Domenico Giannone : Citation Profile

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

45

H index

58

i10 index

10969

Citations

RESEARCH PRODUCTION:

49

Articles

188

Papers

10

Chapters

RESEARCH ACTIVITY:

   23 years (2002 - 2025). See details.
   Cites by year: 476
   Journals where Domenico Giannone has often published
   Relations with other researchers
   Recent citing documents: 551.    Total self citations: 141 (1.27 %)

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   Permalink: http://citec.repec.org/pgi49
   Updated: 2025-12-20    RAS profile: 2025-10-18    
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Relations with other researchers

Works with:

Boyarchenko, Nina (9)

Adrian, Tobias (8)

Lenza, Michele (5)

Crump, Richard (4)

Primiceri, Giorgio (3)

Luciani, Matteo (3)

Sokol, Andrej (3)

La Spada, Gabriele (3)

Cimadomo, Jacopo (3)

Monti, Francesca (3)

Williams, John (3)

Afonso, Gara (3)

Modugno, Michele (2)

Furceri, Davide (2)

Lucca, David (2)

Cascaldi-Garcia, Danilo (2)

Kovner, Anna (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 (310)

Koop, Gary (268)

Ricco, Giovanni (230)

Korobilis, Dimitris (200)

Reichlin, Lucrezia (159)

Chan, Joshua (144)

Huber, Florian (142)

Barigozzi, Matteo (141)

mumtaz, haroon (139)

GUPTA, RANGAN (138)

Clark, Todd (130)

Cites to:

Reichlin, Lucrezia (272)

Lenza, Michele (86)

Forni, Mario (68)

Lippi, Marco (54)

Banbura, Marta (48)

Watson, Mark (40)

Marcellino, Massimiliano (38)

Primiceri, Giorgio (34)

Hallin, Marc (31)

Boivin, Jean (27)

Stock, James (27)

Main data

Where Domenico Giannone has published?

Journals with more than one article published# docs
International Journal of Forecasting6
Journal of Econometrics4
Journal of Applied Econometrics4
International Journal of Central Banking4
Journal of Monetary Economics3
The Review of Economics and Statistics3
Journal of Applied Econometrics2
Journal of the European Economic Association2
Research Bulletin2
Journal of Business & Economic Statistics2
NBER International Seminar on Macroeconomics2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers39
Working Paper Series / European Central Bank29
Working Papers ECARES / ULB -- Universite Libre de Bruxelles25
Staff Reports / Federal Reserve Bank of New York17
Liberty Street Economics / Federal Reserve Bank of New York14
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles14
NBER Working Papers / National Bureau of Economic Research, Inc5
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)5
Papers / arXiv.org3
Research Technical Papers / Central Bank of Ireland3
IMF Working Papers / International Monetary Fund3
2017 Meeting Papers / Society for Economic Dynamics2
Macroeconomics / University Library of Munich, Germany2
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) / HAL2
Post-Print / HAL2
PSE-Ecole d'économie de Paris (Postprint) / HAL2

Recent works citing Domenico Giannone (2025 and 2024)

YearTitle of citing document
2024The Ends of 27 Big Depressions. (2024). O'Rourke, Kevin ; Lee, Sang Seok ; Ellison, Martin. In: American Economic Review. RePEc:aea:aecrev:v:114:y:2024:i:1:p:134-68.

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2025An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain. (2025). Soccorsi, Stefano ; Gambetti, Luca ; Forni, Mario ; Granese, Antonio ; Sala, Luca. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:17:y:2025:i:3:p:311-41.

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2024Assessing the impact of energy and macroeconomic shocks on the Romanian economy: a Bayesian VAR approach. (2024). Mihai, Georgian Dnu ; Plea, Georgiana ; Neacu, Andrei Costin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:109-118.

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2024Szacunki i projekcje naturalnej stopy procentowej dla Polski i strefy euro. (2024). Bielecki, Marcin ; Brzoza-Brzezina, Micha ; Baejowska, Aneta ; Kuziemska-Pawlak, Kamila ; Szafraski, Grzegorz. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:361237.

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2024Critical Raw Materials Index - CRMI. (2024). Hasse, Jean-Baptiste ; Nobletz, Capucine. In: AMSE Working Papers. RePEc:aim:wpaimx:2428.

