Domenico Giannone : Citation Profile

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

45

H index

58

i10 index

11376

Citations

RESEARCH PRODUCTION:

49

Articles

202

Papers

11

Chapters

RESEARCH ACTIVITY:

   24 years (2002 - 2026). See details.
   Cites by year: 474
   Journals where Domenico Giannone has often published
   Relations with other researchers
   Recent citing documents: 450.    Total self citations: 142 (1.23 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgi49
   Updated: 2026-07-04    RAS profile: 2026-06-21    
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Relations with other researchers

Works with:

Lenza, Michele (8)

Cimadomo, Jacopo (5)

Monti, Francesca (5)

Primiceri, Giorgio (5)

Boyarchenko, Nina (4)

Adrian, Tobias (4)

Sokol, Andrej (4)

Luciani, Matteo (3)

La Spada, Gabriele (3)

Afonso, Gara (3)

Williams, John (3)

Modugno, Michele (2)

Furceri, Davide (2)

Cascaldi-Garcia, Danilo (2)

Pizzuto, Pietro (2)

Sbordone, Argia (2)

Crump, Richard (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 (312)

Koop, Gary (271)

Ricco, Giovanni (230)

Korobilis, Dimitris (201)

Reichlin, Lucrezia (159)

Huber, Florian (145)

GUPTA, RANGAN (144)

Chan, Joshua (144)

Barigozzi, Matteo (142)

mumtaz, haroon (139)

Carriero, Andrea (131)

Cites to:

Reichlin, Lucrezia (263)

Lenza, Michele (85)

Forni, Mario (68)

Lippi, Marco (54)

Banbura, Marta (46)

Watson, Mark (40)

Marcellino, Massimiliano (36)

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
International Journal of Central Banking4
Journal of Applied Econometrics4
Journal of Monetary Economics3
The Review of Economics and Statistics3
Journal of Business & Economic Statistics2
Research Bulletin2
Journal of the European Economic Association2
Journal of Applied Econometrics2
NBER International Seminar on Macroeconomics2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / Centre for Economic Policy Research46
Working Paper Series / European Central Bank31
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, Inc6
IMF Working Papers / International Monetary Fund5
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)5
Papers / arXiv.org4
Research Technical Papers / Central Bank of Ireland3
Post-Print / HAL2
2017 Meeting Papers / Society for Economic Dynamics2
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) / HAL2
Macroeconomics / University Library of Munich, Germany2
PSE-Ecole d'économie de Paris (Postprint) / HAL2

Recent works citing Domenico Giannone (2026 and 2025)

YearTitle of citing document
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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2025Liquidity Traps: A Unified Theory of the Great Depression and the Great Recession. (2025). Eggertsson, Gauti ; Egiev, Sergei K. In: Journal of Economic Literature. RePEc:aea:jeclit:v:63:y:2025:i:4:p:1424-1551.

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2025“It’s not the heat, it’s the humidity!†New Climate Indices for Europe with a Multilevel Factor Model. (2025). Manera, Matteo ; Pedini, Luca ; Valenti, Daniele ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:376264.

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2026A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters. (2026). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:388985.

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2026Induced Innovation in Critical Mineral Saving Technologies. (2026). Vona, Francesco ; Bastianin, Andrea ; Castelnovo, Paolo ; Frattini, Federico Fabio. In: FEEM Working Papers. RePEc:ags:feemwp:391378.

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2025Forecasting European Sovereign Spreads using Machine Learning. (2025). Bouillot, Roland ; Kool, Clemens ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2025004.

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2025Testing for the Interconnection channel. (2025). Luisi, Angelo ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2025005.

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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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2026Do 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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2026A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters. (2026). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: Working Papers. RePEc:anc:wpaper:503.

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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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2026Deep Learning, Predictability, and Optimal Portfolio Returns. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

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

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2026On 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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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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2025Nowcasting with signature methods. (2023). de Paula, Aureo ; Cohen, Samuel N ; Yang, Lingyi ; Nesheim, Lars ; Mantoan, Giulia ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Malpass, Will ; Lui, Silvia. In: Papers. RePEc:arx:papers:2305.10256.

