32
H index
40
i10 index
4173
Citations
Domenico Giannone : Citation Profile
Federal Reserve Bank of New York (99% share) | RESEARCH PRODUCTION: 35 Articles 143 Papers 7 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2002 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Domenico Giannone. | Is cited by:
| Cites to:
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Main data
Where Domenico Giannone has published?
Recent works citing Domenico Giannone (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2017 | Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier . In: The Energy Journal. RePEc:aen:journl:ej38-2-bunn. Full description at Econpapers || Download paper | |
| 2017 | A Model of the Fed’s View on Inflation. (2017). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: Economic Research Papers. RePEc:ags:uwarer:269087. Full description at Econpapers || Download paper | |
| 2017 | Government Purchases Reloaded : Informational Insufficiency and Heterogeneity in Fiscal VARs. (2017). Ricco, Giovanni ; Ellahie, Atif. In: Economic Research Papers. RePEc:ags:uwarer:269308. Full description at Econpapers || Download paper | |
| 2017 | THE 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. Full description at Econpapers || Download paper | |
| 2018 | Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Fan, Jianqing ; Liao, Yuan ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041. Full description at Econpapers || Download paper | |
| 2018 | Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Papers. RePEc:arx:papers:1608.02740. Full description at Econpapers || Download paper | |
| 2018 | Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786. Full description at Econpapers || Download paper | |
| 2018 | Analytic approach to variance optimization under an $\ell_1$ constraint. (2018). Kondor, Imre ; Caccioli, Fabio ; Papp, G'Abor. In: Papers. RePEc:arx:papers:1709.08755. Full description at Econpapers || Download paper | |
| 2018 | Inference for Impulse Responses under Model Uncertainty. (2018). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583. Full description at Econpapers || Download paper | |
| 2017 | Sparse Portfolio Selection via the sorted $\ell_{1}$-Norm. (2017). Kremer, Philipp J ; Paterlini, Sandra ; Bogdan, Malgorzata ; Lee, Sangkyun. In: Papers. RePEc:arx:papers:1710.02435. Full description at Econpapers || Download paper | |
| 2018 | Aggregating Google Trends: Multivariate Testing and Analysis. (2018). France, Stephen L ; Shi, Yuying. In: Papers. RePEc:arx:papers:1712.03152. Full description at Econpapers || Download paper | |
| 2018 | Predicting crypto-currencies using sparse non-Gaussian state space models. (2018). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O ; Hotz-Behofsits, Christian. In: Papers. RePEc:arx:papers:1801.06373. Full description at Econpapers || Download paper | |
| 2018 | Structural analysis with mixed-frequency data: A MIDAS-SVAR model of US capital flows. (2018). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:1802.00793. Full description at Econpapers || Download paper | |
| 2018 | Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738. Full description at Econpapers || Download paper | |
| 2018 | Reducing Estimation Risk in Mean-Variance Portfolios with Machine Learning. (2018). Kinn, Daniel. In: Papers. RePEc:arx:papers:1804.01764. Full description at Econpapers || Download paper | |
| 2018 | Determining the dimension of factor structures in non-stationary large datasets. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1806.03647. Full description at Econpapers || Download paper | |
| 2018 | Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark . In: Papers. RePEc:arx:papers:1806.07623. Full description at Econpapers || Download paper | |
| 2018 | Multilateral Index Number Systems for International Price Comparisons: Properties, Existence and Uniqueness. (2018). Hajargasht, Gholamreza ; Rao, Prasada . In: Papers. RePEc:arx:papers:1811.04197. Full description at Econpapers || Download paper | |
| 2018 | Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity. (2018). Lutkepohl, Helmut ; Wo, Tomasz. In: Papers. RePEc:arx:papers:1811.08167. Full description at Econpapers || Download paper | |
| 2017 | Global Real Activity for Canadian Exports: GRACE. (2017). de Munnik, Daniel ; Chernis, Tony ; Binette, Andre . In: Discussion Papers. RePEc:bca:bocadp:17-2. Full description at Econpapers || Download paper | |
| 2017 | A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth. (2017). Chernis, Tony ; Velasco, Gabriella ; Cheung, Calista . In: Discussion Papers. RePEc:bca:bocadp:17-8. Full description at Econpapers || Download paper | |
| 2018 | Nowcasting Canadian Economic Activity in an Uncertain Environment. (2018). Chernis, Tony ; Sekkel, Rodrigo. In: Discussion Papers. RePEc:bca:bocadp:18-9. Full description at Econpapers || Download paper | |
| 2017 | Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13. Full description at Econpapers || Download paper | |
| 2017 | A Dynamic Factor Model for Nowcasting Canadian GDP Growth. (2017). Chernis, Tony ; Sekkel, Rodrigo. In: Staff Working Papers. RePEc:bca:bocawp:17-2. Full description at Econpapers || Download paper | |
| 2018 | Could a Higher Inflation Target Enhance Macroeconomic Stability?. (2018). Mendes, Rhys ; Lepetyuk, Vadym ; Labelle, Nicholas ; Dorich, Jose. In: Staff Working Papers. RePEc:bca:bocawp:18-17. Full description at Econpapers || Download paper | |