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2024The Quality-of-Life Measurement with a Stochastic Choice of Parameters of the Weighted Principal Component. (2024). Kurbatskiy, Alexey ; Mironenkova, Marina V ; Kurbatskii, Alexey N. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:1:p:82-109.

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2025Distributional Dynamics. (2025). Kuhn, Moritz ; Bayer, Christian ; Calderon, Luis. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:351.

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2025Do common shocks drive changes in aggregate emissions intensity?. (2025). Lafond, François ; Ren, Xiyu ; Marotta, Fulvia. In: INET Oxford Working Papers. RePEc:amz:wpaper:2025-15.

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2025Investigating commodity price interdependence with grancer causality networks. (2025). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:498.

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2024The Fiscal Arithmetic of a Slowdown in Trend Growth. (2024). Kulish, Mariano ; Yamout, Nadine. In: Working Papers. RePEc:aoz:wpaper:308.

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2024Modelos FAVAR con factores estáticos y dinámicos para pronosticar la inflación en Costa Rica. (2024). Segura-Rodriguez, Carlos. In: Documentos de Trabajo. RePEc:apk:doctra:2403.

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2025Growt-at-risk in Costa Rica: an Open and Small Economy Perspective. (2025). Ching-Vindas, David ; Segura-Rodriguez, Carlos. In: Documentos de Trabajo. RePEc:apk:doctra:2501.

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2024Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2024). Luciani, Matteo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

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2024High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks. (2024). Pfarrhofer, Michael ; Stelzer, Anna. In: Papers. RePEc:arx:papers:1912.03158.

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2024Time-Varying Parameters as Ridge Regressions. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2009.00401.

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2024Asymmetric uncertainty : Nowcasting using skewness in real-time data. (2024). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2024Options Pricing under Bayesian MS-VAR Process. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2109.05998.

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2024Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States. (2024). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822.

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2024Equity-Linked Life Insurances on Maximum of Several Assets. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2111.04038.

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2024Augmented Dynamic Gordon Growth Model. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2201.06012.

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2024A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2202.04146.

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2025Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2025). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2024Ensemble distributional forecasting for insurance loss reserving. (2024). Li, Yanfeng ; Wong, Bernard ; Avanzi, Benjamin ; Xian, Alan. In: Papers. RePEc:arx:papers:2206.08541.

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2024Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Papers. RePEc:arx:papers:2207.07318.

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2025Factor Network Autoregressions. (2025). Moramarco, Graziano ; Cavaliere, Giuseppe ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

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2024Local Projection Inference in High Dimensions. (2024). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2024). Barigozzi, Matteo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2210.09828.

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2024Unit Averaging for Heterogeneous Panels. (2024). Brownlees, Christian ; Morozov, Vladislav. In: Papers. RePEc:arx:papers:2210.14205.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2025On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2211.01921.

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2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2024). Rossini, Luca ; Iacopini, Matteo ; Ravazzolo, Francesco. In: Papers. RePEc:arx:papers:2211.16121.

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2024ddml: Double/debiased machine learning in Stata. (2024). Schaffer, Mark ; Hansen, Christian ; Ahrens, Achim ; Wiemann, Thomas. In: Papers. RePEc:arx:papers:2301.09397.

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2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2024). Wilms, Ines ; Hecq, Alain ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2025GDP nowcasting with artificial neural networks: How much does long-term memory matter?. (2025). , Krist'Of ; Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2304.05805.

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2024Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2024). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2025Factor-augmented sparse MIDAS regressions with an application to nowcasting. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2306.13362.

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2024Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864.

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2025The Canonical Decomposition of Factor Models: Weak Factors are Everywhere. (2025). Barigozzi, Matteo ; Gersing, Philipp ; Deistler, Manfred ; Rust, Christoph. In: Papers. RePEc:arx:papers:2307.10067.

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2024Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity. (2024). Schorfheide, Frank ; Moon, Hyungsik Roger ; Zhang, Boyuan. In: Papers. RePEc:arx:papers:2310.13785.

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2024Dynamic Factor Models: a Genealogy. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2024Time-Varying Identification of Monetary Policy Shocks. (2024). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2024). Goulet Coulombe, Philippe ; Frenette, Mikael ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2024Stochastic Equilibrium the Lucas Critique and Keynesian Economics. (2024). Staines, David. In: Papers. RePEc:arx:papers:2312.16214.

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2025A Quantile Nelson-Siegel model. (2024). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Papers. RePEc:arx:papers:2401.09874.