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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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2026The 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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2026Economic Forecasts Using Many Noises. (2023). Neuhierl, Andreas ; Shi, Zhentao ; Liao, Yuan ; Ma, Xinjie. In: Papers. RePEc:arx:papers:2312.05593.

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

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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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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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2026Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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2026Econometric 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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2026Large 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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2026Probabilistic 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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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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2026Robust 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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2025Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs. (2025). Schorfheide, Frank ; Gonz, Oriol. In: Papers. RePEc:arx:papers:2502.03693.

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2026Quasi 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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2026Large 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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2026A 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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2026Machine 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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2026How 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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2026A Relaxation Approach to Synthetic Control. (2025). Zheng, Yapeng ; Shi, Zhentao ; Liao, Chengwang. In: Papers. RePEc:arx:papers:2508.01793.

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2025Bias Correction in Factor-Augmented Regression Models with Weak Factors. (2025). Yamagata, Takashi ; Uematsu, Yoshimasa ; Jiang, Peiyun. In: Papers. RePEc:arx:papers:2509.02066.

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2025Forecasting in small open emerging economies Evidence from Thailand. (2025). Aunsri, Nattapol ; Taveeapiradeecharoen, Paponpat. In: Papers. RePEc:arx:papers:2509.14805.

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2025An alternative bootstrap procedure for factor-augmented regression models. (2025). Yamagata, Takashi ; Jiang, Peiyun. In: Papers. RePEc:arx:papers:2510.00947.

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2025Gas supply shocks, uncertainty and price setting: evidences from Italian firms. (2025). Giorgianni, Giuseppe Pagano. In: Papers. RePEc:arx:papers:2510.03792.

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2025L2-relaxation for Economic Prediction. (2025). Wang, Yishu ; Shi, Zhentao. In: Papers. RePEc:arx:papers:2510.12183.

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2025Dynamic Factor Analysis of Price Movements in the Philippine Stock Exchange. (2025). Dominic, Len Patrick ; Lim, Brian Godwin ; Dayta, Dominic ; Tiu, Benedict Ryan ; Tan, Renzo Roel ; Ikeda, Kazushi. In: Papers. RePEc:arx:papers:2510.15938.

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2025Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347.

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2025Daily Forecasting for Annual Time Series Datasets Using Similarity-Based Machine Learning Methods: A Case Study in the Energy Market. (2025). Goldani, Mahdi. In: Papers. RePEc:arx:papers:2511.05556.

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2025Estimation of High-dimensional Nonlinear Vector Autoregressive Models. (2025). Han, Yuefeng ; Chen, Likai ; Wu, Wei Biao. In: Papers. RePEc:arx:papers:2511.18641.

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2025Explainable Machine Learning for Macroeconomic and Financial Nowcasting: A Decision-Grade Framework for Business and Policy. (2025). Attolico, Luca. In: Papers. RePEc:arx:papers:2512.00399.

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2025Debiased Bayesian Inference for High-dimensional Regression Models. (2025). Fang, Zheng ; Liu, Ruixuan ; Chen, Qihui. In: Papers. RePEc:arx:papers:2512.09257.

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2025FedSight AI: Multi-Agent System Architecture for Federal Funds Target Rate Prediction. (2025). Ye, David ; Viton, Adler ; Paul, Aditya ; Kodi, Abhishek ; Hou, Yuhan ; Feng, Yikai ; Zhang, Xiyue ; Rao, Tianji ; Dulam, Sanjana ; Tan, Jeremy. In: Papers. RePEc:arx:papers:2512.15728.

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2026Mean Square Errors of factors extracted using principal components, linear projections, and Kalman filter. (2026). Ruiz, Esther ; Barigozzi, Matteo ; Fresoli, Diego. In: Papers. RePEc:arx:papers:2601.04087.

