Domenico Giannone : Citation Profile


Are you Domenico Giannone?

Federal Reserve Bank of New York (99% share)
Centre for Economic Policy Research (CEPR) (1% share)

29

H index

38

i10 index

3477

Citations

RESEARCH PRODUCTION:

28

Articles

130

Papers

7

Chapters

RESEARCH ACTIVITY:

   15 years (2002 - 2017). See details.
   Cites by year: 231
   Journals where Domenico Giannone has often published
   Relations with other researchers
   Recent citing documents: 386.    Total self citations: 97 (2.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgi49
   Updated: 2017-11-18    RAS profile: 2017-11-17    
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Relations with other researchers


Works with:

Lenza, Michele (23)

Reichlin, Lucrezia (20)

Altavilla, Carlo (12)

Modugno, Michele (11)

Banbura, Marta (8)

Primiceri, Giorgio (7)

Monti, Francesca (5)

Pill, Huw (4)

D'Agostino, Antonello (3)

Conflitti, Cristina (3)

Adrian, Tobias (2)

Boyarchenko, Nina (2)

Coroneo, Laura (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Domenico Giannone.

Is cited by:

Marcellino, Massimiliano (166)

Koop, Gary (95)

Korobilis, Dimitris (92)

Forni, Mario (92)

GUPTA, RANGAN (68)

Gambetti, Luca (65)

Carriero, Andrea (64)

Kabundi, Alain (58)

Clark, Todd (57)

Schumacher, Christian (53)

Lippi, Marco (53)

Cites to:

Reichlin, Lucrezia (158)

Forni, Mario (54)

Lenza, Michele (39)

Lippi, Marco (38)

Hallin, Marc (26)

Watson, Mark (25)

Banbura, Marta (23)

Boivin, Jean (23)

Pill, Huw (23)

Ng, Serena (21)

Stock, James (19)

Main data


Where Domenico Giannone has published?


Journals with more than one article published# docs
International Journal of Forecasting4
Journal of Econometrics3
The Review of Economics and Statistics3
Journal of Monetary Economics2
NBER International Seminar on Macroeconomics2
Journal of the European Economic Association2

Working Papers Series with more than one paper published# docs
Working Papers ECARES / ULB -- Universite Libre de Bruxelles25
Working Paper Series / European Central Bank23
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles11
Staff Reports / Federal Reserve Bank of New York4
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)4
Research Technical Papers / Central Bank of Ireland3
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) / HAL2

Recent works citing Domenico Giannone (2017 and 2016)


YearTitle of citing document
2017THE FINANCIAL CRISIS RESPONSE. COMPARATIVE ANALYSIS BETWEEN EUROPEAN UNION AND USA. (2017). Melnic, Florentina. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2017:j:19:melnicf.

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2016High Dimensional Factor Models: An Empirical Bayes Approach. (2016). Sampi, James. In: Working Papers. RePEc:apc:wpaper:2016-075.

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2016Can the Disparity between GDP and GDP Forecast Cause Economic Instability? The Recent Japanese Case. (2016). Kurihara, Yutaka. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2016:p:155-160.

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2016Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series. (2016). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1510.05118.

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2016Robust Factor Models with Explanatory Proxies. (2016). Fan, Jianqing ; Liao, Yuan ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041.

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2016Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso. (2016). Xu, Ning ; Fisher, Timothy ; Hong, Jian . In: Papers. RePEc:arx:papers:1606.00142.

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2017Bayesian Nonparametric Sparse Seemingly Unrelated Regression Model (SUR). (2017). Rossini, Luca ; Billio, Monica ; Casarin, Roberto . In: Papers. RePEc:arx:papers:1608.02740.

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2017Sequential testing for structural stability in approximate factor models. (2017). Barigozzi, Matteo ; Trapani, Lorenzo . In: Papers. RePEc:arx:papers:1708.02786.

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2016Forecasting inflation in post-oil boom years: A case for non-linear models?. (2016). Rahimov, Vugar ; Mammadov, Fuad ; Huseynov, Salman ; Adigozalov, Shaig ; Ahmadov, Vugar . In: Working Papers. RePEc:aze:wpaper:1601.