| 2018 | Monetary Policy Uncertainty: A Tale of Two Tails. (2018). Dahlhaus, Tatjana ; Sekhposyan, Tatevik . In: Staff Working Papers. RePEc:bca:bocawp:18-50. Full description at Econpapers || Download paper | |
| 2018 | Evaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and Forecasts. (2018). Champagne, Julien ; Sekkel, Rodrigo ; Poulin-Bellisle, Guillaume. In: Staff Working Papers. RePEc:bca:bocawp:18-52. Full description at Econpapers || Download paper | |
| 2017 | Regional business cycles across europe. (2017). Gómez-Loscos, Ana ; Gadea, MarÃa ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores . In: Occasional Papers. RePEc:bde:opaper:1702. Full description at Econpapers || Download paper | |
| 2017 | Monitoring the Spanish Economy through the Lenses of Structural Bayesian VARs. (2017). Leiva-Leon, Danilo. In: Occasional Papers. RePEc:bde:opaper:1706. Full description at Econpapers || Download paper | |
| 2017 | The evolution of regional economic interlinkages in Europe. (2017). Leiva-Leon, Danilo ; Gómez-Loscos, Ana ; Gadea, MarÃa ; Gadea-Rivas, Maria Dolores ; Gomez-Loscos, Ana . In: Working Papers. RePEc:bde:wpaper:1705. Full description at Econpapers || Download paper | |
| 2018 | Term structure and real-time learning. (2018). Vázquez, Jesús ; Aguilar, Pablo ; Vazquez, Jesus. In: Working Papers. RePEc:bde:wpaper:1803. Full description at Econpapers || Download paper | |
| 2018 | Financial markets effects of ECB unconventional monetary policy announcements. (2018). Bulligan, Guido ; delle Monache, Davide. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_424_18. Full description at Econpapers || Download paper | |
| 2018 | Forecasting house prices in Italy. (2018). Emiliozzi, Simone ; Loberto, Michele ; Guglielminetti, Elisa. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_463_18. Full description at Econpapers || Download paper | |
| 2018 | Weakness in Italy’s core inflation and the Phillips curve: the role of labour and financial indicators. (2018). Conti, Antonio ; Gigante, Concetta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_466_18. Full description at Econpapers || Download paper | |
| 2017 | Using 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. Full description at Econpapers || Download paper | |
| 2017 | The financial stability dark side of monetary policy. (2017). Venditti, Fabrizio ; Conti, Antonio ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1121_17. Full description at Econpapers || Download paper | |
| 2017 | Large time-varying parameter VARs: a non-parametric approach. (2017). Venditti, Fabrizio ; Marcellino, Massimiliano ; Kapetanios, George. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1122_17. Full description at Econpapers || Download paper | |
| 2017 | Natural rates across the Atlantic. (2017). Neri, Stefano ; Gerali, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1140_17. Full description at Econpapers || Download paper | |
| 2017 | A Financial Conditions Index for the CEE economies. (2017). Auer, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1145_17. Full description at Econpapers || Download paper | |
| 2017 | International financial flows and the risk-taking channel. (2017). Natoli, Filippo ; Cova, Pietro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1152_17. Full description at Econpapers || Download paper | |
| 2017 | The CSPP at work: yield heterogeneity and the portfolio rebalancing channel. (2017). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1157_17. Full description at Econpapers || Download paper | |
| 2018 | The global component of inflation volatility. (2018). Marcellino, Massimiliano ; Carriero, Andrea ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1170_18. Full description at Econpapers || Download paper | |
| 2018 | Short term forecasts of economic activity: are fortnightly factors useful?. (2018). Monteforte, Libero ; Raponi, Valentina . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1177_18. Full description at Econpapers || Download paper | |
| 2017 | Are daily financial data useful for forecasting GDP? Evidence from Mexico. (2017). Ibarra, Raul ; Luis, Gomez-Zamudio. In: Working Papers. RePEc:bdm:wpaper:2017-17. Full description at Econpapers || Download paper | |
| 2018 | Nowcasting Mexican GDP using Factor Models and Bridge Equations. (2018). de Jesus, Galvez-Soriano Oscar. In: Working Papers. RePEc:bdm:wpaper:2018-06. Full description at Econpapers || Download paper | |
| 2018 | Metodologías semi-estructurales para estimar la Inflación básica mensual en Colombia. (2018). RodrÃguez N., Norberto ; Ramirez-Ramirez, Alejandra ; Rodriguez-Nio, Norberto. In: Borradores de Economia. RePEc:bdr:borrec:1040. Full description at Econpapers || Download paper | |
| 2018 | ‘New Normal’ or ‘New Orthodoxy’? Elements of a Central Banking Framework for the After-Crisis. (2018). Pfister, Christian ; Christian, Natacha Valla. In: Working papers. RePEc:bfr:banfra:680. Full description at Econpapers || Download paper | |
| 2017 | Monetary Policy in a Low Interest Rate World. (2017). Roberts, John ; Kiley, Michael. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:48:y:2017:i:2017-01:p:317-396. Full description at Econpapers || Download paper | |
| 2017 | Monetary 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. Full description at Econpapers || Download paper | |
| 2018 | Effectiveness of unconventional monetary policies in a low interest rate environment. (2018). Filardo, Andrew ; Nakajima, Jouchi. In: BIS Working Papers. RePEc:bis:biswps:691. Full description at Econpapers || Download paper | |
