Global Trends in Interest Rates
   Liberty Street Economics, Federal Reserve Bank of New York View citations (12)
   Also in Staff Reports, Federal Reserve Bank of New York (2018) View citations (2)
   2019 Meeting Papers, Society for Economic Dynamics (2019) View citations (12)
   NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (4)
   Working Papers, Federal Reserve Bank of Dallas (2018) View citations (4)
   See also Journal Article in Journal of International Economics (2019)
   Chapter (2018)
9. Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis?
   Working Paper Series, European Central Bank View citations (1)
   Also in Staff Reports, Federal Reserve Bank of New York (2019) View citations (1)
   See also Journal Article in International Journal of Central Banking (2019)
10. Monitoring Economic Conditions during a Government Shutdown
    Liberty Street Economics, Federal Reserve Bank of New York

2018

11. A DSGE Perspective on Safety, Liquidity, and Low Interest Rates
    Liberty Street Economics, Federal Reserve Bank of New York
12. A New Perspective on Low Interest Rates
    Liberty Street Economics, Federal Reserve Bank of New York
13. A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates
    Liberty Street Economics, Federal Reserve Bank of New York
14. Changing Risk-Return Profiles
    Liberty Street Economics, Federal Reserve Bank of New York View citations (1)
    Also in Staff Reports, Federal Reserve Bank of New York (2018) View citations (3)
15. Common Factors of Commodity Prices
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
    Also in Working papers, Banque de France (2017) View citations (23)
    Working Paper Series, European Central Bank (2017) View citations (23)
    See also Journal Article in Research Bulletin (2018)
16. Economic Predictions with Big Data: The Illusion of Sparsity
    Liberty Street Economics, Federal Reserve Bank of New York View citations (3)
    Also in Staff Reports, Federal Reserve Bank of New York (2018) View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (12)
17. Macroeconomic Nowcasting and Forecasting with Big Data
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
    Also in Staff Reports, Federal Reserve Bank of New York (2017) View citations (9)
    See also Journal Article in Annual Review of Economics (2018)
18. Opening the Toolbox: The Nowcasting Code on GitHub
    Liberty Street Economics, Federal Reserve Bank of New York
19. Priors for the long run
    Working Paper Series, European Central Bank View citations (8)
    Also in Staff Reports, Federal Reserve Bank of New York (2017) View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (5)
    See also Journal Article in Journal of the American Statistical Association (2019)
20. Vulnerable Growth
    Liberty Street Economics, Federal Reserve Bank of New York View citations (11)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (5)
    Staff Reports, Federal Reserve Bank of New York (2017) View citations (12)
    2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (9)
    See also Journal Article in American Economic Review (2019)

2017

21. Safety, Liquidity, and the Natural Rate of Interest
    2017 Meeting Papers, Society for Economic Dynamics View citations (36)
    Also in Staff Reports, Federal Reserve Bank of New York (2017) View citations (55)
    See also Journal Article in Brookings Papers on Economic Activity (2017)

2016

22. The effectiveness of non-standard monetary policy measures: evidence from survey data
    Working Paper Series, European Central Bank View citations (3)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2014) View citations (16)
    Staff Reports, Federal Reserve Bank of New York (2015) View citations (1)
    Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli (2014) View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (12)
    See also Journal Article in Journal of Applied Econometrics (2017)

2015

23. Exploiting the monthly data flow in structural forecasting
    Staff Reports, Federal Reserve Bank of New York View citations (1)
    Also in Discussion Papers, Centre for Macroeconomics (CFM) (2014) View citations (4)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2014) View citations (2)
    Bank of England working papers, Bank of England (2014) View citations (1)
    See also Journal Article in Journal of Monetary Economics (2016)
24. Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (10)
    See also Chapter (2016)

2014

25. Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (15)
    Also in Working Paper Series, European Central Bank (2014) View citations (8)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (8)
    See also Journal Article in International Journal of Forecasting (2015)
26. Low Frequency Effects of Macroeconomic News on Government Bond Yields
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (15)
    Also in CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2014) View citations (4)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2014) View citations (8)
    See also Journal Article in Journal of Monetary Economics (2017)
27. The Financial and Macroeconomic Effects of OMT Announcements
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (77)
    Also in Working Paper Series, European Central Bank (2014) View citations (72)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (55)
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2014) View citations (67)
    See also Journal Article in International Journal of Central Banking (2016)
28. Unspanned macroeconomic factors in the yield curve
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (5)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2013) View citations (12)
    See also Journal Article in Journal of Business & Economic Statistics (2016)

2013

29. Now-casting and the real-time data flow
    Working Paper Series, European Central Bank View citations (99)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) View citations (67)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (16)
    See also Chapter (2013)