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2026Fake Date Tests: Can We Trust In-sample Accuracy of LLMs in Macroeconomic Forecasting?. (2026). Seleznev, Sergei ; Eliseev, Alexander. In: Papers. RePEc:arx:papers:2601.07992.

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2026Nonlinear Dynamic Factor Analysis With a Transformer Network. (2026). Snellman, Oliver. In: Papers. RePEc:arx:papers:2601.12039.

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2026Predictive Synthesis under Sporadic Participation: Evidence from Inflation Density Surveys. (2026). McAlinn, Kenichiro ; Zhang, Minzhengxiong ; Luciani, Matteo ; Johnson, Matthew C. In: Papers. RePEc:arx:papers:2602.05226.

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2026Regularized Ensemble Forecasting for Learning Weights from Historical and Current Forecasts. (2026). Zhang, Xiaoke ; Guo, Xiaojia ; Su, Han. In: Papers. RePEc:arx:papers:2602.11379.

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2026At-Risk Transformation for U.S. Recession Prediction. (2026). Shin, Minchul ; Billakanti, Rahul. In: Papers. RePEc:arx:papers:2603.07813.

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2026Double Machine Learning for Time Series. (2026). Ciganovic, Milos ; Tancioni, Massimiliano ; D'Amario, Federico. In: Papers. RePEc:arx:papers:2603.10999.

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2026Network Structure in UK Payment Flows: Evidence on Economic Interdependencies and Implications for Real-Time Measurement. (2026). Humnabadkar, Aditya. In: Papers. RePEc:arx:papers:2604.02068.

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2026A Dynamic Factor Model for Level and Volatility. (2026). Velasco, Sofia ; Mumtaz, Haroon. In: Papers. RePEc:arx:papers:2604.03681.

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2026Dynamic Factor Stochastic Volatility-in-Mean VAR for Large Macroeconomic Panels. (2026). Omori, Yasuhiro ; Chib, Siddhartha ; Hiraki, Daichi. In: Papers. RePEc:arx:papers:2604.04529.

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2026Global Persistence, Local Residual Structure: Forecasting Heterogeneous Investment Panels. (2026). Roshka, Oleg. In: Papers. RePEc:arx:papers:2604.09821.

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2026A Diagnostics-First Composite Index for Macro-Financial Resilience to Socioeconomic Challenges: The Gondauri Index with Benchmarking and Scenario Evidence. (2026). Gondauri, Davit. In: Papers. RePEc:arx:papers:2604.12368.

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2026Who Saw It Coming? Historical Experience and the 2021 Inflation Forecast Failure. (2026). Stevanovic, Dalibor. In: Papers. RePEc:arx:papers:2604.14467.

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2026Inference in Tightly Identified and Large-Scale Sign-Restricted SVARs. (2026). Lanne, Markku ; Rybarczyk, Adam ; Luoto, Jani. In: Papers. RePEc:arx:papers:2604.22445.

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2026The Real Interest Rate as a Control Variable in the Open Economy. (2026). Londono-Sierra, Liz ; Posada, Carlos Esteban. In: Papers. RePEc:arx:papers:2605.03966.

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2026Uncertainty Quantification in Forecast Comparisons. (2026). Lerch, Sebastian ; Zahn, Tanja ; Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:2605.03997.

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2026Double Descent and Benign Overfitting in Macroeconomic Forecasting. (2026). Huber, Florian ; Carriero, Andrea ; Pettenuzzo, Davide. In: Papers. RePEc:arx:papers:2605.15358.

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2026Macro-aware time series forecasting via hierarchical mixed-frequency attention models. (2026). Cucuringu, Mihai ; Zohren, Stefan ; Wood, Kieran ; Oliveira, Daniel Cunha. In: Papers. RePEc:arx:papers:2606.00624.

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2026Causality versus Serial Correlation: an Asymmetric Portmanteau Test. (2026). Andriollo, Amedeo. In: Papers. RePEc:arx:papers:2606.07715.

