Domenico Giannone : Citation Profile

Are you Domenico Giannone?

Centre for Economic Policy Research (CEPR) (20% share)

34

H index

44

i10 index

5374

Citations

RESEARCH PRODUCTION:

42

Articles

162

Papers

8

Chapters

RESEARCH ACTIVITY:

   18 years (2002 - 2020). See details.
   Cites by year: 298
   Journals where Domenico Giannone has often published
   Relations with other researchers
   Recent citing documents: 623.    Total self citations: 118 (2.15 %)

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   Permalink: http://citec.repec.org/pgi49
   Updated: 2020-05-16    RAS profile: 2020-05-13    
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Relations with other researchers

Works with:

Lenza, Michele (23)

Tambalotti, Andrea (15)

Altavilla, Carlo (15)

Del Negro, Marco (12)

Giannoni, Marc (12)

Reichlin, Lucrezia (9)

Primiceri, Giorgio (8)

Boyarchenko, Nina (8)

Adrian, Tobias (7)

Modugno, Michele (7)

Monti, Francesca (5)

Bok, Brandyn (5)

Crump, Richard (4)

Sbordone, Argia (4)

Ferrara, Laurent (4)

Banbura, Marta (4)

Hundtofte, C. (2)

Lucca, David (2)

Coroneo, Laura (2)

Delle Chiaie, Simona (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 (209)

Koop, Gary (155)

Korobilis, Dimitris (137)

Carriero, Andrea (108)

GUPTA, RANGAN (101)

Forni, Mario (101)

Ricco, Giovanni (93)

mumtaz, haroon (92)

Kabundi, Alain (84)

Clark, Todd (81)

Luciani, Matteo (72)

Cites to:

Reichlin, Lucrezia (195)

Forni, Mario (60)

Lippi, Marco (47)

Lenza, Michele (46)

Banbura, Marta (33)

Hallin, Marc (28)

Watson, Mark (27)

Boivin, Jean (27)

Ng, Serena (22)

Marcellino, Massimiliano (21)

Pill, Huw (20)

Main data

Where Domenico Giannone has published?

Journals with more than one article published# docs
Staff Reports13
International Journal of Forecasting4
The Review of Economics and Statistics3
International Journal of Central Banking3
Journal of Monetary Economics3
Journal of Applied Econometrics3
Journal of Econometrics3
Research Bulletin2
Journal of Applied Econometrics2
Journal of the European Economic Association2
Journal of Business & Economic Statistics2
NBER International Seminar on Macroeconomics2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank26
Working Papers ECARES / ULB -- Universite Libre de Bruxelles25
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles13
Liberty Street Economics / Federal Reserve Bank of New York11
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)4
Research Technical Papers / Central Bank of Ireland3
2017 Meeting Papers / Society for Economic Dynamics2
Post-Print / HAL2
Macroeconomics / University Library of Munich, Germany2
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) / HAL2

Recent works citing Domenico Giannone (2020 and 2019)

YearTitle of citing document
2018A mixed-frequency Bayesian vector autoregression with a steady-state prior. (2018). Yang, Yukai ; Ankargren, Sebastian ; Unosson, Mns. In: CREATES Research Papers. RePEc:aah:create:2018-32.

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2019In search of a job: Forecasting employment growth using Google Trends. (2019). Montes, Erik Christian ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2019-13.

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2019Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors. (2019). Hillebrand, Eric ; Koopman, Siem Jan ; Bennedsen, Mikkel. In: CREATES Research Papers. RePEc:aah:create:2019-21.

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2019Dynamic Factor Models in gretl. The DFM package. (2019). Venetis, Ioannis ; Lucchetti, Riccardo (Jack). In: gretl working papers. RePEc:anc:wgretl:7.

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2019Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies. (2019). Bystrov, Victor ; Banerjee, Anindya ; Mizen, Paul. In: Lodz Economics Working Papers. RePEc:ann:wpaper:1/2019.

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2018Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Liao, Yuan ; Fan, Jianqing ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041.

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2018Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Papers. RePEc:arx:papers:1608.02740.

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2019Sparse Bayesian vector autoregressions in huge dimensions. (2018). Kastner, Gregor ; Huber, Florian. In: Papers. RePEc:arx:papers:1704.03239.

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2020Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

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2018Analytic approach to variance optimization under an $\ell_1$ constraint. (2018). Caccioli, Fabio ; Papp, G'Abor ; Kondor, Imre. In: Papers. RePEc:arx:papers:1709.08755.

