Domenico Giannone : Citation Profile

Are you Domenico Giannone?

Federal Reserve Bank of New York (99% share)
Centre for Economic Policy Research (CEPR) (1% share)

31

H index

40

i10 index

3818

Citations

RESEARCH PRODUCTION:

33

Articles

139

Papers

7

Chapters

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 238
   Journals where Domenico Giannone has often published
   Relations with other researchers
   Recent citing documents: 312.    Total self citations: 104 (2.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi49
   Updated: 2018-06-16    RAS profile: 2018-05-28    
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Relations with other researchers

Works with:

Lenza, Michele (17)

Altavilla, Carlo (14)

Modugno, Michele (9)

Reichlin, Lucrezia (9)

Primiceri, Giorgio (6)

Banbura, Marta (5)

Monti, Francesca (5)

Coroneo, Laura (3)

Tambalotti, Andrea (3)

Del Negro, Marco (3)

Adrian, Tobias (3)

Ferrara, Laurent (3)

Boyarchenko, Nina (2)

D'Agostino, Antonello (2)

Giannoni, Marc (2)

Bok, Brandyn (2)

Sbordone, Argia (2)

Delle Chiaie, Simona (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Domenico Giannone.

Is cited by:

Marcellino, Massimiliano (174)

Koop, Gary (101)

Korobilis, Dimitris (99)

Forni, Mario (94)

GUPTA, RANGAN (71)

Kabundi, Alain (70)

Carriero, Andrea (67)

Gambetti, Luca (65)

Clark, Todd (57)

Lippi, Marco (56)

Schumacher, Christian (54)

Cites to:

Reichlin, Lucrezia (162)

Forni, Mario (55)

Lenza, Michele (40)

Lippi, Marco (39)

Hallin, Marc (26)

Watson, Mark (25)

Banbura, Marta (24)

Pill, Huw (23)

Ng, Serena (21)

Boivin, Jean (21)

Stock, James (19)

Main data

Where Domenico Giannone has published?

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

Working Papers Series with more than one paper published# docs
Working Papers ECARES / ULB -- Universite Libre de Bruxelles25
Working Paper Series / European Central Bank25
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles12
Staff Reports / Federal Reserve Bank of New York7
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)4
Research Technical Papers / Central Bank of Ireland3
2017 Meeting Papers / Society for Economic Dynamics2
Universit� Paris1 Panth�on-Sorbonne (Post-Print and Working Papers) / HAL2

Recent works citing Domenico Giannone (2018 and 2017)

YearTitle of citing document
2017Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier . In: The Energy Journal. RePEc:aen:journl:ej38-2-bunn.

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2017THE FINANCIAL CRISIS RESPONSE. COMPARATIVE ANALYSIS BETWEEN EUROPEAN UNION AND USA. (2017). Melnic, Florentina. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2017:j:19:melnicf.

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

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

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

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

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2017Global Real Activity for Canadian Exports: GRACE. (2017). de Munnik, Daniel ; Chernis, Tony ; Binette, Andre . In: Discussion Papers. RePEc:bca:bocadp:17-2.

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2017A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth. (2017). Chernis, Tony ; Velasco, Gabriella ; Cheung, Calista . In: Discussion Papers. RePEc:bca:bocadp:17-8.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2017A Dynamic Factor Model for Nowcasting Canadian GDP Growth. (2017). Chernis, Tony ; Sekkel, Rodrigo . In: Staff Working Papers. RePEc:bca:bocawp:17-2.

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2018Could a Higher Inflation Target Enhance Macroeconomic Stability?. (2018). Mendes, Rhys ; Lepetyuk, Vadym ; Labelle, Nicholas ; Dorich, Jose. In: Staff Working Papers. RePEc:bca:bocawp:18-17.

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2017Regional business cycles across europe. (2017). Gómez-Loscos, Ana ; Gadea, María ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores . In: Occasional Papers. RePEc:bde:opaper:1702.

