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Domenico Giannone

Personal Details

First Name:Domenico
Middle Name:
Last Name:Giannone
Suffix:
RePEc Short-ID:pgi49
[This author has chosen not to make the email address public]
https://econ.washington.edu/people/domenico-giannone
Terminal Degree:2004 European Centre for Advanced Research in Economics and Statistics (ECARES); Solvay Brussels School of Economics and Management; Université Libre de Bruxelles (from RePEc Genealogy)

Affiliation

(98%) International Monetary Fund (IMF)

Washington, District of Columbia (United States)
http://www.imf.org/
RePEc:edi:imfffus (more details at EDIRC)

(1%) Centre for Economic Policy Research (CEPR)

London, United Kingdom
http://www.cepr.org/
RePEc:edi:cebruuk (more details at EDIRC)

(1%) Department of Economics
University of Washington

Seattle, Washington (United States)
http://www.econ.washington.edu/
RePEc:edi:deuwaus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Tobias Adrian & Nina Boyarchenko & Domenico Giannone & Ananthakrishnan Prasad & Dulani Seneviratne & Yanzhe Xiao, 2022. "800,000 Years of Climate Risk," Staff Reports 1031, Federal Reserve Bank of New York.
  2. Gara Afonso & Domenico Giannone & Gabriele La Spada & John C. Williams, 2022. "Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve," Staff Reports 1019, Federal Reserve Bank of New York.
  3. Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021. "Nowcasting with Large Bayesian Vector Autoregressions," CEPR Discussion Papers 15854, C.E.P.R. Discussion Papers.
  4. Richard K. Crump & Stefano Eusepi & Domenico Giannone & Eric Qian & Argia M. Sbordone, 2021. "A Large Bayesian VAR of the United States Economy," Staff Reports 976, Federal Reserve Bank of New York.
  5. Danilo Cascaldi-Garcia & Thiago Revil T. Ferreira & Domenico Giannone & Michele Modugno, 2021. "Back to the Present: Learning about the Euro Area through a Now-casting Model," International Finance Discussion Papers 1313, Board of Governors of the Federal Reserve System (U.S.).
  6. Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone & J. Nellie Liang & Eric Qian, 2020. "What Do Financial Conditions Tell Us about Risks to GDP Growth?," Liberty Street Economics 20200521, Federal Reserve Bank of New York.
  7. Richard K. Crump & Domenico Giannone & David O. Lucca, 2020. "Reading the Tea Leaves of the U.S. Business Cycle—Part One," Liberty Street Economics 20200210, Federal Reserve Bank of New York.
  8. Nina Boyarchenko & Domenico Giannone & Anna Kovner, 2020. "Bank Capital and Real GDP Growth," Staff Reports 950, Federal Reserve Bank of New York.
  9. Adrian, Tobias & Adams, Patrick & Boyarchenko, Nina & Giannone, Domenico, 2020. "Forecasting Macroeconomic Risks," CEPR Discussion Papers 14436, C.E.P.R. Discussion Papers.
  10. Richard K. Crump & Domenico Giannone & David O. Lucca, 2020. "Reading the Tea Leaves of the U.S. Business Cycle—Part Two," Liberty Street Economics 20200212, Federal Reserve Bank of New York.
  11. Boyarchenko, Nina & Adrian, Tobias & Giannone, Domenico, 2020. "Multimodality in Macro-Financial Dynamics," CEPR Discussion Papers 15088, C.E.P.R. Discussion Papers.
  12. Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2019. "Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis?," Working Paper Series 2226, European Central Bank.
  13. Patrick Adams & Domenico Giannone & Eric Qian & Argia M. Sbordone, 2019. "Monitoring Economic Conditions during a Government Shutdown," Liberty Street Economics 20190205, Federal Reserve Bank of New York.
  14. Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," Working Papers 1812, Federal Reserve Bank of Dallas.
  15. Patrick Adams & Brandyn Bok & Daniele Caratelli & Domenico Giannone & Eric Qian & Argia M. Sbordone & Camilla Schneier & Andrea Tambalotti, 2018. "Opening the Toolbox: The Nowcasting Code on GitHub," Liberty Street Economics 20180810, Federal Reserve Bank of New York.
  16. Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "A New Perspective on Low Interest Rates," Liberty Street Economics 20180205, Federal Reserve Bank of New York.
  17. Giannone, Domenico & Tambalotti, Andrea & Sbordone, Argia & Bok, Brandyn & Caratelli, Daniele, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," CEPR Discussion Papers 12589, C.E.P.R. Discussion Papers.
  18. Richard K. Crump & Domenico Giannone & Sean Hundtofte, 2018. "Changing Risk-Return Profiles," Liberty Street Economics 20181004, Federal Reserve Bank of New York.
  19. Brandyn Bok & Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "A Time-Series Perspective on Safety, Liquidity, and Low Interest Rates," Liberty Street Economics 20180206, Federal Reserve Bank of New York.
