Sfoglia per Autore
Does information help recovering structural shocks from past observations?
2006 Giannone, Domenico; Lucrezia, Reichlin
VARs, common factors and the empirical validation of equilibrium business cycle models
2006 Giannone, Domenico; Lucrezia, Reichlin; Luca, Sala
A new core inflation indicator for New Zealand
2007 Giannone, Domenico; T., Matheson
Nowcasting: The real-time informational content of macroeconomic data
2008 Giannone, Domenico; Lucrezia, Reichlin; David, Small
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
2008 Christine De, Mol; Giannone, Domenico; Lucrezia, Reichlin
Explaining The Great Moderation: It Is Not The Shocks
2008 Giannone, Domenico; Michele, Lenza; Lucrezia, Reichlin
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
2009 Mario, Forni; Giannone, Domenico; Marco, Lippi; Lucrezia, Reichlin
NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS
2009 Giannone, Domenico; L., Reichlin; S., Simonelli
Comments on Forecasting economic and financial variables with global VARs
2009 Giannone, Domenico; Lucrezia, Reichlin
Sparse and stable Markowitz portfolios
2009 J., Brodie; I., Daubechies; C., De Mol; Giannone, Domenico; I., Loris
Large Bayesian vector auto regressions
2010 Marta, Banbura; Giannone, Domenico; Lucrezia, Reichlin
Market Freedom and the Global Recession
2010 Giannone, Domenico; Michele, Lenza; Lucrezia, Reichlin
Incorporating Conjunctural Analysis in Structural ModelsThe Science and Practice of Monetary Policy Today
2010 Giannone, Domenico; Francesca, Monti; Lucrezia, Reichlin
Short-term forecasts of euro area GDP growth
2011 Elena, Angelini; Gonzalo Camba, Mendez; Giannone, Domenico; Lucrezia, Reichlin; Gerhard, Runstler
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
2011 Catherine, Doz; Giannone, Domenico; Lucrezia, Reichlin
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
2012 Catherine, Doz; Giannone, Domenico; Lucrezia, Reichlin
The ECB and the Interbank Market*
2012 Giannone, Domenico; Michele, Lenza; Huw, Pill; Lucrezia, Reichlin
Comparing Alternative Predictors Based on Large-Panel Factor Models
2012 Antonello, D'Agostino; Giannone, Domenico
An Area-Wide Real-Time Database for the Euro Area
2012 Giannone, Domenico; Jerome, Henry; Magdalena, Lalik; Michele, Modugno
Now-Casting and the Real-Time Data Flow
2013 Marta, Banbura; Giannone, Domenico; Michele, Modugno; Lucrezia, Reichlin
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
Does information help recovering structural shocks from past observations? | 2006 | Giannone, Domenico; Lucrezia, Reichlin | |
VARs, common factors and the empirical validation of equilibrium business cycle models | 2006 | Giannone, Domenico; Lucrezia, Reichlin; Luca, Sala | |
A new core inflation indicator for New Zealand | 2007 | Giannone, Domenico; T., Matheson | |
Nowcasting: The real-time informational content of macroeconomic data | 2008 | Giannone, Domenico; Lucrezia, Reichlin; David, Small | |
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? | 2008 | Christine De, Mol; Giannone, Domenico; Lucrezia, Reichlin | |
Explaining The Great Moderation: It Is Not The Shocks | 2008 | Giannone, Domenico; Michele, Lenza; Lucrezia, Reichlin | |
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS | 2009 | Mario, Forni; Giannone, Domenico; Marco, Lippi; Lucrezia, Reichlin | |
NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS | 2009 | Giannone, Domenico; L., Reichlin; S., Simonelli | |
Comments on Forecasting economic and financial variables with global VARs | 2009 | Giannone, Domenico; Lucrezia, Reichlin | |
Sparse and stable Markowitz portfolios | 2009 | J., Brodie; I., Daubechies; C., De Mol; Giannone, Domenico; I., Loris | |
Large Bayesian vector auto regressions | 2010 | Marta, Banbura; Giannone, Domenico; Lucrezia, Reichlin | |
Market Freedom and the Global Recession | 2010 | Giannone, Domenico; Michele, Lenza; Lucrezia, Reichlin | |
Incorporating Conjunctural Analysis in Structural ModelsThe Science and Practice of Monetary Policy Today | 2010 | Giannone, Domenico; Francesca, Monti; Lucrezia, Reichlin | |
Short-term forecasts of euro area GDP growth | 2011 | Elena, Angelini; Gonzalo Camba, Mendez; Giannone, Domenico; Lucrezia, Reichlin; Gerhard, Runstler | |
A two-step estimator for large approximate dynamic factor models based on Kalman filtering | 2011 | Catherine, Doz; Giannone, Domenico; Lucrezia, Reichlin | |
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models | 2012 | Catherine, Doz; Giannone, Domenico; Lucrezia, Reichlin | |
The ECB and the Interbank Market* | 2012 | Giannone, Domenico; Michele, Lenza; Huw, Pill; Lucrezia, Reichlin | |
Comparing Alternative Predictors Based on Large-Panel Factor Models | 2012 | Antonello, D'Agostino; Giannone, Domenico | |
An Area-Wide Real-Time Database for the Euro Area | 2012 | Giannone, Domenico; Jerome, Henry; Magdalena, Lalik; Michele, Modugno | |
Now-Casting and the Real-Time Data Flow | 2013 | Marta, Banbura; Giannone, Domenico; Michele, Modugno; Lucrezia, Reichlin |
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