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2026Risks and Uncertainty in Monetary Policy. (2026). West, Mike ; Luciani, Matteo ; Giannone, Domenico ; Adrian, Tobias. In: Papers. RePEc:arx:papers:2606.16708.

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2026Multivariate Economic Tail Risk and Scenario Analysis using the survey of Professional Forecasters. (2026). Opschoor, Anne ; Schick, Manuel. In: Working Papers. RePEc:awi:wpaper:771.

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2026Uncertain Climate Policy as a Source of Macro-Financial Shocks: Evidence from Carbon Futures Volatility. (2026). Massimo, Serena Ionta. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26262.

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2026Direct Gaussian Process Predictive Regressions with Mixed Frequency Data. (2026). Massimiliano, Niko Hauzenberger. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26265.

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2026From Currency Board Arrangement to Euro Area: Structural Risks and Opportunities. (2026). Kalinkova, Sabrina. In: Economic Studies journal. RePEc:bas:econst:y:2026:i:3:p:66-89.

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2025Risk Scenarios and Macroeconomic Forecasts. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stephane. In: Working Papers. RePEc:bbh:wpaper:24-01.

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2026Who Saw It Coming? Historical Experienceand the 2021 Inflation Forecast Failure. (2026). Stevanovic, Dalibor. In: Working Papers. RePEc:bbh:wpaper:26-02.

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2025Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks. (2025). Shimizu, Kenichi ; Lu, Zhentong. In: Staff Working Papers. RePEc:bca:bocawp:25-10.

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2025Risk Scenarios and Macroeconomic Forecasts. (2025). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stphane. In: Staff Working Papers. RePEc:bca:bocawp:25-28.

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Works by Domenico Giannone:

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: CEPR Discussion 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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2025Macroeconomic Forecasting and Machine Learning.(2025) In: CEPR Discussion Papers.
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2026Risks and Uncertainty in Monetary Policy 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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2025Nowcasting with large Bayesian vector autoregressions In: LIDAM Reprints CORE.
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2021Nowcasting with Large Bayesian Vector Autoregressions.(2021) 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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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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2024The drivers of post-pandemic inflation In: CEPR Discussion Papers.
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2024The Drivers of Post-Pandemic Inflation.(2024) In: NBER Working Papers.
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2024Nowcasting Recession Risk In: CEPR Discussion Papers.
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2024Nowcasting recession risk.(2024) In: Chapters.
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2025Debt-at-Risk In: CEPR Discussion Papers.
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2025Debt-at-Risk.(2025) In: IMF Working Papers.
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2025The Effects of Fiscal Consolidations on the Debt Distribution In: CEPR Discussion Papers.
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2025The Effects of Fiscal Consolidations on the Debt Distribution.(2025) In: IMF Working Papers.
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2026Fiscal Monitoring with VARs In: CEPR Discussion Papers.
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2026Fiscal monitoring with VARs.(2026) In: Working Paper Series.
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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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2005Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases.(2005) In: Finance and Economics Discussion Series.
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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: Post-Print.
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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: 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: ULB Institutional Repository.
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2008Short-Term Forecasts of Euro Area GDP Growth.(2008) In: Working Papers ECARES.
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2011Shortâ€term forecasts of euro area GDP growth.(2011) In: Econometrics Journal.
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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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2015Prior Selection for Vector Autoregressions.(2015) In: The Review of Economics and Statistics.
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2012The ECB and the Interbank Market.(2012) In: Working Papers ECARES.
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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.(2012) In: Working Papers ECARES.
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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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2014Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections.(2014) In: Working Papers ECARES.
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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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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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2014Unspanned macroeconomic factors in the yield curve.(2014) In: Finance and Economics Discussion Series.
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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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2018Global trends in interest rates.(2018) In: Staff Reports.
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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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2018Flighty liquidity In: Staff Reports.
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2010Prior Selection for Bayesian VARs In: 2010 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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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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