2012

30. A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (126)
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2012) View citations (14)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008) View citations (46)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (85)
    Working Paper Series, European Central Bank (2006) View citations (78)
    Post-Print, HAL (2012) View citations (20)
    See also Journal Article in The Review of Economics and Statistics (2012)
31. Money, Credit, Monetary Policy and the Business Cycle in the Euro Area
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (27)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (37)
32. Nowcasting with Daily Data
    2012 Meeting Papers, Society for Economic Dynamics View citations (6)
33. Optimal Combination of Survey Forecasts
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) View citations (16)
    See also Journal Article in International Journal of Forecasting (2015)
34. Prior Selection for Vector Autoregressions
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (60)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (41)
    Working Paper Series, European Central Bank (2012) View citations (39)
    NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (62)
    See also Journal Article in The Review of Economics and Statistics (2015)
35. The ECB and the Interbank Market
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (51)
    Also in Working Paper Series, European Central Bank (2012) View citations (48)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (66)
    See also Journal Article in Economic Journal (2012)

2011

36. A two-step estimator for large approximate dynamic factor models based on Kalman filtering
    PSE-Ecole d'économie de Paris (Postprint), HAL View citations (21)
    Also in Post-Print, HAL (2011) View citations (109)
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2006) View citations (30)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2011) View citations (149)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (30)
    See also Journal Article in Journal of Econometrics (2011)
37. Market freedom and the global recession
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (24)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) View citations (32)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (32)
    See also Journal Article in IMF Economic Review (2011)
38. Non-standard monetary policy measures and monetary developments
    Working Paper Series, European Central Bank View citations (33)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) View citations (9)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (14)

2010

39. An Area Wide Real Time Data Base for the Euro Area
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles
    Also in Working Paper Series, European Central Bank (2010) View citations (27)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (28)
    See also Journal Article in The Review of Economics and Statistics (2012)
40. Large Bayesian vector auto regressions
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (201)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (42)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008) View citations (65)
    See also Journal Article in Journal of Applied Econometrics (2010)
41. Macroeconomic forecasting and structural change
    Working Paper Series, European Central Bank View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (9)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2009) View citations (68)
    Research Technical Papers, Central Bank of Ireland (2009) View citations (38)
    See also Journal Article in Journal of Applied Econometrics (2013)
42. Nowcasting
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
    Working Paper Series, European Central Bank (2010) View citations (2)
43. Prior Selection for Bayesian VARs
    2010 Meeting Papers, Society for Economic Dynamics
44. Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (59)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) View citations (51)
    See also Journal Article in International Journal of Forecasting (2014)

2009

45. Business Cycles in the Euro Area
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (39)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008) View citations (35)
    NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations (44)
    See also Chapter (2010)
    Journal Article in Research Bulletin (2009)
46. Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (22)
    Also in CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2009) View citations (24)
    See also Journal Article in National Institute Economic Review (2009)
47. The Feldstein-Horioka Fact
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (18)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (12)
    Working Paper Series, European Central Bank (2008) View citations (5)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (3)
    See also Journal Article in NBER International Seminar on Macroeconomics (2010)
    Chapter (2010)

2008

48. Did the Euro imply more correlation of cycles?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (12)
49. Explaining the Great Moderation: it is not the shocks
    Working Paper Series, European Central Bank View citations (102)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2008) View citations (5)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (11)
    See also Journal Article in Journal of the European Economic Association (2008)
50. Large Bayesian VARs
    Working Paper Series, European Central Bank View citations (53)
51. Nowcasting: the real time informational content of macroeconomic data releases
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (39)
52. Opening the Black Box: Structural Factor Models with Large Cross-Sections
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (61)
    Also in Working Paper Series, European Central Bank (2007) View citations (66)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2007) View citations (15)
    See also Journal Article in Econometric Theory (2009)
53. Short-Term Forecasts of Euro Area GDP Growth
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (36)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (49)
    Working Paper Series, European Central Bank (2008) View citations (40)
    See also Journal Article in Econometrics Journal (2011)
54. Sparse and stable Markowitz portfolios
    Working Paper Series, European Central Bank View citations (6)
    Also in Papers, arXiv.org (2008) View citations (41)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (3)

2007

55. (Un)Predictability and Macroeconomic Stability
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    Also in Macroeconomics, University Library of Munich, Germany (2005) View citations (86)
    Research Technical Papers, Central Bank of Ireland (2006) View citations (18)
    Working Paper Series, European Central Bank (2006) View citations (53)
56. A New Core Inflation Indicator for New Zealand
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (31)
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2006) View citations (10)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2007) View citations (22)
    See also Journal Article in International Journal of Central Banking (2007)
57. Comparing Alternative Predictors Based on Large-Panel Factor Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (35)
    Also in Research Technical Papers, Central Bank of Ireland (2006) View citations (51)
    Working Paper Series, European Central Bank (2006) View citations (49)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2012)
58. 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 (10)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) View citations (84)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (32)
    Working Paper Series, European Central Bank (2006) View citations (10)
    See also Journal Article in Journal of Monetary Economics (2008)

