34
H index
43
i10 index
4603
Citations
Domenico Giannone : Citation Profile
Federal Reserve Bank of New York (99% share) | RESEARCH PRODUCTION: 39 Articles 145 Papers 8 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2002 - 2019). 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 (2019 and 2018)
| Year | Title of citing document | |
|---|---|---|
| 2018 | A 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. Full description at Econpapers || Download paper | |
| 2019 | In 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. Full description at Econpapers || Download paper | |
| 2019 | Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies. (2019). Bystrov, Victor ; Mizen, Paul ; Banerjee, Anindya . In: Lodz Economics Working Papers. RePEc:ann:wpaper:1/2019. 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 | Sparse Bayesian vector autoregressions in huge dimensions. (2018). Kastner, Gregor ; Huber, Florian. In: Papers. RePEc:arx:papers:1704.03239. 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 | |
| 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). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1806.07623. Full description at Econpapers || Download paper | |
| 2018 | Diversity and Sparsity: A New Perspective on Index Tracking. (2018). Yang, Yongxin ; Hospedales, Timothy M ; Zheng, YU. In: Papers. RePEc:arx:papers:1809.01989. 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 | |
| 2019 | Approximate State Space Modelling of Unobserved Fractional Components. (2018). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142. Full description at Econpapers || Download paper | |
| 2019 | Granger 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. Full description at Econpapers || Download paper | |
| 2019 | Nowcasting Recessions using the SVM Machine Learning Algorithm. (2019). Qiao, Xiao ; Abu-Mostafa, Yaser S ; James, Alexander . In: Papers. RePEc:arx:papers:1903.03202. Full description at Econpapers || Download paper | |
| 2019 | Estimation of Cross-Sectional Dependence in Large Panels. (2019). Zhang, BO ; Yang, Yanrong ; Pan, Guangming ; Gao, Jiti. In: Papers. RePEc:arx:papers:1904.06843. Full description at Econpapers || Download paper | |
| 2019 | Simulation smoothing for nowcasting with large mixed-frequency VARs. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1907.01075. Full description at Econpapers || Download paper | |
| 2019 | Spillover 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. Full description at Econpapers || Download paper | |
| 2019 | Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106. 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 | |
| 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). Sekhposyan, Tatevik ; Dahlhaus, Tatjana. 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 | |
| 2018 | Does 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. 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 | The rise and fall of the natural interest rate. (2018). Sentana, Enrique ; Galesi, Alessandro ; Fiorentini, Gabriele ; Perez-Quiros, Gabriel. In: Working Papers. RePEc:bde:wpaper:1822. Full description at Econpapers || Download paper | |
| 2018 | Financial 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. Full description at Econpapers || Download paper | |
| 2018 | Forecasting 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. 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 | 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 | |
| 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 | |
| 2018 | Bank 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. 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 | |
| 2019 | The Cost of Banking Crises: Does the Policy Framework Matter?. (2019). Lucotte, Yannick ; Pradines-Jobet, Florian ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:712. Full description at Econpapers || Download paper | |
| 2019 | When 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. Full description at Econpapers || Download paper | |
| 2019 | Monetary 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. Full description at Econpapers || Download paper | |
| 2019 | Nowcasting New Zealand GDP using machine learning algorithms. (2019). Vehbi, Tugrul ; van Florenstein, Thomas ; Richardson, Adam. In: IFC Bulletins chapters. RePEc:bis:bisifc:50-15. 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 | The global factor in neutral policy rates: Some implications for exchange rates, monetary policy, and policy coordination. (2018). Clarida, Richard . In: BIS Working Papers. RePEc:bis:biswps:732. 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 | Measuring financial cycle time. (2018). Lombardi, Marco ; Filardo, Andrew ; Raczko, Marek. In: BIS Working Papers. RePEc:bis:biswps:755. 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 | |
| 2019 | Forecasting 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. 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 | |
| 2018 | Macroeconomic 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. Full description at Econpapers || Download paper | |
| 2019 | INTERNATIONAL 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. Full description at Econpapers || Download paper | |
| 2018 | Statistical 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. Full description at Econpapers || Download paper | |
| 2018 | On 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. Full description at Econpapers || Download paper | |
| 2018 | Measuring 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. Full description at Econpapers || Download paper | |
| 2018 | Macroeconomic 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. 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 | |
| 2019 | New Kid on the Block? China vs the US in World Oil Markets. (2019). Zhang, BO ; Nguyen, Bao H ; Cross, Jamie. In: Working Papers. RePEc:bny:wpaper:0074. 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 | |