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2016Measuring Uncertainty and Its Impact on the Economy. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1639.

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2016Adaptive models and heavy tails with an application to inflation forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide. In: BCAM Working Papers. RePEc:bbk:bbkcam:1603.

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2017Global Real Activity for Canadian Exports: GRACE. (2017). de Munnik, Daniel ; Chernis, Tony ; Binette, Andre . In: Discussion Papers. RePEc:bca:bocadp:17-2.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2017A Dynamic Factor Model for Nowcasting Canadian GDP Growth. (2017). Chernis, Tony ; Sekkel, Rodrigo . In: Staff Working Papers. RePEc:bca:bocawp:17-2.

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2016GDP Nowcasting: Assessing the Cyclical Conditions of the Argentine Economy. (2016). D'Amato, Laura ; Blanco, Emilio ; Garegnani, Lorena . In: Ensayos Económicos. RePEc:bcr:ensayo:v:1:y:2016:i:74:p:7-26.

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2017Regional business cycles across europe. (2017). Gómez-Loscos, Ana ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores . In: Occasional Papers. RePEc:bde:opaper:1702.

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2017Monitoring the Spanish Economy through the Lenses of Structural Bayesian VARs. (2017). Leiva-Leon, Danilo. In: Occasional Papers. RePEc:bde:opaper:1706.

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2017The evolution of regional economic interlinkages in Europe. (2017). Leiva-Leon, Danilo ; Gómez-Loscos, Ana ; Gadea-Rivas, Maria Dolores ; Gomez-Loscos, Ana . In: Working Papers. RePEc:bde:wpaper:1705.

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2016Has the wage Phillips curve changed in the euro area?. (2016). Viviano, Eliana ; Bulligan, Guido . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_355_16.

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2016Adaptive models and heavy tails. (2016). Petrella, Ivan ; Delle Monache, Davide. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1052_16.

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2016The bank lending channel of conventional and unconventional monetary policy. (2016). Signoretti, Federico ; Nobili, Andrea ; Albertazzi, Ugo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1094_16.

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2017Using the payment system data to forecast the Italian GDP. (2017). Monteforte, Libero ; Ardizzi, Guerino ; Aprigliano, Valentina . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1098_17.

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2017Large time-varying parameter VARs: a non-parametric approach. (2017). Marcellino, Massimiliano ; Venditti, Fabrizio ; Kapetanios, George . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1122_17.

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2017Are daily financial data useful for forecasting GDP? Evidence from Mexico. (2017). Ibarra, Raul ; Luis, Gomez-Zamudio. In: Working Papers. RePEc:bdm:wpaper:2017-17.

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2016The PRISME model: can disaggregation on the production side help to forecast GDP?. (2016). Monnet, Eric ; Marx, Magali ; Oung, V ; Ferriere, T ; Thubin, C. In: Working papers. RePEc:bfr:banfra:596.

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2016The Information Contained in Money Market Interactions: Unsecured vs. Collateralized Lending.. (2016). di Filippo, M. In: Working papers. RePEc:bfr:banfra:598.

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2016Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP.. (2016). Mogliani, Matteo ; Ferriere, T. In: Working papers. RePEc:bfr:banfra:600.

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2016Comments on Financial globalisation and monetary independence. (2016). Mizen, Paul . In: BIS Papers chapters. RePEc:bis:bisbpc:88-15.

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2017Monetary policy and bank lending in a low interest rate environment: diminishing effectiveness?. (2017). Gambacorta, Leonardo ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:612.

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2016Bayesian Vector Autoregressions. (2016). Woźniak, Tomasz ; Woniak, Tomasz . In: Australian Economic Review. RePEc:bla:ausecr:v:49:y:2016:i:3:p:365-380.

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2017SHORT-TERM FORECASTING OF U.S. BUSINESS CYCLE REGIMES USING FACTOR AUGMENTED NEURAL NETWORK MODELS. (2017). Soybilgen, Baris . In: Working Papers. RePEc:bli:wpaper:1703.