  20. Marco Del Negro & Domenico Giannone & Marc Giannoni & Abhi Gupta & Pearl Li & Andrea Tambalotti, 2018. "A DSGE Perspective on Safety, Liquidity, and Low Interest Rates," Liberty Street Economics 20180207, Federal Reserve Bank of New York.
  21. Nina Boyarchenko & Domenico Giannone & Or Shachar, 2018. "Flighty liquidity," Staff Reports 870, Federal Reserve Bank of New York.
  22. Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2017. "Economic Predictions with Big Data: The Illusion Of Sparsity," CEPR Discussion Papers 12256, C.E.P.R. Discussion Papers.
  23. Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2017. "Safety, liquidity, and the natural rate of interest," Staff Reports 812, Federal Reserve Bank of New York.
  24. S. Delle Chiaie & L. Ferrara & D. Giannone, 2017. "Common Factors of Commodity Prices," Working papers 645, Banque de France.
  25. Primiceri, Giorgio & Giannone, Domenico & Lenza, Michele, 2016. "Priors for the Long Run," CEPR Discussion Papers 11261, C.E.P.R. Discussion Papers.
  26. Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2016. "Vulnerable Growth," CEPR Discussion Papers 11583, C.E.P.R. Discussion Papers.
  27. Antonello D'Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2015. "Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models," Finance and Economics Discussion Series 2015-66, Board of Governors of the Federal Reserve System (U.S.).
  28. Carlo Altavilla & Domenico Giannone & Michèle Modugno, 2014. "Low Frequency Effects of Macroeconomic News on Government Bond Yields," Working Papers ECARES ECARES 2014-34, ULB -- Universite Libre de Bruxelles.
  29. Giannone, Domenico & Monti , Francesca & Reichlin , Lucrezia, 2014. "Exploiting the monthly data flow in structural forecasting," Bank of England working papers 509, Bank of England.
  30. Giannone, Domenico & Banbura, Marta & Lenza, Michele, 2014. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," CEPR Discussion Papers 9931, C.E.P.R. Discussion Papers.
  31. Giannone, Domenico & Lenza, Michele & Altavilla, Carlo, 2014. "The Financial and Macroeconomic Effects of OMT Announcements," CEPR Discussion Papers 10025, C.E.P.R. Discussion Papers.
  32. Giannone, Domenico & Altavilla, Carlo, 2014. "The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data," CEPR Discussion Papers 10001, C.E.P.R. Discussion Papers.
  33. Laura Coroneo & Domenico Giannone & Michèle Modugno, 2013. "Unspanned Macroeconomic Factors in the Yields Curve," Working Papers ECARES ECARES 2013-07, ULB -- Universite Libre de Bruxelles.
  34. Reichlin, Lucrezia & Pill, Huw & Giannone, Domenico & Lenza, Michele, 2012. "The ECB and the Interbank Market," CEPR Discussion Papers 8844, C.E.P.R. Discussion Papers.
  35. Michele Modugno & Lucrezia Reichlin & Domenico Giannone & Marta Banbura, 2012. "Nowcasting with Daily Data," 2012 Meeting Papers 555, Society for Economic Dynamics.
  36. Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012. "Now-casting and the real-time data flow," CEPR Discussion Papers 9112, C.E.P.R. Discussion Papers.
  37. Giannone, Domenico & De Mol, Christine & Conflitti, Cristina, 2012. "Optimal Combination of Survey Forecasts," CEPR Discussion Papers 9096, C.E.P.R. Discussion Papers.
  38. Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2012. "Prior Selection for Vector Autoregressions," CEPR Discussion Papers 8755, C.E.P.R. Discussion Papers.
  39. Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2012. "Money, credit, monetary policy and the business cycle in the euro area," CEPR Discussion Papers 8944, C.E.P.R. Discussion Papers.
  40. Henry, Jerome & Giannone, Domenico & Lalik, Magdalena & Modugno, Michele, 2010. "An Area-Wide Real-Time Database for the Euro Area," CEPR Discussion Papers 7673, C.E.P.R. Discussion Papers.
  41. Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2010. "Nowcasting," CEPR Discussion Papers 7883, C.E.P.R. Discussion Papers.
  42. Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2010. "Market freedom and the global recession," CEPR Discussion Papers 7884, C.E.P.R. Discussion Papers.
  43. Giannone, Domenico & Lenza, Michele & Onorante, Luca & Momferatou, Daphne, 2010. "Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach," CEPR Discussion Papers 7746, C.E.P.R. Discussion Papers.
  44. Michele Lenza & Giorgio Primiceri & Domenico Giannone, 2010. "Prior Selection for Bayesian VARs," 2010 Meeting Papers 508, Society for Economic Dynamics.
  45. Reichlin, Lucrezia & Pill, Huw & Giannone, Domenico & Lenza, Michele, 2010. "Non-standard Monetary Policy Measures and Monetary Developments," CEPR Discussion Papers 8125, C.E.P.R. Discussion Papers.
