Large Bayesian vector auto regressions M Bańbura, D Giannone, L Reichlin Journal of applied Econometrics 25 (1), 71-92, 2010 | 1645 | 2010 |
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 | 878 | 2015 |
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 | 726 | 2012 |
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 | 674 | 2011 |
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 | 648 | 2008 |
Now-casting and the real-time data flow M Banbura, D Giannone, M Modugno, L Reichlin Handbook of Economic Forecasting 2, 195-237, 2013 | 637 | 2013 |
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 | 610 | 2009 |
The financial and macroeconomic effects of OMT announcements C Altavilla, D Giannone, M Lenza International Journal of Central Banking 12 (3), 29-57, 2016 | 495 | 2016 |
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 | 483 | 2009 |
Monetary policy in real time D Giannone, L Reichlin, L Sala NBER macroeconomics annual 19, 161-200, 2004 | 461 | 2004 |
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 | 443 | 2017 |
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 | 429 | 2013 |
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 | 381 | 2011 |
Global trends in interest rates M Del Negro, D Giannone, MP Giannoni, A Tambalotti Journal of International Economics 118, 248-262, 2019 | 316 | 2019 |
Business Cycles in the Euro Area D Giannone, M Lenza, L Reichlin Europe and the Euro, 141-168, 2010 | 302 | 2010 |
Economic predictions with big data: The illusion of sparsity D Giannone, M Lenza, GE Primiceri Econometrica 89 (5), 2409-2437, 2021 | 268 | 2021 |
Macroeconomic nowcasting and forecasting with big data B Bok, D Caratelli, D Giannone, AM Sbordone, A Tambalotti Annual Review of Economics, 2018 | 254 | 2018 |