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2016Are Small-Scale SVARs Useful for Business Cycle Analysis? Revisiting Non-Fundamentalness. (2016). Canova, Fabio. In: Working Papers. RePEc:bny:wpaper:0042.

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2016Nowcasting using news topics Big Data versus big bank. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0046.

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2016Do central banks respond timely to developments in the global economy?. (2016). Thorsrud, Leif ; Bjørnland, Hilde ; Zahiri, Sepideh K. In: Working Papers. RePEc:bny:wpaper:0048.

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2016Adaptive models and heavy tails. (2016). Petrella, Ivan ; Delle Monache, Davide. In: Bank of England working papers. RePEc:boe:boeewp:0577.

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2016Tracking the slowdown in long-run GDP growth. (2016). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Bank of England working papers. RePEc:boe:boeewp:0587.

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2016Macroeconomic tail events with non-linear Bayesian VARs. (2016). Hacioglu Hoke, Sinem ; Chiu, Ching-Wai (Jeremy). In: Bank of England working papers. RePEc:boe:boeewp:0611.

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2016QE: The Story so far.. (2016). Wieladek, Tomasz ; Roberts-Sklar, Matt ; HALDANE, ANDREW ; Young, Chris . In: Bank of England working papers. RePEc:boe:boeewp:0624.

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2016How informative are aggregated inflation expectations? Evidence from the ECB Survey of Professional Forecasters. (2016). Oinonen, Sami ; Paloviita, Maritta . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_015.

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2016Macroeconomic forecasting and structural changes in steady states. (2016). Louzis, Dimitrios. In: Working Papers. RePEc:bog:wpaper:204.

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2016Alternative Bayesian compression in Vector Autoregressions and related models. (2016). Tsionas, Mike. In: Working Papers. RePEc:bog:wpaper:216.

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2016Alternatives to large VAR, VARMA and multivariate stochastic volatility models. (2016). Tsionas, Mike. In: Working Papers. RePEc:bog:wpaper:217.

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2016Does fiscal policy affect interest rates? Evidence from a factor-augmented panel. (2016). Sola, Sergio ; Salvatore, Dellerba . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:16:y:2016:i:2:p:395-437:n:9.

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2017Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models. (2017). Peter, Reusens ; Christophe, Croux. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:4:p:18:n:1.

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2016Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:brd:wpaper:103.

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2016Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:brd:wpaper:103r.

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2017Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies. (2017). Banerjee, Anindya ; Mizen, Paul ; Bystrov, Victor . In: Working Papers in Economics. RePEc:cbt:econwp:17/07.

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2016Understanding the Decline in the Price of Oil since June 2014. (2016). Kilian, Lutz ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5755.

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2016Forecasting the Brent Oil Price: Addressing Time-Variation in Forecast Performance. (2016). Van Robays, Ine ; Manescu, Cristiana. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6242.

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2017Messung der Unternehmensunsicherheit in Deutschland – das ifo Streuungsmaß. (2017). Grimme, Christian. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:70:y:2017:i:15:p:19-25.

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2016Tracking the Slowdown in Long-Run GDP Growth. (2016). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Discussion Papers. RePEc:cfm:wpaper:1604.

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2016VAR Models with Non-Gaussian Shocks. (2016). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: Discussion Papers. RePEc:cfm:wpaper:1609.

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2016Sincronía internacional de los precios de la vivienda. (2016). Jara, Alejandro ; Romero, Nestor . In: Notas de Investigación Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchni:v:19:y:2016:i:1:p:76-91.

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2016The resilience of the Canadian textile industries and clusters to shocks, 2001-2013. (2016). Martin, Julien ; Boualam, Brahim ; Behrens, Kristian. In: CIRANO Project Reports. RePEc:cir:cirpro:2016rp-05.

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2016Dynamic Effects of Credit Shocks in a Data-Rich Environment. (2016). Stevanovic, Dalibor ; Giannoni, Marc ; Boivin, Jean . In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-55.