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2017Monitoring the Spanish Economy through the Lenses of Structural Bayesian VARs. (2017). Leiva-Leon, Danilo. In: Occasional Papers. RePEc:bde:opaper:1706.

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2017The evolution of regional economic interlinkages in Europe. (2017). Leiva-Leon, Danilo ; Gómez-Loscos, Ana ; Gadea, María ; Gadea-Rivas, Maria Dolores ; Gomez-Loscos, Ana . In: Working Papers. RePEc:bde:wpaper:1705.

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

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2017Using the payment system data to forecast the Italian GDP. (2017). Monteforte, Libero ; Aprigliano, Valentina ; Ardizzi, Guerino . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1098_17.

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2017Large time-varying parameter VARs: a non-parametric approach. (2017). Venditti, Fabrizio ; Marcellino, Massimiliano ; Kapetanios, George. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1122_17.

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2017Natural rates across the Atlantic. (2017). Neri, Stefano ; Gerali, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1140_17.

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2017A Financial Conditions Index for the CEE economies. (2017). Auer, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1145_17.

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2017International financial flows and the risk-taking channel. (2017). Natoli, Filippo ; Cova, Pietro . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1152_17.

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2017The CSPP at work: yield heterogeneity and the portfolio rebalancing channel. (2017). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1157_17.

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

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2017Are daily financial data useful for forecasting GDP? Evidence from Mexico. (2017). Ibarra, Raul ; Luis, Gomez-Zamudio. In: Working Papers. RePEc:bdm:wpaper:2017-17.

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2018Metodologías semi-estructurales para estimar la Inflación básica mensual en Colombia. (2018). Rodríguez N., Norberto ; Ramirez-Ramirez, Alejandra ; Rodriguez-Nio, Norberto. In: Borradores de Economia. RePEc:bdr:borrec:1040.

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2018‘New Normal’ or ‘New Orthodoxy’? Elements of a Central Banking Framework for the After-Crisis. (2018). Pfister, Christian ; Christian, Natacha Valla. In: Working papers. RePEc:bfr:banfra:680.

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2017Monetary policy and bank lending in a low interest rate environment: diminishing effectiveness?. (2017). Gambacorta, Leonardo ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:612.

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

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

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2018Could a higher inflation target enhance macroeconomic stability?. (2018). Mendes, Rhys ; Lepetyuk, Vadym ; St-Pierre, Nicholas Labelle ; Dorich, Jose. In: BIS Working Papers. RePEc:bis:biswps:720.

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2017Macro-financial linkages: the role of liquidity dependence. (2017). Seleznev, Sergei ; Ponomarenko, Alexey ; Rozhkova, Anna. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps24.

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2017DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS. (2017). Henzel, Steffen ; Rengel, Malte . In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:843-877.

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2017On estimation of the noise variance in high dimensional probabilistic principal component analysis. (2017). Passemier, Damien ; Yao, Jianfeng ; Li, Zhaoyuan . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:1:p:51-67.

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2017A network analysis of the volatility of high dimensional financial series. (2017). Hallin, Marc ; Barigozzi, Matteo. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:66:y:2017:i:3:p:581-605.

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2017A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model. (2017). Solberger, Martin ; Zhou, Xingwu. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:22-50.

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2017Transmission of Chinas Shocks to the BRIS Countries. (2017). Kabundi, Alain ; Çakır, Mustafa ; Akir, Mustafa . In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:3:p:430-454.

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2017IDENTIFYING US BUSINESS CYCLE REGIMES USING FACTOR AUGMENTED NEURAL NETWORK MODELS. (2017). Soybilgen, Baris . In: Working Papers. RePEc:bli:wpaper:1703.

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2017Financial imbalances, crisis probability and monetary policy in Norway. (2017). Alstadheim, Ragna ; Vonen, Nikka Husom ; Robstad, Orjan. In: Working Paper. RePEc:bno:worpap:2017_21.

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2017Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0057.

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

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2017Do macro shocks matter for equities?. (2017). Theodoridis, Konstantinos ; Dison, Will . In: Bank of England working papers. RePEc:boe:boeewp:0692.