  46. Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2009. "Business Cycles in the Euro Area," CEPR Discussion Papers 7124, C.E.P.R. Discussion Papers.
  47. D'Agostino, Antonello & Gambetti, Luca & Giannone, Domenico & Giannone, Domenico, 2009. "Macroeconomic Forecasting and Structural Change," Research Technical Papers 8/RT/09, Central Bank of Ireland.
  48. Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009. "Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator," Working Papers ECARES 2009_021, ULB -- Universite Libre de Bruxelles.
  49. Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2008. "Large Bayesian VARs," Working Paper Series 966, European Central Bank.
  50. Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2008. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Working Papers ECARES 2008_036, ULB -- Universite Libre de Bruxelles.
  51. Domenico Giannone & Lucrezia Reichlin & David Small, 2008. "Nowcasting: the real time informational content of macroeconomic data releases," ULB Institutional Repository 2013/6409, ULB -- Universite Libre de Bruxelles.
  52. Domenico Giannone & Lucrezia Reichlin, 2008. "Did the Euro imply more correlation of cycles?," ULB Institutional Repository 2013/13394, ULB -- Universite Libre de Bruxelles.
  53. Reichlin, Lucrezia & Camba-Mendez, Gonzalo & Angelini, Elena & Rünstler, Gerhard & Giannone, Domenico, 2008. "Short-term Forecasts of Euro Area GDP Growth," CEPR Discussion Papers 6746, C.E.P.R. Discussion Papers.
  54. Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2007. "Explaining The Great Moderation: It Is Not The Shocks," CEPR Discussion Papers 6600, C.E.P.R. Discussion Papers.
  55. Joshua Brodie & Ingrid Daubechies & Christine De Mol & Domenico Giannone & Ignace Loris, 2007. "Sparse and stable Markowitz portfolios," Papers 0708.0046, arXiv.org, revised May 2008.
  56. Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2007. "A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering," CEPR Discussion Papers 6043, C.E.P.R. Discussion Papers.
  57. Giannone, Domenico & Matheson, Troy, 2007. "A New Core Inflation Indicator for New Zealand," CEPR Discussion Papers 6469, C.E.P.R. Discussion Papers.
  58. Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007. "Bayesian VARs with Large Panels," CEPR Discussion Papers 6326, C.E.P.R. Discussion Papers.
  59. Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2006. "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," CEPR Discussion Papers 5724, C.E.P.R. Discussion Papers.
  60. Giannone, Domenico & Reichlin, Lucrezia, 2006. "Trends and cycles in the euro area: how much heterogeneity and should we worry about it?," Working Paper Series 595, European Central Bank.
  61. D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo, 2006. "(Un)Predictability and Macroeconomic Stability," Research Technical Papers 5/RT/06, Central Bank of Ireland.
  62. D'Agostino, Antonello & Giannone, Domenico, 2006. "Comparing Alternative Predictors Based on Large-Panel Factor Models," Research Technical Papers 14/RT/06, Central Bank of Ireland.
  63. Reichlin, Lucrezia & Giannone, Domenico, 2006. "Does Information Help Recovering Structural Shocks from Past Observations?," CEPR Discussion Papers 5725, C.E.P.R. Discussion Papers.
  64. Reichlin, Lucrezia & Giannone, Domenico & De Mol, Christine, 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.
  65. Anton Brender & Jean Pisani-Ferry & Domenico Giannone & Ricardo Faini, 2006. "Panel discussion on Convergence or divergence in Europe?," ULB Institutional Repository 2013/6415, ULB -- Universite Libre de Bruxelles.
  66. Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico, 2005. "Monetary Policy in Real Time," CEPR Discussion Papers 4981, C.E.P.R. Discussion Papers.
  67. Reichlin, Lucrezia & Giannone, Domenico & 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.
  68. Giannone, Domenico & Lenza, Michele, 2004. "The Feldstein-Horioka Fact," CEPR Discussion Papers 4610, C.E.P.R. Discussion Papers.
  69. Domenico Giannone & Lucrezia Reichlin, 2004. "Euro area and US recessions: 1970-2003," ULB Institutional Repository 2013/6405, ULB -- Universite Libre de Bruxelles.
  70. Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico, 2002. "Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited," CEPR Discussion Papers 3550, C.E.P.R. Discussion Papers.
  71. Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico, 2002. "VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models," CEPR Discussion Papers 3701, C.E.P.R. Discussion Papers.

