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Information about:
Domenico Giannone

Personal Details | Affiliation | Works
This is information that was supplied by Domenico Giannone in registering through RePEc. If you are Domenico Giannone , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Domenico
Middle Name:
Last Name: Giannone
Suffix:

RePEc Short-ID: pgi49

Email:
Homepage:
http://homepages.ulb.ac.be/~dgiannon/
Postal Address: ECARES (European Centre for Advanced Research in Economics and Statistics) Université Libre de Bruxelles, CP 114, Av. F.D. Roosevelt, 50. B-1050 Bruxelles
Phone: +32-2-6504221

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  2. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  3. h, where author has written h papers that have each been cited at least h times.
  4. Number of Downloads through RePEc Services over the past 12 months

Works

|
Working papers | Articles | Chapters | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Antonello D'Agostino & Luca Gambetti & Domenico Giannone, 2009. "Macroeconomic Forecasting and Structural Change," ECARES Working Papers 2009_020, Université Libre de Bruxelles, Ecares. [Downloadable!]

  2. Domenico Giannone & Michele Lenza, 2009. "The Feldstein-Horioka fact," NBER Working Papers 15519, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  3. Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009. "Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator," ECARES Working Papers 2009_021, Université Libre de Bruxelles, Ecares. [Downloadable!]
    Other versions:

  4. D'Agostino, Antonello & Gambetti, Luca & Giannone, Domenico & Giannone, Domenico, 2009. "Macroeconomic Forecasting and Structural Change," Research Technical Papers 8/RT/09, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]

  5. Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008. "Business Cycles in the Euro Area," NBER Working Papers 14529, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  6. Angelini, Elena & Camba-Mendez, Gonzalo & Giannone, Domenico & Reichlin, Lucrezia & Rünstler, Gerhard, 2008. "Short-term Forecasts of Euro Area GDP Growth," CEPR Discussion Papers 6746, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:

  7. Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," ECARES Working Papers 2008_033, Université Libre de Bruxelles, Ecares. [Downloadable!]
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  8. Brodie, Joshua & Daubechies, Ingrid & De Mol, Christine & Giannone, Domenico, 2007. "Sparse and Stable Markowitz Portfolios," CEPR Discussion Papers 6474, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:

  9. Banbura, Marta & Giannone, Domenico & Reichlin, Lucrezia, 2007. "Bayesian VARs with Large Panels," CEPR Discussion Papers 6326, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  10. Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2007. "Opening the black box - structural factor models with large gross-sections," Working Paper Series 712, European Central Bank. [Downloadable!]
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    Published as:

  11. Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2007. "Explaining The Great Moderation: It Is Not The Shocks," CEPR Discussion Papers 6600, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    Published as:

  12. Antonello D'Agostino & Domenico Giannone, 2006. "Comparing alternative predictors based on large-panel factor models," Working Paper Series 680, European Central Bank. [Downloadable!]
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  13. Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2006. "A Two-step estimator for large approximate dynamic factor models based on Kalman filtering," THEMA Working Papers 2006-23, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
    Other versions:

  14. Domenico Giannone & Lucrezia Reichlin, 2006. "Does information help recovering structural shocks from past observations?," Working Paper Series 632, European Central Bank. [Downloadable!]
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    Published as:

  15. De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?," CEPR Discussion Papers 5829, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:

  16. Domenico Giannone & Troy Matheson, 2006. "A new core inflation indicator for New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2006/02, Reserve Bank of New Zealand. [Downloadable!]
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    Published as:

  17. Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2006. "A quasi maximum likelihood approach for large approximate dynamic factor models," Working Paper Series 674, European Central Bank. [Downloadable!]
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  18. Antonello D’Agostino & Domenico Giannone & Paolo Surico, 2006. "(Un)Predictability and macroeconomic stability," Working Paper Series 605, European Central Bank. [Downloadable!]
    Other versions:

  19. Domenico Giannone & Lucrezia Reichlin, 2005. "Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?," Macroeconomics 0511016, EconWPA. [Downloadable!]
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  20. Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary Policy in Real Time," Working Papers 284, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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    Published as:
    • Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary Policy in Real Time," NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 161-224 National Bureau of Economic Research, Inc. [Downloadable!]

  21. Giannone, Domenico & Reichlin, Lucrezia & Small, David, 2005. "Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases," CEPR Discussion Papers 5178, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:

  22. Domenica Giannone & Lucrezia Reichlin & Luca Sala, 2004. "VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models," Working Papers 258, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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    Published as:

  23. Giannone, Domenico & Lenza, Michele, 2004. "The Feldstein-Horioka Fact," CEPR Discussion Papers 4610, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:

  24. Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca, 2002. "Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited," CEPR Discussion Papers 3550, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  25. RePEc:cpr:ceprdp:7542 is not listed on IDEAS


Articles

  1. Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2009. "Opening The Black Box: Structural Factor Models With Large Cross Sections," Econometric Theory, Cambridge University Press, vol. 25(05), pages 1319-1347, October. [Downloadable!]
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  2. Giannone, Domenico & Reichlin, Lucrezia & Small, David, 2008. "Nowcasting: The real-time informational content of macroeconomic data," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 665-676, May. [Downloadable!] (restricted)