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2019Inference for Impulse Responses under Model Uncertainty. (2019). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583.

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2018Aggregating Google Trends: Multivariate Testing and Analysis. (2018). Shi, Yuying ; France, Stephen L. In: Papers. RePEc:arx:papers:1712.03152.

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2018Predicting 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.

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2018Structural 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.

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2018Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738.

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2018Reducing Estimation Risk in Mean-Variance Portfolios with Machine Learning. (2018). Kinn, Daniel. In: Papers. RePEc:arx:papers:1804.01764.

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2018Determining the dimension of factor structures in non-stationary large datasets. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1806.03647.

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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1806.07623.

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2020Diversity and Sparsity: A New Perspective on Index Tracking. (2018). Hospedales, Timothy M ; Zheng, YU ; Yang, Yongxin. In: Papers. RePEc:arx:papers:1809.01989.

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2018Multilateral Index Number Systems for International Price Comparisons: Properties, Existence and Uniqueness. (2018). Rao, D.S. Prasada ; Hajargasht, Gholamreza. In: Papers. RePEc:arx:papers:1811.04197.

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2018Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity. (2018). Wo, Tomasz ; Lutkepohl, Helmut. In: Papers. RePEc:arx:papers:1811.08167.

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2019Approximate State Space Modelling of Unobserved Fractional Components. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142.

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2019Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure. (2019). Smeekes, Stephan ; Margaritella, Luca ; Hecq, Alain. In: Papers. RePEc:arx:papers:1902.10991.

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2019Nowcasting Recessions using the SVM Machine Learning Algorithm. (2019). Qiao, Xiao ; Abu-Mostafa, Yaser S ; James, Alexander. In: Papers. RePEc:arx:papers:1903.03202.

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2019Estimation of Cross-Sectional Dependence in Large Panels. (2019). GAO, Jiti ; Zhang, BO ; Yang, Yanrong ; Pan, Guangming. In: Papers. RePEc:arx:papers:1904.06843.

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2019Bayesian nonparametric graphical models for time-varying parameters VAR. (2019). Rossini, Luca ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:1906.02140.

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2019Simulation smoothing for nowcasting with large mixed-frequency VARs. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1907.01075.

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2019Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models. (2019). Rossini, Luca ; Bohte, Rick. In: Papers. RePEc:arx:papers:1909.06599.

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2019Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

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2019Identifiability of Structural Singular Vector Autoregressive Models. (2019). Braumann, Alexander ; Funovits, Bernd. In: Papers. RePEc:arx:papers:1910.04096.

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2019Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data. (2019). Bai, Jushan ; Ng, Serena. In: Papers. RePEc:arx:papers:1910.06677.

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2019Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference. (2019). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1910.08273.

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2019Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models. (2019). Luciani, Matteo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1910.09841.

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2019Topologically Mapping the Macroeconomy. (2019). Rudkin, Simon ; Qiu, Wanling ; Dlotko, Pawel. In: Papers. RePEc:arx:papers:1911.10476.

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2019High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing. (2019). Chen, Mingli ; Madrid, Oscar Hernan ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1912.02151.

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2019Estimating Large Mixed-Frequency Bayesian VAR Models. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1912.02231.

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2019The international effects of central bank information shocks. (2019). Stelzer, Anna ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1912.03158.

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2019Regularized Estimation of High-dimensional Factor-Augmented Autoregressive (FAVAR) Models. (2019). Michailidis, George ; Lin, Jiahe. In: Papers. RePEc:arx:papers:1912.04146.

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2019Bayesian estimation of large dimensional time varying VARs using copulas. (2019). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan. In: Papers. RePEc:arx:papers:1912.12527.

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2020Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models. (2020). Huber, Florian ; Onorante, Luca ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2002.08760.

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2020Forecasts with Bayesian vector autoregressions under real time conditions. (2020). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2004.04984.

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2020The Effectiveness of Chinas Monetary Policy: Based on the Mixed-Frequency Data. (2020). Pan, Shengjie ; Zhang, Hongyan ; Song, Yinqiu ; Wang, Deqing. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:325-339.

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2020Impact of Global Low Interest Rates to the Capital Flows and Financial Vulnerability of Small Open Economies. (2020). Cheng, Xiangjuan ; Yang, Haizhen ; Wang, Qiao. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:449-468.