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2017Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators. (2017). Solanko, Laura ; Mikosch, Heiner. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_019.

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2018Developing an underlying inflation gauge for China. (2018). Amstad, Marlene ; Ma, Guonan ; Ye, Huan. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_011.

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2018Natural Rate of Interest in Japan -- Measuring its size and identifying drivers based on a DSGE model --. (2018). Sudo, Nao ; Okazaki, Yosuke . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e06.

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2017Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models. (2017). Peter, Reusens ; Christophe, Croux. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:4:p:18:n:1.

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2017Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions. (2017). Pettenuzzo, Davide ; Korobilis, Dimitris ; Wang, Yudong ; Pan, Zhiyuan. In: Working Papers. RePEc:brd:wpaper:115.

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2017News, Noise and Oil Price Swings. (2017). Gambetti, Luca ; Moretti, Laura . In: Research Technical Papers. RePEc:cbi:wpaper:12/rt/17.

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2017Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies. (2017). Bystrov, Victor ; Banerjee, Anindya ; Mizen, Paul. In: Working Papers in Economics. RePEc:cbt:econwp:17/07.

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2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Gadea, María ; Arghyrou, Michael ; Afonso, Antonio ; Kontonikas, Alexandros. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/12.

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2017US financial shocks and the distribution of income and consumption in the UK. (2017). Theodoridis, Konstantinos ; mumtaz, haroon. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/18.

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2018The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis. (2018). Theodoridis, Konstantinos ; mumtaz, haroon. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/1.

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2017Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6691.

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2017Modeling Fluctuations in the Global Demand for Commodities. (2017). Zhou, Xiaoqing ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6749.

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2018The Estimation of Reaction Functions under Tax Competition. (2018). Rivolta, Giulia ; Panteghini, Paolo ; Miniaci, Raffaele. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6928.

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2017Messung der Unternehmensunsicherheit in Deutschland – das ifo Streuungsmaß. (2017). Grimme, Christian. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:70:y:2017:i:15:p:19-25.

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2017Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator. (2017). Tripier, Fabien ; Darné, Olivier ; Charles, Amelie. In: Working Papers. RePEc:cii:cepidt:2017-25.

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2017Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2017. (2017). Komarek, Lubos ; Arnostova, Katerina ; Saxa, Branislav ; Hromadkova, Eva ; Ruzicka, Lubos ; Holub, Tomas ; Pfeifer, Lukas ; Hledik, Tibor ; Pasalicova, Renata ; Gurtler, Martin ; Vozar, Mario ; Matejkova, Lucie ; Bruha, Jan ; Vojta, Martin ; Mala, Barbora ; Benecka, Sona ; Vlcek, Jan ; Novotny, Filip ; Belling, Vojtech ; Solc, Jan ; Kubicova, Ivana ; Babecky, Jan ; Snobl, Radek ; Kral, Petr ; Kucharcukova, Oxana Babecka ; Soukup, Pavel ; Komarkova, Zlatuse ; Adam, Tomas ; Siuda, Vojtech. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:as17.

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La construcción de indicadores de la actividad económica: una revisión bibliográfica. (2017). Vidal Alejandro, Pavel ; Collazos-Rodriguez, Jaime ; Vidal-Alejandro, Pavel ; Sanabria-Dominguez, Johana ; Sierra, Lya Paola. In: REVISTA APUNTES DEL CENES. RePEc:col:000152:015779.

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2017Whatever it takes: The Real Effects of Unconventional Monetary Policy. (2017). Acharya, Viral V ; Hirsch, Christian ; Eufinger, Christian ; Eisert, Tim . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12005.

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2017News, Uncertainty and Economic Fluctuations. (2017). Forni, Mario ; Sala, Luca ; Gambetti, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12139.

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2018An approach to increasing forecast-combination accuracy through VAR error modeling. (2018). Wilfling, Bernd ; Weigt, Till. In: CQE Working Papers. RePEc:cqe:wpaper:6818.