Articles

  1. Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2022. "Nowcasting with large Bayesian vector autoregressions," Journal of Econometrics, Elsevier, vol. 231(2), pages 500-519.
  2. Adams, Patrick A. & Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2021. "Forecasting macroeconomic risks," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1173-1191.
  3. Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2021. "Multimodality In Macrofinancial Dynamics," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 861-886, May.
  4. Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2021. "Economic Predictions With Big Data: The Illusion of Sparsity," Econometrica, Econometric Society, vol. 89(5), pages 2409-2437, September.
  5. Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019. "Vulnerable Growth," American Economic Review, American Economic Association, vol. 109(4), pages 1263-1289, April.
  6. Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2019. "Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 137-173, December.
  7. Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2019. "Priors for the Long Run," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(526), pages 565-580, April.
  8. Del Negro, Marco & Giannone, Domenico & Giannoni, Marc P. & Tambalotti, Andrea, 2019. "Global trends in interest rates," Journal of International Economics, Elsevier, vol. 118(C), pages 248-262.
  9. Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 615-643, August.
  10. Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2018. "Common factors of commodity prices," Research Bulletin, European Central Bank, vol. 51.
  11. Altavilla, Carlo & Giannone, Domenico & Modugno, Michele, 2017. "Low frequency effects of macroeconomic news on government bond yields," Journal of Monetary Economics, Elsevier, vol. 92(C), pages 31-46.
  12. A. Colangelo & D. Giannone & M. Lenza & H. Pill & L. Reichlin, 2017. "The national segmentation of euro area bank balance sheets during the financial crisis," Empirical Economics, Springer, vol. 53(1), pages 247-265, August.
  13. Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2017. "Safety, Liquidity, and the Natural Rate of Interest," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 48(1 (Spring), pages 235-316.
  14. Carlo Altavilla & Domenico Giannone, 2017. "The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(5), pages 952-964, August.
  15. Laura Coroneo & Domenico Giannone & Michele Modugno, 2016. "Unspanned Macroeconomic Factors in the Yield Curve," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 472-485, July.
  16. Carlo Altavilla & Domenico Giannone & Michele Lenza, 2016. "The Financial and Macroeconomic Effects of the OMT Announcements," International Journal of Central Banking, International Journal of Central Banking, vol. 12(3), pages 29-57, September.
  17. Domenico Giannone, 2016. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 342-344, July.
  18. Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2016. "Exploiting the monthly data flow in structural forecasting," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 201-215.
  19. Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2015. "Prior Selection for Vector Autoregressions," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 436-451, May.
  20. Bańbura, Marta & Giannone, Domenico & Lenza, Michele, 2015. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," International Journal of Forecasting, Elsevier, vol. 31(3), pages 739-756.
  21. Conflitti, Cristina & De Mol, Christine & Giannone, Domenico, 2015. "Optimal combination of survey forecasts," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1096-1103.
  22. Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca, 2014. "Short-term inflation projections: A Bayesian vector autoregressive approach," International Journal of Forecasting, Elsevier, vol. 30(3), pages 635-644.
  23. Antonello D'Agostino & Luca Gambetti & Domenico Giannone, 2013. "Macroeconomic forecasting and structural change," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(1), pages 82-101, January.
  24. Antonello D’ Agostino & Domenico Giannone, 2012. "Comparing Alternative Predictors Based on Large‐Panel Factor Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(2), pages 306-326, April.
  25. Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michele Modugno, 2012. "An Area-Wide Real-Time Database for the Euro Area," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1000-1013, November.
  26. Domenico Giannone & Michele Lenza & Huw Pill & Lucrezia Reichlin, 2012. "The ECB and the Interbank Market," Economic Journal, Royal Economic Society, vol. 122(564), pages 467-486, November.
  27. Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2012. "A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1014-1024, November.
  28. Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2011. "Market Freedom and the Global Recession," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 59(1), pages 111-135, April.
  29. Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Journal of Econometrics, Elsevier, vol. 164(1), pages 188-205, September.
  30. Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14(1), pages 25-44, February.
  31. Domenico Giannone & Michele Lenza, 2010. "The Feldstein-Horioka Fact," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 6(1), pages 103-117.
  32. Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
  33. Domenico Giannone, 2010. "Comment," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 6(1), pages 180-190.
  34. Domenico Giannone & Michele Lenza, 2009. "Business cycles in the euro area," Research Bulletin, European Central Bank, vol. 8, pages 5-7.
  35. Giannone, Domenico & Reichlin, Lucrezia & Simonelli, Saverio, 2009. "Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators," National Institute Economic Review, National Institute of Economic and Social Research, vol. 210, pages 90-97, October.
  36. Giannone, Domenico & Reichlin, Lucrezia, 2009. "Comments on "Forecasting economic and financial variables with global VARs"," International Journal of Forecasting, Elsevier, vol. 25(4), pages 684-686, October.
  37. 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(5), pages 1319-1347, October.
  38. 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.
  39. 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.
  40. 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.
  41. 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.
  42. 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.
  43. 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.