| 2018 | Macro-financial linkages: the role of liquidity dependence. (2018). Seleznev, Sergei ; Ponomarenko, Alexey ; Rozhkova, Anna. In: BIS Working Papers. RePEc:bis:biswps:716. Full description at Econpapers || Download paper | |
| 2018 | Could a higher inflation target enhance macroeconomic stability?. (2018). Mendes, Rhys ; Lepetyuk, Vadym ; St-Pierre, Nicholas Labelle ; Dorich, Jose. In: BIS Working Papers. RePEc:bis:biswps:720. Full description at Econpapers || Download paper | |
| 2018 | Effects of asset purchases and financial stability measures on term premia in the euro area. (2018). Moessner, Richhild. In: BIS Working Papers. RePEc:bis:biswps:721. Full description at Econpapers || Download paper | |
| 2018 | Euro area unconventional monetary policy and bank resilience. (2018). mamatzakis, emmanuel ; Avalos, Fernando. In: BIS Working Papers. RePEc:bis:biswps:754. Full description at Econpapers || Download paper | |
| 2018 | The Folk Theorem of Decreasing Effectiveness of Monetary Policy: What Do the Data Say?. (2018). Wyplosz, Charles ; Panizza, Ugo. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:1:p:71-107. Full description at Econpapers || Download paper | |
| 2018 | Forecasting for the Russian Economy Using Small-Scale DSGE Models. (2018). Kreptsev, Dmitry ; Seleznev, Sergei. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:2:p:51-67. Full description at Econpapers || Download paper | |
| 2017 | Macro-financial linkages: the role of liquidity dependence. (2017). Seleznev, Sergei ; Ponomarenko, Alexey ; Rozhkova, Anna. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps24. Full description at Econpapers || Download paper | |
| 2018 | Forecasting the implications of foreign exchange reserve accumulation with an agent-based model. (2018). Ponomarenko, Alexey ; Seleznev, Sergei ; Khabibullin, Ramis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps37. Full description at Econpapers || Download paper | |
| 2017 | DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS. (2017). Henzel, Steffen ; Rengel, Malte. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:843-877. Full description at Econpapers || Download paper | |
| 2017 | On estimation of the noise variance in high dimensional probabilistic principal component analysis. (2017). Passemier, Damien ; Yao, Jianfeng ; Li, Zhaoyuan . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:1:p:51-67. Full description at Econpapers || Download paper | |
| 2017 | A network analysis of the volatility of high dimensional financial series. (2017). Hallin, Marc ; Barigozzi, Matteo. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:66:y:2017:i:3:p:581-605. Full description at Econpapers || Download paper | |
| 2017 | A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model. (2017). Solberger, Martin ; Zhou, Xingwu. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:22-50. Full description at Econpapers || Download paper | |
| 2017 | Transmission of Chinas Shocks to the BRIS Countries. (2017). Kabundi, Alain ; Çakır, Mustafa ; Akir, Mustafa . In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:3:p:430-454. Full description at Econpapers || Download paper | |
| 2017 | IDENTIFYING US BUSINESS CYCLE REGIMES USING FACTOR AUGMENTED NEURAL NETWORK MODELS. (2017). Soybilgen, Baris. In: Working Papers. RePEc:bli:wpaper:1703. Full description at Econpapers || Download paper | |
| 2017 | Financial imbalances, crisis probability and monetary policy in Norway. (2017). Alstadheim, Ragna ; Vonen, Nikka Husom ; Robstad, Orjan. In: Working Paper. RePEc:bno:worpap:2017_21. Full description at Econpapers || Download paper | |
| 2017 | Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0057. Full description at Econpapers || Download paper | |
| 2018 | Business cycle narratives. (2018). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0064. Full description at Econpapers || Download paper | |
| 2018 | The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects. (2018). Bjørnland, Hilde ; Zhulanova, Julia ; Bjornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0066. Full description at Econpapers || Download paper | |
| 2017 | Do macro shocks matter for equities?. (2017). Theodoridis, Konstantinos ; Dison, Will . In: Bank of England working papers. RePEc:boe:boeewp:0692. Full description at Econpapers || Download paper | |
| 2018 | Uncertain Kingdom: nowcasting GDP and its revisions. (2018). Anesti, Nikoleta ; Miranda-Agrippino, Silvia ; Galvo, Ana. In: Bank of England working papers. RePEc:boe:boeewp:0764. Full description at Econpapers || Download paper | |
| 2017 | Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators. (2017). Solanko, Laura ; Mikosch, Heiner. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_019. Full description at Econpapers || Download paper | |
| 2018 | Developing an underlying inflation gauge for China. (2018). Amstad, Marlene ; Ma, Guonan ; Ye, Huan. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_011. Full description at Econpapers || Download paper | |
| 2018 | Natural Rate of Interest in Japan -- Measuring its size and identifying drivers based on a DSGE model --. (2018). Sudo, Nao ; Okazaki, Yosuke. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e06. Full description at Econpapers || Download paper | |
| 2018 | Do Market Segmentation and Preferred Habitat Theories Hold in Japan? : Quantifying Stock and Flow Effects of Bond Purchases. (2018). Sudo, Nao ; Tanaka, Masaki . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e16. Full description at Econpapers || Download paper | |