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2016Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2016. (2016). Belling, Vojtech ; Solc, Jan ; Komarkova, Zlatuse ; Babecky, Jan ; Pfeifer, Lukas ; Kucharcukova, Oxana Babecka ; Pasalicova, Renata ; Arnostova, Katerina ; Matejkova, Lucie ; Holub, Tomas ; Novotny, Filip ; Gurtler, Martin ; Kubicova, Ivana ; Komarek, Lubos ; Kral, Petr ; Hromadkova, Eva ; Rusnak, Marek ; Ruzicka, Lubos ; Saxa, Branislav ; Bruha, Jan ; Vozar, Mario ; Snobl, Radek ; Benecka, Sona ; Vojta, Martin ; Soukup, Pavel . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:as16.

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Nowcasting the Czech Trade Balance. (2016). Bruha, Jan ; Kucharcukova, Oxana Babecka . In: Working Papers. RePEc:cnb:wpaper:2016/11.

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2017La construcción de indicadores de la actividad económica: una revisión bibliográfica. (2017). Collazos-Rodriguez, Jaime ; Vidal-Alejandro, Pavel ; Sanabria-Dominguez, Johana ; Sierra, Lya Paola . In: REVISTA APUNTES DEL CENES. RePEc:col:000152:015779.

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2016Are small scale VARs useful for business cycle analysis? Revisiting Non-Fundamentalness. (2016). Hamidisahneh, Mehdi ; Canova, Fabio . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11041.

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2016Dynamic Factor model with infinite dimensional factor space: forecasting. (2016). Lippi, Marco ; Giovannelli, Alessandro ; Forni, Mario ; Soccorsi, Stefano . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11161.

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2016VAR Information and the Empirical Validation of DSGE Models. (2016). Gambetti, Luca ; Forni, Mario ; Sala, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11178.

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2016Forecasting Macroeconomic Variables under Model Instability. (2016). Pettenuzzo, Davide ; Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11355.

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2016In-sample Inference and Forecasting in Misspecified Factor Models. (2016). Rossi, Barbara ; Carrasco, Marine . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11388.

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2016Eigenvalue Ratio Estimators for the Number of Common Factors. (2016). Forni, Mario ; Cavicchioli, Maddalena ; Zaffaroni, Paolo ; Lippi, Marco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11440.

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2016Growth expectations, undue optimism, and short-run fluctuations. (2016). Müller, Gernot ; Kleemann, Michael ; Enders, Zeno. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11521.

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2016Large Time-Varying Parameter VARs: A Non-Parametric Approach. (2016). Venditti, Fabrizio ; Marcellino, Massimiliano ; Kapetanios, George . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11560.

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2016Adaptive state space models with applications to the business cycle and financial stress. (2016). Venditti, Fabrizio ; Petrella, Ivan ; Delle Monache, Davide. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11599.

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2016QE: the story so far. (2016). Wieladek, Tomasz ; Roberts-Sklar, Matt ; HALDANE, ANDREW ; Young, Chris . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11691.

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2017Whatever it takes: The Real Effects of Unconventional Monetary Policy. (2017). Acharya, Viral V ; Hirsch, Christian ; Eufinger, Christian ; Eisert, Tim . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12005.

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2017News, Uncertainty and Economic Fluctuations. (2017). Forni, Mario ; Sala, Luca ; Gambetti, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12139.

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2016Measuring the uncertainty of Principal Components in Dynamic Factor Models. (2016). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

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2017Estimating non-stationary common factors : Implications for risk sharing. (2017). Ortega, Esther Ruiz ; Corona, Francisco ; Poncela, Pilar . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585.

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2016Effectiveness of the ECB Programme of Asset Purchases: Where Do We Stand? In-Depth Analysis. (2016). Bernoth, Kerstin ; Rieth, Malte ; Piffer, Michele ; Hachula, Michael . In: DIW Berlin: Politikberatung kompakt. RePEc:diw:diwpok:pbk113.

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2016Monetary Policy and Defaults in the US. (2016). Piffer, Michele . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1559.

