Domenico Giannone : Citation Profile


Are you Domenico Giannone?

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

41

H index

53

i10 index

8499

Citations

RESEARCH PRODUCTION:

47

Articles

176

Papers

9

Chapters

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 424
   Journals where Domenico Giannone has often published
   Relations with other researchers
   Recent citing documents: 797.    Total self citations: 134 (1.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi49
   Updated: 2023-01-28    RAS profile: 2023-01-25    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Tambalotti, Andrea (15)

Lenza, Michele (14)

Boyarchenko, Nina (13)

Del Negro, Marco (12)

Giannoni, Marc (12)

Adrian, Tobias (11)

Primiceri, Giorgio (8)

Delle Chiaie, Simona (5)

Ferrara, Laurent (5)

Sbordone, Argia (5)

Crump, Richard (5)

Reichlin, Lucrezia (4)

Sokol, Andrej (3)

Cimadomo, Jacopo (3)

Lucca, David (2)

Bok, Brandyn (2)

Modugno, Michele (2)

Altavilla, Carlo (2)

Monti, Francesca (2)

Hundtofte, C. (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 (282)

Koop, Gary (206)

Ricco, Giovanni (180)

Korobilis, Dimitris (173)

Reichlin, Lucrezia (131)

Carriero, Andrea (119)

Kapetanios, George (118)

Forni, Mario (118)

GUPTA, RANGAN (118)

Clark, Todd (113)

mumtaz, haroon (99)

Cites to:

Reichlin, Lucrezia (256)

Lenza, Michele (79)

Forni, Mario (66)

Lippi, Marco (52)

Banbura, Marta (45)

Watson, Mark (38)

Marcellino, Massimiliano (33)

Primiceri, Giorgio (30)

Hallin, Marc (29)

Boivin, Jean (27)

Ng, Serena (26)

Main data


Where Domenico Giannone has published?


Journals with more than one article published# docs
International Journal of Forecasting5
Journal of Applied Econometrics4
Journal of Econometrics4
Journal of Monetary Economics3
The Review of Economics and Statistics3
International Journal of Central Banking3
Journal of Applied Econometrics2
Journal of the European Economic Association2
Journal of Business & Economic Statistics2
NBER International Seminar on Macroeconomics2
Research Bulletin2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers39
Working Paper Series / European Central Bank28
Working Papers ECARES / ULB -- Universite Libre de Bruxelles25
Staff Reports / Federal Reserve Bank of New York17
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
NBER Working Papers / National Bureau of Economic Research, Inc4
Research Technical Papers / Central Bank of Ireland3
Macroeconomics / University Library of Munich, Germany2
PSE-Ecole d'économie de Paris (Postprint) / HAL2
Post-Print / HAL2
2017 Meeting Papers / Society for Economic Dynamics2
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) / HAL2

Recent works citing Domenico Giannone (2022 and 2021)


YearTitle of citing document
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

2021Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei. In: CREATES Research Papers. RePEc:aah:create:2021-07.

Full description at Econpapers || Download paper

2021Long and short memory in dynamic term structure models. (2021). Huseynov, Salman. In: CREATES Research Papers. RePEc:aah:create:2021-15.

Full description at Econpapers || Download paper

2021The Transmission of Monetary Policy Shocks. (2021). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:13:y:2021:i:3:p:74-107.

Full description at Econpapers || Download paper

2022The Decline of the Labor Share: New Empirical Evidence. (2022). Maffei-Faccioli, Nicolo ; Furlanetto, Francesco ; Bergholt, Drago . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:14:y:2022:i:3:p:163-98.

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

2022The importance of demand, uncertainty and monetary policy shocks from the euro area for the Romanian economy. (2022). Anton, George. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:25-38.

Full description at Econpapers || Download paper

2021Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:312367.

Full description at Econpapers || Download paper

2021Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021004.

Full description at Econpapers || Download paper

2022Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004.