| 2019 | When creativity strikes: news shocks and business cycle fluctuations. (2019). Hacioglu Hoke, Sinem ; Bluwstein, Kristina ; Miranda-Agrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0788. 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 | |
| 2019 | The direction and intensity of China’s monetary policy conduct : A dynamic factor modelling approach. (2019). Funke, Michael ; Tsang, Andrew. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_008. Full description at Econpapers || Download paper | |
| 2019 | Should we care? : The economic effects of financial sanctions on the Russian economy. (2019). Mamonov, Mikhail ; Pestova, Anna. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_013. 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 | |
| 2019 | Measuring Monetary Policy Surprises Using Text Mining: The Case of Korea. (2019). Park, Ki Young ; Kim, Soohyon ; Lee, Youngjoon. In: Working Papers. RePEc:bok:wpaper:1911. 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 | |
| 2018 | A Monthly Indicator of Economic Activity for Ireland. (2018). Conefrey, Thomas ; Walsh, Graeme. In: Economic Letters. RePEc:cbi:ecolet:14/el/18. Full description at Econpapers || Download paper | |
| 2019 | Forecasting in the euro area: The role of the US long rate. (2019). Zakipour-Saber, Shayan. In: Economic Letters. RePEc:cbi:ecolet:5/el/19. 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). Theodoridis, Konstantinos ; mumtaz, haroon. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/21. 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 | Central Bank Policies and Financial Markets: Lessons from the Euro Crisis. (2018). Mody, Ashoka ; Nedeljkovic, Milan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7400. Full description at Econpapers || Download paper | |
| 2019 | Fiscal-Financial Vulnerabilities. (2019). Schuknecht, Ludger. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7776. 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 | |
| 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 | |
| 2019 | Dos tradiciones en la medición del ciclo: historia general y desarrollos en Colombia. (2019). Enciso, Enrique Lopez. In: Tiempo y Economía. RePEc:col:000485:017226. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Domenico Giannone:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Vulnerable Growth In: American Economic Review. [Full Text][Citation analysis] | article | 11 |
| 2016 | Vulnerable Growth.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2017 | Vulnerable growth.(2017) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2017 | Vulnerable Growth.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2008 | Sparse and stable Markowitz portfolios In: Papers. [Full Text][Citation analysis] | paper | 45 |
| 2007 | Sparse and Stable Markowitz Portfolios.(2007) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
| 2008 | Sparse and stable Markowitz portfolios.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
| 2017 | Common Factors of Commodity Prices In: Working papers. [Full Text][Citation analysis] | paper | 7 |
| 2018 | Common Factors of Commodity Prices.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2018 | Common factors of commodity prices.(2018) In: Research Bulletin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2017 | Common factors of commodity prices.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2017 | Safety, Liquidity, and the Natural Rate of Interest In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 42 |
| 2017 | Safety, liquidity, and the natural rate of interest.(2017) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | 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: 42 | paper | |
| 2012 | Comparing Alternative Predictors Based on Large‐Panel Factor Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 106 |
| 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: 106 | 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: 106 | 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: 106 | paper | |
| 2014 | Exploiting the monthly data flow in structural forecasting In: Bank of England working papers. [Full Text][Citation analysis] | paper | 6 |
| 2014 | Exploiting the monthly data-flow in structural forecasting.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | 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: 6 | 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: 6 | 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: 6 | paper | |
| 2006 | (Un)Predictability and Macroeconomic Stability In: Research Technical Papers. [Full Text][Citation analysis] | paper | 104 |
| 2007 | (Un)Predictability and Macroeconomic Stability.(2007) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 104 | paper | |
| 2006 | (Un)Predictability and macroeconomic stability.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 104 | paper | |
| 2005 | (Un)Predictability and Macroeconomic Stability.(2005) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 104 | paper | |
| 2009 | Macroeconomic Forecasting and Structural Change In: Research Technical Papers. [Full Text][Citation analysis] | paper | 192 |
| 2009 | Macroeconomic Forecasting and Structural Change.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 192 | paper | |
| 2009 | Macroeconomic Forecasting and Structural Change.(2009) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 192 | paper | |
| 2010 | Macroeconomic forecasting and structural change.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 192 | paper | |
| 2013 | Macroeconomic forecasting and structural change.(2013) In: Journal of Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 192 | article | |
| 2014 | The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
| 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: 19 | 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: 19 | 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: 19 | 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: 19 | 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: 19 | article | |