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2016Unconventional Monetary Policy, Fiscal Side Effects and Euro Area (Im)balances. (2016). Rieth, Malte ; Hachula, Michael ; Piffer, Michele . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1596.

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2016Restrictions Search for Panel VARs. (2016). Schnucker, Annika . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1612.

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2016Improving model-based near-term GDP forecasts by subjective forecasts: A real-time exercise for the G7 countries. (2016). Jansen, W. Jos ; de Winter, Jasper. In: DNB Working Papers. RePEc:dnb:dnbwpp:507.

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2017Using debit card payments data for nowcasting Dutch household consumption. (2017). Verbaan, Roy ; van der Cruijsen, Carin ; Bolt, Wilko . In: DNB Working Papers. RePEc:dnb:dnbwpp:571.

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2016Time-Varying VAR with Stochastic Volatility and Monetary Policy Dynamics in Nigeria. (2016). Abdullahi, Bala Dahiru . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00603.

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2016On the Influence of Oil Prices on Financial Variables. (2016). Guesmi, Khaled ; Haouet, Imen ; Atil, Ahmed ; Jlassi, Nabila Boukef . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00045.

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2016Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting. (2016). Lippi, Marco ; Giovannelli, Alessandro ; Forni, Mario ; Soccorsi, Stefano . In: Working Papers ECARES. RePEc:eca:wpaper:2013/228908.

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2017Low inflation in the euro area: Causes and consequences. (2017). Osbat, Chiara ; Alvarez, Luis ; Ciccarelli, Matteo . In: Occasional Paper Series. RePEc:ecb:ecbops:2017181.

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2016Is the intrinsic value of macroeconomic news announcements related to their asset price impact?. (2016). Strasser, Georg ; Scotti, Chiara ; Gilbert, Thomas ; Vega, Clara . In: Working Paper Series. RePEc:ecb:ecbwps:20161882.

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2016On the design of data sets for forecasting with dynamic factor models. (2016). Rünstler, Gerhard ; Runstler, Gerhard . In: Working Paper Series. RePEc:ecb:ecbwps:20161893.

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2016The BEAR toolbox. (2016). van Roye, Björn ; Dieppe, Alistair ; Legrand, Romain . In: Working Paper Series. RePEc:ecb:ecbwps:20161934.

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2016Signals from the government: policy disagreement and the transmission of fiscal shocks. (2016). Ricco, Giovanni ; Cimadomo, Jacopo ; Callegari, Giovanni. In: Working Paper Series. RePEc:ecb:ecbwps:20161964.

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2016An inflation-predicting measure of the output gap in the euro area. (2016). Lenza, Michele ; Jarociński, Marek ; Jarociski, Marek . In: Working Paper Series. RePEc:ecb:ecbwps:20161966.

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2016The response of asset prices to monetary policy shocks: stronger than thought. (2016). Kerssenfischer, Mark ; Alessi, Lucia. In: Working Paper Series. RePEc:ecb:ecbwps:20161967.

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2017Trade, finance or policies: what drives the cross-border spill-over of business cycles?. (2017). Stracca, Livio ; Montinari, Letizia. In: Working Paper Series. RePEc:ecb:ecbwps:20171993.

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2017Missing disinflation and missing inflation: the puzzles that arent. (2017). Jarociński, Marek ; BOBEICA, Elena ; Jarociski, Marek . In: Working Paper Series. RePEc:ecb:ecbwps:20172000.

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2017Low inflation and monetary policy in the euro area. (2017). Nobili, Andrea ; Neri, Stefano ; Conti, Antonio. In: Working Paper Series. RePEc:ecb:ecbwps:20172005.

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2017If the Fed sneezes, who catches a cold?. (2017). Stracca, Livio ; Rivolta, Giulia ; Dedola, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20172050.

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2017Monetary policy and bank profitability in a low interest rate environment. (2017). Altavilla, Carlo ; Peydro, Jose-Luis ; Boucinha, Miguel ; Carlo Altavilla , . In: Working Paper Series. RePEc:ecb:ecbwps:20172105.

