Domenico Giannone : Citation Profile


Are you Domenico Giannone?

University of Washington (98% share)
Centre for Economic Policy Research (CEPR) (1% share)

37

H index

50

i10 index

6403

Citations

RESEARCH PRODUCTION:

43

Articles

173

Papers

9

Chapters

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 337
   Journals where Domenico Giannone has often published
   Relations with other researchers
   Recent citing documents: 565.    Total self citations: 126 (1.93 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi49
   Updated: 2021-09-11    RAS profile: 2021-09-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Tambalotti, Andrea (15)

Lenza, Michele (15)

Boyarchenko, Nina (14)

Del Negro, Marco (12)

Giannoni, Marc (12)

Adrian, Tobias (9)

Primiceri, Giorgio (8)

Reichlin, Lucrezia (5)

Ferrara, Laurent (4)

Altavilla, Carlo (4)

Crump, Richard (4)

Sbordone, Argia (4)

Monti, Francesca (3)

Modugno, Michele (3)

Hundtofte, C. (2)

Lucca, David (2)

Delle Chiaie, Simona (2)

Cimadomo, Jacopo (2)

Sokol, Andrej (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 (227)

Koop, Gary (171)

Korobilis, Dimitris (157)

Carriero, Andrea (112)

Ricco, Giovanni (112)

GUPTA, RANGAN (103)

Forni, Mario (103)

Kapetanios, George (103)

mumtaz, haroon (92)

Clark, Todd (91)

Reichlin, Lucrezia (90)

Cites to:

Reichlin, Lucrezia (182)

Forni, Mario (58)

Lippi, Marco (45)

Banbura, Marta (37)

Lenza, Michele (36)

Watson, Mark (29)

Hallin, Marc (26)

Modugno, Michele (24)

Ng, Serena (22)

Boivin, Jean (21)

Marcellino, Massimiliano (20)

Main data


Where Domenico Giannone has published?


Journals with more than one article published# docs
International Journal of Forecasting5
Journal of Monetary Economics3
Journal of Econometrics3
International Journal of Central Banking3
Journal of Applied Econometrics3
The Review of Economics and Statistics3
Journal of Applied Econometrics2
NBER International Seminar on Macroeconomics2
Journal of Business & Economic Statistics2
Research Bulletin2
Journal of the European Economic Association2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank28
Working Papers ECARES / ULB -- Universite Libre de Bruxelles25
Staff Reports / Federal Reserve Bank of New York14
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles13
Liberty Street Economics / Federal Reserve Bank of New York12
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)4
Research Technical Papers / Central Bank of Ireland3
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) / HAL2
Post-Print / HAL2
PSE-Ecole d'économie de Paris (Postprint) / HAL2
2017 Meeting Papers / Society for Economic Dynamics2
Macroeconomics / University Library of Munich, Germany2

Recent works citing Domenico Giannone (2021 and 2020)


YearTitle of citing document
2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103.

Full description at Econpapers || Download paper

2021Expecting the unexpected: economic growth under stress. (2021). Ortega, Esther Ruiz ; Rodriguez-Caballero, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: CREATES Research Papers. RePEc:aah:create:2021-06.

Full description at Econpapers || Download paper

2020Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719.

Full description at Econpapers || Download paper

2021Dating business cycles in France: A reference chronology. (2021). DIEBOLT, Claude ; Pionnier, Pierre-Alain ; Mignon, Valrie ; Heyer, Eric ; Ferrara, Laurent ; Doz, Catherine ; BEC, Frdrique ; Aviat, Antonin. In: Working Papers. RePEc:afc:wpaper:08-21.

Full description at Econpapers || Download paper

2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103.

Full description at Econpapers || Download paper

2020Impact of manufacturing PMI on stock market index: A study on Turkey. (2020). Ozturk, Ozcan ; Osman, Asfia Binte ; Yanik, Ramazan. In: Journal of Administrative and Business Studies. RePEc:apb:jabsss:2020:p:104-108.

Full description at Econpapers || Download paper

2020Sequential 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

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

Full description at Econpapers || Download paper

2020Approximate State Space Modelling of Unobserved Fractional Components. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142.

Full description at Econpapers || Download paper

2020Granger 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

2020Quasi 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.