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2019Spillover Effects from the ECBs Unconventional Monetary Policies: The Case of Denmark, Norway and Sweden. (2019). Korus, Arthur . In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev5i1-3.

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2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

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2018Nowcasting Canadian Economic Activity in an Uncertain Environment. (2018). Chernis, Tony ; Sekkel, Rodrigo. In: Discussion Papers. RePEc:bca:bocadp:18-9.

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2018Could 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.

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2018Monetary Policy Uncertainty: A Tale of Two Tails. (2018). Sekhposyan, Tatevik ; Dahlhaus, Tatjana. In: Staff Working Papers. RePEc:bca:bocawp:18-50.

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2018Evaluating 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.

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2018Does US or Canadian Macro News Drive Canadian Bond Yields?. (2018). Feunou, Bruno ; Donfack, Morvan Nongni ; Sekkel, Rodrigo. In: Staff Analytical Notes. RePEc:bca:bocsan:18-38.

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2018Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities. (2018). Duprey, Thibaut. In: Staff Analytical Notes. RePEc:bca:bocsan:18-6.

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2019Banco de España macroeconomic projections: comparison with an econometric model. (2019). Ganics, Gergely ; Ortega, Eva. In: Economic Bulletin. RePEc:bde:journl:y:2019:i:9:d:aa:n:26.

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2020The use of BVARs in the analysis of emerging economies. (2020). Martinez-Martin, Jaime ; Kataryniuk, Ivan ; Guirola, Luis ; Estrada, Angel. In: Occasional Papers. RePEc:bde:opaper:2001.

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2019Bayesian VAR forecasts, survey information and structural change in the euro area. (2019). Ganics, Gergely ; Odendahl, Florens. In: Working Papers. RePEc:bde:wpaper:1948.

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2018Financial markets effects of ECB unconventional monetary policy announcements. (2018). Delle Monache, Davide ; Bulligan, Guido. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_424_18.

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2018Forecasting house prices in Italy. (2018). Loberto, Michele ; Guglielminetti, Elisa ; Emiliozzi, Simone. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_463_18.

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2018Weakness 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.

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2017The 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.

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2018The global component of inflation volatility. (2018). Marcellino, Massimiliano ; Corsello, Francesco ; Carriero, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1170_18.

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2018Short 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.

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2018Bank capital constraints, lending supply and economic activity. (2018). Signoretti, Federico ; Nobili, Andrea ; Conti, Antonio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1199_18.

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2019Relative price dynamics in the Euro area: where do we stand?. (2019). Rodano, Lisa ; Cova, Pietro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1226_19.

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2019News and consumer card payments. (2019). Monteforte, Libero ; Marcucci, Juri ; Emiliozzi, Simone ; Ardizzi, Guerino. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1233_19.

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2020Asymmetry in the conditional distribution of euro-area inflation. (2020). Tagliabracci, Alex. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1270_20.

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2018Nowcasting Mexican GDP using Factor Models and Bridge Equations. (2018). de Jesus, Galvez-Soriano Oscar. In: Working Papers. RePEc:bdm:wpaper:2018-06.

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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.

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2019The Cost of Banking Crises: Does the Policy Framework Matter?. (2019). Lucotte, Yannick ; Pradines-Jobet, Florian ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:712.

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2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working papers. RePEc:bfr:banfra:717.

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2019Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area. (2019). Ganics, Gergely ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:733.

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2019Monetary Policy and Bank Profitability in a Low Interest Rate Environment. (2019). Peydro, Jose-Luis ; Altavilla, Carlo ; Boucinha, Miguel. In: Working Papers. RePEc:bge:wpaper:1101.

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2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

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2019Unconventional monetary policy tools: a cross-country analysis. (2019). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:63.

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2019Nowcasting New Zealand GDP using machine learning algorithms. (2019). Vehbi, Tugrul ; van Florenstein, Thomas ; Richardson, Adam. In: IFC Bulletins chapters. RePEc:bis:bisifc:50-15.

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2018Effectiveness of unconventional monetary policies in a low interest rate environment. (2018). Filardo, Andrew ; Nakajima, Jouchi. In: BIS Working Papers. RePEc:bis:biswps:691.

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2018Macro-financial linkages: the role of liquidity dependence. (2018). Seleznev, Sergei ; Ponomarenko, Alexey ; Rozhkova, Anna. In: BIS Working Papers. RePEc:bis:biswps:716.

