Domenico Giannone

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Lucrezia ReichlinProfessor of economics, London Business SchoolVerified email at london.edu
Michele LenzaHead of Section, European Central BankVerified email at ecb.europa.eu
Marta BanburaLead Economist, European Central BankVerified email at ecb.int
Michele ModugnoFederal Reserve Board of GovernorsVerified email at frb.gov
C De MolUniversité Libre de BruxellesVerified email at ulb.ac.be
Nina BoyarchenkoHead of Macrofinance Studies, Federal Reserve Bank of New YorkVerified email at ny.frb.org
Andrea TambalottiSenior Principal Economist, Amazon.comVerified email at amazon.com
Giorgio PrimiceriNorthwestern UniversityVerified email at northwestern.edu
Tobias AdrianFinancial Counsellor and Director, International Monetary FundVerified email at imf.org
Marc P. GiannoniBarclays Corporate and Investment BankVerified email at barclays.com
Marco Del NegroFederal Reserve Bank of New YorkVerified email at ny.frb.org
Carlo AltavillaHead of Division, European Central bankVerified email at ecb.int
Luca SalaAssociate Professor, Università BocconiVerified email at unibocconi.it
Argia SbordoneFederal Reserve Bank of New YorkVerified email at ny.frb.org
luca gambettiUniversitat Autonoma de BarcelonaVerified email at uab.cat
Francesca MontiUC LouvainVerified email at uclouvain.be
Ingrid DaubechiesDuke UniversityVerified email at math.duke.edu
Marco LippiProfessor MacroeconomicsVerified email at eief.it
Mario FORNIProfessor of Econometrics, University of Modena and Reggio EmiliaVerified email at unimore.it
Patrick A. AdamsPhD Student in Finance, MIT SloanVerified email at mit.edu

Domenico Giannone

International Monetary Fund

Verified email at imf.org - Homepage

Macroeconometrics Time Series Econometrics Forecasting Nowcasting High Dimensional Data


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Large Bayesian vector auto regressions M Bańbura, D Giannone, L Reichlin Journal of applied Econometrics 25 (1), 71-92, 2010	1757	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	1666*	2008
Vulnerable growth D Giannone, N Boyarchenko, T Adrian American Economic Review 109 (4), 1263-89, 2019	1028*	2019
Prior selection for vector autoregressions D Giannone, M Lenza, GE Primiceri Review of Economics and Statistics 97 (2), 436-451, 2015	984	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	760	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	712	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	673	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	672	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	649	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	511	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	505	2009
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	484	2017
Monetary policy in real time D Giannone, L Reichlin, L Sala NBER macroeconomics annual 19, 161-200, 2004	466	2004
Nowcasting M BańBura, D Giannone, L Reichlin The Oxford Handbook of Economic Forecasting, 2011	460*	2011
Macroeconomic forecasting and structural change A D'Agostino, L Gambetti, D Giannone Journal of Applied Econometrics 28 (1), 81-101, 2013	442	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	390	2011
Global trends in interest rates M Del Negro, D Giannone, MP Giannoni, A Tambalotti Journal of International Economics 118, 248-262, 2019	348	2019
Business Cycles in the Euro Area D Giannone, M Lenza, L Reichlin Europe and the Euro, 141-168, 2010	307	2010
Economic predictions with big data: The illusion of sparsity D Giannone, M Lenza, GE Primiceri Econometrica 89 (5), 2409-2437, 2021	296	2021
Macroeconomic nowcasting and forecasting with big data B Bok, D Caratelli, D Giannone, AM Sbordone, A Tambalotti Annual Review of Economics, 2018	287	2018

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