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2025Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?. (2025). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2402.02482.

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2024Monthly GDP nowcasting with Machine Learning and Unstructured Data. (2024). TENORIO, JUAN ; Perez, Wilder. In: Papers. RePEc:arx:papers:2402.04165.

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2024Regional inflation analysis using social network data. (2024). Chsherbakov, Vasilii ; Karpov, Ilia. In: Papers. RePEc:arx:papers:2403.00774.

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2024Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671.

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2024Forecasting with Neuro-Dynamic Programming. (2024). Fernandes, Pedro Afonso. In: Papers. RePEc:arx:papers:2404.03737.

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2025Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Wo, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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2024Comparing predictive ability in presence of instability over a very short time. (2024). Rossini, Luca ; Iacone, Fabrizio ; Viselli, Andrea. In: Papers. RePEc:arx:papers:2405.11954.

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2024Generating density nowcasts for U.S. GDP growth with deep learning: Bayes by Backprop and Monte Carlo dropout. (2024). , Krist'Of ; Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2405.15579.

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2025Decision synthesis in monetary policy. (2025). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Papers. RePEc:arx:papers:2406.03321.

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2024EM Estimation of Conditional Matrix Variate $t$ Distributions. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2406.10837.

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2024Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos. In: Papers. RePEc:arx:papers:2406.14145.

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2024MIDAS-QR with 2-Dimensional Structure. (2024). Szendrei, Tibor ; Schaffer, Mark ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2406.15157.

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2025Macroeconomic Forecasting with Large Language Models. (2025). Shekhar, Shubhranshu ; Carriero, Andrea ; Pettenuzzo, Davide. In: Papers. RePEc:arx:papers:2407.00890.

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2024Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints. (2024). Poon, Aubrey ; Chan, Joshua ; Pettenuzzo, Davide ; Zhu, Dan. In: Papers. RePEc:arx:papers:2407.02262.

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2024Machine Learning for Economic Forecasting: An Application to Chinas GDP Growth. (2024). Xu, Yan ; Yang, Yanqing ; Ge, Jinfeng. In: Papers. RePEc:arx:papers:2407.03595.

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2025The Dynamic, the Static, and the Weak factor models and the analysis of high-dimensional time series. (2025). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2407.10653.

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2024Nowcasting R&D Expenditures: A Machine Learning Approach. (2024). de Rassenfosse, Ga'Etan ; Aboutorabi, Atin. In: Papers. RePEc:arx:papers:2407.11765.

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2024Bayesian modelling of VAR precision matrices using stochastic block networks. (2024). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Scheckel, Tobias. In: Papers. RePEc:arx:papers:2407.16349.

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2024Momentum Informed Inflation-at-Risk. (2024). Szendrei, Tibor ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2408.12286.

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2025Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching. (2024). Diebold, Francis ; Bie, Siyu ; Li, Junye ; He, Jingyu. In: Papers. RePEc:arx:papers:2408.12863.

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2024Deep Learning for Multi-Country GDP Prediction: A Study of Model Performance and Data Impact. (2024). Yang, Yanqing ; Qian, Xun ; Xu, Xingcheng ; Xie, Huaqing. In: Papers. RePEc:arx:papers:2409.02551.

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2024The Surprising Robustness of Partial Least Squares. (2024). Fernandes, Pedro Afonso ; Assunccao, Joao B. In: Papers. RePEc:arx:papers:2409.05713.

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2024Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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2024Econometric Inference for High Dimensional Predictive Regressions. (2024). Lee, Ji Hyung ; Mei, Ziwei ; Shi, Zhentao ; Gao, Zhan. In: Papers. RePEc:arx:papers:2409.10030.

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2025New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings. (2024). Margaritella, Luca ; Stauskas, Ovidijus. In: Papers. RePEc:arx:papers:2409.20415.

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2025Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy. (2024). Barigozzi, Matteo ; Tonni, Lorenzo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2410.05082.

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2024The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741.

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2024Underlying Core Inflation with Multiple Regimes. (2024). Rodriguez-Rondon, Gabriel. In: Papers. RePEc:arx:papers:2411.12845.

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2025Probabilistic Targeted Factor Analysis. (2025). Montoya-Bland, Santiago ; Herculano, Miguel C. In: Papers. RePEc:arx:papers:2412.06688.