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2016Forecasting city arrivals with Google Analytics. (2016). Gunter, Ulrich ; Onder, Irem . In: Annals of Tourism Research. RePEc:eee:anture:v:61:y:2016:i:c:p:199-212.

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2016Forecasting Chinas economic growth and inflation. (2016). Zha, Tao ; Zhong, Wenna ; Higgins, Patrick . In: China Economic Review. RePEc:eee:chieco:v:41:y:2016:i:c:p:46-61.

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2017Do Chinas high-speed-rail projects promote local economy?—New evidence from a panel data approach. (2017). hsiao, cheng ; Hong, Yongmiao ; Chen, Haiqiang ; Ke, Xiao . In: China Economic Review. RePEc:eee:chieco:v:44:y:2017:i:c:p:203-226.

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2016Revisiting useful approaches to data-rich macroeconomic forecasting. (2016). Groen, Jan ; Kapetanios, George . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:221-239.

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2016Real-time factor model forecasting and the effects of instability. (2016). Clements, Michael. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:661-675.

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2016Predicting the yield curve using forecast combinations. (2016). Santos, Andre ; Moura, Guilherme ; Caldeira, Joo F. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:79-98.

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2016Prior selection for panel vector autoregressions. (2016). Korobilis, Dimitris. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:101:y:2016:i:c:p:110-120.

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2016Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise. (2016). Lee, Namgil ; Kim, Sung-Ho ; Choi, Hyemi . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:101:y:2016:i:c:p:250-276.

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More than 100 citations found, this list is not complete...

Works by Domenico Giannone:


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2008Sparse and stable Markowitz portfolios In: Papers.
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2007Sparse and Stable Markowitz Portfolios.(2007) In: CEPR Discussion Papers.
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2006Comparing Alternative Predictors Based on Large-Panel Factor Models.(2006) In: Research Technical Papers.
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2007Comparing Alternative Predictors Based on Large-Panel Factor Models.(2007) In: CEPR Discussion Papers.
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2016Exploiting the monthly data flow in structural forecasting.(2016) In: Journal of Monetary Economics.
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2014Exploiting the monthly data-flow in structural forecasting.(2014) In: LSE Research Online Documents on Economics.
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2015Exploiting the monthly data flow in structural forecasting.(2015) In: Staff Reports.
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2007(Un)Predictability and Macroeconomic Stability.(2007) In: CEPR Discussion Papers.
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2010Macroeconomic forecasting and structural change.(2010) In: Working Paper Series.
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2008Nowcasting: The real-time informational content of macroeconomic data.(2008) In: Journal of Monetary Economics.
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2012A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: The Review of Economics and Statistics.
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2006Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?.(2006) In: Discussion Paper Series 1: Economic Studies.
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2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2010Large Bayesian vector auto regressions.(2010) In: Journal of Applied Econometrics.
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2008Bayesian VARs with large panels.(2008) In: ULB Institutional Repository.
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2007A new core inflation indicator for New Zealand.(2007) In: ULB Institutional Repository.
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2008Explaining The Great Moderation: It Is Not The Shocks.(2008) In: Journal of the European Economic Association.
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2013Explaining the great moderation: it is not the shocks.(2013) In: ULB Institutional Repository.
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2011Short‐term forecasts of euro area GDP growth.(2011) In: Econometrics Journal.
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2012Prior selection for vector autoregressions.(2012) In: Working Paper Series.
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2012Prior Selection for Vector Autoregressions.(2012) In: NBER Working Papers.
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2015Prior Selection for Vector Autoregressions.(2015) In: The Review of Economics and Statistics.
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2015Optimal combination of survey forecasts.(2015) In: International Journal of Forecasting.
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2013Now-Casting and the Real-Time Data Flow.(2013) In: Handbook of Economic Forecasting.
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2007Opening the black box: structural factor models with large cross-sections.(2007) In: Working Paper Series.
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2007Opening the Black Box: Structural Factor Models with Large Cross-Sections.(2007) In: Center for Economic Research (RECent).
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