| 2018 | Nowcasting Japanese GDPs. (2018). Hirakata, Naohisa ; Kyosuke, Naohisa Hirakata. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e18. Full description at Econpapers || Download paper | |
| 2017 | Detecting 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. Full description at Econpapers || Download paper | |
| 2017 | Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions. (2017). Pettenuzzo, Davide ; Korobilis, Dimitris ; Wang, Yudong ; Pan, Zhiyuan. In: Working Papers. RePEc:brd:wpaper:115. Full description at Econpapers || Download paper | |
| 2018 | One Money, Many Markets - A Factor Model Approach to Monetary Policy in the Euro Area with High-Frequency Identification. (2018). Duarte, Joao ; Mann, S ; Corsetti, G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1816. Full description at Econpapers || Download paper | |
| 2017 | News, Noise and Oil Price Swings. (2017). Gambetti, Luca ; Moretti, Laura. In: Research Technical Papers. RePEc:cbi:wpaper:12/rt/17. Full description at Econpapers || Download paper | |
| 2017 | Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies. (2017). Mizen, Paul ; Bystrov, Victor ; Banerjee, Anindya. In: Working Papers in Economics. RePEc:cbt:econwp:17/07. Full description at Econpapers || Download paper | |
| 2017 | Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Gadea, MarÃa ; Arghyrou, Michael ; Afonso, Antonio ; Kontonikas, Alexandros. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/12. Full description at Econpapers || Download paper | |
| 2017 | US financial shocks and the distribution of income and consumption in the UK. (2017). Theodoridis, Konstantinos ; mumtaz, haroon. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/18. Full description at Econpapers || Download paper | |
| 2018 | The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis. (2018). Theodoridis, Konstantinos ; mumtaz, haroon. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/1. Full description at Econpapers || Download paper | |
| 2018 | Fiscal Policy Shocks and Stock Prices in the United State. (2018). Theodoridis, Konstantinos ; mumtaz, haroon. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/20. Full description at Econpapers || Download paper | |
| 2018 | Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility. (2018). Mumtaz, Haroon ; Theodoridis, Konstantinos. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/21. Full description at Econpapers || Download paper | |
| 2017 | Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects. (2017). Kontonikas, Alexandros ; Gadea, MarÃa ; Arghyrou, Michael ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6691. Full description at Econpapers || Download paper | |
| 2017 | Modeling Fluctuations in the Global Demand for Commodities. (2017). Zhou, Xiaoqing ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6749. Full description at Econpapers || Download paper | |
| 2018 | The Estimation of Reaction Functions under Tax Competition. (2018). Rivolta, Giulia ; Panteghini, Paolo ; Miniaci, Raffaele. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6928. Full description at Econpapers || Download paper | |
| 2018 | Forecasting Imports with Information from Abroad. (2018). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7079. Full description at Econpapers || Download paper | |
| 2018 | Measuring Macroeconomic Uncertainty in Germany. (2018). Stöckli, Marc ; Grimme, Christian ; Stockli, Marc. In: CESifo Forum. RePEc:ces:ifofor:v:19:y:2018:i:1:p:46-50. Full description at Econpapers || Download paper | |
| 2017 | Makroökonomische Unsicherheit in Deutschland. (2017). Stöckli, Marc ; Grimme, Christian ; Stockli, Marc. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:70:y:2017:i:06:p:41-50. Full description at Econpapers || Download paper | |
| 2017 | Messung 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. Full description at Econpapers || Download paper | |
| 2018 | Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265. Full description at Econpapers || Download paper | |
| 2018 | Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273. Full description at Econpapers || Download paper | |
| 2018 | Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1808. Full description at Econpapers || Download paper | |
| 2018 | State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications. (2018). Zanetti, Francesco ; Theodoridis, Konstantinos ; Pizzinelli, Carlo. In: Discussion Papers. RePEc:cfm:wpaper:1822. Full description at Econpapers || Download paper | |
| 2018 | When Creativity Strikes: News Shocks and Business Cycle Fluctuations. (2018). Miranda-Agrippino, Silvia ; Hacioglu Hoke, Sinem ; Bluwstein, Kristina. In: Discussion Papers. RePEc:cfm:wpaper:1823. Full description at Econpapers || Download paper | |
| 2018 | Uncertain Kingdom: Nowcasting GDP and its Revisions. (2018). Miranda-Agrippino, Silvia ; ANESTI, NIKOLETA ; Galvao, Ana Beatriz. In: Discussion Papers. RePEc:cfm:wpaper:1824. Full description at Econpapers || Download paper | |
| 2017 | Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator. (2017). Tripier, Fabien ; Darné, Olivier ; Charles, Amelie. In: Working Papers. RePEc:cii:cepidt:2017-25. Full description at Econpapers || Download paper | |