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2025VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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2025Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks. (2025). Shimizu, Kenichi ; Lu, Zhentong. In: Papers. RePEc:arx:papers:2501.02381.

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2025High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions. (2025). Garr, Ignacio ; Ramos, Andrey. In: Papers. RePEc:arx:papers:2501.03380.

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2025The Response of Farmer Welfares Amidst Food Prices Shock and Inflation in the Province of East Java. (2025). Zaman, Moh Hairus ; Wahyuningsih, Diah ; Yudo, Ris Yuwono. In: Papers. RePEc:arx:papers:2501.08601.

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2025Robust Quantile Factor Analysis. (2025). Feng, Junlong ; Chen, Songnian. In: Papers. RePEc:arx:papers:2501.15761.

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2025Bayesian Analyses of Structural Vector Autoregressions with Sign, Zero, and Narrative Restrictions Using the R Package bsvarSIGNs. (2025). Wo, Tomasz ; Wang, Xiaolei. In: Papers. RePEc:arx:papers:2501.16711.

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2025Quasi maximum likelihood estimation of high-dimensional approximate dynamic matrix factor models via the EM algorithm. (2025). Barigozzi, Matteo ; Trapin, Luca. In: Papers. RePEc:arx:papers:2502.04112.

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2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

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2025Minnesota BART. (2025). Carvalho, Carlos M ; Lima, Pedro A ; Herren, Andrew ; Lopes, Hedibert F. In: Papers. RePEc:arx:papers:2503.13759.

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2025Large Structural VARs with Multiple Sign and Ranking Restrictions. (2025). Matthes, Christian ; Chan, Joshua ; Yu, Xuewen. In: Papers. RePEc:arx:papers:2503.20668.

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2025An Artificial Trend Index for Private Consumption Using Google Trends. (2025). Alpiste, Heidi ; Tenorio, Juan ; Rem, Jakelin ; Segil, Arian. In: Papers. RePEc:arx:papers:2503.21981.

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2025Forecasting Thai inflation from univariate Bayesian regression perspective. (2025). Arwatchanakarn, Popkarn ; Taveeapiradeecharoen, Paponpat. In: Papers. RePEc:arx:papers:2505.05334.

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2025Measuring the Euro Area Output Gap. (2025). Barigozzi, Matteo ; Luciani, Matteo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2505.05536.

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2025Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs. (2025). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2505.06649.

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2025A Set-Sequence Model for Time Series. (2025). Giesecke, Kay ; Sadhwani, Apaar ; Epstein, Elliot L. In: Papers. RePEc:arx:papers:2505.11243.

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2025Large structural VARs with multiple linear shock and impact inequality restrictions. (2025). Berend, Lukas ; Pruser, Jan. In: Papers. RePEc:arx:papers:2505.19244.

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2025A Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs. (2025). Arias, Jonas E ; Rubio-Ram, Juan F ; Shin, Minchul. In: Papers. RePEc:arx:papers:2505.23542.

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2025Machine-learning Growth at Risk. (2025). Lee, Ji Hyung ; Dovi, Max-Sebastian ; Chen, Hongqi ; Adrian, Tobias. In: Papers. RePEc:arx:papers:2506.00572.

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2025Large Bayesian VARs for Binary and Censored Variables. (2025). Pfarrhofer, Michael ; Chan, Joshua. In: Papers. RePEc:arx:papers:2506.01422.

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2025Diffusion index forecasts under weaker loadings: PCA, ridge regression, and random projections. (2025). Keijsers, Bart ; Boot, Tom. In: Papers. RePEc:arx:papers:2506.09575.

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2025Let the Tree Decide: FABART A Non-Parametric Factor Model. (2025). Velasco, Sofia. In: Papers. RePEc:arx:papers:2506.11551.

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2025Machine Learning-Based Estimation of Monthly GDP. (2025). Jung, Yonggeun. In: Papers. RePEc:arx:papers:2506.14078.

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2025An AI-powered Tool for Central Bank Business Liaisons: Quantitative Indicators and On-demand Insights from Firms. (2025). Windsor, Callan ; Lattimore, Finn ; Gray, Nicholas ; McLoughlin, Kate. In: Papers. RePEc:arx:papers:2506.18505.

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2025How weak are weak factors? Uniform inference for signal strength in signal plus noise models. (2025). Sodin, Sasha ; Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2507.18554.