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2018Could 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.

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2018Effects 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.

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2018Euro area unconventional monetary policy and bank resilience. (2018). mamatzakis, emmanuel ; Avalos, Fernando. In: BIS Working Papers. RePEc:bis:biswps:754.

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2018Measuring financial cycle time. (2018). Lombardi, Marco ; Filardo, Andrew ; Raczko, Marek. In: BIS Working Papers. RePEc:bis:biswps:755.

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2018The 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.

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2018Forecasting 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.

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2019Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data. (2019). Mikosch, Heiner ; Solanko, Laura. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:19-35.

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2020FISS – A Factor-based Index of Systemic Stress in the Financial System. (2020). Varga, Katalin ; Szendrei, Tibor . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:3-34.

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2020Use of Machine Learning Methods to Forecast Investment in Russia. (2020). Gareev, Mikhail. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:35-56.

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2018Forecasting the implications of foreign exchange reserve accumulation with an agent-based model. (2018). Ponomarenko, Alexey ; Khabibullin, Ramis ; Seleznev, Sergei. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps37.

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2019Disinflation and reliability of underlying inflation measures. (2019). Ponomarenko, Alexey ; Deryugina, Elena. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps44.

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2019Truncated priors for tempered hierarchical Dirichlet process vector autoregression. (2019). Seleznev, Sergei. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps47.

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2018Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?. (2018). Pellegrino, Giovanni ; Lim, Guay ; Castelnuovo, Efrem. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:1:p:70-86.

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2019INTERNATIONAL EFFECTS OF EURO AREA VERSUS U.S. POLICY UNCERTAINTY: A FAVAR APPROACH. (2019). Belke, Ansgar ; Osowski, Thomas. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:453-481.

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2018Statistical challenges of administrative and transaction data. (2018). Hand, David J. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:181:y:2018:i:3:p:555-605.

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2018On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy. (2018). Conti, Antonio ; Barigozzi, Matteo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:4:p:755-787.

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2018Measuring Exchange Rate, Price, and Output Dynamics at the Effective Lower Bound. (2018). Kaufmann, Daniel ; Baeurle, Gregor ; Baurle, Gregor. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:6:p:1243-1266.

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2018Macroeconomic Uncertainty in South Africa. (2018). Redl, Chris. In: South African Journal of Economics. RePEc:bla:sajeco:v:86:y:2018:i:3:p:361-380.

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2018Business cycle narratives. (2018). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0064.

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2018The 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.

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2019Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting. (2019). Aastveit, Knut Are ; West, Mike ; Nakajima, Jouchi ; McAlinn, Kenichiro. In: Working Papers. RePEc:bny:wpaper:0073.

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2019New Kid on the Block? China vs the US in World Oil Markets. (2019). Cross, Jamie ; Zhang, BO ; Nguyen, Bao H. In: Working Papers. RePEc:bny:wpaper:0074.

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2019Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach. (2019). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide. In: Working Papers. RePEc:bny:wpaper:0083.

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2019Uncertain Kingdom: nowcasting GDP and its revisions. (2018). Miranda-Agrippino, Silvia ; Galvão, Ana ; Galvo, Ana ; Anesti, Nikoleta. In: Bank of England working papers. RePEc:boe:boeewp:0764.

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2019When creativity strikes: news shocks and business cycle fluctuations. (2019). Miranda-Agrippino, Silvia ; Hacioglu Hoke, Sinem ; Bluwstein, Kristina. In: Bank of England working papers. RePEc:boe:boeewp:0788.

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2019Macroeconomic effects of political risk shocks. (2019). Hacioglu Hoke, Sinem. In: Bank of England working papers. RePEc:boe:boeewp:0841.