Full description at Econpapers || Download paper

2021Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:079.

Full description at Econpapers || Download paper

2022Fiscal Policy and the Slowdown in Trend Growth in an Open Economy. (2022). Yamout, Nadine ; Kulish, Mariano ; Beames, Alexander . In: Working Papers. RePEc:aoz:wpaper:143.

Full description at Econpapers || Download paper

2022Quasi 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

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

2022Large 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

2021Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models. (2019). onorante, luca ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1910.10779.

Full description at Econpapers || Download paper

2022High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing. (2019). Chen, Mingli ; Madrid, Oscar Hernan ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1912.02151.

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

2021Complete Subset Averaging for Quantile Regressions. (2020). Shin, Youngki ; Lee, Ji Hyung. In: Papers. RePEc:arx:papers:2003.03299.

Full description at Econpapers || Download paper

2022Bayesian 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

2021Horseshoe Prior Bayesian Quantile Regression. (2020). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2006.07655.

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

2022Real-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

2022When 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

2022Are 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

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

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

Full description at Econpapers || Download paper

2021Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

Full description at Econpapers || Download paper

2022High 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

2022The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146.

Full description at Econpapers || Download paper

2022Developments 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

2022Rank Determination in Tensor Factor Model. (2022). Zhang, Cun-Hui ; Chen, Rong. In: Papers. RePEc:arx:papers:2011.07131.

Full description at Econpapers || Download paper

2021Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

Full description at Econpapers || Download paper

2021Real-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

2022On 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

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

2022Bridging 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

2022Hierarchical 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

2021Can Machine Learning Catch the COVID-19 Recession?. (2021). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2103.01201.

Full description at Econpapers || Download paper

2021The Kernel Trick for Nonlinear Factor Modeling. (2021). Kutateladze, Varlam. In: Papers. RePEc:arx:papers:2103.01266.

Full description at Econpapers || Download paper

2022Factor-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

2021Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632.

Full description at Econpapers || Download paper

2021Using four different online media sources to forecast the crude oil price. (2021). Battistoni, E ; Colladon, Fronzetti A ; Elshendy, M ; Gloor, P A. In: Papers. RePEc:arx:papers:2105.09154.

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

2021Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions. (2021). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2107.07804.

Full description at Econpapers || Download paper

2021Decoupling Shrinkage and Selection for the Bayesian Quantile Regression. (2021). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2107.08498.

Full description at Econpapers || Download paper

2021Estimating high-dimensional Markov-switching VARs. (2021). Maung, Kenwin. In: Papers. RePEc:arx:papers:2107.12552.

Full description at Econpapers || Download paper

2021Heterogeneous Responses to the U.S. Narrative Tax Changes: Evidence from the U.S. States. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.13678.

Full description at Econpapers || Download paper

2022Approximate Factor Models with Weaker Loadings. (2021). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:2109.03773.

Full description at Econpapers || Download paper

2022Option Pricing under Bayesian MS-VAR Process. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2109.05998.

Full description at Econpapers || Download paper

2021Macroeconomic forecasting with LSTM and mixed frequency time series data. (2021). Kamolthip, Sarun. In: Papers. RePEc:arx:papers:2109.13777.

Full description at Econpapers || Download paper

2021No-Regret Forecasting with Egalitarian Committees. (2021). Su, Jiun-Hua. In: Papers. RePEc:arx:papers:2109.13801.

Full description at Econpapers || Download paper

2022Forecasting with a Panel Tobit Model. (2021). Schorfheide, Frank ; Moon, Hyungsik Roger ; Liu, Laura. In: Papers. RePEc:arx:papers:2110.14117.

Full description at Econpapers || Download paper

2021Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822.

Full description at Econpapers || Download paper

2022Equity--Linked Life Insurances on Maximum of Several Assets. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2111.04038.