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2025A Relaxation Approach to Synthetic Control. (2025). Zheng, Yapeng ; Shi, Zhentao ; Liao, Chengwang. In: Papers. RePEc:arx:papers:2508.01793.

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YearTitleTypeCited
2019Vulnerable Growth In: American Economic Review.
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2016Vulnerable Growth.(2016) In: CEPR Discussion Papers.
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2018Vulnerable Growth.(2018) In: Liberty Street Economics.
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2016Vulnerable growth.(2016) In: Staff Reports.
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2017Vulnerable Growth.(2017) In: 2017 Meeting Papers.
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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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2025Scenario Synthesis and Macroeconomic Risk In: Papers.
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2025Scenario Synthesis and Macroeconomic Risk.(2025) In: Finance and Economics Discussion Series.
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2025Scenario Synthesis and Macroeconomic Risk.(2025) In: IMF Working Papers.
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2025Macroeconomic Forecasting and Machine Learning In: Papers.
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2017Common Factors of Commodity Prices In: Working papers.
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2018Common Factors of Commodity Prices.(2018) In: CEPR Discussion Papers.
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2018Common factors of commodity prices.(2018) In: Research Bulletin.
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2017Common factors of commodity prices.(2017) In: Working Paper Series.
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2022Common factors of commodity prices.(2022) In: Journal of Applied Econometrics.
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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 Largeâ€Panel Factor Models In: Oxford Bulletin of Economics and Statistics.
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2006Comparing Alternative Predictors Based on Large-Panel Factor Models.(2006) In: Research Technical Papers.
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2007Comparing Alternative Predictors Based on Large-Panel Factor Models.(2007) In: CEPR Discussion Papers.
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2006Comparing alternative predictors based on large-panel factor models.(2006) In: Working Paper Series.
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2014Exploiting the monthly data flow in structural forecasting In: Bank of England working papers.
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2014Exploiting the monthly data-flow in structural forecasting.(2014) In: Discussion Papers.
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2016Exploiting the monthly data flow in structural forecasting.(2016) In: Journal of Monetary Economics.
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2014Exploiting the monthly data-flow in structural forecasting.(2014) In: LSE Research Online Documents on Economics.
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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.
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2007(Un)Predictability and Macroeconomic Stability.(2007) In: CEPR Discussion Papers.
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2006(Un)Predictability and macroeconomic stability.(2006) In: Working Paper Series.
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2005(Un)Predictability and Macroeconomic Stability.(2005) In: Macroeconomics.
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2009Macroeconomic Forecasting and Structural Change In: Research Technical Papers.
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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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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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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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2017The Effectiveness of Nonâ€Standard Monetary Policy Measures: Evidence from Survey Data.(2017) In: Journal of Applied Econometrics.
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2014The Financial and Macroeconomic Effects of OMT Announcements In: CEPR Discussion Papers.
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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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2016The Financial and Macroeconomic Effects of the OMT Announcements.(2016) In: International Journal of Central Banking.
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2014The Financial and Macroeconomic Effects of the OMT Announcements.(2014) In: CSEF Working Papers.
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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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2019Priors for the Long Run.(2019) In: Journal of the American Statistical Association.
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2017Economic Predictions with Big Data: The Illusion Of Sparsity In: CEPR Discussion Papers.
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2021Economic predictions with big data: the illusion of sparsity.(2021) In: Working Paper Series.
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2018Economic Predictions with Big Data: The Illusion of Sparsity.(2018) In: Liberty Street Economics.
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2018Economic predictions with big data: the illusion of sparsity.(2018) In: Staff Reports.
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2021Economic Predictions With Big Data: The Illusion of Sparsity.(2021) In: Econometrica.
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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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2020Forecasting Macroeconomic Risks In: CEPR Discussion Papers.
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2021Forecasting macroeconomic risks.(2021) In: International Journal of Forecasting.
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2020Forecasting Macroeconomic Risks.(2020) In: Staff Reports.
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2020Multimodality in Macro-Financial Dynamics In: CEPR Discussion Papers.
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2019Multimodality in Macro-Financial Dynamics.(2019) In: Staff Reports.
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2021MULTIMODALITY IN MACROFINANCIAL DYNAMICS.(2021) In: International Economic Review.
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2021Nowcasting with Large Bayesian Vector Autoregressions In: CEPR Discussion Papers.
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2020Nowcasting with large Bayesian vector autoregressions.(2020) In: Working Paper Series.
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2022Nowcasting with large Bayesian vector autoregressions.(2022) In: Journal of Econometrics.