Chapters

  1. Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 248-262, National Bureau of Economic Research, Inc.
  2. Antonello D’Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2016. "Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 569-594, Emerald Group Publishing Limited.
  3. Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013. "Now-Casting and the Real-Time Data Flow," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237, Elsevier.
  4. Domenico Giannone & Michele Lenza & Huw Pill & Lucrezia Reichlin, 2011. "Macroprudential Policy And Monetary Policy: Some Lessons From The Euro Area," World Scientific Book Chapters, in: Stijn Claessens & Douglas D Evanoff & George G Kaufman & Laura E Kodres (ed.), Macroprudential Regulatory Policies The New Road to Financial Stability?, chapter 8, pages 103-119, World Scientific Publishing Co. Pte. Ltd..
  5. Domenico Giannone & Michele Lenza, 2010. "The Feldstein-Horioka Fact," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 103-117, National Bureau of Economic Research, Inc.
  6. Domenico Giannone, 2010. "Comment on "Can Parameter Instability Explain the Meese-Rogoff Puzzle?"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 180-190, National Bureau of Economic Research, Inc.
  7. Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2010. "Business Cycles in the Euro Area," NBER Chapters, in: Europe and the Euro, pages 141-167, National Bureau of Economic Research, Inc.
  8. Anton Brender & Jean Pisani-Ferry & Domenico Giannone & Riccardo Faini, 2006. "Panel Discussion," Springer Books, in: Convergence or Divergence in Europe?, pages 47-59, Springer.
  9. 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.

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  11. Number of Citations, Weighted by Recursive Impact Factor
  12. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors
  14. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  16. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  19. h-index
  20. Number of Registered Citing Authors
  21. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  22. Number of Journal Pages
  23. Number of Journal Pages, Weighted by Simple Impact Factor
  24. Number of Journal Pages, Weighted by Recursive Impact Factor
  25. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  26. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  27. Number of Abstract Views in RePEc Services over the past 12 months
  28. Number of Downloads through RePEc Services over the past 12 months
  29. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  30. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  31. Euclidian citation score
  32. Closeness measure in co-authorship network
  33. Betweenness measure in co-authorship network
  34. Breadth of citations across fields
  35. Wu-Index
  36. Record of graduates