Full description at Econpapers || Download paper

2021Its not always about the money, sometimes its about sending a message: Evidence of Informational Content in Monetary Policy Announcements. (2021). Capel, Nicholas ; Camara, Santiago ; Cai, Yong. In: Papers. RePEc:arx:papers:2111.06365.

Full description at Econpapers || Download paper

2021Asymmetric Conjugate Priors for Large Bayesian VARs. (2021). Chan, Joshua. In: Papers. RePEc:arx:papers:2111.07170.

Full description at Econpapers || Download paper

2021Large Order-Invariant Bayesian VARs with Stochastic Volatility. (2021). Yu, Xuewen ; Chan, Joshua ; Koop, Gary. In: Papers. RePEc:arx:papers:2111.07225.

Full description at Econpapers || Download paper

2022Factor-augmented tree ensembles. (2021). Pellegrino, Filippo. In: Papers. RePEc:arx:papers:2111.14000.

Full description at Econpapers || Download paper

2022Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty. (2021). Marcellino, Massimiliano ; Petz, Nico ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2112.01995.

Full description at Econpapers || Download paper

2022Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149.

Full description at Econpapers || Download paper

2022Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices. (2022). Ricco, Giovanni ; Pellegrino, Filippo ; Hasenzagl, Thomas ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2201.05556.

Full description at Econpapers || Download paper

2022Augmented Dynamic Gordon Growth Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2201.06012.

Full description at Econpapers || Download paper

2022Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization. (2022). Funovits, Bernd ; Koistinen, Juho. In: Papers. RePEc:arx:papers:2202.00310.

Full description at Econpapers || Download paper

2022A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

Full description at Econpapers || Download paper

2022Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644.

Full description at Econpapers || Download paper

2022Measuring Shocks to Central Bank Independence using Legal Rulings. (2022). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: Papers. RePEc:arx:papers:2202.12695.

Full description at Econpapers || Download paper

2022Performance of long short-term memory artificial neural networks in nowcasting during the COVID-19 crisis. (2022). Hopp, Daniel. In: Papers. RePEc:arx:papers:2203.11872.

Full description at Econpapers || Download paper

2022Benchmarking Econometric and Machine Learning Methodologies in Nowcasting. (2022). Hopp, Daniel. In: Papers. RePEc:arx:papers:2205.03318.

Full description at Econpapers || Download paper

2022Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126.

Full description at Econpapers || Download paper

2022Economic activity and climate change. (2022). Ruiz, Esther ; Rodr, Vladimir ; Poncela, Pilar ; de Juan, Ar'Anzazu. In: Papers. RePEc:arx:papers:2206.03187.

Full description at Econpapers || Download paper

2022Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

Full description at Econpapers || Download paper

2022Nowcasting the Portuguese GDP with Monthly Data. (2022). Fernandes, Pedro Afonso ; Assunccao, Joao B. In: Papers. RePEc:arx:papers:2206.06823.

Full description at Econpapers || Download paper

2023Ensemble distributional forecasting for insurance loss reserving. (2022). Xian, Alan ; Wong, Bernard ; Li, Yanfeng ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2206.08541.

Full description at Econpapers || Download paper

2022Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318.

Full description at Econpapers || Download paper

2022A penalized two-pass regression to predict stock returns with time-varying risk premia. (2022). Scaillet, Olivier ; Guerrier, St'Ephane ; Bakalli, Gaetan. In: Papers. RePEc:arx:papers:2208.00972.

Full description at Econpapers || Download paper

2022Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

Full description at Econpapers || Download paper

2022Macroeconomic Predictions using Payments Data and Machine Learning. (2022). Desai, Ajit ; James, . In: Papers. RePEc:arx:papers:2209.00948.

Full description at Econpapers || Download paper

2022Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP. (2022). Zhu, Dan ; Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2209.01910.

Full description at Econpapers || Download paper

2022Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

Full description at Econpapers || Download paper

2022Forecasting Cryptocurrencies Log-Returns: a LASSO-VAR and Sentiment Approach. (2022). Ciganovic, Milos ; D'Amario, Federico. In: Papers. RePEc:arx:papers:2210.00883.