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2002Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited In: CEPR Discussion Papers.
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2002VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models In: CEPR Discussion Papers.
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2006VARs, common factors and the empirical validation of equilibrium business cycle models.(2006) In: Journal of Econometrics.
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2004VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models.(2004) In: Working Papers.
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2006VARs, common factors and the empirical validation of equilibrium business cycle models.(2006) In: ULB Institutional Repository.
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2004The Feldstein-Horioka Fact In: CEPR Discussion Papers.
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2009The Feldstein-Horioka Fact.(2009) In: Working Papers ECARES.
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2008The Feldstein-Horioka fact.(2008) In: Working Paper Series.
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2010The Feldstein-Horioka Fact.(2010) In: NBER Chapters.
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2009The Feldstein-Horioka fact.(2009) In: NBER Working Papers.
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2010The Feldstein-Horioka Fact.(2010) In: NBER International Seminar on Macroeconomics.
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2005Monetary Policy in Real Time In: CEPR Discussion Papers.
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2005Monetary Policy in Real Time.(2005) In: Working Papers.
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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: ULB Institutional Repository.
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2005Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases In: CEPR Discussion Papers.
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2006Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases.(2006) In: Working Paper Series.
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2008Nowcasting: The real-time informational content of macroeconomic data.(2008) In: Journal of Monetary Economics.
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2005Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases.(2005) In: Finance and Economics Discussion Series.
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2007Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006.
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2006A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models In: CEPR Discussion Papers.
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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: Post-Print.
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2012A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models.(2012) In: PSE-Ecole d'économie de Paris (Postprint).
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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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2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: Post-Print.
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2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering.(2011) In: PSE-Ecole d'économie de Paris (Postprint).
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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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2007A New Core Inflation Indicator for New Zealand In: CEPR Discussion Papers.
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2007A New Core Inflation Indicator for New Zealand.(2007) In: International Journal of Central Banking.
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2006A new core inflation indicator for New Zealand..(2006) In: Reserve Bank of New Zealand Discussion Paper Series.
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2007A new core inflation indicator for New Zealand.(2007) In: ULB Institutional Repository.
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2007Explaining The Great Moderation: It Is Not The Shocks In: CEPR Discussion Papers.
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2008Explaining the Great Moderation: it is not the shocks.(2008) In: Working Paper Series.
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2008Explaining The Great Moderation: It Is Not The Shocks.(2008) In: Journal of the European Economic Association.
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2008Explaining the great moderation: it is not the shocks.(2008) In: ULB Institutional Repository.
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2008Short-term Forecasts of Euro Area GDP Growth In: CEPR Discussion Papers.
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2008Short-Term Forecasts of Euro Area GDP Growth.(2008) In: Working Papers ECARES.
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2008Short-term forecasts of euro area GDP growth.(2008) In: Working Paper Series.
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2011Shortâ€term forecasts of euro area GDP growth.(2011) In: Econometrics Journal.
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2011Shortâ€term forecasts of euro area GDP growth.(2011) In: Econometrics Journal.
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2009Business Cycles in the Euro Area In: CEPR Discussion Papers.
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2008Business Cycles in the euro Area.(2008) In: Working Papers ECARES.
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2009Business cycles in the euro area.(2009) In: Research Bulletin.
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2009Business cycles in the euro area.(2009) In: Working Paper Series.
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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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2012Nowcasting.(2012) In: ULB Institutional Repository.
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2010Market freedom and the global recession In: CEPR Discussion Papers.
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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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2011Market freedom and the global recession.(2011) In: ULB Institutional Repository.
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2010Non-standard Monetary Policy Measures and Monetary Developments In: CEPR Discussion Papers.
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2010Non standard Monetary Policy measures and monetary developments.(2010) In: Working Papers ECARES.
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2010Nonâ€Standard Monetary Policy Measures.(2010) In: Working Papers ECARES.
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2011Non-standard monetary policy measures and monetary developments.(2011) In: Working Paper Series.
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2012Prior Selection for Vector Autoregressions.(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 Indicators In: National Institute Economic Review.
