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