Co-authorship network on CollEc

List Editorship

This author manages the following RePEc Biblio topics, reading lists or publication compilations:
  1. RePEc Biblio > Econometrics > Time Series Models
  2. RePEc Biblio > Econometrics > Time Series Models > VAR Models
  3. RePEc Biblio > Econometrics > Time Series Models > VAR Models > Bayesian Vector autoregressions (BVARs)
  4. RePEc Biblio > Econometrics > Forecasting > Nowcasting
  5. RePEc Biblio > Econometrics > Time Series Models > Dynamic Factor Models
  6. RePEc Biblio > Econometrics > Time Series Models > Dynamic Factor Models > Structural Factor Models
  7. RePEc Biblio > Econometrics > Time Series Models > VAR Models > Time Varying Parameters and Stochastic Volatility
  8. RePEc Biblio > Econometrics > Big Data

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 124 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (81) 2003-03-17 2004-06-22 2005-03-13 2005-06-14 2005-09-29 2005-11-05 2005-11-19 2005-12-01 2006-10-28 2007-02-10 2007-04-09 2007-09-30 2007-12-19 2008-01-05 2008-04-12 2008-11-18 2008-11-18 2008-11-18 2008-12-14 2008-12-14 2009-02-28 2009-10-17 2009-10-17 2009-10-17 2009-11-21 2009-11-27 2010-05-02 2011-01-23 2011-01-23 2012-02-08 2012-03-21 2012-03-28 2012-05-02 2013-02-08 2013-08-23 2014-01-24 2014-06-02 2014-06-14 2014-07-13 2014-07-21 2014-08-28 2014-08-28 2014-08-28 2014-09-08 2014-10-03 2014-12-08 2014-12-29 2015-01-03 2015-02-05 2015-12-12 2015-12-12 2016-03-06 2016-10-09 2017-05-14 2017-11-05 2017-12-03 2017-12-03 2018-02-05 2018-09-24 2018-10-22 2018-11-05 2019-02-04 2019-05-06 2019-11-25 2020-02-10 2020-02-10 2020-02-10 2020-02-10 2020-02-10 2020-02-10 2020-02-10 2020-02-24 2020-02-24 2020-07-20 2020-08-31 2020-12-21 2021-05-10 2021-06-14 2021-06-21 2021-08-30 2022-06-20. Author is listed
  2. NEP-FOR: Forecasting (48) 2005-09-29 2005-11-05 2005-12-01 2006-10-28 2006-11-18 2007-04-09 2007-06-30 2007-11-24 2008-01-05 2008-04-12 2008-11-18 2008-11-18 2009-10-17 2009-10-17 2009-11-14 2009-11-21 2009-11-27 2010-03-28 2010-05-02 2010-06-18 2010-12-18 2012-03-28 2012-08-23 2012-09-03 2012-09-09 2012-10-27 2013-01-07 2013-02-08 2013-04-20 2013-08-23 2014-03-30 2014-06-02 2014-06-02 2014-07-13 2014-07-21 2014-08-28 2014-11-28 2015-02-05 2015-12-12 2015-12-12 2016-03-06 2016-10-09 2017-12-03 2017-12-03 2018-02-05 2020-07-20 2020-08-31 2021-05-10. Author is listed
  3. NEP-CBA: Central Banking (37) 2005-03-13 2005-09-29 2007-02-10 2007-04-09 2007-06-30 2007-09-30 2007-12-19 2008-01-05 2008-04-12 2008-11-18 2008-11-18 2008-11-18 2008-12-14 2008-12-14 2009-02-28 2009-10-17 2009-10-17 2009-10-17 2009-11-14 2009-11-21 2009-11-27 2010-02-05 2010-03-28 2010-05-02 2010-07-17 2010-12-18 2011-01-23 2011-01-23 2012-02-08 2012-03-28 2013-01-07 2014-06-14 2014-12-29 2015-01-03 2019-02-04 2019-05-06 2022-06-20. Author is listed
  4. NEP-MON: Monetary Economics (34) 2005-03-13 2005-06-14 2007-02-10 2007-09-30 2010-03-28 2011-01-23 2011-01-23 2012-02-08 2012-03-21 2012-03-28 2012-05-02 2013-01-07 2014-01-24 2014-06-02 2014-06-14 2014-07-13 2014-12-08 2014-12-29 2015-01-03 2015-12-12 2016-10-02 2017-11-05 2018-09-24 2018-10-22 2018-11-05 2019-02-04 2019-05-06 2019-10-07 2020-02-10 2020-02-10 2020-02-10 2020-12-21 2021-06-21 2022-06-20. Author is listed