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2009Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator.(2009) 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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2014Low Frequency Effects of Macroeconomic News on Government Bond Yields In: Working Papers ECARES.
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2017Low frequency effects of macroeconomic news on government bond yields.(2017) In: Journal of Monetary Economics.
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2014Low Frequency Effects of Macroeconomic News on Government Bond Yields.(2014) In: Finance and Economics Discussion Series.
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2014Low Frequency Effects of Macroeconomic News on Government Bond Yields.(2014) In: CSEF Working Papers.
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2006Trends and cycles in the euro area: how much heterogeneity and should we worry about it? In: Working Paper Series.
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2005Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?.(2005) In: Macroeconomics.
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2008Large Bayesian VARs In: Working Paper Series.
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2008Large Bayesian VARs.(2008) In: Working Papers ECARES.
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2019Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis? In: Working Paper Series.
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2019Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis?.(2019) In: Staff Reports.
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2019Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?.(2019) In: International Journal of Central Banking.
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2019Global trends in interest rates In: Journal of International Economics.
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2018Global Trends in Interest Rates.(2018) In: Working Papers.
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2019Global Trends in Interest Rates.(2019) In: Liberty Street Economics.
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2018Global trends in interest rates.(2018) In: Staff Reports.
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2018Global Trends in Interest Rates.(2018) In: NBER Chapters.
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2018Global Trends in Interest Rates.(2018) In: NBER Working Papers.
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2019Global Trends in Interest Rates.(2019) In: 2019 Meeting Papers.
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2009Comments on Forecasting economic and financial variables with global VARs In: International Journal of Forecasting.
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2024Back to the present: Learning about the euro area through a now-casting model In: International Journal of Forecasting.
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2024Nowcasting recession risk In: Chapters.
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2016Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models In: Advances in Econometrics.
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2015Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models.(2015) In: Finance and Economics Discussion Series.
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2018A New Perspective on Low Interest Rates In: Liberty Street Economics.
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2018A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates In: Liberty Street Economics.
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2018A DSGE Perspective on Safety, Liquidity, and Low Interest Rates In: Liberty Street Economics.
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2018Opening the Toolbox: The Nowcasting Code on GitHub In: Liberty Street Economics.
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2018Changing Risk-Return Profiles.(2018) In: Staff Reports.
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2020Reading the Tea Leaves of the U.S. Business Cycle—Part Two In: Liberty Street Economics.
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2024Tracking Reserve Ampleness in Real Time Using Reserve Demand Elasticity In: Liberty Street Economics.
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2018Flighty liquidity In: Staff Reports.
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2020Bank Capital and Real GDP Growth In: Staff Reports.
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2024Bank Capital and Real GDP Growth.(2024) In: Working Paper.
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2021A Large Bayesian VAR of the United States Economy In: Staff Reports.
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2025A Large Bayesian VAR of the U.S. Economy In: International Journal of Central Banking.
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2025The Effects of Fiscal Consolidations on the Debt Distribution In: IMF Working Papers.
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2010Comment on Can Parameter Instability Explain the Meese-Rogoff Puzzle? In: NBER Chapters.
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2024The Drivers of Post-Pandemic Inflation In: NBER Working Papers.
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2010Prior Selection for Bayesian VARs In: 2010 Meeting Papers.
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2012Nowcasting with Daily Data In: 2012 Meeting Papers.
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2017The national segmentation of euro area bank balance sheets during the financial crisis In: Empirical Economics.
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2006Panel Discussion In: Springer Books.
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2016Comment In: Journal of Business & Economic Statistics.
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2010Comment In: NBER International Seminar on Macroeconomics.
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2010Large Bayesian vector auto regressions In: ULB Institutional Repository.
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2008Did the Euro imply more correlation of cycles? In: ULB Institutional Repository.
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2010Incorporating conjunctural analysis in structural models In: ULB Institutional Repository.
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2004Euro area and US recessions: 1970-2003 In: ULB Institutional Repository.
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2008Nowcasting: the real time informational content of macroeconomic data releases In: ULB Institutional Repository.
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2006Panel discussion on Convergence or divergence in Europe? In: ULB Institutional Repository.
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2010Large Bayesian vector auto regressions In: Journal of Applied Econometrics.
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2010Large Bayesian vector auto regressions.(2010) In: Journal of Applied Econometrics.
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2011MACROPRUDENTIAL POLICY AND MONETARY POLICY: SOME LESSONS FROM THE EURO AREA In: World Scientific Book Chapters.
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