2006

59. Does Information Help Recovering Structural Shocks from Past Observations?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (81)
    Also in Working Paper Series, European Central Bank (2006) View citations (94)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2006) View citations (70)
    See also Journal Article in Journal of the European Economic Association (2006)
60. 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 (40)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2006) View citations (65)
    Working Paper Series, European Central Bank (2006) View citations (35)
    See also Journal Article in Journal of Econometrics (2008)
61. Panel discussion on Convergence or divergence in Europe?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
62. Trends and cycles in the euro area: how much heterogeneity and should we worry about it?
    Working Paper Series, European Central Bank View citations (114)
    Also in Macroeconomics, University Library of Munich, Germany (2005) View citations (23)
63. VARs, common factors and the empirical validation of equilibrium business cycle models
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (38)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2004) View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations (8)
    See also Journal Article in Journal of Econometrics (2006)

2005

64. Monetary Policy in Real Time
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (93)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2005) View citations (42)
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2005) View citations (77)
    See also Chapter (2005)

2004

65. Euro area and US recessions: 1970-2003
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (15)

2002

66. Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (82)

Journal Articles

2019

1. Global trends in interest rates
   Journal of International Economics, 2019, 118, (C), 248-262 View citations (12)
   See also Chapter (2018)
   Working Paper (2019)
2. Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?
   International Journal of Central Banking, 2019, 15, (5), 137-173 View citations (1)
   See also Working Paper (2019)
3. Priors for the Long Run
   Journal of the American Statistical Association, 2019, 114, (526), 565-580 View citations (9)
   See also Working Paper (2018)
4. Vulnerable Growth
   American Economic Review, 2019, 109, (4), 1263-89 View citations (1)
   See also Working Paper (2018)

2018

5. Common factors of commodity prices
   Research Bulletin, 2018, 51 View citations (3)
   See also Working Paper (2018)
6. Macroeconomic Nowcasting and Forecasting with Big Data
   Annual Review of Economics, 2018, 10, (1), 615-643 View citations (1)
   See also Working Paper (2018)

2017

7. Low frequency effects of macroeconomic news on government bond yields
   Journal of Monetary Economics, 2017, 92, (C), 31-46 View citations (18)
   See also Working Paper (2014)
8. Safety, Liquidity, and the Natural Rate of Interest
   Brookings Papers on Economic Activity, 2017, 48, (1 (Spring)), 235-316 View citations (36)
   See also Working Paper (2017)
9. The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data
   Journal of Applied Econometrics, 2017, 32, (5), 952-964 View citations (11)
   See also Working Paper (2016)
10. The national segmentation of euro area bank balance sheets during the financial crisis
    Empirical Economics, 2017, 53, (1), 247-265 View citations (10)

2016

11. Comment
    Journal of Business & Economic Statistics, 2016, 34, (3), 342-344
12. Exploiting the monthly data flow in structural forecasting
    Journal of Monetary Economics, 2016, 84, (C), 201-215 View citations (6)
    See also Working Paper (2015)
13. The Financial and Macroeconomic Effects of the OMT Announcements
    International Journal of Central Banking, 2016, 12, (3), 29-57 View citations (38)
    See also Working Paper (2014)
14. Unspanned Macroeconomic Factors in the Yield Curve
    Journal of Business & Economic Statistics, 2016, 34, (3), 472-485 View citations (15)
    See also Working Paper (2014)

2015

15. Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
    International Journal of Forecasting, 2015, 31, (3), 739-756 View citations (50)
    See also Working Paper (2014)
16. Optimal combination of survey forecasts
    International Journal of Forecasting, 2015, 31, (4), 1096-1103 View citations (26)
    See also Working Paper (2012)
17. Prior Selection for Vector Autoregressions
    The Review of Economics and Statistics, 2015, 97, (2), 436-451 View citations (213)
    See also Working Paper (2012)

2014

18. Short-term inflation projections: A Bayesian vector autoregressive approach
    International Journal of Forecasting, 2014, 30, (3), 635-644 View citations (54)
    See also Working Paper (2010)

2013

19. Macroeconomic forecasting and structural change
    Journal of Applied Econometrics, 2013, 28, (1), 82-101 View citations (170)
    See also Working Paper (2010)