| 2017 | Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2017. (2017). Komarek, Lubos ; Arnostova, Katerina ; Saxa, Branislav ; Hromadkova, Eva ; Ruzicka, Lubos ; Holub, Tomas ; Pfeifer, Lukas ; Hledik, Tibor ; Pasalicova, Renata ; Gurtler, Martin ; Vozar, Mario ; Matejkova, Lucie ; Bruha, Jan ; Vojta, Martin ; Mala, Barbora ; Benecka, Sona ; Vlcek, Jan ; Novotny, Filip ; Belling, Vojtech ; Solc, Jan ; Kubicova, Ivana ; Babecky, Jan ; Snobl, Radek ; Kral, Petr ; Kucharcukova, Oxana Babecka ; Soukup, Pavel ; Komarkova, Zlatuse ; Adam, Tomas ; Siuda, Vojtech. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:as17. Full description at Econpapers || Download 2017 | La construcción de indicadores de la actividad económica: una revisión bibliográfica. (2017). Vidal Alejandro, Pavel ; Collazos-Rodriguez, Jaime ; Vidal-Alejandro, Pavel ; Sanabria-Dominguez, Johana ; Sierra, Lya Paola. In: REVISTA APUNTES DEL CENES. RePEc:col:000152:015779. Full description at Econpapers || Download paper |
| More than 100 citations found, this list is not complete... |
Works by Domenico Giannone:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Sparse and stable Markowitz portfolios In: Papers. [Full Text][Citation analysis] | paper | 44 |
| 2007 | Sparse and Stable Markowitz Portfolios.(2007) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
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| 2017 | Common Factors of Commodity Prices In: Working papers. [Full Text][Citation analysis] | paper | 5 |
| 2018 | Common Factors of Commodity Prices.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2018 | Common factors of commodity prices.(2018) In: Research Bulletin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2017 | Common factors of commodity prices.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2017 | Safety, Liquidity, and the Natural Rate of Interest In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 29 |
| 2017 | Safety, liquidity, and the natural rate of interest.(2017) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2017 | Safety, Liquidity, and the Natural Rate of Interest.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2012 | Comparing Alternative Predictors Based on Large‐Panel Factor Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 99 |
| 2006 | Comparing Alternative Predictors Based on Large-Panel Factor Models.(2006) In: Research Technical Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 99 | paper | |
| 2007 | Comparing Alternative Predictors Based on Large-Panel Factor Models.(2007) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 99 | paper | |
| 2006 | Comparing alternative predictors based on large-panel factor models.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 99 | paper | |
| 2014 | Exploiting the monthly data flow in structural forecasting In: Bank of England working papers. [Full Text][Citation analysis] | paper | 5 |
| 2014 | Exploiting the monthly data-flow in structural forecasting.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2016 | Exploiting the monthly data flow in structural forecasting.(2016) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2014 | Exploiting the monthly data-flow in structural forecasting.(2014) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2015 | Exploiting the monthly data flow in structural forecasting.(2015) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2006 | (Un)Predictability and Macroeconomic Stability In: Research Technical Papers. [Full Text][Citation analysis] | paper | 103 |
| 2007 | (Un)Predictability and Macroeconomic Stability.(2007) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 103 | paper | |
| 2006 | (Un)Predictability and macroeconomic stability.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 103 | paper | |
| 2005 | (Un)Predictability and Macroeconomic Stability.(2005) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 103 | paper | |
| 2009 | Macroeconomic Forecasting and Structural Change In: Research Technical Papers. [Full Text][Citation analysis] | paper | 175 |
| 2009 | Macroeconomic Forecasting and Structural Change.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 175 | paper | |
| 2009 | Macroeconomic Forecasting and Structural Change.(2009) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 175 | paper | |
| 2010 | Macroeconomic forecasting and structural change.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 175 | paper | |
| 2013 | Macroeconomic forecasting and structural change.(2013) In: Journal of Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 175 | article | |
| 2014 | The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
| 2014 | The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data.(2014) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2016 | The effectiveness of non-standard monetary policy measures: evidence from survey data.(2016) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2015 | The effectiveness of nonstandard monetary policy measures: evidence from survey data.(2015) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2014 | The effectiveness of non-standard monetary policy measures: evidence from survey data.(2014) In: Working Papers CASMEF. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2017 | The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2014 | The Financial and Macroeconomic Effects of OMT Announcements In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 61 |
| 2014 | The Financial and Macroeconomic Effects of OMT Announcements.(2014) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
| 2014 | The financial and macroeconomic effects of OMT announcements.(2014) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