Full description at Econpapers || Download paper

2022Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

Full description at Econpapers || Download paper

2022Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205.

Full description at Econpapers || Download paper

2022Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

Full description at Econpapers || Download paper

2022On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis. (2022). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2211.01921.

Full description at Econpapers || Download paper

2022Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121.

Full description at Econpapers || Download paper

2022Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

Full description at Econpapers || Download paper

2022Evaluating the Effectiveness of Quantitative Easing Measures of the Federal Reserve and the European Central Bank. (2022). Mulaahmetovic, Inda. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:v:12:y:2022:i:3:p:141-163:id:4436.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021Monetary policy, Twitter and financial markets: evidence from social media traffic. (2021). Romelli, Davide ; Rubera, Gaia ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21160.

Full description at Econpapers || Download paper

2022Nowcasting Canadian GDP with Density Combinations. (2022). Chernis, Tony ; Webley, Taylor. In: Discussion Papers. RePEc:bca:bocadp:22-12.

Full description at Econpapers || Download paper

2022Real Exchange Rate Decompositions. (2022). Fontaine, Jean-Sebastien ; Feunou, Bruno ; Krohn, Ingomar. In: Discussion Papers. RePEc:bca:bocadp:22-6.

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

2021The Side Effects of Safe Asset Creation. (2021). Dogra, Keshav ; Acharya, Sushant. In: Staff Working Papers. RePEc:bca:bocawp:21-34.

Full description at Econpapers || Download paper

2021Fiscal and Monetary Stabilization Policy at the Zero Lower Bound: Consequences of Limited Foresight. (2021). Xie, Yinxi ; Woodford, Michael. In: Staff Working Papers. RePEc:bca:bocawp:21-51.