2012

20. A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
    The Review of Economics and Statistics, 2012, 94, (4), 1014-1024 View citations (158)
    See also Working Paper (2012)
21. An Area-Wide Real-Time Database for the Euro Area
    The Review of Economics and Statistics, 2012, 94, (4), 1000-1013 View citations (41)
    See also Working Paper (2010)
22. Comparing Alternative Predictors Based on Large‐Panel Factor Models
    Oxford Bulletin of Economics and Statistics, 2012, 74, (2), 306-326 View citations (44)
    See also Working Paper (2007)
23. The ECB and the Interbank Market
    Economic Journal, 2012, 122, (564), F467-F486 View citations (50)
    See also Working Paper (2012)

2011

24. A two-step estimator for large approximate dynamic factor models based on Kalman filtering
    Journal of Econometrics, 2011, 164, (1), 188-205 View citations (224)
    See also Working Paper (2011)
25. Market Freedom and the Global Recession
    IMF Economic Review, 2011, 59, (1), 111-135 View citations (63)
    See also Working Paper (2011)
26. Short‐term forecasts of euro area GDP growth
    Econometrics Journal, 2011, 14, (1), C25-C44 View citations (77)
    Also in Econometrics Journal, 2011, 14, C25-C44 (2011) View citations (56)
    See also Working Paper (2008)

2010

27. Comment
    NBER International Seminar on Macroeconomics, 2010, 6, (1), 180 - 190
28. Large Bayesian vector auto regressions
    Journal of Applied Econometrics, 2010, 25, (1), 71-92 View citations (158)
    Also in Journal of Applied Econometrics, 2010, 25, (1), 71-92 (2010) View citations (544)
    See also Working Paper (2010)
29. The Feldstein-Horioka Fact
    NBER International Seminar on Macroeconomics, 2010, 6, (1), 103 - 117 View citations (7)
    See also Chapter (2010)
    Working Paper (2009)

2009

30. Business cycles in the euro area
    Research Bulletin, 2009, 8, 5-7 View citations (4)
    See also Chapter (2010)
    Working Paper (2009)
31. Comments on "Forecasting economic and financial variables with global VARs"
    International Journal of Forecasting, 2009, 25, (4), 684-686 View citations (6)
32. NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS
    National Institute Economic Review, 2009, 210, (1), 90-97 View citations (19)
    See also Working Paper (2009)
33. OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
    Econometric Theory, 2009, 25, (5), 1319-1347 View citations (246)
    See also Working Paper (2008)

2008

34. Explaining The Great Moderation: It Is Not The Shocks
    Journal of the European Economic Association, 2008, 6, (2-3), 621-633 View citations (71)
    See also Working Paper (2008)
35. Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
    Journal of Econometrics, 2008, 146, (2), 318-328 View citations (244)
    See also Working Paper (2006)
36. Nowcasting: The real-time informational content of macroeconomic data
    Journal of Monetary Economics, 2008, 55, (4), 665-676 View citations (477)
    See also Working Paper (2007)

2007

37. A New Core Inflation Indicator for New Zealand
    International Journal of Central Banking, 2007, 3, (4), 145-180 View citations (23)
    See also Working Paper (2007)

2006

38. Does information help recovering structural shocks from past observations?
    Journal of the European Economic Association, 2006, 4, (2-3), 455-465 View citations (81)
    See also Working Paper (2006)
39. VARs, common factors and the empirical validation of equilibrium business cycle models
    Journal of Econometrics, 2006, 132, (1), 257-279 View citations (53)
    See also Working Paper (2006)

Chapters

2018

1. Global Trends in Interest Rates
   A chapter in NBER International Seminar on Macroeconomics 2018, 2018, pp 248-262 View citations (3)
   See also Working Paper (2019)
   Journal Article in Journal of International Economics (2019)

2016

2. Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models
   A chapter in Dynamic Factor Models, 2016, vol. 35, pp 569-594 View citations (7)
   See also Working Paper (2015)

2013

3. Now-Casting and the Real-Time Data Flow
   Elsevier View citations (52)
   See also Working Paper (2013)

2011

4. MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA
   Chapter 8 in Macroprudential Regulatory Policies The New Road to Financial Stability?, 2011, pp 103-119

2010

5. Business Cycles in the Euro Area
   A chapter in Europe and the Euro, 2010, pp 141-167 View citations (22)
   See also Journal Article in Research Bulletin (2009)
   Working Paper (2009)
6. Comment on "Can Parameter Instability Explain the Meese-Rogoff Puzzle?"
   A chapter in NBER International Seminar on Macroeconomics 2009, 2010, pp 180-190 View citations (7)
7. The Feldstein-Horioka Fact
   A chapter in NBER International Seminar on Macroeconomics 2009, 2010, pp 103-117 View citations (7)
   See also Journal Article in NBER International Seminar on Macroeconomics (2010)
   Working Paper (2009)

2005

8. Monetary Policy in Real Time
   A chapter in NBER Macroeconomics Annual 2004, Volume 19, 2005, pp 161-224 View citations (124)
   See also Working Paper (2005)