关注
Domenico Giannone
标题
引用次数
引用次数
年份
Large Bayesian vector auto regressions
M Bańbura, D Giannone, L Reichlin
Journal of applied Econometrics 25 (1), 71-92, 2010
16452010
Nowcasting: The real-time informational content of macroeconomic data
D Giannone, L Reichlin, D Small
Journal of monetary economics 55 (4), 665-676, 2008
1594*2008
Vulnerable growth
D Giannone, N Boyarchenko, T Adrian
American Economic Review 109 (4), 1263-89, 2019
897*2019
Prior selection for vector autoregressions
D Giannone, M Lenza, GE Primiceri
Review of Economics and Statistics 97 (2), 436-451, 2015
8782015
A quasi–maximum likelihood approach for large, approximate dynamic factor models
C Doz, D Giannone, L Reichlin
Review of economics and statistics 94 (4), 1014-1024, 2012
7262012
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
C Doz, D Giannone, L Reichlin
Journal of Econometrics 164 (1), 188-205, 2011
6742011
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
C De Mol, D Giannone, L Reichlin
Journal of Econometrics 146 (2), 318-328, 2008
6482008
Now-casting and the real-time data flow
M Banbura, D Giannone, M Modugno, L Reichlin
Handbook of Economic Forecasting 2, 195-237, 2013
6372013
Sparse and stable Markowitz portfolios
J Brodie, I Daubechies, C De Mol, D Giannone, I Loris
Proceedings of the National Academy of Sciences 106 (30), 12267-12272, 2009
6102009
The financial and macroeconomic effects of OMT announcements
C Altavilla, D Giannone, M Lenza
International Journal of Central Banking 12 (3), 29-57, 2016
4952016
Opening the black box: Structural factor models with large cross sections
M Forni, D Giannone, M Lippi, L Reichlin
Econometric Theory 25 (5), 1319-1347, 2009
4832009
Monetary policy in real time
D Giannone, L Reichlin, L Sala
NBER macroeconomics annual 19, 161-200, 2004
4612004
Safety, liquidity, and the natural rate of interest
M Del Negro, D Giannone, MP Giannoni, A Tambalotti
Brookings Papers on Economic Activity 2017 (1), 235-316, 2017
4432017
Nowcasting
M BańBura, D Giannone, L Reichlin
The Oxford Handbook of Economic Forecasting, 2011
434*2011
Macroeconomic forecasting and structural change
A D'Agostino, L Gambetti, D Giannone
Journal of Applied Econometrics 28 (1), 81-101, 2013
4292013
Short‐term forecasts of euro area GDP growth
E Angelini, G Camba‐Mendez, D Giannone, L Reichlin, G Rünstler
The Econometrics Journal 14 (1), C25-C44, 2011
3812011
Global trends in interest rates
M Del Negro, D Giannone, MP Giannoni, A Tambalotti
Journal of International Economics 118, 248-262, 2019
3162019
Business Cycles in the Euro Area
D Giannone, M Lenza, L Reichlin
Europe and the Euro, 141-168, 2010
3022010
Economic predictions with big data: The illusion of sparsity
D Giannone, M Lenza, GE Primiceri
Econometrica 89 (5), 2409-2437, 2021
2682021
Macroeconomic nowcasting and forecasting with big data
B Bok, D Caratelli, D Giannone, AM Sbordone, A Tambalotti
Annual Review of Economics, 2018
2542018
系统目前无法执行此操作,请稍后再试。
文章 1–20