Domenico Giannone

Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited

Year: 2002
Journal: No Journal Matched
Authors: Domenico Giannone; Lucrezia Reichlin; Luca Sala

VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models

Year: 2002
Journal: Journal of Econometrics
Authors: Domenico Giannone; Lucrezia Reichlin; Luca Sala

The Feldstein-Horioka Fact

Year: 2004
Journal: No Journal Matched
Authors: Domenico Giannone; Michele Lenza

Monetary Policy in Real Time

Year: 2005
Journal: No Journal Matched
Authors: Domenico Giannone; Lucrezia Reichlin; Luca Sala

Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases

Year: 2005
Journal: Journal of Monetary Economics
Authors: Domenico Giannone; Lucrezia Reichlin; David Small

A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models

Year: 2006
Journal: Review of Economics and Statistics
Authors: Catherine Doz; Domenico Giannone; Lucrezia Reichlin

Does Information Help Recovering Structural Shocks from Past Observations

Year: 2006
Journal: Journal of the European Economic Association
Authors: Domenico Giannone; Lucrezia Reichlin

Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?

Year: 2006
Journal: Journal of Econometrics
Authors: Christine De Mol; Domenico Giannone; Lucrezia Reichlin

A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering

Year: 2007
Journal: Journal of Econometrics
Authors: Catherine Doz; Domenico Giannone; Lucrezia Reichlin

Bayesian VARs with Large Panels

Year: 2007
Journal: Journal of Applied Econometrics
Authors: Marta Babura; Domenico Giannone; Lucrezia Reichlin

A New Core Inflation Indicator for New Zealand

Year: 2007
Journal: International Journal of Central Banking
Authors: Domenico Giannone; Troy Matheson

Sparse and Stable Markowitz Portfolios

Year: 2007
Journal: No Journal Matched
Authors: Joshua Brodie; Ingrid Daubechies; Christine De Mol; Domenico Giannone

Comparing Alternative Predictors Based on Large-Panel Factor Models

Year: 2007
Journal: Oxford Bulletin of Economics and Statistics
Authors: Antonello D'Agostino; Domenico Giannone

Unpredictability and Macroeconomic Stability

Year: 2007
Journal: No Journal Matched
Authors: Antonello Dagostino; Domenico Giannone; Paolo Surico

Explaining the Great Moderation: It Is Not the Shocks

Year: 2007
Journal: Journal of the European Economic Association
Authors: Domenico Giannone; Michele Lenza; Lucrezia Reichlin

Business Cycles in the Euro Area

Year: 2008
Journal: No Journal Matched
Authors: Domenico Giannone; Michele Lenza; Lucrezia Reichlin

Short-term Forecasts of Euro Area GDP Growth

Year: 2008
Journal: Econometrics Journal
Authors: Elena Angelini; Gonzalo Cambamendez; Domenico Giannone; Lucrezia Reichlin; Gerhard Rünstler

The Feldstein-Horioka Fact

Year: 2009
Journal: No Journal Matched
Authors: Domenico Giannone; Michele Lenza

Macroeconomic Forecasting and Structural Change

Year: 2009
Journal: Journal of Applied Econometrics
Authors: Antonello Dagostino; Luca Gambetti; Domenico Giannone

Business Cycles in the Euro Area

Year: 2009
Journal: No Journal Matched
Authors: Domenico Giannone; Michele Lenza; Lucrezia Reichlin

An Areawide Realtime Database for the Euro Area

Year: 2010
Journal: Review of Economics and Statistics
Authors: Domenico Giannone; Jrme Henry; Magdalena Lalik; Michele Modugno

Short-term Inflation Projections: A Bayesian Vector Autoregressive Approach

Year: 2010
Journal: International Journal of Forecasting
Authors: Domenico Giannone; Michele Lenza; Daphne Momferatou; Luca Onorante

Nowcasting

Year: 2010
Journal: No Journal Matched
Authors: Marta Babura; Domenico Giannone; Lucrezia Reichlin

Nonstandard Monetary Policy Measures and Monetary Developments

Year: 2010
Journal: No Journal Matched
Authors: Domenico Giannone; Michele Lenza; Huw Pill; Lucrezia Reichlin

Market Freedom and the Global Recession

Year: 2010
Journal: IMF Economic Review
Authors: Domenico Giannone; Michele Lenza; Lucrezia Reichlin

The ECB and the Interbank Market

Year: 2012
Journal: Economic Journal
Authors: Domenico Giannone; Michele Lenza; Huw Pill; Lucrezia Reichlin

Money, Credit, Monetary Policy and the Business Cycle in the Euro Area

Year: 2012
Journal: No Journal Matched
Authors: Domenico Giannone; Michele Lenza; Lucrezia Reichlin

Optimal Combination of Survey Forecasts

Year: 2012
Journal: International Journal of Forecasting
Authors: Cristina Conflitti; Christine De Mol; Domenico Giannone

Prior Selection for Vector Autoregressions

Year: 2012
Journal: Review of Economics and Statistics
Authors: Domenico Giannone; Michele Lenza; Giorgio E. Primiceri

Prior Selection for Vector Autoregressions

Year: 2012
Journal: Review of Economics and Statistics
Authors: Domenico Giannone; Michele Lenza; Giorgio E. Primiceri

The Financial and Macroeconomic Effects of OMT Announcements

Year: 2014
Journal: No Journal Matched
Authors: Carlo Altavilla; Domenico Giannone; Michele Lenza

Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections

Year: 2014
Journal: No Journal Matched
Authors: Marta Banbura; Domenico Giannone; Michele Lenza

The Effectiveness of Nonstandard Monetary Policy Measures: Evidence from Survey Data

Year: 2014
Journal: No Journal Matched
Authors: Carlo Altavilla; Domenico Giannone

Global Trends in Interest Rates

Year: 2018
Journal: Journal of International Economics
Authors: Marco Del Negro; Domenico Giannone; Marc P. Giannoni; Andrea Tambalotti

Common Factors of Commodity Prices

Year: 2018
Journal: No Journal Matched
Authors: Simona Delle Chiaie; Laurent Ferrara; Domenico Giannone

Macroeconomic Nowcasting and Forecasting with Big Data

Year: 2018
Journal: No Journal Matched
Authors: Brandyn Bok; Daniele Caratelli; Domenico Giannone; Argia Sbordone; Andrea Tambalotti

Multimodality in Macrofinancial Dynamics

Year: 2020
Journal: No Journal Matched
Authors: Nina Boyarchenko; Tobias Adrian; Domenico Giannone

Forecasting Macroeconomic Risks

Year: 2020
Journal: No Journal Matched
Authors: Patrick Adams; Tobias Adrian; Nina Boyarchenko; Domenico Giannone

Nowcasting with Large Bayesian Vector Autoregressions

Year: 2021
Journal: No Journal Matched
Authors: Jacopo Cimadomo; Domenico Giannone; Michele Lenza; Francesca Monti; Andrej Sokol