  5. NEP-ECM: Econometrics (32) 2003-03-17 2004-06-22 2005-09-29 2006-10-28 2006-10-28 2006-10-28 2007-01-02 2007-01-28 2007-04-09 2007-06-30 2007-11-24 2008-04-12 2008-11-18 2008-11-18 2008-11-18 2008-11-18 2009-10-17 2009-10-17 2009-11-14 2009-11-27 2010-05-02 2010-06-18 2010-07-17 2012-01-25 2012-09-03 2013-08-23 2014-03-30 2014-07-21 2016-03-06 2017-12-03 2018-04-30 2019-11-25. Author is listed
  6. NEP-ETS: Econometric Time Series (29) 2004-06-22 2006-10-28 2006-10-28 2006-10-28 2006-11-18 2007-01-02 2007-01-28 2007-04-09 2007-06-30 2008-11-18 2008-11-18 2008-11-18 2008-11-18 2009-10-17 2009-11-27 2010-05-02 2012-01-25 2012-03-28 2012-10-27 2013-01-07 2014-03-30 2014-06-02 2014-10-03 2014-11-28 2015-12-12 2016-05-14 2018-09-24 2020-08-31 2021-05-10. Author is listed
  7. NEP-EEC: European Economics (21) 2005-11-19 2008-04-12 2008-12-14 2009-02-28 2009-10-17 2009-11-14 2010-03-28 2010-07-17 2010-12-18 2011-01-23 2012-02-08 2012-03-21 2012-03-28 2012-05-02 2013-01-07 2014-01-24 2014-06-14 2014-12-08 2019-02-04 2019-05-06 2021-06-21. Author is listed
  8. NEP-OPM: Open Economy Macroeconomics (12) 2008-12-14 2008-12-14 2009-02-28 2009-10-17 2009-11-21 2017-11-26 2018-09-24 2018-10-22 2018-11-05 2019-02-04 2019-10-07 2019-11-25. Author is listed
  9. NEP-BAN: Banking (8) 2012-02-08 2012-03-21 2012-03-28 2012-05-02 2013-01-07 2019-02-04 2019-05-06 2020-12-21. Author is listed
  10. NEP-FDG: Financial Development and Growth (8) 2018-01-22 2019-02-04 2019-11-25 2020-02-10 2020-06-22 2020-12-21 2021-06-14 2021-08-30. Author is listed
  11. NEP-ORE: Operations Research (8) 2009-10-17 2009-11-27 2014-10-03 2015-12-12 2017-12-03 2018-04-30 2021-05-10 2021-08-30. Author is listed
  12. NEP-BEC: Business Economics (7) 2005-11-19 2007-12-19 2008-11-18 2008-12-14 2009-02-28 2009-10-17 2009-11-21. Author is listed
  13. NEP-BIG: Big Data (7) 2017-09-10 2017-12-03 2018-02-05 2018-04-30 2020-02-10 2020-08-31 2021-05-10. Author is listed
  14. NEP-DGE: Dynamic General Equilibrium (7) 2004-06-22 2014-10-03 2015-02-05 2015-12-12 2017-05-14 2017-11-05 2020-02-10. Author is listed
  15. NEP-ENE: Energy Economics (3) 2017-11-26 2018-04-02 2022-10-03
  16. NEP-FMK: Financial Markets (3) 2007-09-24 2014-09-08 2018-07-09
  17. NEP-RMG: Risk Management (3) 2018-07-09 2020-06-22 2020-07-20
  18. NEP-CWA: Central and Western Asia (2) 2021-06-14 2021-08-30
  19. NEP-HIS: Business, Economic and Financial History (2) 2010-06-18 2022-10-03
  20. NEP-MST: Market Microstructure (2) 2012-09-09 2013-08-23
  21. NEP-PAY: Payment Systems and Financial Technology (2) 2017-09-10 2018-04-30
  22. NEP-CMP: Computational Economics (1) 2007-09-24
  23. NEP-ENV: Environmental Economics (1) 2022-10-03
  24. NEP-HPE: History and Philosophy of Economics (1) 2018-02-05
  25. NEP-IAS: Insurance Economics (1) 2005-11-19
  26. NEP-ISF: Islamic Finance (1) 2021-08-30
  27. NEP-KNM: Knowledge Management and Knowledge Economy (1) 2018-07-09
  28. NEP-LAB: Labour Economics (1) 2009-10-17

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