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Works by Domenico Giannone:

YearTitleTypeCited
2019Vulnerable Growth In: American Economic Review.
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2016Vulnerable Growth.(2016) In: CEPR Discussion Papers.
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2018Vulnerable Growth.(2018) In: Liberty Street Economics.
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2017Vulnerable Growth.(2017) In: 2017 Meeting Papers.
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2008Sparse and stable Markowitz portfolios In: Papers.
[Full Text][Citation analysis]		paper45
2007Sparse and Stable Markowitz Portfolios.(2007) In: CEPR Discussion Papers.
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2008Sparse and stable Markowitz portfolios.(2008) In: Working Paper Series.
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2017Common Factors of Commodity Prices In: Working papers.
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2018Common Factors of Commodity Prices.(2018) In: CEPR Discussion Papers.
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2018Common factors of commodity prices.(2018) In: Research Bulletin.
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2017Common factors of commodity prices.(2017) In: Working Paper Series.
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2017Safety, Liquidity, and the Natural Rate of Interest In: Brookings Papers on Economic Activity.
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2017Safety, Liquidity, and the Natural Rate of Interest.(2017) In: 2017 Meeting Papers.
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2012Comparing Alternative Predictors Based on Largeâ€Panel Factor Models In: Oxford Bulletin of Economics and Statistics.
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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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2006Comparing alternative predictors based on large-panel factor models.(2006) In: Working Paper Series.
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2014Exploiting the monthly data flow in structural forecasting In: Bank of England working papers.
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2014Exploiting the monthly data-flow in structural forecasting.(2014) In: 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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2006(Un)Predictability and Macroeconomic Stability In: Research Technical Papers.
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2007(Un)Predictability and Macroeconomic Stability.(2007) In: CEPR Discussion Papers.
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2006(Un)Predictability and macroeconomic stability.(2006) In: Working Paper Series.
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2005(Un)Predictability and Macroeconomic Stability.(2005) In: Macroeconomics.
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2009Macroeconomic Forecasting and Structural Change In: Research Technical Papers.
[Full Text][Citation analysis]		paper210
2009Macroeconomic Forecasting and Structural Change.(2009) In: CEPR Discussion Papers.
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2009Macroeconomic Forecasting and Structural Change.(2009) In: Working Papers ECARES.
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2010Macroeconomic forecasting and structural change.(2010) In: Working Paper Series.
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2013Macroeconomic forecasting and structural change.(2013) In: Journal of Applied Econometrics.
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2014The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data In: CEPR Discussion Papers.
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2014The effectiveness of non-standard monetary policy measures: evidence from survey data.(2014) In: Working Papers CASMEF.
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2016The effectiveness of non-standard monetary policy measures: evidence from survey data.(2016) In: Working Paper Series.
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2014The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data.(2014) In: Working Papers ECARES.
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2017The Effectiveness of Nonâ€Standard Monetary Policy Measures: Evidence from Survey Data.(2017) In: Journal of Applied Econometrics.
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2014The Financial and Macroeconomic Effects of OMT Announcements In: CEPR Discussion Papers.
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2016The Financial and Macroeconomic Effects of the OMT Announcements.(2016) In: International Journal of Central Banking.
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2014The Financial and Macroeconomic Effects of OMT Announcements.(2014) In: Working Papers ECARES.
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2014The Financial and Macroeconomic Effects of the OMT Announcements.(2014) In: CSEF Working Papers.
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2014The financial and macroeconomic effects of OMT announcements.(2014) In: Working Paper Series.
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2016Priors for the Long Run In: CEPR Discussion Papers.
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2018Priors for the long run.(2018) In: Working Paper Series.
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2019Priors for the Long Run.(2019) In: Journal of the American Statistical Association.
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2017Economic Predictions with Big Data: The Illusion Of Sparsity In: CEPR Discussion Papers.
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2018Economic Predictions with Big Data: The Illusion of Sparsity.(2018) In: Liberty Street Economics.
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2018Macroeconomic Nowcasting and Forecasting with Big Data In: CEPR Discussion Papers.
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2002Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited In: CEPR Discussion Papers.
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2002VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models In: CEPR Discussion Papers.
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2006VARs, common factors and the empirical validation of equilibrium business cycle models.(2006) In: Journal of Econometrics.
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2004VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models.(2004) In: Working Papers.
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2006VARs, common factors and the empirical validation of equilibrium business cycle models.(2006) In: ULB Institutional Repository.
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2004The Feldstein-Horioka Fact In: CEPR Discussion Papers.
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2009The Feldstein-Horioka Fact.(2009) In: Working Papers ECARES.
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2008The Feldstein-Horioka fact.(2008) In: Working Paper Series.
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2010The Feldstein-Horioka Fact.(2010) In: NBER Chapters.
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2009The Feldstein-Horioka fact.(2009) In: NBER Working Papers.
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2010The Feldstein-Horioka Fact.(2010) In: NBER International Seminar on Macroeconomics.
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2005Monetary Policy in Real Time In: CEPR Discussion Papers.