Full description at Econpapers || Download paper

2020Identifiability of Structural Singular Vector Autoregressive Models. (2019). Braumann, Alexander ; Funovits, Bernd. In: Papers. RePEc:arx:papers:1910.04096.

Full description at Econpapers || Download paper

2021Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data. (2019). Bai, Jushan ; Ng, Serena. In: Papers. RePEc:arx:papers:1910.06677.

Full description at Econpapers || Download paper

2020Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference. (2019). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1910.08273.

Full description at Econpapers || Download paper

2020Regularized Estimation of High-dimensional Factor-Augmented Autoregressive (FAVAR) Models. (2019). Michailidis, George ; Lin, Jiahe. In: Papers. RePEc:arx:papers:1912.04146.

Full description at Econpapers || Download paper

2021Estimation and HAC-based Inference for Machine Learning Time Series Regressions. (2019). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:1912.06307.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations. (2020). Pfarrhofer, Michael ; Koop, Gary ; Huber, Florian. In: Papers. RePEc:arx:papers:2002.10274.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation. (2020). van Beek, Misha. In: Papers. RePEc:arx:papers:2004.09042.

Full description at Econpapers || Download paper

2020Bayesian Optimization of Hyperparameters when the Marginal Likelihood is Estimated by MCMC. (2020). Stockhammar, Par ; Villani, Mattias ; Gustafsson, Oskar. In: Papers. RePEc:arx:papers:2004.10092.

Full description at Econpapers || Download paper

2021Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis. (2020). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2005.02535.

Full description at Econpapers || Download paper

2020Application of Nonlinear Autoregressive with Exogenous Input (NARX) neural network in macroeconomic forecasting, national goal setting and global competitiveness assessment. (2020). Tang, Liyang. In: Papers. RePEc:arx:papers:2005.08735.

Full description at Econpapers || Download paper

2020Machine learning time series regressions with an application to nowcasting. (2020). Babii, Andrii ; Striaukas, Jonas ; Ghysels, Eric. In: Papers. RePEc:arx:papers:2005.14057.

Full description at Econpapers || Download paper

2021The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724.

Full description at Econpapers || Download paper

2020A Model of the Feds View on Inflation. (2020). Pellegrino, Filippo ; Hasenzagl, Thomas ; Ricco, Giovanni ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2006.14110.

Full description at Econpapers || Download paper

2021Real-Time Real Economic Activity: Exiting the Great Recession and Entering the Pandemic Recession. (2020). Diebold, Francis X. In: Papers. RePEc:arx:papers:2006.15183.

Full description at Econpapers || Download paper

2021When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna. In: Papers. RePEc:arx:papers:2007.00273.

Full description at Econpapers || Download paper

2020Variable Selection in Macroeconomic Forecasting with Many Predictors. (2020). Yu, Cindy ; Zhu, Zhengyuan ; Wang, Zhenzhong. In: Papers. RePEc:arx:papers:2007.10160.

Full description at Econpapers || Download paper

2020Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566.

Full description at Econpapers || Download paper

2020Estimating TVP-VAR models with time invariant long-run multipliers. (2020). Polbin, Andrey ; Krymova, Ekaterina ; Belomestny, Denis. In: Papers. RePEc:arx:papers:2008.00718.

Full description at Econpapers || Download paper

2021Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714.

Full description at Econpapers || Download paper

2020How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477.

Full description at Econpapers || Download paper

2021Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

Full description at Econpapers || Download paper

2020Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

Full description at Econpapers || Download paper

2020The Impact of COVID-19 and Policy Responses on Australian Income Distribution and Poverty. (2020). Vidyattama, Yogi ; Sologon, Denisa ; Li, Jinjing ; Miranti, Riyana ; La, Hai Anh. In: Papers. RePEc:arx:papers:2009.04037.

Full description at Econpapers || Download paper

2020Recent Developments on Factor Models and its Applications in Econometric Learning. (2020). Fan, Jianqing ; Liao, Yuan. In: Papers. RePEc:arx:papers:2009.10103.

Full description at Econpapers || Download paper

2020The Knowledge Graph for Macroeconomic Analysis with Alternative Big Data. (2020). , Weinan ; Huang, Guanhua ; Pang, Yue ; Yang, Yucheng. In: Papers. RePEc:arx:papers:2010.05172.

Full description at Econpapers || Download paper

2020High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477.