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]
article184
2016Vulnerable Growth.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 184
paper
2018Vulnerable Growth.(2018) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 184
paper
2016Vulnerable growth.(2016) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 184
paper
2017Vulnerable Growth.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 184
paper
2008Sparse and stable Markowitz portfolios In: Papers.
[Full Text][Citation analysis]
paper57
2007Sparse and Stable Markowitz Portfolios.(2007) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
paper
2008Sparse and stable Markowitz portfolios.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
paper
2017Common Factors of Commodity Prices In: Working papers.
[Full Text][Citation analysis]
paper58
2018Common Factors of Commodity Prices.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58
paper
2018Common factors of commodity prices.(2018) In: Research Bulletin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58
article
2017Common factors of commodity prices.(2017) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58
paper
2022Common factors of commodity prices.(2022) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58
article
2017Safety, Liquidity, and the Natural Rate of Interest In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article179
2017Safety, liquidity, and the natural rate of interest.(2017) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 179
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: 179
paper
2012Comparing Alternative Predictors Based on Large?Panel Factor Models In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article119
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: 119
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: 119
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: 119
paper
2014Exploiting the monthly data flow in structural forecasting In: Bank of England working papers.
[Full Text][Citation analysis]
paper12
2014Exploiting the monthly data-flow in structural forecasting.(2014) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
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: 12
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: 12
paper
2015Exploiting the monthly data flow in structural forecasting.(2015) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
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]
paper287
2009Macroeconomic Forecasting and Structural Change.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 287
paper
2009Macroeconomic Forecasting and Structural Change.(2009) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 287
paper
2010Macroeconomic forecasting and structural change.(2010) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 287
paper
2013Macroeconomic forecasting and structural change.(2013) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has another version. Agregated cites: 287
article
2014The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper55
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: 55
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: 55
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: 55
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: 55
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: 55
article
2014The Financial and Macroeconomic Effects of OMT Announcements In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper227
2014The Financial and Macroeconomic Effects of OMT Announcements.(2014) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 227
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: 227
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: 227
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: 227
paper
2016Priors for the Long Run In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper51
2018Priors for the long run.(2018) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
paper
2017Priors for the long run.(2017) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
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: 51
article
2017Economic Predictions with Big Data: The Illusion Of Sparsity In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper61
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: 61
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: 61
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: 61
paper
2021Economic Predictions With Big Data: The Illusion of Sparsity.(2021) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61
article
2018Macroeconomic Nowcasting and Forecasting with Big Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper64
2017Macroeconomic nowcasting and forecasting with big data.(2017) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64
paper
2020Forecasting Macroeconomic Risks In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper20
2021Forecasting macroeconomic risks.(2021) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
2020Forecasting Macroeconomic Risks.(2020) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2020Multimodality in Macro-Financial Dynamics In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper20
2019Multimodality in Macro-Financial Dynamics.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2021MULTIMODALITY IN MACROFINANCIAL DYNAMICS.(2021) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
2021Nowcasting with Large Bayesian Vector Autoregressions In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper10
2020Nowcasting with large Bayesian vector autoregressions.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2022Nowcasting with large Bayesian vector autoregressions.(2022) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2002Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper76
2002VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper62
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: 62
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: 62
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: 62
paper
2004The Feldstein-Horioka Fact In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper48
2009The Feldstein-Horioka Fact.(2009) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
paper
2008The Feldstein-Horioka fact.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
paper
2010The Feldstein-Horioka Fact.(2010) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
chapter
2009The Feldstein-Horioka fact.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
paper
2010The Feldstein-Horioka Fact.(2010) In: NBER International Seminar on Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
article
2005Monetary Policy in Real Time In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper187
2005Monetary Policy in Real Time.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 187
paper
2005Monetary Policy in Real Time.(2005) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 187
chapter
2013Monetary policy in real time.(2013) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 187
paper
2005Monetary policy in real time.(2005) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 187
paper
2005Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper695
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: 695
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: 695
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: 695
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: 695
paper
2006A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper356
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: 356
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: 356
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: 356
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: 356
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: 356
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: 356
article
2006Does Information Help Recovering Structural Shocks from Past Observations? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper108
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: 108
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: 108
article
2006Does information help recovering structural shocks from past observations?.(2006) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 108
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]
paper334
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: 334
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: 334
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: 334
paper
2007A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper327
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: 327
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: 327
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: 327
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: 327
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: 327
paper
2007Bayesian VARs with Large Panels In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper841
2008Large Bayesian VARs.(2008) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 841
paper
2010Large Bayesian vector auto regressions.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 841
article