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2005Monetary Policy in Real Time.(2005) In: Working Papers.
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2013Monetary policy in real time.(2013) In: ULB Institutional Repository.
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2005Monetary policy in real time.(2005) In: ULB Institutional Repository.
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2005Monetary Policy in Real Time.(2005) In: NBER Chapters.
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2005Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases In: CEPR Discussion Papers.
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2006Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases.(2006) 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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2005Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases.(2005) In: Finance and Economics Discussion Series.
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2007Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006.
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2006A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models In: CEPR Discussion Papers.
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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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2012A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2008A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models.(2008) In: Working Papers ECARES.
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2006A quasi maximum likelihood approach for large approximate dynamic factor models.(2006) In: Working Paper Series.
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2012A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: Post-Print.
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2006Does Information Help Recovering Structural Shocks from Past Observations? In: CEPR Discussion Papers.
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2006Does information help recovering structural shocks from past observations?.(2006) In: ULB Institutional Repository.
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2006Does information help recovering structural shocks from past observations?.(2006) In: Working Paper Series.
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2006Does information help recovering structural shocks from past observations?.(2006) In: Journal of the European Economic Association.
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2006Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? In: CEPR Discussion Papers.
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2006Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?.(2006) In: Working Paper Series.
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2008Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?.(2008) In: Journal of Econometrics.
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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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2007A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering In: CEPR Discussion Papers.
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2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Journal of Econometrics.
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2006A Two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2006) In: THEMA Working Papers.
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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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2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Post-Print.
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2007Bayesian VARs with Large Panels In: CEPR Discussion Papers.
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2008Large Bayesian VARs.(2008) In: Working Papers ECARES.
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2010Large Bayesian vector auto regressions.(2010) In: Journal of Applied Econometrics.
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2010Large Bayesian vector auto regressions.(2010) In: ULB Institutional Repository.
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2007A New Core Inflation Indicator for New Zealand In: CEPR Discussion Papers.
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2007A New Core Inflation Indicator for New Zealand.(2007) In: International Journal of Central Banking.
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2006A new core inflation indicator for New Zealand..(2006) In: Reserve Bank of New Zealand Discussion Paper Series.
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2007A new core inflation indicator for New Zealand.(2007) In: ULB Institutional Repository.
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2007Explaining The Great Moderation: It Is Not The Shocks In: CEPR Discussion Papers.
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2008Explaining the Great Moderation: it is not the shocks.(2008) In: Working Paper Series.
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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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2008Explaining the great moderation: it is not the shocks.(2008) In: ULB Institutional Repository.
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2008Short-term Forecasts of Euro Area GDP Growth In: CEPR Discussion Papers.
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2008Short-Term Forecasts of Euro Area GDP Growth.(2008) In: Working Papers ECARES.
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2008Short-term forecasts of euro area GDP growth.(2008) In: Working Paper Series.
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2011Shortâ€term forecasts of euro area GDP growth.(2011) In: Econometrics Journal.
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2011Shortâ€term forecasts of euro area GDP growth.(2011) In: Econometrics Journal.
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2009Business Cycles in the Euro Area In: CEPR Discussion Papers.
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2008Business Cycles in the Euro Area.(2008) In: NBER Working Papers.
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2008Business Cycles in the euro Area.(2008) In: Working Papers ECARES.
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2010Business Cycles in the Euro Area.(2010) In: NBER Chapters.
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2009Business cycles in the euro area.(2009) In: Research Bulletin.
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2010An Area-Wide Real-Time Database for the Euro Area In: CEPR Discussion Papers.
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2010An Area Wide Real Time Data Base for the Euro Area.(2010) In: Working Papers ECARES.
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2010An area-wide real-time database for the euro area.(2010) In: Working Paper Series.
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2012An Area-Wide Real-Time Database for the Euro Area.(2012) In: The Review of Economics and Statistics.
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2010Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach In: CEPR Discussion Papers.
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2010Short-term inflation projections: a Bayesian vector autoregressive approach.(2010) In: Working Papers ECARES.
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2014Short-term inflation projections: A Bayesian vector autoregressive approach.(2014) In: International Journal of Forecasting.