Full description at Econpapers || Download paper

2020Asset Allocation via Machine Learning and Applications to Equity Portfolio Management. (2020). Hong, Zhenning ; Yang, Qing ; Zhang, Liangliang ; Ye, Tingting ; Tian, Ruyan. In: Papers. RePEc:arx:papers:2011.00572.

Full description at Econpapers || Download paper

2020Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938.

Full description at Econpapers || Download paper

2021A Basket Half Full: Sparse Portfolios. (2020). Seregina, Ekaterina. In: Papers. RePEc:arx:papers:2011.04278.

Full description at Econpapers || Download paper

2020Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

Full description at Econpapers || Download paper

2020Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

Full description at Econpapers || Download paper

2021On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates. (2021). Shin, Minchul ; Diebold, Francis X ; Zhang, Boyuan. In: Papers. RePEc:arx:papers:2012.11649.

Full description at Econpapers || Download paper

2020The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach. (2020). Billio, Monica ; Mistry, Malcolm ; de Cian, Enrica ; DeCian, Enrica ; Casarin, Roberto ; Osuntuyi, Anthony. In: Papers. RePEc:arx:papers:2012.14693.

Full description at Econpapers || Download paper

2021A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19. (2021). Corona, Francisco ; Gonz, Graciela ; L'Opez, Jes'Us. In: Papers. RePEc:arx:papers:2101.10383.

Full description at Econpapers || Download paper

2021Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341.

Full description at Econpapers || Download paper

2021Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. (2021). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2102.11780.

Full description at Econpapers || Download paper

2021General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393.

Full description at Econpapers || Download paper

2021Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions. (2021). Ng, Serena ; Bai, Jushan ; Cahan, Ercument. In: Papers. RePEc:arx:papers:2103.03045.

Full description at Econpapers || Download paper

2021A News-based Machine Learning Model for Adaptive Asset Pricing. (2021). Wells, Martin T ; Wu, Haoxuan ; Zhu, Liao. In: Papers. RePEc:arx:papers:2106.07103.

Full description at Econpapers || Download paper

2021Economic Nowcasting with Long Short-Term Memory Artificial Neural Networks (LSTM). (2021). Hopp, Daniel. In: Papers. RePEc:arx:papers:2106.08901.

Full description at Econpapers || Download paper

2021Output, Employment, and Price Effects of U.S. Narrative Tax Changes: A Factor-Augmented Vector Autoregression Approach. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2106.10844.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Debt-Secular Economic Changes and Bond Yields. (2021). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:21-14.

Full description at Econpapers || Download paper

2021Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19. (2021). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:21-2.

Full description at Econpapers || Download paper

2021Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544.

Full description at Econpapers || Download paper

2021Blurred Crystal Ball: investigating the forecasting challenges after a great exogenous shock. (2021). , Marcelo. In: Working Papers Series. RePEc:bcb:wpaper:549.

Full description at Econpapers || Download paper

2021Nowcast of Macroeconomic Aggregates in Argentina: Comparing the Predictive Capacity of Different Models. (2021). Garegnani, Lorena ; Dogliolo, Fiorella ; Damato, Laura ; Blanco, Emilio. In: BCRA Working Paper Series. RePEc:bcr:wpaper:202190.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico. (2021). Molina, Luis ; Campos, Rodolfo ; Berganza, Juan Carlos ; Andres-Escayola, Erik. In: Occasional Papers. RePEc:bde:opaper:2114.

Full description at Econpapers || Download paper

2020Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps. (2020). Galardo, Maddalena ; Bologna, Pierluigi ; Alessandri, Piergiorgio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_567_20.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020The economic drivers of volatility and uncertainty. (2020). Marcellino, Massimiliano ; Corsello, Francesco ; Carriero, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1285_20.

Full description at Econpapers || Download paper

2021The power of text-based indicators in forecasting the Italian economic activity. (2021). Monteforte, Libero ; Marcucci, Juri ; aprigliano, valentina ; Luciani, Andrea ; Guaitoli, Gabriele ; Emiliozzi, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1321_21.

Full description at Econpapers || Download paper

2021Population aging, relative prices and capital flows across the globe. (2021). Papetti, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1333_21.

Full description at Econpapers || Download paper

2020The limits to robust monetary policy in a small open economy with learning agents. (2020). Dai, Meixing ; André, Marine ; Charlotte, Andre Marine. In: Working Papers. RePEc:bdm:wpaper:2020-12.