| 2014 | The Financial and Macroeconomic Effects of OMT Announcements In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 77 |
| 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: 77 | 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: 77 | paper | |
| 2016 | Priors for the Long Run In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2018 | Priors for the long run.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2017 | Priors for the long run.(2017) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2017 | Economic Predictions with Big Data: The Illusion Of Sparsity In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 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: 5 | paper | |
| 2018 | Macroeconomic Nowcasting and Forecasting with Big Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2017 | Macroeconomic nowcasting and forecasting with big data.(2017) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2002 | Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 74 |
| 2002 | VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 53 |
| 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: 53 | 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: 53 | 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: 53 | paper | |
| 2004 | The Feldstein-Horioka Fact In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 37 |
| 2010 | The Feldstein-Horioka Fact.(2010) In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | article | |
| 2009 | The Feldstein-Horioka fact.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
| 2009 | The Feldstein-Horioka Fact.(2009) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
| 2008 | The Feldstein-Horioka fact.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
| 2010 | The Feldstein-Horioka Fact.(2010) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | chapter | |
| 2005 | Monetary Policy in Real Time In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 157 |
| 2005 | Monetary Policy in Real Time.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 157 | paper | |
| 2013 | Monetary policy in real time.(2013) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 157 | paper | |
| 2005 | Monetary policy in real time.(2005) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 157 | paper | |
| 2005 | Monetary Policy in Real Time.(2005) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 157 | chapter | |
| 2005 | Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 461 |
| 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: 461 | 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: 461 | 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: 461 | 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: 461 | paper | |
| 2006 | A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 245 |
| 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: 245 | 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: 245 | 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: 245 | 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: 245 | article | |
| 2006 | Does Information Help Recovering Structural Shocks from Past Observations? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 90 |
| 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: 90 | paper | |
| 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: 90 | 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: 90 | 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 | 256 |
| 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: 256 | 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: 256 | 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: 256 | 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 | 224 |
| 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: 224 | article | |
| 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: 224 | paper | |
| 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: 224 | paper | |
| 2007 | Bayesian VARs with Large Panels In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 540 |
| 2008 | Large Bayesian VARs.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 540 | paper | |
| 2010 | Large Bayesian vector auto regressions.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 540 | article | |
| 2010 | Large Bayesian vector auto regressions.(2010) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 540 | 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 | 95 |
| 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: 95 | 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: 95 | article | |
| 2008 | Explaining the great moderation: it is not the shocks.(2008) In: ULB Institutional Repository. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | paper | |
| 2008 | Short-term Forecasts of Euro Area GDP Growth In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 135 |
| 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: 135 | 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: 135 | 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: 135 | 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: 135 | article | |
| 2009 | Business Cycles in the Euro Area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 97 |
| 2008 | Business Cycles in the euro Area.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | paper | |
| 2009 | Business cycles in the euro area.(2009) In: Research Bulletin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | article | |
| 2010 | Business Cycles in the Euro Area.(2010) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | chapter | |
| 2008 | Business Cycles in the Euro Area.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | paper | |
| 2010 | An Area-Wide Real-Time Database for the Euro Area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 54 |
| 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: 54 | 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: 54 | 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: 54 | article | |
| 2010 | Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 75 |