| 2016 | Priors for the Long Run In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2018 | Priors for the long run.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2017 | Priors for the long run.(2017) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2016 | Vulnerable Growth In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2017 | Vulnerable growth.(2017) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2017 | Vulnerable Growth.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2017 | Economic Predictions with Big Data: The Illusion Of Sparsity In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Economic predictions with big data: the illusion of sparsity.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | Macroeconomic Nowcasting and Forecasting with Big Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Macroeconomic nowcasting and forecasting with big data.(2017) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2002 | Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 73 |
| 2002 | VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 52 |
| 2006 | VARs, common factors and the empirical validation of equilibrium business cycle models.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | article | |
| 2004 | VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 2006 | VARs, common factors and the empirical validation of equilibrium business cycle models.(2006) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 2004 | The Feldstein-Horioka Fact In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 34 |
| 2009 | The Feldstein-Horioka Fact.(2009) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 2008 | The Feldstein-Horioka fact.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 2010 | The Feldstein-Horioka Fact.(2010) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | chapter | |
| 2009 | The Feldstein-Horioka fact.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 2010 | The Feldstein-Horioka Fact.(2010) In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | article | |
| 2005 | Monetary Policy in Real Time In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 154 |
| 2005 | Monetary Policy in Real Time.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 154 | paper | |
| 2005 | Monetary Policy in Real Time.(2005) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 154 | chapter | |
| 2013 | Monetary policy in real time.(2013) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 154 | paper | |
| 2005 | Monetary policy in real time.(2005) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 154 | paper | |
| 2005 | Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 423 |
| 2006 | Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 423 | paper | |
| 2008 | Nowcasting: The real-time informational content of macroeconomic data.(2008) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 423 | article | |
| 2005 | Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases.(2005) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 423 | paper | |
| 2007 | Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006. [Full Text][Citation analysis] This paper has another version. Agregated cites: 423 | paper | |
| 2006 | A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 231 |
| 2008 | A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 231 | paper | |
| 2006 | A quasi maximum likelihood approach for large approximate dynamic factor models.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 231 | paper | |
| 2012 | A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has another version. Agregated cites: 231 | paper | |
| 2012 | A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 231 | article | |
| 2006 | Does Information Help Recovering Structural Shocks from Past Observations? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 83 |
| 2006 | Does information help recovering structural shocks from past observations?.(2006) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | article | |
| 2006 | Does information help recovering structural shocks from past observations?.(2006) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 83 | paper | |
| 2006 | Does information help recovering structural shocks from past observations?.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | paper | |
| 2006 | Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 232 |
| 2006 | Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 232 | paper | |
| 2008 | Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?.(2008) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 232 | article | |
| 2006 | Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?.(2006) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 232 | paper | |
| 2007 | A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 206 |
| 2011 | A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 206 | article | |
| 2011 | A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has another version. Agregated cites: 206 | paper | |
| 2006 | A Two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2006) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 206 | paper | |
| 2007 | Bayesian VARs with Large Panels In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 498 |
| 2008 | Large Bayesian VARs.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 498 | paper | |
| 2010 | Large Bayesian vector auto regressions.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 498 | article | |
| 2010 | Large Bayesian vector auto regressions.(2010) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 498 | paper | |
| 2007 | A New Core Inflation Indicator for New Zealand In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 35 |