Full description at Econpapers || Download paper

2020Effects of foreign participation in the colombian local public debt market on domestic financial conditions. (2020). Vargas-Herrera, Hernando ; Romero, Jose ; Murcia, Andrés ; Cardozo, Pamela. In: Borradores de Economia. RePEc:bdr:borrec:1115.

Full description at Econpapers || Download paper

2020Unequal unemployment effects of COVID-19 and monetary policy across U.S. States. (2020). YILMAZKUDAY, HAKAN. In: Journal of Behavioral Economics for Policy. RePEc:beh:jbepv1:v:4:y:2020:i:s3:p:45-53.

Full description at Econpapers || Download paper

2020Does the Liquidity Trap Exist?. (2020). Mojon, Benoit ; Rubio-Ramirez, Juan ; Lhuissier, Stephane. In: Working papers. RePEc:bfr:banfra:762.

Full description at Econpapers || Download paper

2020The international dimension of a fragile EMU. (2020). Stracca, Livio ; Pagliari, Maria Sole ; Livio, Stracca ; Sole, Pagliari Maria ; Demosthenes, Ioannou. In: Working papers. RePEc:bfr:banfra:795.

Full description at Econpapers || Download paper

2020Financial market development, monetary policy and financial stability in Brazil. (2020). Nechio, Fernanda ; Barata, Joo. In: BIS Papers chapters. RePEc:bis:bisbpc:113-04.

Full description at Econpapers || Download paper

2020Inflation at risk in advanced and emerging economies. (2020). Mehrotra, Aaron ; Zampolli, Fabrizio ; Contreras, Juan ; Banerjee, Ryan Niladri. In: BIS Working Papers. RePEc:bis:biswps:883.

Full description at Econpapers || Download paper

2021The natural interest rate in China. (2021). Rees, Daniel ; Sun, Guofeng. In: BIS Working Papers. RePEc:bis:biswps:949.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021FORECASTING RUSSIAN CPI WITH DATA VINTAGES AND MACHINE LEARNING TECHNIQUES. (2021). Mamedli, Mariam ; Shibitov, Denis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps70.

Full description at Econpapers || Download paper

2020Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic. (2020). Wong, Benjamin ; Caggiano, Giovanni ; Anderson, Heather ; Vahid, Farshid. In: Australian Economic Review. RePEc:bla:ausecr:v:53:y:2020:i:3:p:402-414.

Full description at Econpapers || Download paper

2020Should We Worry about Government Debt? Thoughts on Australias COVID?19 Response. (2020). Edmond, Chris ; Preston, Bruce ; Holden, Richard. In: Australian Economic Review. RePEc:bla:ausecr:v:53:y:2020:i:4:p:557-565.

Full description at Econpapers || Download paper

2020Financial Factors, Openness and the Natural Interest Rate in China. (2020). Li, Hongjin ; Su, Naifang. In: China & World Economy. RePEc:bla:chinae:v:28:y:2020:i:4:p:76-100.

Full description at Econpapers || Download paper

2020HOW DID UNCONVENTIONAL MONETARY POLICY AFFECT ECONOMIC FORECASTS?. (2020). Pearce, Douglas ; Mitchell, Karlyn. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:38:y:2020:i:1:p:206-220.

Full description at Econpapers || Download paper

2020A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2020). Hartigan, Luke ; Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:271-293.

Full description at Econpapers || Download paper

2020‘We Serve the People of Europe’: Reimagining the ECBs Political Master in the Wake of its Emergency Politics. (2020). Lokdam, Hjalte. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:58:y:2020:i:4:p:978-998.

Full description at Econpapers || Download paper

2020Regime shifts in the effects of Japan’s unconventional monetary policies. (2020). Okimoto, Tatsuyoshi ; Miyao, Ryuzo. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:6:p:749-772.

Full description at Econpapers || Download paper

2020Bank loan supply shocks and alternative financing of non‐financial corporations in the euro area. (2020). Mandler, Martin ; Scharnagl, Michael. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:s1:p:126-150.

Full description at Econpapers || Download paper

2020Harry Johnsons “Case for flexible exchange rates”—50 years later. (2020). Obstfeld, Maurice. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:s1:p:86-113.