| 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: 75 | 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: 75 | 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 | 99 |
| 2010 | Market Freedom and the Global Recession.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 99 | paper | |
| 2011 | Market Freedom and the Global Recession.(2011) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 99 | article | |
| 2011 | Market freedom and the global recession.(2011) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 99 | paper | |
| 2010 | Non-standard Monetary Policy Measures and Monetary Developments In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 50 |
| 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: 50 | paper | |
| 2010 | Non‐Standard Monetary Policy Measures.(2010) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | 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: 50 | paper | |
| 2012 | Prior Selection for Vector Autoregressions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 215 |
| 2012 | Prior Selection for Vector Autoregressions.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 215 | paper | |
| 2012 | Prior selection for vector autoregressions.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 215 | paper | |
| 2012 | Prior Selection for Vector Autoregressions.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 215 | 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: 215 | article | |
| 2012 | The ECB and the Interbank Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 56 |
| 2012 | The ECB and the Interbank Market.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
| 2012 | The ECB and the interbank market.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
| 2012 | The ECB and the Interbank Market.(2012) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | article | |
| 2012 | Money, credit, monetary policy and the business cycle in the euro area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 34 |
| 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: 34 | paper | |
| 2012 | Optimal Combination of Survey Forecasts In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
| 2012 | Optimal Combination of Survey Forecasts.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2015 | Optimal combination of survey forecasts.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
| 2012 | Now-casting and the real-time data flow In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 82 |
| 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: 82 | 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: 82 | 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: 82 | chapter | |
| 2014 | Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 39 |
| 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: 39 | paper | |
| 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: 39 | paper | |
| 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: 39 | article | |
| 2009 | OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 267 |
| 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: 267 | 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: 267 | 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: 267 | paper | |
| 2009 | Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 21 |
| 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: 21 | 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: 21 | paper | |
| 2013 | Unspanned Macroeconomic Factors in the Yields Curve In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 20 |
| 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: 20 | 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: 20 | article | |
| 2014 | Low Frequency Effects of Macroeconomic News on Government Bond Yields In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 10 |
| 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: 10 | article | |
| 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: 10 | paper | |
| 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: 10 | 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 | 122 |
| 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: 122 | paper | |
| 2008 | Large Bayesian VARs In: Working Paper Series. [Full Text][Citation analysis] | paper | 71 |
| 2008 | Large Bayesian VARs.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 71 | paper | |
| 2019 | Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis? In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis?.(2019) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Global trends in interest rates In: Journal of International Economics. [Full Text][Citation analysis] | article | 0 |
| 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 | 6 |
| 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: 6 | paper | |
| 2018 | Global Trends in Interest Rates In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Global Trends in Interest Rates.(2018) In: NBER Chapters. [Citation analysis] This paper has another version. Agregated cites: 3 | chapter | |
| 2018 | Global Trends in Interest Rates.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2018 | Changing risk-return profiles In: Staff Reports. [Full Text][Citation analysis] | paper | 1 |
| 2019 | 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 | 70 |
| 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: 70 | 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 | 6 |
| 2017 | The national segmentation of euro area bank balance sheets during the financial crisis In: Empirical Economics. [Full Text][Citation analysis] | article | 5 |
| 2019 | Priors for the Long Run In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 0 |
| 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 | 35 |
| 2006 | Panel discussion on Convergence or divergence in Europe? In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 2010 | Large Bayesian vector auto regressions In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 64 |
| 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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