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2017Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

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2017Estimating non-stationary common factors : Implications for risk sharing. (2017). Poncela, Pilar ; Corona, Francisco ; Ortega, Esther Ruiz . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585.

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201722 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis. (2017). Espasa, Antoni ; Terrades, Antoni Espasa ; Senra, Eva . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24678.

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2017Discovering pervasive and non-pervasive common cycles. (2017). Terrades, Antoni Espasa ; Real, Guillermo Carlomagno. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:25392.

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2017US Monetary Policy and the Euro Area. (2017). Hanisch, Max. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1701.

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2017Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity. (2017). Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1707.

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2017Using debit card payments data for nowcasting Dutch household consumption. (2017). Cruijsen, Carin ; Bolt, Wilko ; van der Cruijsen, Carin ; Verbaan, Roy. In: DNB Working Papers. RePEc:dnb:dnbwpp:571.

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2017Low inflation in the euro area: Causes and consequences. (2017). Osbat, Chiara ; Alvarez, Luis ; Ciccarelli, Matteo . In: Occasional Paper Series. RePEc:ecb:ecbops:2017181.

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2017Trade, finance or policies: what drives the cross-border spill-over of business cycles?. (2017). Stracca, Livio ; Montinari, Letizia. In: Working Paper Series. RePEc:ecb:ecbwps:20171993.

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2017Missing disinflation and missing inflation: the puzzles that arent. (2017). Jarociński, Marek ; BOBEICA, Elena ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20172000.

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2017Low inflation and monetary policy in the euro area. (2017). Nobili, Andrea ; Neri, Stefano ; Conti, Antonio. In: Working Paper Series. RePEc:ecb:ecbwps:20172005.

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2017If the Fed sneezes, who catches a cold?. (2017). Stracca, Livio ; Rivolta, Giulia ; Dedola, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20172050.

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2017On the sources of business cycles: implications for DSGE models. (2017). Solmaz, Serhat ; Bruha, Jan ; Andrle, Michal ; Brha, Jan . In: Working Paper Series. RePEc:ecb:ecbwps:20172058.

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2017Estimating the impact of shocks to bank capital in the euro area. (2017). Moccero, Diego ; Maurin, Laurent ; Martin, Reiner ; Kanngiesser, Derrick . In: Working Paper Series. RePEc:ecb:ecbwps:20172077.

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2017Monetary policy and bank profitability in a low interest rate environment. (2017). Peydro, Jose-Luis ; Boucinha, Miguel ; Altavilla, Carlo ; Carlo Altavilla , . In: Working Paper Series. RePEc:ecb:ecbwps:20172105.

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2018Euro area real-time density forecasting with financial or labor market frictions. (2018). McAdam, Peter ; Warne, Anders . In: Working Paper Series. RePEc:ecb:ecbwps:20182140.

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2018The evolving impact of global, region-specific and country-specific uncertainty. (2018). Musso, Alberto ; Mumtaz, Haroon. In: Working Paper Series. RePEc:ecb:ecbwps:20182147.

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2017South Africa’s Financial Spillover Effects on Growth and Financial Development in the Southern African Development Community. (2017). Bara, Alex ; le Roux, Pierre. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-48.

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2017Do Chinas high-speed-rail projects promote local economy?—New evidence from a panel data approach. (2017). hsiao, cheng ; Hong, Yongmiao ; Chen, Haiqiang ; Ke, Xiao . In: China Economic Review. RePEc:eee:chieco:v:44:y:2017:i:c:p:203-226.

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2017Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter. (2017). Grant, Angelia ; Chan, Joshua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:75:y:2017:i:c:p:114-121.

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2017Measurement errors and monetary policy: Then and now. (2017). Wang, Mu-Chun ; Amir Ahmadi, Pooyan ; Matthes, Christian ; Amir-Ahmadi, Pooyan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:66-78.

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2018Inflation as a global phenomenon—Some implications for inflation modeling and forecasting. (2018). Martínez García, Enrique ; Kabukçuoğlu, Ayşe ; Martinez-Garcia, Enrique ; Kabukuolu, Aye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:46-73.