Full description at Econpapers || Download paper

2020Can trade openness affect the monetary transmission mechanism?. (2020). Zhang, Wen. In: Review of International Economics. RePEc:bla:reviec:v:28:y:2020:i:2:p:341-364.

Full description at Econpapers || Download paper

2020Inflation Expectations and Monetary Policy Surprises. (2020). Zachariadis, Marios ; Eminidou, Snezana ; Andreou, Elena. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:306-339.

Full description at Econpapers || Download paper

2020Bayesian network models for incomplete and dynamic data. (2020). Scutari, Marco. In: Statistica Neerlandica. RePEc:bla:stanee:v:74:y:2020:i:3:p:397-419.

Full description at Econpapers || Download paper

2020Impact of commodity prices on exchange rates in commodity‐exporting countries. (2020). Jiménez-Rodríguez, Rebeca ; Jimenezrodriguez, Rebeca ; Moraleszumaquero, Amalia. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1868-1906.

Full description at Econpapers || Download paper

2020News media vs. FRED-MD for macroeconomic forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: Working Paper. RePEc:bno:worpap:2020_14.

Full description at Econpapers || Download paper

2020News media vs. FRED-MD for macroeconomic forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: Working Papers. RePEc:bny:wpaper:0091.

Full description at Econpapers || Download paper

2020Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: Working Papers. RePEc:bny:wpaper:0093.

Full description at Econpapers || Download paper

2021Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs. (2021). Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0100.

Full description at Econpapers || Download paper

2020Global financial cycles since 1880. (2020). Wolters, Maik ; Potjagailo, Galina. In: Bank of England working papers. RePEc:boe:boeewp:0867.

Full description at Econpapers || Download paper

2020Identification of structural vector autoregressions by stochastic volatility. (2020). Braun, Robin ; Bertsche, Dominik. In: Bank of England working papers. RePEc:boe:boeewp:0869.

Full description at Econpapers || Download paper

2021Terms-of-trade shocks are not all alike. (2021). Petrella, Ivan ; Juvenal, Luciana ; Dipace, Federico ; di Pace, Federico. In: Bank of England working papers. RePEc:boe:boeewp:0901.

Full description at Econpapers || Download paper

2021The macroprudential toolkit: effectiveness and interactions. (2021). Rubio, Margarita ; Millard, Stephen ; Varadi, Alexandra. In: Bank of England working papers. RePEc:boe:boeewp:0902.

Full description at Econpapers || Download paper

2021Monetary policy surprises and their transmission through term premia and expected interest rates. (2021). Sustek, Roman ; Mumtaz, Haroon ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0914.

Full description at Econpapers || Download paper

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

Works by Domenico Giannone:


YearTitleTypeCited
2019Vulnerable Growth In: American Economic Review.
[Full Text][Citation analysis]
article30
2016Vulnerable Growth.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
paper
2018Vulnerable Growth.(2018) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
paper
2016Vulnerable growth.(2016) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
paper
2017Vulnerable Growth.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
paper
2008Sparse and stable Markowitz portfolios In: Papers.
[Full Text][Citation analysis]
paper56
2007Sparse and Stable Markowitz Portfolios.(2007) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56
paper
2008Sparse and stable Markowitz portfolios.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56
paper
2017Common Factors of Commodity Prices In: Working papers.
[Full Text][Citation analysis]
paper42
2018Common Factors of Commodity Prices.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42
paper
2018Common factors of commodity prices.(2018) In: Research Bulletin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42
article
2017Common factors of commodity prices.(2017) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42
paper
2017Safety, Liquidity, and the Natural Rate of Interest In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article80
2017Safety, liquidity, and the natural rate of interest.(2017) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80
paper
2017Safety, Liquidity, and the Natural Rate of Interest.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80
paper
2012Comparing Alternative Predictors Based on Large?Panel Factor Models In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article115
2006Comparing Alternative Predictors Based on Large-Panel Factor Models.(2006) In: Research Technical Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 115
paper
2007Comparing Alternative Predictors Based on Large-Panel Factor Models.(2007) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 115
paper
2006Comparing alternative predictors based on large-panel factor models.(2006) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 115
paper
2014Exploiting the monthly data flow in structural forecasting In: Bank of England working papers.
[Full Text][Citation analysis]
paper10
2014Exploiting the monthly data-flow in structural forecasting.(2014) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2016Exploiting the monthly data flow in structural forecasting.(2016) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2014Exploiting 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: 10
paper
2015Exploiting the monthly data flow in structural forecasting.(2015) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2006(Un)Predictability and Macroeconomic Stability In: Research Technical Papers.
[Full Text][Citation analysis]
paper111
2007(Un)Predictability and Macroeconomic Stability.(2007) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111
paper
2006(Un)Predictability and macroeconomic stability.(2006) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111
paper
2005(Un)Predictability and Macroeconomic Stability.(2005) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111
paper
2009Macroeconomic Forecasting and Structural Change In: Research Technical Papers.
[Full Text][Citation analysis]
paper248
2009Macroeconomic Forecasting and Structural Change.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 248
paper
2009Macroeconomic Forecasting and Structural Change.(2009) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 248
paper
2010Macroeconomic forecasting and structural change.(2010) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 248
paper
2013Macroeconomic forecasting and structural change.(2013) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has another version. Agregated cites: 248
article
2014The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper41
2014The 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: 41
paper
2016The 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: 41
paper
2015The 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: 41
paper
2014The 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: 41
paper
2017The 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: 41
article
2014The Financial and Macroeconomic Effects of OMT Announcements In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper152
2014The Financial and Macroeconomic Effects of OMT Announcements.(2014) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 152
paper
2014The financial and macroeconomic effects of OMT announcements.(2014) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 152
paper
2016The Financial and Macroeconomic Effects of the OMT Announcements.(2016) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 152
article
2014The Financial and Macroeconomic Effects of the OMT Announcements.(2014) In: CSEF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 152
paper
2016Priors for the Long Run In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper30
2018Priors for the long run.(2018) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
paper
2017Priors for the long run.(2017) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
paper
2019Priors for the Long Run.(2019) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
article
2017Economic Predictions with Big Data: The Illusion Of Sparsity In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper32
2021Economic predictions with big data: the illusion of sparsity.(2021) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2018Economic Predictions with Big Data: The Illusion of Sparsity.(2018) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2018Economic predictions with big data: the illusion of sparsity.(2018) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2018Macroeconomic Nowcasting and Forecasting with Big Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper34
2017Macroeconomic nowcasting and forecasting with big data.(2017) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2020Forecasting Macroeconomic Risks In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper2
2021Forecasting macroeconomic risks.(2021) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2020Forecasting Macroeconomic Risks.(2020) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2020Multimodality in Macro-Financial Dynamics In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper7
2019Multimodality in Macro-Financial Dynamics.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2021MULTIMODALITY IN MACROFINANCIAL DYNAMICS.(2021) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2021Nowcasting with Large Bayesian Vector Autoregressions In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper2
2020Nowcasting with large Bayesian vector autoregressions.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2002Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper74
2002VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper57
2006VARs, 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: 57
article
2004VARs, 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: 57
paper
2006VARs, 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: 57
paper
2004The Feldstein-Horioka Fact In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper37
2009The Feldstein-Horioka Fact.(2009) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2008The Feldstein-Horioka fact.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2010The Feldstein-Horioka Fact.(2010) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
chapter
2009The Feldstein-Horioka fact.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2010The Feldstein-Horioka Fact.(2010) In: NBER International Seminar on Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