| 2007 | A New Core Inflation Indicator for New Zealand.(2007) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | article | |
| 2006 | A new core inflation indicator for New Zealand..(2006) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
| 2007 | A new core inflation indicator for New Zealand.(2007) In: ULB Institutional Repository. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
| 2007 | Explaining The Great Moderation: It Is Not The Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 89 |
| 2008 | Explaining the Great Moderation: it is not the shocks.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 89 | paper | |
| 2008 | Explaining The Great Moderation: It Is Not The Shocks.(2008) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 89 | article | |
| 2013 | Explaining the great moderation: it is not the shocks.(2013) In: ULB Institutional Repository. [Full Text][Citation analysis] This paper has another version. Agregated cites: 89 | paper | |
| 2008 | Short-term Forecasts of Euro Area GDP Growth In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 129 |
| 2008 | Short-Term Forecasts of Euro Area GDP Growth.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 129 | paper | |
| 2008 | Short-term forecasts of euro area GDP growth.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 129 | paper | |
| 2011 | Short‐term forecasts of euro area GDP growth.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 129 | article | |
| 2011 | Short‐term forecasts of euro area GDP growth.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 129 | article | |
| 2009 | Business Cycles in the Euro Area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 95 |
| 2008 | Business Cycles in the euro Area.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | paper | |
| 2009 | Business cycles in the euro area.(2009) In: Research Bulletin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | article | |
| 2010 | Business Cycles in the Euro Area.(2010) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | chapter | |
| 2008 | Business Cycles in the Euro Area.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | paper | |
| 2010 | An Area-Wide Real-Time Database for the Euro Area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 49 |
| 2010 | An Area Wide Real Time Data Base for the Euro Area.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
| 2010 | An area-wide real-time database for the euro area.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
| 2012 | An Area-Wide Real-Time Database for the Euro Area.(2012) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | article | |
| 2010 | Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 67 |
| 2010 | Short-term inflation projections: a Bayesian vector autoregressive approach.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 67 | paper | |
| 2014 | Short-term inflation projections: A Bayesian vector autoregressive approach.(2014) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 67 | article | |
| 2010 | Nowcasting In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Nowcasting.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2010 | Nowcasting.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2010 | Market freedom and the global recession In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 93 |
| 2010 | Market Freedom and the Global Recession.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 93 | paper | |
| 2011 | Market freedom and the global recession.(2011) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 93 | paper | |
| 2011 | Market Freedom and the Global Recession.(2011) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 93 | article | |
| 2010 | Non-standard Monetary Policy Measures and Monetary Developments In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 47 |
| 2010 | Non standard Monetary Policy measures and monetary developments.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
| 2010 | Non‐Standard Monetary Policy Measures.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
| 2011 | Non-standard monetary policy measures and monetary developments.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
| 2012 | Prior Selection for Vector Autoregressions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 191 |
| 2012 | Prior Selection for Vector Autoregressions.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 191 | paper | |
| 2012 | Prior selection for vector autoregressions.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 191 | paper | |
| 2012 | Prior Selection for Vector Autoregressions.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 191 | paper | |
| 2015 | Prior Selection for Vector Autoregressions.(2015) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 191 | article | |
| 2012 | The ECB and the Interbank Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 50 |
| 2012 | The ECB and the Interbank Market.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 2012 | The ECB and the interbank market.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 2012 | The ECB and the Interbank Market.(2012) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | article | |
| 2012 | Money, credit, monetary policy and the business cycle in the euro area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 33 |
| 2012 | Money, Credit, Monetary Policy and the Business Cycle in the Euro Area.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2012 | Optimal Combination of Survey Forecasts In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