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2018The fiscal theory of the price level in a world of low interest rates. (2018). Bassetto, Marco ; Cui, Wei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:89:y:2018:i:c:p:5-22.

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2017Testing the dependency theory on small island economies: The case of Cyprus. (2017). YAYA, MEHMET ; Balcilar, Mehmet ; Kutan, Ali M. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:1-11.

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2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey. (2017). Mogliani, Matteo ; Darné, Olivier ; Pluyaud, Bertrand ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:26-39.

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2017Forecasting Chinas GDP growth using dynamic factors and mixed-frequency data. (2017). Jiang, YU ; Zhang, Yihao ; Guo, Yongji . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:132-138.

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2017An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2017). Niu, Linlin ; Chen, Ying ; Xu, Xiu . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:201-213.

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2017Do bubbles have an explosive signature in markov switching models?. (2017). Fraser, Iain ; Balcombe, Kelvin. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:81-100.

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2017Dissecting models forecasting performance. (2017). Siliverstovs, Boriss. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:294-299.

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2018Using rule-based updating procedures to improve the performance of composite indicators. (2018). Abberger, Klaus ; Sturm, Jan-Egbert ; Siliverstovs, Boriss ; Graff, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:127-144.

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2018Capital mobility in OECD countries: A multi-level factor approach to saving–investment correlations. (2018). Ho, Sun ; Kim, Yun Jung. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:150-159.

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2018Nowcasting with the help of foreign indicators: The case of Mexico. (2018). Caruso, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:160-168.

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2018Directional predictability and time-varying spillovers between stock markets and economic cycles. (2018). Shahzad, Syed Jawad Hussain ; Bekiros, Stelios ; Ur, Mobeen ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:301-312.

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2017Do precious metal prices help in forecasting South African inflation?. (2017). Katzke, Nico ; GUPTA, RANGAN ; Balcilar, Mehmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:63-72.

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2017Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements. (2017). Gau, Yin-Feng ; Hsu, Chih-Chiang ; Chang, Ya-Ting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:172-192.

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2017Forecasting broad money velocity. (2017). Jung, Alexander. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:421-432.

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2017The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries. (2017). Hanisch, Max ; Kempa, Bernd. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:70-88.

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2018Determinants of the real impact of banking crises: A review and new evidence. (2018). de Haan, Jakob ; Swank, Job ; Wilms, Philip . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:54-70.

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2017Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility. (2017). Dimitrakopoulos, Stefanos . In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:10-14.

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2017Has the FED Fallen behind the Curve? Evidence from VAR models. (2017). Conti, Antonio. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:164-168.

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2017Determining the number of factors when the number of factors can increase with sample size. (2017). Shi, Yutang ; Li, QI. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:76-86.

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

Works by Domenico Giannone:

YearTitleTypeCited
2008Sparse and stable Markowitz portfolios In: Papers.
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2007Sparse and Stable Markowitz Portfolios.(2007) In: CEPR Discussion Papers.
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2008Sparse and stable Markowitz portfolios.(2008) In: Working Paper Series.
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2017Common Factors of Commodity Prices In: Working papers.
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2018Common Factors of Commodity Prices.(2018) In: CEPR Discussion Papers.
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2017Common factors of commodity prices.(2017) In: Working Paper Series.
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2017Safety, Liquidity, and the Natural Rate of Interest In: Brookings Papers on Economic Activity.
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2017Safety, liquidity, and the natural rate of interest.(2017) In: Staff Reports.
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2017Safety, Liquidity, and the Natural Rate of Interest.(2017) In: 2017 Meeting Papers.
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2012Comparing Alternative Predictors Based on Large‐Panel Factor Models In: Oxford Bulletin of Economics and Statistics.
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2006Comparing Alternative Predictors Based on Large-Panel Factor Models.(2006) In: Research Technical Papers.
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2007Comparing Alternative Predictors Based on Large-Panel Factor Models.(2007) In: CEPR Discussion Papers.
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2006Comparing alternative predictors based on large-panel factor models.(2006) In: Working Paper Series.
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2014Exploiting the monthly data flow in structural forecasting In: Bank of England working papers.
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2014Exploiting the monthly data-flow in structural forecasting.(2014) In: Discussion Papers.
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2016Exploiting the monthly data flow in structural forecasting.(2016) In: Journal of Monetary Economics.
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2014Exploiting the monthly data-flow in structural forecasting.(2014) In: LSE Research Online Documents on Economics.
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2015Exploiting the monthly data flow in structural forecasting.(2015) In: Staff Reports.
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2006(Un)Predictability and Macroeconomic Stability In: Research Technical Papers.
[Full Text][Citation analysis]		paper98
2007(Un)Predictability and Macroeconomic Stability.(2007) In: CEPR Discussion Papers.
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2006(Un)Predictability and macroeconomic stability.(2006) In: Working Paper Series.
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2005(Un)Predictability and Macroeconomic Stability.(2005) In: Macroeconomics.
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2009Macroeconomic Forecasting and Structural Change In: Research Technical Papers.
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2009Macroeconomic Forecasting and Structural Change.(2009) In: CEPR Discussion Papers.
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2009Macroeconomic Forecasting and Structural Change.(2009) In: Working Papers ECARES.
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2010Macroeconomic forecasting and structural change.(2010) In: Working Paper Series.
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2013Macroeconomic forecasting and structural change.(2013) In: Journal of Applied Econometrics.
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2014The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data In: CEPR Discussion Papers.
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2015The effectiveness of nonstandard monetary policy measures: evidence from survey data.(2015) In: Staff Reports.
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2014The effectiveness of non-standard monetary policy measures: evidence from survey data.(2014) In: Working Papers CASMEF.
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2014The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data.(2014) In: Working Papers ECARES.
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2016The effectiveness of non-standard monetary policy measures: evidence from survey data.(2016) In: Working Paper Series.
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2017The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data.(2017) In: Journal of Applied Econometrics.
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2014The Financial and Macroeconomic Effects of OMT Announcements In: CEPR Discussion Papers.
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2014The Financial and Macroeconomic Effects of OMT Announcements.(2014) In: Working Papers ECARES.
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2014The financial and macroeconomic effects of OMT announcements.(2014) In: Working Paper Series.
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2016Priors for the Long Run In: CEPR Discussion Papers.
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2018Priors for the long run.(2018) In: Working Paper Series.
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2017Priors for the long run.(2017) In: Staff Reports.
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2016Vulnerable Growth In: CEPR Discussion Papers.
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2017Vulnerable growth.(2017) In: Staff Reports.
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2017Vulnerable Growth.(2017) In: 2017 Meeting Papers.
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2017Economic Predictions with Big Data: The Illusion Of Sparsity In: CEPR Discussion Papers.
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2018Economic predictions with big data: the illusion of sparsity.(2018) In: Staff Reports.
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2018Macroeconomic Nowcasting and Forecasting with Big Data In: CEPR Discussion Papers.
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2017Macroeconomic nowcasting and forecasting with big data.(2017) In: Staff Reports.
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2002Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited In: CEPR Discussion Papers.
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2002VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models In: CEPR Discussion Papers.
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2006VARs, common factors and the empirical validation of equilibrium business cycle models.(2006) In: Journal of Econometrics.
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2004VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models.(2004) In: Working Papers.
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2006VARs, common factors and the empirical validation of equilibrium business cycle models.(2006) In: ULB Institutional Repository.