article
2005Monetary Policy in Real Time In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper168
2005Monetary Policy in Real Time.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 168
paper
2005Monetary Policy in Real Time.(2005) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 168
chapter
2013Monetary policy in real time.(2013) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 168
paper
2005Monetary policy in real time.(2005) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 168
paper
2005Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper600
2006Nowcasting 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: 600
paper
2008Nowcasting: 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: 600
article
2005Nowcasting 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: 600
paper
2007Nowcasting 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: 600
paper
2006A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper293
2008A 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: 293
paper
2006A 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: 293
paper
2012A 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: 293
paper
2012A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 293
paper
2012A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: PSE-Ecole d'économie de Paris (Postprint).
[Citation analysis]
This paper has another version. Agregated cites: 293
paper
2012A 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: 293
article
2006Does Information Help Recovering Structural Shocks from Past Observations? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper97
2006Does information help recovering structural shocks from past observations?.(2006) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 97
paper
2006Does 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: 97
article
2006Does information help recovering structural shocks from past observations?.(2006) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 97
paper
2006Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper302
2006Forecasting 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: 302
paper
2008Forecasting 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: 302
article
2006Forecasting 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: 302
paper
2007A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper277
2011A 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: 277
article
2006A 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: 277
paper
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).
[Citation analysis]
This paper has another version. Agregated cites: 277
paper
2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 277
paper
2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: PSE-Ecole d'économie de Paris (Postprint).
[Citation analysis]
This paper has another version. Agregated cites: 277
paper
2007Bayesian VARs with Large Panels In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper674
2008Large Bayesian VARs.(2008) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 674
paper
2010Large Bayesian vector auto regressions.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 674
article
2010Large Bayesian vector auto regressions.(2010) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 674
paper
2007A New Core Inflation Indicator for New Zealand In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper39
2007A 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: 39
article
2006A 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: 39
paper
2007A new core inflation indicator for New Zealand.(2007) In: ULB Institutional Repository.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
2007Explaining The Great Moderation: It Is Not The Shocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper100
2008Explaining the Great Moderation: it is not the shocks.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100
paper
2008Explaining 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: 100
article
2008Explaining the great moderation: it is not the shocks.(2008) In: ULB Institutional Repository.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100
paper
2008Short-term Forecasts of Euro Area GDP Growth In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper151
2008Short-Term Forecasts of Euro Area GDP Growth.(2008) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 151
paper
2008Short-term forecasts of euro area GDP growth.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 151
paper
2011Short‐term forecasts of euro area GDP growth.(2011) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 151
article
2011Short‐term forecasts of euro area GDP growth.(2011) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 151
article
2009Business Cycles in the Euro Area In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper113
2008Business Cycles in the euro Area.(2008) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 113
paper
2009Business cycles in the euro area.(2009) In: Research Bulletin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 113
article
2010Business Cycles in the Euro Area.(2010) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 113
chapter
2008Business Cycles in the Euro Area.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 113
paper
2010An Area-Wide Real-Time Database for the Euro Area In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper71
2010An 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: 71
paper
2010An 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: 71
paper
2012An 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: 71
article
2010Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper112
2010Short-term inflation projections: a Bayesian vector autoregressive approach.(2010) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 112
paper
2014Short-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: 112
article
2010Nowcasting In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper2
2010Nowcasting.(2010) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2010Nowcasting.(2010) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2010Market freedom and the global recession In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper107
2010Market Freedom and the Global Recession.(2010) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 107
paper
2011Market Freedom and the Global Recession.(2011) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 107
article
2011Market freedom and the global recession.(2011) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 107
paper
2010Non-standard Monetary Policy Measures and Monetary Developments In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper52
2010Non standard Monetary Policy measures and monetary developments.(2010) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52
paper
2010Non?Standard Monetary Policy Measures.(2010) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52
paper
2011Non-standard monetary policy measures and monetary developments.(2011) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52
paper
2012Prior Selection for Vector Autoregressions In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper307
2012Prior Selection for Vector Autoregressions.(2012) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 307
paper
2012Prior selection for vector autoregressions.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 307
paper
2012Prior Selection for Vector Autoregressions.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 307
paper
2015Prior Selection for Vector Autoregressions.(2015) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 307
article