  3. Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008. "Explaining The Great Moderation: It Is Not The Shocks," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 621-633, 04-05. [Downloadable!] (restricted)
    Other versions:

  4. De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2008. "Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?," Journal of Econometrics, Elsevier, vol. 146(2), pages 318-328, October. [Downloadable!] (restricted)

  5. Domenico Giannone & Troy D. Matheson, 2007. "A New Core Inflation Indicator for New Zealand," International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 145-180, December. [Downloadable!]
    Other versions:

  6. Domenico Giannone & Lucrezia Reichlin, 2006. "Does information help recovering structural shocks from past observations?," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 455-465, 04-05. [Downloadable!] (restricted)
    Other versions:

  7. Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca, 2006. "VARs, common factors and the empirical validation of equilibrium business cycle models," Journal of Econometrics, Elsevier, vol. 132(1), pages 257-279, May. [Downloadable!] (restricted)
    Other versions:


Chapters

  1. Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary Policy in Real Time," NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 161-224 National Bureau of Economic Research, Inc. [Downloadable!]
    Other versions:


NEP Fields

48 papers by this author were announced in
NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (9) 2005-11-19 2006-04-29 2007-12-19 2008-03-01 2008-03-01 2008-11-18 2008-12-14 2009-02-28 2009-10-17 Author is listed
  2. NEP-CBA: Central Banking (25) 2005-03-13 2005-09-29 2006-04-29 2006-05-06 2006-07-28 2007-02-10 2007-04-09 2007-06-30 2007-09-30 2007-12-19 2008-01-05 2008-03-01 2008-03-01 2008-04-12 2008-11-04 2008-11-18 2008-11-18 2008-11-18 2008-12-01 2008-12-14 2008-12-14 2009-02-28 2009-10-17 2009-10-17 2009-10-17 Author is listed
  3. NEP-CMP: Computational Economics (1) 2007-09-24
  4. NEP-DGE: Dynamic General Equilibrium (1) 2004-06-22
  5. NEP-ECM: Econometrics (25) 2003-03-17 2004-06-22 2005-09-29 2006-07-28 2006-07-28 2006-09-23 2006-10-28 2006-10-28 2006-10-28 2006-11-04 2007-01-02 2007-01-14 2007-01-23 2007-01-28 2007-04-09 2007-06-30 2007-11-24 2008-04-12 2008-11-04 2008-11-18 2008-11-18 2008-11-18 2008-11-18 2009-10-17 2009-10-17 Author is listed
  6. NEP-EEC: European Economics (7) 2005-11-19 2006-04-29 2008-04-12 2008-11-04 2008-12-14 2009-02-28 2009-10-17 Author is listed
  7. NEP-ETS: Econometric Time Series (20) 2004-06-22 2006-07-28 2006-09-23 2006-10-28 2006-10-28 2006-10-28 2006-11-04 2006-11-18 2007-01-02 2007-01-14 2007-01-23 2007-01-28 2007-04-09 2007-06-30 2008-11-18 2008-11-18 2008-11-18 2008-11-18 2008-12-01 2009-10-17 Author is listed
  8. NEP-FIN: Finance (1) 2006-07-28
  9. NEP-FMK: Financial Markets (2) 2006-04-29 2007-09-24
  10. NEP-FOR: Forecasting (20) 2005-09-29 2005-11-05 2005-12-01 2006-05-06 2006-07-28 2006-10-28 2006-11-04 2006-11-18 2007-01-14 2007-04-09 2007-06-30 2007-11-24 2008-01-05 2008-04-12 2008-11-04 2008-11-18 2008-11-18 2008-12-01 2009-10-17 2009-10-17 Author is listed
  11. NEP-IAS: Insurance Economics (2) 2005-11-19 2006-04-29
  12. NEP-LAB: Labour Economics (1) 2009-10-17
  13. NEP-MAC: Macroeconomics (31) 2003-03-17 2004-06-22 2005-03-13 2005-06-14 2005-09-29 2005-11-05 2005-11-19 2005-12-01 2006-04-29 2006-05-06 2006-07-28 2006-07-28 2006-10-28 2007-02-10 2007-04-09 2007-09-30 2007-12-19 2008-01-05 2008-03-01 2008-04-12 2008-11-04 2008-11-18 2008-11-18 2008-11-18 2008-12-01 2008-12-14 2008-12-14 2009-02-28 2009-10-17 2009-10-17 2009-10-17 Author is listed
  14. NEP-MON: Monetary Economics (4) 2005-03-13 2005-06-14 2007-02-10 2007-09-30
  15. NEP-OPM: Open MacroEconomics (5) 2008-03-01 2008-12-14 2008-12-14 2009-02-28 2009-10-17 Author is listed
  16. NEP-ORE: Operations Research (1) 2009-10-17

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This page was last updated on 2009-11-18.


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