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2010Nowcasting In: CEPR Discussion Papers.
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2010Nowcasting.(2010) In: Working Papers ECARES.
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2010Nowcasting.(2010) In: Working Paper Series.
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2010Market freedom and the global recession In: CEPR Discussion Papers.
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2011Market Freedom and the Global Recession.(2011) In: IMF Economic Review.
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2011Market freedom and the global recession.(2011) In: ULB Institutional Repository.
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2010Market Freedom and the Global Recession.(2010) In: Working Papers ECARES.
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2010Non-standard Monetary Policy Measures and Monetary Developments In: CEPR Discussion Papers.
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2010Non standard Monetary Policy measures and monetary developments.(2010) In: Working Papers ECARES.
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2010Nonâ€Standard Monetary Policy Measures.(2010) In: Working Papers ECARES.
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2011Non-standard monetary policy measures and monetary developments.(2011) In: Working Paper Series.
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2012Prior Selection for Vector Autoregressions In: CEPR Discussion Papers.
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2012Prior Selection for Vector Autoregressions.(2012) In: NBER Working Papers.
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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: Working Papers ECARES.
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2015Prior Selection for Vector Autoregressions.(2015) In: The Review of Economics and Statistics.
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2012The ECB and the Interbank Market In: CEPR Discussion Papers.
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2012The ECB and the Interbank Market.(2012) In: Working Papers ECARES.
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2012The ECB and the interbank market.(2012) In: Working Paper Series.
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2012The ECB and the Interbank Market.(2012) In: Economic Journal.
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2012Money, credit, monetary policy and the business cycle in the euro area In: CEPR Discussion Papers.
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2012Money, Credit, Monetary Policy and the Business Cycle in the Euro Area.(2012) In: Working Papers ECARES.
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2012Optimal Combination of Survey Forecasts In: CEPR Discussion Papers.
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2012Optimal Combination of Survey Forecasts.(2012) In: Working Papers ECARES.
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2015Optimal combination of survey forecasts.(2015) In: International Journal of Forecasting.
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2012Now-casting and the real-time data flow In: CEPR Discussion Papers.
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2012Now-Casting and the Real-Time Data Flow.(2012) In: Working Papers ECARES.
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2013Now-casting and the real-time data flow.(2013) In: Working Paper Series.
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2013Now-Casting and the Real-Time Data Flow.(2013) In: Handbook of Economic Forecasting.
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2014Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections In: CEPR Discussion Papers.
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2014Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections.(2014) In: Working Paper Series.
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2014Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections.(2014) In: Working Papers ECARES.
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2015Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections.(2015) In: International Journal of Forecasting.
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2009OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS In: Econometric Theory.
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2008Opening the Black Box: Structural Factor Models with Large Cross-Sections.(2008) In: Working Papers ECARES.
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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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2009Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator In: Working Papers ECARES.
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2009Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators.(2009) In: CSEF Working Papers.
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2013Unspanned Macroeconomic Factors in the Yields Curve In: Working Papers ECARES.
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2014Unspanned macroeconomic factors in the yield curve.(2014) In: Finance and Economics Discussion Series.
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2016Unspanned Macroeconomic Factors in the Yield Curve.(2016) In: Journal of Business & Economic Statistics.
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2014Low Frequency Effects of Macroeconomic News on Government Bond Yields In: Working Papers ECARES.
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2017Low frequency effects of macroeconomic news on government bond yields.(2017) In: Journal of Monetary Economics.
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2014Low Frequency Effects of Macroeconomic News on Government Bond Yields.(2014) In: Finance and Economics Discussion Series.
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2014Low Frequency Effects of Macroeconomic News on Government Bond Yields.(2014) In: CSEF Working Papers.
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2006Trends and cycles in the euro area: how much heterogeneity and should we worry about it? In: Working Paper Series.
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2005Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?.(2005) In: Macroeconomics.
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2008Large Bayesian VARs In: Working Paper Series.
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2008Large Bayesian VARs.(2008) In: Working Papers ECARES.
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2019Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis? In: Working Paper Series.
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2019Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?.(2019) In: International Journal of Central Banking.
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2019Global trends in interest rates In: Journal of International Economics.
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2018Global Trends in Interest Rates.(2018) In: Working Papers.
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2019Global Trends in Interest Rates.(2019) In: Liberty Street Economics.
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2018Global Trends in Interest Rates.(2018) In: NBER Chapters.
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2018Global Trends in Interest Rates.(2018) In: NBER Working Papers.
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2019Global Trends in Interest Rates.(2019) In: 2019 Meeting Papers.
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