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2004The Feldstein-Horioka Fact In: CEPR Discussion Papers.
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2009The Feldstein-Horioka Fact.(2009) In: Working Papers ECARES.
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2008The Feldstein-Horioka fact.(2008) In: Working Paper Series.
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2010The Feldstein-Horioka Fact.(2010) In: NBER Chapters.
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2009The Feldstein-Horioka fact.(2009) In: NBER Working Papers.
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2010The Feldstein-Horioka Fact.(2010) In: NBER International Seminar on Macroeconomics.
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2005Monetary Policy in Real Time In: CEPR Discussion Papers.
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2005Monetary Policy in Real Time.(2005) In: NBER Chapters.
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2013Monetary policy in real time.(2013) In: ULB Institutional Repository.
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2005Monetary Policy in Real Time.(2005) In: Working Papers.
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2005Monetary policy in real time.(2005) In: ULB Institutional Repository.
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2005Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper397
2008Nowcasting: The real-time informational content of macroeconomic data.(2008) In: Journal of Monetary Economics.
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2006Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases.(2006) In: Working Paper Series.
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2005Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases.(2005) In: Finance and Economics Discussion Series.
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2007Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006.
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2006A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models In: CEPR Discussion Papers.
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2008A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models.(2008) In: Working Papers ECARES.
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2006A quasi maximum likelihood approach for large approximate dynamic factor models.(2006) In: Working Paper Series.
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2012A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2012A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: The Review of Economics and Statistics.
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2006Does Information Help Recovering Structural Shocks from Past Observations? In: CEPR Discussion Papers.
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2006Does information help recovering structural shocks from past observations?.(2006) In: Working Paper Series.
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2006Does information help recovering structural shocks from past observations?.(2006) In: Journal of the European Economic Association.
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2006Does information help recovering structural shocks from past observations?.(2006) In: ULB Institutional Repository.
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2006Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? In: CEPR Discussion Papers.
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2006Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?.(2006) In: Working Paper Series.
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2008Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?.(2008) In: Journal of Econometrics.
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2006Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?.(2006) In: Discussion Paper Series 1: Economic Studies.
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2007A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering In: CEPR Discussion Papers.
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2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Journal of Econometrics.
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2006A Two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2006) In: THEMA Working Papers.
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2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2007Bayesian VARs with Large Panels In: CEPR Discussion Papers.
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2008Large Bayesian VARs.(2008) In: Working Papers ECARES.
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2010Large Bayesian vector auto regressions.(2010) In: Journal of Applied Econometrics.
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2010Large Bayesian vector auto regressions.(2010) In: ULB Institutional Repository.
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2007A New Core Inflation Indicator for New Zealand In: CEPR Discussion Papers.
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2006A new core inflation indicator for New Zealand..(2006) In: Reserve Bank of New Zealand Discussion Paper Series.
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2007A new core inflation indicator for New Zealand.(2007) In: ULB Institutional Repository.
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2007A New Core Inflation Indicator for New Zealand.(2007) In: International Journal of Central Banking.
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2007Explaining The Great Moderation: It Is Not The Shocks In: CEPR Discussion Papers.
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2008Explaining the Great Moderation: it is not the shocks.(2008) In: Working Paper Series.
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2008Explaining The Great Moderation: It Is Not The Shocks.(2008) In: Journal of the European Economic Association.
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2013Explaining the great moderation: it is not the shocks.(2013) In: ULB Institutional Repository.
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2008Short-term Forecasts of Euro Area GDP Growth In: CEPR Discussion Papers.
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2008Short-Term Forecasts of Euro Area GDP Growth.(2008) In: Working Papers ECARES.
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2008Short-term forecasts of euro area GDP growth.(2008) In: Working Paper Series.
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2011Short‐term forecasts of euro area GDP growth.(2011) In: Econometrics Journal.
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2011Short‐term forecasts of euro area GDP growth.(2011) In: Econometrics Journal.
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2009Business Cycles in the Euro Area In: CEPR Discussion Papers.
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2008Business Cycles in the euro Area.(2008) In: Working Papers ECARES.
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2009Business cycles in the euro area.(2009) In: Research Bulletin.
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2010Business Cycles in the Euro Area.(2010) In: NBER Chapters.