| 2012 | Optimal Combination of Survey Forecasts.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2015 | Optimal combination of survey forecasts.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
| 2012 | Now-casting and the real-time data flow In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 77 |
| 2012 | Now-Casting and the Real-Time Data Flow.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
| 2013 | Now-casting and the real-time data flow.(2013) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
| 2013 | Now-Casting and the Real-Time Data Flow.(2013) In: Handbook of Economic Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | chapter | |
| 2014 | Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
| 2015 | Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
| 2014 | Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections.(2014) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2014 | Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections.(2014) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2009 | OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 249 |
| 2008 | Opening the Black Box: Structural Factor Models with Large Cross-Sections.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 249 | paper | |
| 2007 | Opening the black box: structural factor models with large cross-sections.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 249 | paper | |
| 2007 | Opening the Black Box: Structural Factor Models with Large Cross-Sections.(2007) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has another version. Agregated cites: 249 | paper | |
| 2009 | Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 20 |
| 2009 | NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS.(2009) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
| 2009 | Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators.(2009) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2013 | Unspanned Macroeconomic Factors in the Yields Curve In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 15 |
| 2014 | Unspanned macroeconomic factors in the yield curve.(2014) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2016 | Unspanned Macroeconomic Factors in the Yield Curve.(2016) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
| 2014 | Low Frequency Effects of Macroeconomic News on Government Bond Yields In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Low frequency effects of macroeconomic news on government bond yields.(2017) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2014 | Low Frequency Effects of Macroeconomic News on Government Bond Yields.(2014) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2014 | Low Frequency Effects of Macroeconomic News on Government Bond Yields.(2014) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2006 | Trends and cycles in the euro area: how much heterogeneity and should we worry about it? In: Working Paper Series. [Full Text][Citation analysis] | paper | 121 |
| 2005 | Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?.(2005) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 121 | paper | |
| 2008 | Large Bayesian VARs In: Working Paper Series. [Full Text][Citation analysis] | paper | 69 |
| 2008 | Large Bayesian VARs.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
| 2009 | Comments on Forecasting economic and financial variables with global VARs In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
| 2016 | Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 5 |
| 2015 | Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models.(2015) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2018 | Global Trends in Interest Rates In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Global Trends in Interest Rates.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Changing risk-return profiles In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Flighty liquidity In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
| 2016 | The Financial and Macroeconomic Effects of the OMT Announcements In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 52 |
| 2014 | The Financial and Macroeconomic Effects of the OMT Announcements.(2014) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 2010 | Comment on Can Parameter Instability Explain the Meese-Rogoff Puzzle? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 7 |
| 2010 | Prior Selection for Bayesian VARs In: 2010 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Nowcasting with Daily Data In: 2012 Meeting Papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | The national segmentation of euro area bank balance sheets during the financial crisis In: Empirical Economics. [Full Text][Citation analysis] | article | 5 |
| 2016 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Comment In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Did the Euro imply more correlation of cycles? In: ULB Institutional Repository. [Citation analysis] | paper | 13 |
| 2004 | Euro area and US recessions: 1970-2003 In: ULB Institutional Repository. [Full Text][Citation analysis] | paper | 13 |
| 2008 | Nowcasting: the real time informational content of macroeconomic data releases In: ULB Institutional Repository. [Full Text][Citation analysis] | paper | 34 |
| 2006 | Panel discussion on Convergence or divergence in Europe? In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 2011 | MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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