2012The ECB and the Interbank Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper68
2012The ECB and the Interbank Market.(2012) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68
paper
2012The ECB and the interbank market.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68
paper
2012The ECB and the Interbank Market.(2012) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68
article
2012Money, credit, monetary policy and the business cycle in the euro area In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper39
2012Money, 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: 39
paper
2012Optimal Combination of Survey Forecasts In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper34
2012Optimal Combination of Survey Forecasts.(2012) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2015Optimal combination of survey forecasts.(2015) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
article
2012Now-casting and the real-time data flow In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper198
2012Now-Casting and the Real-Time Data Flow.(2012) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 198
paper
2013Now-casting and the real-time data flow.(2013) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 198
paper
2013Now-Casting and the Real-Time Data Flow.(2013) In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 198
chapter
2014Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper68
2014Conditional 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: 68
paper
2014Conditional 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: 68
paper
2015Conditional 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: 68
article
2009OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS In: Econometric Theory.
[Full Text][Citation analysis]
article299
2008Opening 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: 299
paper
2007Opening 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: 299
paper
2007Opening 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: 299
paper
2009Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator In: Working Papers ECARES.
[Full Text][Citation analysis]
paper24
2009NOWCASTING 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: 24
article
2009Nowcasting 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: 24
paper
2013Unspanned Macroeconomic Factors in the Yields Curve In: Working Papers ECARES.
[Full Text][Citation analysis]
paper34
2014Unspanned macroeconomic factors in the yield curve.(2014) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2016Unspanned Macroeconomic Factors in the Yield Curve.(2016) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
article
2014Low Frequency Effects of Macroeconomic News on Government Bond Yields In: Working Papers ECARES.
[Full Text][Citation analysis]
paper29
2017Low 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: 29
article
2014Low 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: 29
paper
2014Low 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: 29
paper
2006Trends and cycles in the euro area: how much heterogeneity and should we worry about it? In: Working Paper Series.
[Full Text][Citation analysis]
paper129
2005Trends 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: 129
paper
2008Large Bayesian VARs In: Working Paper Series.
[Full Text][Citation analysis]
paper68
2008Large Bayesian VARs.(2008) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68
paper
2019Money, 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]
paper2
2019Money, 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: 2
paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2019Global trends in interest rates In: Journal of International Economics.
[Full Text][Citation analysis]
article43
2018Global Trends in Interest Rates.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
paper
2019Global Trends in Interest Rates.(2019) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
paper
2018Global trends in interest rates.(2018) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
paper
2018Global Trends in Interest Rates.(2018) In: NBER Chapters.
[Citation analysis]
This paper has another version. Agregated cites: 43
chapter
2018Global Trends in Interest Rates.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
paper
2019Global Trends in Interest Rates.(2019) In: 2019 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
paper
2009Comments on Forecasting economic and financial variables with global VARs In: International Journal of Forecasting.
[Full Text][Citation analysis]
article7
2016Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models In: Advances in Econometrics.
[Full Text][Citation analysis]
chapter16
2015Nowcasting 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: 16
paper
2021Back to the Present: Learning about the Euro Area through a Now-casting Model In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper0
2018A New Perspective on Low Interest Rates In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2018A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2018A DSGE Perspective on Safety, Liquidity, and Low Interest Rates In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2018Opening the Toolbox: The Nowcasting Code on GitHub In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2018Changing Risk-Return Profiles In: Liberty Street Economics.
[Full Text][Citation analysis]
paper3
2018Changing risk-return profiles.(2018) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2019Monitoring Economic Conditions during a Government Shutdown In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2020Reading the Tea Leaves of the U.S. Business Cycle—Part One In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2020Reading the Tea Leaves of the U.S. Business Cycle—Part Two In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2020What Do Financial Conditions Tell Us about Risks to GDP Growth? In: Liberty Street Economics.
[Full Text][Citation analysis]
paper1
2018Flighty liquidity In: Staff Reports.
[Full Text][Citation analysis]
paper0
2020Bank Capital and Real GDP Growth In: Staff Reports.
[Full Text][Citation analysis]
paper3
2010Comment on Can Parameter Instability Explain the Meese-Rogoff Puzzle? In: NBER Chapters.
[Full Text][Citation analysis]
chapter7
2010Prior Selection for Bayesian VARs In: 2010 Meeting Papers.
[Full Text][Citation analysis]
paper0
2012Nowcasting with Daily Data In: 2012 Meeting Papers.
[Full Text][Citation analysis]
paper7
2017The national segmentation of euro area bank balance sheets during the financial crisis In: Empirical Economics.
[Full Text][Citation analysis]
article10
2006Panel Discussion In: Springer Books.
[Citation analysis]
chapter0
2016Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article0
2010Comment In: NBER International Seminar on Macroeconomics.
[Full Text][Citation analysis]
article0
2008Did the Euro imply more correlation of cycles? In: ULB Institutional Repository.
[Citation analysis]
paper13
2004Euro area and US recessions: 1970-2003 In: ULB Institutional Repository.
[Full Text][Citation analysis]
paper14
2008Nowcasting: the real time informational content of macroeconomic data releases In: ULB Institutional Repository.
[Full Text][Citation analysis]
paper40
2006Panel discussion on Convergence or divergence in Europe? In: ULB Institutional Repository.
[Citation analysis]
paper0
2010Large Bayesian vector auto regressions In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article622
2010Large Bayesian vector auto regressions.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 622
article
2010Large Bayesian vector auto regressions.(2010) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 622
paper
2011MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team