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2008Business Cycles in the Euro Area.(2008) In: NBER Working Papers.
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2010An Area-Wide Real-Time Database for the Euro Area In: CEPR Discussion Papers.
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2010An Area Wide Real Time Data Base for the Euro Area.(2010) In: Working Papers ECARES.
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2010An area-wide real-time database for the euro area.(2010) In: Working Paper Series.
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2012An Area-Wide Real-Time Database for the Euro Area.(2012) In: The Review of Economics and Statistics.
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2010Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach In: CEPR Discussion Papers.
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2010Short-term inflation projections: a Bayesian vector autoregressive approach.(2010) In: Working Papers ECARES.
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2014Short-term inflation projections: A Bayesian vector autoregressive approach.(2014) In: International Journal of Forecasting.
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2010Nowcasting In: CEPR Discussion Papers.
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2010Nowcasting.(2010) In: Working Paper Series.
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2010Nowcasting.(2010) In: Working Papers ECARES.
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2010Market freedom and the global recession In: CEPR Discussion Papers.
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2011Market freedom and the global recession.(2011) In: ULB Institutional Repository.
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2010Market Freedom and the Global Recession.(2010) In: Working Papers ECARES.
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2011Market Freedom and the Global Recession.(2011) In: IMF Economic Review.
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2010Non-standard Monetary Policy Measures and Monetary Developments In: CEPR Discussion Papers.
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2010Non standard Monetary Policy measures and monetary developments.(2010) In: Working Papers ECARES.
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2010Non‐Standard Monetary Policy Measures.(2010) In: Working Papers ECARES.
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2011Non-standard monetary policy measures and monetary developments.(2011) In: Working Paper Series.
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2012Prior Selection for Vector Autoregressions In: CEPR Discussion Papers.
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2012Prior Selection for Vector Autoregressions.(2012) In: Working Papers ECARES.
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2012Prior selection for vector autoregressions.(2012) In: Working Paper Series.
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2012Prior Selection for Vector Autoregressions.(2012) In: NBER Working Papers.
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2015Prior Selection for Vector Autoregressions.(2015) In: The Review of Economics and Statistics.
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2012The ECB and the Interbank Market In: CEPR Discussion Papers.
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2012The ECB and the Interbank Market.(2012) In: Working Papers ECARES.
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2012The ECB and the interbank market.(2012) In: Working Paper Series.
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2012The ECB and the Interbank Market.(2012) In: Economic Journal.
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2012Money, credit, monetary policy and the business cycle in the euro area In: CEPR Discussion Papers.
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2012Money, Credit, Monetary Policy and the Business Cycle in the Euro Area.(2012) In: Working Papers ECARES.
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2012Optimal Combination of Survey Forecasts In: CEPR Discussion Papers.
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2012Optimal Combination of Survey Forecasts.(2012) In: Working Papers ECARES.
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2015Optimal combination of survey forecasts.(2015) In: International Journal of Forecasting.
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2012Now-casting and the real-time data flow In: CEPR Discussion Papers.
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2012Now-Casting and the Real-Time Data Flow.(2012) In: Working Papers ECARES.
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2013Now-casting and the real-time data flow.(2013) In: Working Paper Series.
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2013Now-Casting and the Real-Time Data Flow.(2013) In: Handbook of Economic Forecasting.
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2014Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections In: CEPR Discussion Papers.
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2014Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections.(2014) In: Working Papers ECARES.
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2014Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections.(2014) In: Working Paper Series.
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2015Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections.(2015) In: International Journal of Forecasting.
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2009OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS In: Econometric Theory.
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2008Opening the Black Box: Structural Factor Models with Large Cross-Sections.(2008) In: Working Papers ECARES.
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2007Opening the black box: structural factor models with large cross-sections.(2007) In: Working Paper Series.
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2007Opening the Black Box: Structural Factor Models with Large Cross-Sections.(2007) In: Center for Economic Research (RECent).
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2009Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator In: Working Papers ECARES.
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2009NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS.(2009) In: National Institute Economic Review.
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2009Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators.(2009) In: CSEF Working Papers.
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2013Unspanned Macroeconomic Factors in the Yields Curve In: Working Papers ECARES.
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2014Unspanned macroeconomic factors in the yield curve.(2014) In: Finance and Economics Discussion Series.
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2016Unspanned Macroeconomic Factors in the Yield Curve.(2016) In: Journal of Business & Economic Statistics.
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