2010Large Bayesian vector auto regressions.(2010) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 841
paper
2007A New Core Inflation Indicator for New Zealand In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper41
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: 41
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: 41
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: 41
paper
2007Explaining The Great Moderation: It Is Not The Shocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper108
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: 108
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: 108
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: 108
paper
2008Short-term Forecasts of Euro Area GDP Growth In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper167
2008Short-Term Forecasts of Euro Area GDP Growth.(2008) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 167
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: 167
paper
2011Short‐term forecasts of euro area GDP growth.(2011) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 167
article
2011Short?term forecasts of euro area GDP growth.(2011) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 167
article
2009Business Cycles in the Euro Area In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper175
2008Business Cycles in the euro Area.(2008) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 175
paper
2009Business cycles in the euro area.(2009) In: Research Bulletin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 175
article
2010Business Cycles in the Euro Area.(2010) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 175
chapter
2008Business Cycles in the Euro Area.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 175
paper
2010An Area-Wide Real-Time Database for the Euro Area In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper80
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: 80
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: 80
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: 80
article
2010Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper129
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: 129
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: 129
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]
paper119
2010Market Freedom and the Global Recession.(2010) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 119
paper
2011Market Freedom and the Global Recession.(2011) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 119
article
2011Market freedom and the global recession.(2011) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 119
paper
2010Non-standard Monetary Policy Measures and Monetary Developments In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper68
2010Non standard Monetary Policy measures and monetary developments.(2010) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68
paper
2010Non?Standard Monetary Policy Measures.(2010) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68
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: 68
paper
2012Prior Selection for Vector Autoregressions In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper441
2012Prior Selection for Vector Autoregressions.(2012) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 441
paper
2012Prior selection for vector autoregressions.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 441
paper
2012Prior Selection for Vector Autoregressions.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 441
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: 441
article
2012The ECB and the Interbank Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper86
2012The ECB and the Interbank Market.(2012) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 86
paper
2012The ECB and the interbank market.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 86
paper
2012The ECB and the Interbank Market.(2012) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 86
article
2012Money, credit, monetary policy and the business cycle in the euro area In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper56
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: 56
paper
2012Optimal Combination of Survey Forecasts In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper43
2012Optimal Combination of Survey Forecasts.(2012) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
paper
2015Optimal combination of survey forecasts.(2015) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
article
2012Now-casting and the real-time data flow In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper223
2012Now-Casting and the Real-Time Data Flow.(2012) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 223
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: 223
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: 223
chapter
2014Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper95
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: 95
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: 95
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: 95
article
2009OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS In: Econometric Theory.
[Full Text][Citation analysis]
article327
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: 327
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: 327
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: 327
paper
In: .
[Full Text][Citation analysis]
article30
2009Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator.(2009) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
paper
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: 30
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: 30
paper
2013Unspanned Macroeconomic Factors in the Yields Curve In: Working Papers ECARES.
[Full Text][Citation analysis]
paper41
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: 41
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: 41
article
2014Low Frequency Effects of Macroeconomic News on Government Bond Yields In: Working Papers ECARES.
[Full Text][Citation analysis]
paper35
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: 35
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: 35
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: 35
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]
paper147
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: 147
paper
2008Large Bayesian VARs In: Working Paper Series.
[Full Text][Citation analysis]
paper85
2008Large Bayesian VARs.(2008) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 85
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]
paper7
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: 7
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: 7
article
2019Global trends in interest rates In: Journal of International Economics.
[Full Text][Citation analysis]
article99
2018Global Trends in Interest Rates.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 99
paper
2019Global Trends in Interest Rates.(2019) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 99
paper
2018Global trends in interest rates.(2018) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 99
paper
2018Global Trends in Interest Rates.(2018) In: NBER Chapters.
[Citation analysis]
This paper has another version. Agregated cites: 99
chapter
2018Global Trends in Interest Rates.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 99
paper
2019Global Trends in Interest Rates.(2019) In: 2019 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 99
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]
chapter17
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: 17
paper
2021Back to the Present: Learning about the Euro Area through a Now-casting Model In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper2
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]
paper3
2018Flighty liquidity In: Staff Reports.
[Full Text][Citation analysis]
paper0
2020Bank Capital and Real GDP Growth In: Staff Reports.
[Full Text][Citation analysis]
paper5
2021A Large Bayesian VAR of the United States Economy In: Staff Reports.
[Full Text][Citation analysis]
paper0
2022Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve In: Staff Reports.
[Full Text][Citation analysis]
paper0
2022800,000 Years of Climate Risk In: Staff Reports.
[Full Text][Citation analysis]
paper0
2010Comment on Can Parameter Instability Explain the Meese-Rogoff Puzzle? In: NBER Chapters.
[Full Text][Citation analysis]
chapter8
2010Prior Selection for Bayesian VARs In: 2010 Meeting Papers.
[Full Text][Citation analysis]
paper1
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]
article14
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]
paper15
2008Nowcasting: the real time informational content of macroeconomic data releases In: ULB Institutional Repository.
[Full Text][Citation analysis]
paper498
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]
article753
2010Large Bayesian vector auto regressions.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 753
article
2010Large Bayesian vector auto regressions.(2010) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 753
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 January, 6 2023. Contact: CitEc Team